# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0001410368-26-054518
**Filing Date:** 2026-5
**Character Count:** 1620811
**Document Hash:** 0a872e9857e8c7188fc6dda4b651e7b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054518.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054518

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds IV
- **CENTRAL INDEX KEY:** 0001738074

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 261030953

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Systematic Multi-Strategy Fund (Series ID: S000062369)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202321 | Investor A Shares    |  |
| C000202322 | Investor C Shares    |  |
| C000202323 | Institutional Shares |  |
| C000222461 | Class K              |  |

## Nport-Ex

March 31, 2026

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

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

---

| |
|:---|
| **BlackRock Funds IV** |
| • BlackRock Systematic Multi-Strategy Fund |

---

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

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| Affirm Asset Securitization Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class C, 5.06%, 09/15/29 | 4500 | &nbsp;&nbsp; $4502348 |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class D, 5.50%, 09/15/29 | 5500 | &nbsp;&nbsp; 5503027 |
| &nbsp;&nbsp;&nbsp; Series 2024-X1, Class C, 6.57%, 05/15/29 | 195 | &nbsp;&nbsp; 194516 |
| &nbsp;&nbsp;&nbsp; Series 2024-X1, Class D, 7.29%, 05/15/29 | 6900 | &nbsp;&nbsp; 6901530 |
| &nbsp;&nbsp;&nbsp; Series 2024-X2, Class D, 6.08%, 12/17/29 | 3125 | &nbsp;&nbsp; 3132835 |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class B, 5.19%, 04/15/30 | 8600 | &nbsp;&nbsp; 8608155 |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class C, 5.34%, 04/15/30 | 4775 | &nbsp;&nbsp; 4781239 |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class D, 6.11%, 04/15/30 | 8000 | &nbsp;&nbsp; 8035082 |
| Affirm Master Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.13%, 02/15/33 | 2500 | &nbsp;&nbsp; 2507820 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.28%, 02/15/33 | 3410 | &nbsp;&nbsp; 3414891 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, 5.26%, 07/15/33 | 8100 | &nbsp;&nbsp; 8109603 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 5.60%, 07/15/33 | 3750 | &nbsp;&nbsp; 3756491 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class D, 5.09%, 10/16/34 | 7500 | &nbsp;&nbsp; 7439036 |
| &nbsp;&nbsp;&nbsp; Series 2026-2A, Class C, 5.26%, 04/16/35 | 11400 | &nbsp;&nbsp; 11397978 |
| Avant Loans Funding Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-REV1, Class A, 5.92%, 10/15/33 | 4850 | &nbsp;&nbsp; 4857359 |
| &nbsp;&nbsp;&nbsp; Series 2025-REV1, Class C, 6.06%, 05/15/34 | 2110 | &nbsp;&nbsp; 2117291 |
| &nbsp;&nbsp;&nbsp; Series 2026-REV1, Class C, 5.25%, 05/15/36 | 11100 | &nbsp;&nbsp; 10985330 |
| &nbsp;&nbsp;&nbsp; Carvana Auto Receivables Trust, Series 2021-N2, <br> Class B, 0.75%, 03/10/28<br>| 158 | &nbsp;&nbsp; 155307 |
| NetCredit Combined Receivables LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 8.31%, 10/21/30 | 4686 | &nbsp;&nbsp; 4735897 |
| &nbsp;&nbsp;&nbsp; Series 2025-A, Class A, 7.29%, 10/20/31 | 4203 | &nbsp;&nbsp; 4239957 |
| &nbsp;&nbsp;&nbsp; OneMain Financial Issuance Trust, Series 2019-2A, <br> Class A, 3.14%, 10/14/36<sup>(a)</sup><br>| 500 | &nbsp;&nbsp; 491744 |
| &nbsp;&nbsp;&nbsp; Sunbit Asset Securitization Trust, Series 2025-1, <br> Class A, 5.36%, 07/15/30<sup>(a)</sup><br>| 8000 | &nbsp;&nbsp; 8008291 |
| **Total Asset-Backed Securities — 1.4%** <br>**(Cost: $113,900,248)** | **Total Asset-Backed Securities — 1.4%** <br>**(Cost: $113,900,248)** | &nbsp;&nbsp; 113875727 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Aerospace & Defense — 0.1%** | **Aerospace & Defense — 0.1%** |  |
| Axon Enterprise, Inc.<sup>(b)</sup> | 661 | &nbsp;&nbsp; 280720 |
| BWX Technologies, Inc. | 1219 | &nbsp;&nbsp; 249273 |
| CAE, Inc.<sup>(b)</sup> | 7182 | &nbsp;&nbsp; 187091 |
| Carpenter Technology Corp. | 659 | &nbsp;&nbsp; 259745 |
| Curtiss-Wright Corp. | 403 | &nbsp;&nbsp; 274491 |
| General Dynamics Corp. | 1722 | &nbsp;&nbsp; 591025 |
| General Electric Co. | 5380 | &nbsp;&nbsp; 1526683 |
| HEICO Corp. | 1098 | &nbsp;&nbsp; 301072 |
| Howmet Aerospace, Inc. | 2514 | &nbsp;&nbsp; 579377 |
| Huntington Ingalls Industries, Inc. | 546 | &nbsp;&nbsp; 207425 |
| Kratos Defense & Security Solutions, Inc.<sup>(b)</sup> | 2549 | &nbsp;&nbsp; 179730 |
| L3Harris Technologies, Inc. | 1322 | &nbsp;&nbsp; 456288 |
| Loar Holdings, Inc.<sup>(b)</sup> | 2967 | &nbsp;&nbsp; 169979 |
| Lockheed Martin Corp. | 1314 | &nbsp;&nbsp; 794169 |
| Moog, Inc., Class A | 644 | &nbsp;&nbsp; 188460 |
| Northrop Grumman Corp. | 877 | &nbsp;&nbsp; 598325 |
| RTX Corp. | 6949 | &nbsp;&nbsp; 1340462 |
| VSE Corp. | 880 | &nbsp;&nbsp; 162272 |
| Woodward, Inc. | 724 | &nbsp;&nbsp; 259134 |
|  |  | &nbsp;&nbsp; 8605721 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** |  |
| CH Robinson Worldwide, Inc. | 1490 | &nbsp;&nbsp; $247444 |
| Expeditors International of Washington, Inc. | 1758 | &nbsp;&nbsp; 251799 |
|  |  | &nbsp;&nbsp; 499243 |
| **Automobile Components — 0.0%** | **Automobile Components — 0.0%** |  |
| Gentex Corp. | 8137 | &nbsp;&nbsp; 177793 |
| **Automobiles — 0.1%** | **Automobiles — 0.1%** |  |
| Tesla, Inc.<sup>(b)</sup> | 13610 | &nbsp;&nbsp; 5059518 |
| **Beverages — 0.2%** | **Beverages — 0.2%** |  |
| Coca-Cola Co. | 22038 | &nbsp;&nbsp; 1675990 |
| Coca-Cola Consolidated, Inc. | 1137 | &nbsp;&nbsp; 218008 |
| Constellation Brands, Inc., Class A | 1881 | &nbsp;&nbsp; 282150 |
| Keurig Dr. Pepper, Inc. | 11606 | &nbsp;&nbsp; 305586 |
| Monster Beverage Corp.<sup>(b)</sup> | 6421 | &nbsp;&nbsp; 465266 |
| PepsiCo, Inc. | 61207 | &nbsp;&nbsp; 9504835 |
|  |  | &nbsp;&nbsp; 12451835 |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |  |
| AbbVie, Inc. | 37283 | &nbsp;&nbsp; 8108680 |
| ADMA Biologics, Inc.<sup>(b)</sup> | 12290 | &nbsp;&nbsp; 110733 |
| Alnylam Pharmaceuticals, Inc.<sup>(b)</sup> | 1111 | &nbsp;&nbsp; 367597 |
| Amgen, Inc. | 21182 | &nbsp;&nbsp; 7452887 |
| BioMarin Pharmaceutical, Inc.<sup>(b)</sup> | 3573 | &nbsp;&nbsp; 201839 |
| Exelixis, Inc.<sup>(b)</sup> | 4900 | &nbsp;&nbsp; 210161 |
| Gilead Sciences, Inc. | 61977 | &nbsp;&nbsp; 8637734 |
| Incyte Corp.<sup>(b)</sup> | 2618 | &nbsp;&nbsp; 246406 |
| Insmed, Inc.<sup>(b)</sup> | 2141 | &nbsp;&nbsp; 350096 |
| Natera, Inc.<sup>(b)</sup> | 1386 | &nbsp;&nbsp; 277186 |
| Neurocrine Biosciences, Inc.<sup>(b)</sup> | 1756 | &nbsp;&nbsp; 231335 |
| Protagonist Therapeutics, Inc.<sup>(b)</sup> | 2165 | &nbsp;&nbsp; 228191 |
| Regeneron Pharmaceuticals, Inc. | 712 | &nbsp;&nbsp; 550120 |
| Roivant Sciences Ltd.<sup>(b)</sup> | 9455 | &nbsp;&nbsp; 261904 |
| United Therapeutics Corp.<sup>(b)</sup> | 538 | &nbsp;&nbsp; 319023 |
| Vertex Pharmaceuticals, Inc.<sup>(b)</sup> | 1565 | &nbsp;&nbsp; 698835 |
|  |  | &nbsp;&nbsp; 28252727 |
| **Broadline Retail — 0.1%** | **Broadline Retail — 0.1%** |  |
| Amazon.com, Inc.<sup>(b)</sup> | 26866 | &nbsp;&nbsp; 5595382 |
| eBay, Inc. | 4025 | &nbsp;&nbsp; 366355 |
|  |  | &nbsp;&nbsp; 5961737 |
| **Building Products — 0.0%** | **Building Products — 0.0%** |  |
| Advanced Drainage Systems, Inc. | 1346 | &nbsp;&nbsp; 184577 |
| Allegion PLC | 1449 | &nbsp;&nbsp; 210525 |
| Armstrong World Industries, Inc. | 1165 | &nbsp;&nbsp; 191992 |
| Carlisle Cos., Inc. | 641 | &nbsp;&nbsp; 213850 |
| CSW Industrials, Inc. | 654 | &nbsp;&nbsp; 170419 |
| Johnson Controls International PLC | 4124 | &nbsp;&nbsp; 540038 |
| Lennox International, Inc. | 482 | &nbsp;&nbsp; 223711 |
| Masco Corp. | 3298 | &nbsp;&nbsp; 199100 |
| Simpson Manufacturing Co., Inc. | 1067 | &nbsp;&nbsp; 183119 |
| Trane Technologies PLC | 1433 | &nbsp;&nbsp; 597188 |
| Zurn Elkay Water Solutions Corp. | 4109 | &nbsp;&nbsp; 184248 |
|  |  | &nbsp;&nbsp; 2898767 |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| LPL Financial Holdings, Inc. | 874 | &nbsp;&nbsp; 262925 |
| Moody's Corp. | 1154 | &nbsp;&nbsp; 503433 |
| MSCI, Inc., Class A | 623 | &nbsp;&nbsp; 335803 |
| S&P Global, Inc. | 1791 | &nbsp;&nbsp; 761784 |
| Tradeweb Markets, Inc., Class A | 2370 | &nbsp;&nbsp; 278854 |
|  |  | &nbsp;&nbsp; 2142799 |
| **Chemicals — 0.0%** | **Chemicals — 0.0%** |  |
| Corteva, Inc. | 5274 | &nbsp;&nbsp; 441486 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** |  |
| Ecolab, Inc. | 1868 | &nbsp;&nbsp; $496925 |
| International Flavors & Fragrances, Inc. | 3310 | &nbsp;&nbsp; 240140 |
| Linde PLC | 2526 | &nbsp;&nbsp; 1252290 |
| NewMarket Corp. | 309 | &nbsp;&nbsp; 198054 |
| RPM International, Inc. | 2099 | &nbsp;&nbsp; 208641 |
| Sherwin-Williams Co. | 1634 | &nbsp;&nbsp; 523779 |
|  |  | &nbsp;&nbsp; 3361315 |
| **Commercial Services & Supplies — 0.0%** | **Commercial Services & Supplies — 0.0%** |  |
| Casella Waste Systems, Inc., Class A<sup>(b)</sup> | 2172 | &nbsp;&nbsp; 172326 |
| Cintas Corp. | 2709 | &nbsp;&nbsp; 458200 |
| Clean Harbors, Inc.<sup>(b)</sup> | 830 | &nbsp;&nbsp; 237986 |
| Copart, Inc.<sup>(b)</sup> | 9083 | &nbsp;&nbsp; 301556 |
| GFL Environmental, Inc. | 5470 | &nbsp;&nbsp; 228208 |
| RB Global, Inc. | 2527 | &nbsp;&nbsp; 242213 |
| Republic Services, Inc., Class A | 2188 | &nbsp;&nbsp; 479216 |
| Rollins, Inc. | 5014 | &nbsp;&nbsp; 267798 |
| Veralto Corp. | 2848 | &nbsp;&nbsp; 251820 |
| Waste Connections, Inc. | 2179 | &nbsp;&nbsp; 353957 |
| Waste Management, Inc. | 2614 | &nbsp;&nbsp; 600671 |
|  |  | &nbsp;&nbsp; 3593951 |
| **Communications Equipment — 0.1%** | **Communications Equipment — 0.1%** |  |
| Arista Networks, Inc.<sup>(b)</sup> | 7531 | &nbsp;&nbsp; 924656 |
| Ciena Corp.<sup>(b)</sup> | 1169 | &nbsp;&nbsp; 453841 |
| Cisco Systems, Inc. | 119559 | &nbsp;&nbsp; 9276583 |
| Motorola Solutions, Inc. | 1143 | &nbsp;&nbsp; 496028 |
| Ubiquiti, Inc. | 514 | &nbsp;&nbsp; 406209 |
|  |  | &nbsp;&nbsp; 11557317 |
| **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** |  |
| API Group Corp.<sup>(b)</sup> | 5654 | &nbsp;&nbsp; 229100 |
| Dycom Industries, Inc.<sup>(b)</sup> | 551 | &nbsp;&nbsp; 186690 |
| Ferrovial SE | 5711 | &nbsp;&nbsp; 371500 |
| Quanta Services, Inc. | 994 | &nbsp;&nbsp; 545726 |
| Stantec, Inc. | 2277 | &nbsp;&nbsp; 196733 |
| Valmont Industries, Inc. | 456 | &nbsp;&nbsp; 182204 |
|  |  | &nbsp;&nbsp; 1711953 |
| **Construction Materials — 0.0%** | **Construction Materials — 0.0%** |  |
| CRH PLC | 4598 | &nbsp;&nbsp; 483342 |
| Martin Marietta Materials, Inc. | 541 | &nbsp;&nbsp; 318476 |
| Vulcan Materials Co. | 1188 | &nbsp;&nbsp; 323492 |
|  |  | &nbsp;&nbsp; 1125310 |
| **Consumer Staples Distribution & Retail — 0.3%** | **Consumer Staples Distribution & Retail — 0.3%** |  |
| BJ's Wholesale Club Holdings, Inc.<sup>(b)</sup> | 2364 | &nbsp;&nbsp; 232665 |
| Casey's General Stores, Inc. | 418 | &nbsp;&nbsp; 304245 |
| Costco Wholesale Corp. | 2218 | &nbsp;&nbsp; 2210082 |
| Kroger Co. | 87183 | &nbsp;&nbsp; 6308562 |
| Performance Food Group Co.<sup>(b)</sup> | 2528 | &nbsp;&nbsp; 216548 |
| Sysco Corp. | 86576 | &nbsp;&nbsp; 6175466 |
| Target Corp. | 4095 | &nbsp;&nbsp; 496314 |
| U.S. Foods Holding Corp.<sup>(b)</sup> | 2824 | &nbsp;&nbsp; 260401 |
| Walmart, Inc. | 38763 | &nbsp;&nbsp; 4817466 |
|  |  | &nbsp;&nbsp; 21021749 |
| **Containers & Packaging — 0.0%** | **Containers & Packaging — 0.0%** |  |
| AptarGroup, Inc. | 1499 | &nbsp;&nbsp; 188904 |
| Avery Dennison Corp. | 1253 | &nbsp;&nbsp; 216368 |
| Packaging Corp. of America | 1144 | &nbsp;&nbsp; 242780 |
|  |  | &nbsp;&nbsp; 648052 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Distributors — 0.1%** | **Distributors — 0.1%** |  |
| Genuine Parts Co. | 34293 | &nbsp;&nbsp; $3626485 |
| **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** |  |
| Grand Canyon Education, Inc.<sup>(b)</sup> | 1149 | &nbsp;&nbsp; 195365 |
| H&R Block, Inc. | 131192 | &nbsp;&nbsp; 4164034 |
| Service Corp. International | 20145 | &nbsp;&nbsp; 1662164 |
|  |  | &nbsp;&nbsp; 6021563 |
| **Diversified Telecommunication Services — 0.2%** | **Diversified Telecommunication Services — 0.2%** |  |
| AT&T, Inc. | 338784 | &nbsp;&nbsp; 9821348 |
| Comcast Corp., Class A | 261777 | &nbsp;&nbsp; 7515618 |
| TELUS Corp. | 19413 | &nbsp;&nbsp; 249069 |
| Verizon Communications, Inc. | 23255 | &nbsp;&nbsp; 1167401 |
|  |  | &nbsp;&nbsp; 18753436 |
| **Electric Utilities — 0.7%** | **Electric Utilities — 0.7%** |  |
| Alliant Energy Corp. | 12907 | &nbsp;&nbsp; 926206 |
| American Electric Power Co., Inc. | 55079 | &nbsp;&nbsp; 7219755 |
| Duke Energy Corp. | 69611 | &nbsp;&nbsp; 9114864 |
| Emera, Inc. | 4658 | &nbsp;&nbsp; 241611 |
| Entergy Corp. | 3701 | &nbsp;&nbsp; 415844 |
| Evergy, Inc. | 36303 | &nbsp;&nbsp; 2973942 |
| Exelon Corp. | 165733 | &nbsp;&nbsp; 8124232 |
| FirstEnergy Corp. | 174637 | &nbsp;&nbsp; 8847110 |
| Fortis, Inc. | 5234 | &nbsp;&nbsp; 292005 |
| IDACORP, Inc. | 10926 | &nbsp;&nbsp; 1562090 |
| NextEra Energy, Inc. | 11633 | &nbsp;&nbsp; 1080473 |
| OGE Energy Corp. | 75003 | &nbsp;&nbsp; 3597144 |
| PG&E Corp. | 18877 | &nbsp;&nbsp; 331669 |
| Pinnacle West Capital Corp. | 17992 | &nbsp;&nbsp; 1812694 |
| Portland General Electric Co. | 172 | &nbsp;&nbsp; 9077 |
| PPL Corp. | 7657 | &nbsp;&nbsp; 292497 |
| Southern Co. | 94811 | &nbsp;&nbsp; 9151158 |
| Xcel Energy, Inc. | 7621 | &nbsp;&nbsp; 605412 |
|  |  | &nbsp;&nbsp; 56597783 |
| **Electrical Equipment — 0.0%** | **Electrical Equipment — 0.0%** |  |
| AMETEK, Inc. | 1799 | &nbsp;&nbsp; 385633 |
| Eaton Corp. PLC | 2273 | &nbsp;&nbsp; 812984 |
| Hubbell, Inc., Class B | 562 | &nbsp;&nbsp; 275796 |
| nVent Electric PLC | 2172 | &nbsp;&nbsp; 256904 |
| Rockwell Automation, Inc. | 935 | &nbsp;&nbsp; 335553 |
|  |  | &nbsp;&nbsp; 2066870 |
| **Electronic Equipment, Instruments & Components — 0.0%** | **Electronic Equipment, Instruments & Components — 0.0%** |  |
| Advanced Energy Industries, Inc. | 711 | &nbsp;&nbsp; 229447 |
| Amphenol Corp., Class A | 6883 | &nbsp;&nbsp; 869667 |
| Badger Meter, Inc. | 1173 | &nbsp;&nbsp; 178707 |
| Cognex Corp. | 3879 | &nbsp;&nbsp; 190032 |
| Corning, Inc. | 5518 | &nbsp;&nbsp; 750282 |
| Keysight Technologies, Inc.<sup>(b)</sup> | 1392 | &nbsp;&nbsp; 393059 |
| Teledyne Technologies, Inc.<sup>(b)</sup> | 463 | &nbsp;&nbsp; 280120 |
|  |  | &nbsp;&nbsp; 2891314 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** |  |
| Madison Square Garden Sports Corp., Class A<sup>(b)</sup> | 640 | &nbsp;&nbsp; 205696 |
| Netflix, Inc.<sup>(b)</sup> | 24025 | &nbsp;&nbsp; 2310004 |
| Spotify Technology SA<sup>(b)</sup> | 1285 | &nbsp;&nbsp; 623110 |
| TKO Group Holdings, Inc., Class A | 1705 | &nbsp;&nbsp; 343813 |
| Walt Disney Co. | 9816 | &nbsp;&nbsp; 946066 |
| Warner Music Group Corp., Class A | 20319 | &nbsp;&nbsp; 518947 |
|  |  | &nbsp;&nbsp; 4947636 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Financial Services — 0.1%** | **Financial Services — 0.1%** |  |
| Berkshire Hathaway, Inc., Class B<sup>(b)</sup> | 10295 | &nbsp;&nbsp; $4933364 |
| Jack Henry & Associates, Inc. | 1330 | &nbsp;&nbsp; 210193 |
| Mastercard, Inc., Class A | 4451 | &nbsp;&nbsp; 2223987 |
| Visa, Inc., Class A | 9645 | &nbsp;&nbsp; 2915105 |
|  |  | &nbsp;&nbsp; 10282649 |
| **Food Products — 0.5%** | **Food Products — 0.5%** |  |
| General Mills, Inc. | 199760 | &nbsp;&nbsp; 7435067 |
| Hershey Co. | 31236 | &nbsp;&nbsp; 6493652 |
| Hormel Foods Corp. | 359504 | &nbsp;&nbsp; 8142766 |
| Ingredion, Inc. | 1675 | &nbsp;&nbsp; 188705 |
| Kraft Heinz Co. | 12034 | &nbsp;&nbsp; 270645 |
| McCormick & Co., Inc. | 3681 | &nbsp;&nbsp; 185670 |
| Mondelez International, Inc., Class A | 155677 | &nbsp;&nbsp; 8973222 |
| Post Holdings, Inc.<sup>(b)</sup> | 1792 | &nbsp;&nbsp; 177157 |
| The Campbell's Co. | 157242 | &nbsp;&nbsp; 3501779 |
| Tyson Foods, Inc., Class A | 49939 | &nbsp;&nbsp; 3199592 |
|  |  | &nbsp;&nbsp; 38568255 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |  |
| Atmos Energy Corp. | 5930 | &nbsp;&nbsp; 1095390 |
| National Fuel Gas Co. | 2305 | &nbsp;&nbsp; 216578 |
| ONE Gas, Inc. | 4779 | &nbsp;&nbsp; 411615 |
| Southwest Gas Holdings, Inc. | 2208 | &nbsp;&nbsp; 191875 |
|  |  | &nbsp;&nbsp; 1915458 |
| **Ground Transportation — 0.1%** | **Ground Transportation — 0.1%** |  |
| Canadian National Railway Co. | 4490 | &nbsp;&nbsp; 461438 |
| Canadian Pacific Kansas City Ltd. | 6211 | &nbsp;&nbsp; 488557 |
| CSX Corp. | 12839 | &nbsp;&nbsp; 527041 |
| JB Hunt Transport Services, Inc. | 1242 | &nbsp;&nbsp; 263180 |
| Old Dominion Freight Line, Inc. | 1973 | &nbsp;&nbsp; 385524 |
| Uber Technologies, Inc.<sup>(b)</sup> | 11782 | &nbsp;&nbsp; 847479 |
| Union Pacific Corp. | 28869 | &nbsp;&nbsp; 7004197 |
|  |  | &nbsp;&nbsp; 9977416 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |  |
| Abbott Laboratories | 87833 | &nbsp;&nbsp; 9017814 |
| Alcon AG | 4278 | &nbsp;&nbsp; 322347 |
| Becton Dickinson & Co. | 2281 | &nbsp;&nbsp; 358642 |
| Boston Scientific Corp.<sup>(b)</sup> | 9302 | &nbsp;&nbsp; 583701 |
| Cooper Cos., Inc.<sup>(b)</sup> | 3002 | &nbsp;&nbsp; 214643 |
| Edwards Lifesciences Corp.<sup>(b)</sup> | 4739 | &nbsp;&nbsp; 379499 |
| Glaukos Corp.<sup>(b)</sup> | 1696 | &nbsp;&nbsp; 182591 |
| Globus Medical, Inc., Class A<sup>(b)</sup> | 2385 | &nbsp;&nbsp; 205492 |
| IDEXX Laboratories, Inc.<sup>(b)</sup> | 625 | &nbsp;&nbsp; 351181 |
| Intuitive Surgical, Inc.<sup>(b)</sup> | 1972 | &nbsp;&nbsp; 909072 |
| Medtronic PLC | 102193 | &nbsp;&nbsp; 8855023 |
| Merit Medical Systems, Inc.<sup>(b)</sup> | 2423 | &nbsp;&nbsp; 167017 |
| ResMed, Inc. | 1324 | &nbsp;&nbsp; 297212 |
| STERIS PLC | 1135 | &nbsp;&nbsp; 250983 |
| Stryker Corp. | 2227 | &nbsp;&nbsp; 731770 |
|  |  | &nbsp;&nbsp; 22826987 |
| **Health Care Providers & Services — 0.2%** | **Health Care Providers & Services — 0.2%** |  |
| Chemed Corp. | 489 | &nbsp;&nbsp; 184715 |
| Cigna Group | 10692 | &nbsp;&nbsp; 2852091 |
| CVS Health Corp. | 39920 | &nbsp;&nbsp; 2867054 |
| Encompass Health Corp. | 2019 | &nbsp;&nbsp; 195298 |
| Ensign Group, Inc. | 1049 | &nbsp;&nbsp; 211373 |
| HCA Healthcare, Inc. | 1353 | &nbsp;&nbsp; 640294 |
| Labcorp Holdings, Inc. | 981 | &nbsp;&nbsp; 261741 |
| Quest Diagnostics, Inc. | 37689 | &nbsp;&nbsp; 7386290 |
|  |  | &nbsp;&nbsp; 14598856 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Health Care Technology — 0.0%** | **Health Care Technology — 0.0%** |  |
| Veeva Systems, Inc., Class A<sup>(b)</sup> | 1662 | &nbsp;&nbsp; $291947 |
| **Hotel & Resort REITs — 0.0%** | **Hotel & Resort REITs — 0.0%** |  |
| Ryman Hospitality Properties, Inc. | 1845 | &nbsp;&nbsp; 170238 |
| **Hotels, Restaurants & Leisure — 0.2%** | **Hotels, Restaurants & Leisure — 0.2%** |  |
| Booking Holdings, Inc. | 186 | &nbsp;&nbsp; 783120 |
| Chipotle Mexican Grill, Inc., Class A<sup>(b)</sup> | 10689 | &nbsp;&nbsp; 342155 |
| Darden Restaurants, Inc. | 31501 | &nbsp;&nbsp; 6175456 |
| DoorDash, Inc., Class A<sup>(b)</sup> | 2937 | &nbsp;&nbsp; 440991 |
| Hilton Worldwide Holdings, Inc. | 1599 | &nbsp;&nbsp; 486224 |
| Marriott International, Inc., Class A | 1705 | &nbsp;&nbsp; 557654 |
| McDonald's Corp. | 3831 | &nbsp;&nbsp; 1190636 |
| Restaurant Brands International, Inc. | 4475 | &nbsp;&nbsp; 330702 |
| Starbucks Corp. | 6891 | &nbsp;&nbsp; 617365 |
| Texas Roadhouse, Inc. | 1224 | &nbsp;&nbsp; 202131 |
| Vail Resorts, Inc. | 24275 | &nbsp;&nbsp; 3114968 |
| Viking Holdings Ltd.<sup>(b)</sup> | 4265 | &nbsp;&nbsp; 313392 |
| Yum! Brands, Inc. | 2268 | &nbsp;&nbsp; 352629 |
|  |  | &nbsp;&nbsp; 14907423 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** |  |
| D.R. Horton, Inc. | 2426 | &nbsp;&nbsp; 332896 |
| Garmin Ltd. | 1510 | &nbsp;&nbsp; 350335 |
| NVR, Inc.<sup>(b)</sup> | 36 | &nbsp;&nbsp; 237234 |
| PulteGroup, Inc. | 2145 | &nbsp;&nbsp; 252273 |
|  |  | &nbsp;&nbsp; 1172738 |
| **Household Products — 0.3%** | **Household Products — 0.3%** |  |
| Church & Dwight Co., Inc. | 2675 | &nbsp;&nbsp; 249631 |
| Colgate-Palmolive Co. | 82704 | &nbsp;&nbsp; 7048862 |
| Kimberly-Clark Corp. | 85084 | &nbsp;&nbsp; 8208053 |
| Procter & Gamble Co. | 67765 | &nbsp;&nbsp; 9787977 |
|  |  | &nbsp;&nbsp; 25294523 |
| **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** |  |
| Ormat Technologies, Inc. | 1811 | &nbsp;&nbsp; 202687 |
| **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** |  |
| Honeywell International, Inc. | 3702 | &nbsp;&nbsp; 836763 |
| **Insurance — 0.1%** | **Insurance — 0.1%** |  |
| American Financial Group, Inc. | 495 | &nbsp;&nbsp; 63216 |
| Hartford Insurance Group, Inc. | 14675 | &nbsp;&nbsp; 1984500 |
| Old Republic International Corp. | 154574 | &nbsp;&nbsp; 6167503 |
|  |  | &nbsp;&nbsp; 8215219 |
| **Interactive Media & Services — 0.1%** | **Interactive Media & Services — 0.1%** |  |
| Alphabet, Inc., Class A | 17837 | &nbsp;&nbsp; 5129208 |
| Match Group, Inc. | 36082 | &nbsp;&nbsp; 1108078 |
| Meta Platforms, Inc., Class A | 8481 | &nbsp;&nbsp; 4852234 |
|  |  | &nbsp;&nbsp; 11089520 |
| **IT Services — 0.1%** | **IT Services — 0.1%** |  |
| Amdocs Ltd. | 125885 | &nbsp;&nbsp; 8215255 |
| CGI, Inc., Class A | 3231 | &nbsp;&nbsp; 236186 |
| Cognizant Technology Solutions Corp., Class A | 4694 | &nbsp;&nbsp; 287977 |
| International Business Machines Corp. | 4915 | &nbsp;&nbsp; 1191347 |
| Shopify, Inc., Class A<sup>(b)</sup> | 7303 | &nbsp;&nbsp; 866282 |
| VeriSign, Inc. | 1138 | &nbsp;&nbsp; 282633 |
|  |  | &nbsp;&nbsp; 11079680 |
| **Life Sciences Tools & Services — 0.0%** | **Life Sciences Tools & Services — 0.0%** |  |
| Agilent Technologies, Inc. | 2743 | &nbsp;&nbsp; 312647 |
| Bio-Techne Corp. | 3761 | &nbsp;&nbsp; 196550 |
| Danaher Corp. | 4190 | &nbsp;&nbsp; 794424 |
| Mettler-Toledo International, Inc.<sup>(b)</sup> | 222 | &nbsp;&nbsp; 279986 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Life Sciences Tools & Services (continued)** | **Life Sciences Tools & Services (continued)** |  |
| Thermo Fisher Scientific, Inc. | 2094 | &nbsp;&nbsp; $1029264 |
| Waters Corp.<sup>(b)</sup> | 1000 | &nbsp;&nbsp; 297800 |
| West Pharmaceutical Services, Inc. | 997 | &nbsp;&nbsp; 249888 |
|  |  | &nbsp;&nbsp; 3160559 |
| **Machinery — 0.1%** | **Machinery — 0.1%** |  |
| Allison Transmission Holdings, Inc. | 1786 | &nbsp;&nbsp; 209069 |
| Atmus Filtration Technologies, Inc. | 3122 | &nbsp;&nbsp; 177236 |
| Cummins, Inc. | 939 | &nbsp;&nbsp; 505201 |
| Donaldson Co., Inc. | 2412 | &nbsp;&nbsp; 204706 |
| Dover Corp. | 1394 | &nbsp;&nbsp; 290579 |
| Enpro, Inc. | 776 | &nbsp;&nbsp; 194504 |
| ESCO Technologies, Inc. | 728 | &nbsp;&nbsp; 204837 |
| Federal Signal Corp. | 1742 | &nbsp;&nbsp; 188380 |
| Franklin Electric Co., Inc. | 1922 | &nbsp;&nbsp; 177151 |
| Graco, Inc. | 2627 | &nbsp;&nbsp; 222376 |
| IDEX Corp. | 1163 | &nbsp;&nbsp; 220447 |
| Illinois Tool Works, Inc. | 1931 | &nbsp;&nbsp; 502620 |
| Ingersoll Rand, Inc. | 3711 | &nbsp;&nbsp; 297325 |
| ITT, Inc. | 1237 | &nbsp;&nbsp; 235686 |
| Lincoln Electric Holdings, Inc. | 876 | &nbsp;&nbsp; 218194 |
| Mueller Industries, Inc. | 1914 | &nbsp;&nbsp; 212071 |
| Nordson Corp. | 848 | &nbsp;&nbsp; 225619 |
| Otis Worldwide Corp. | 3675 | &nbsp;&nbsp; 283269 |
| Parker-Hannifin Corp. | 772 | &nbsp;&nbsp; 691125 |
| Pentair PLC | 2489 | &nbsp;&nbsp; 216817 |
| RBC Bearings, Inc.<sup>(b)</sup> | 443 | &nbsp;&nbsp; 240602 |
| Snap-on, Inc. | 684 | &nbsp;&nbsp; 248442 |
| SPX Technologies, Inc.<sup>(b)</sup> | 974 | &nbsp;&nbsp; 194742 |
| Watts Water Technologies, Inc., Class A | 671 | &nbsp;&nbsp; 194785 |
| Westinghouse Air Brake Technologies Corp. | 1453 | &nbsp;&nbsp; 363119 |
| Xylem, Inc. | 2410 | &nbsp;&nbsp; 287995 |
|  |  | &nbsp;&nbsp; 7006897 |
| **Marine Transportation — 0.0%** | **Marine Transportation — 0.0%** |  |
| Kirby Corp.<sup>(b)</sup> | 1558 | &nbsp;&nbsp; 207027 |
| **Media — 0.1%** | **Media — 0.1%** |  |
| Fox Corp., Class A | 4705 | &nbsp;&nbsp; 274772 |
| New York Times Co., Class A | 2906 | &nbsp;&nbsp; 243319 |
| News Corp., Class A | 9321 | &nbsp;&nbsp; 232373 |
| Omnicom Group, Inc. | 101015 | &nbsp;&nbsp; 7607440 |
| Sirius XM Holdings, Inc. | 7217 | &nbsp;&nbsp; 166568 |
|  |  | &nbsp;&nbsp; 8524472 |
| **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |  |
| Agnico Eagle Mines Ltd. | 3030 | &nbsp;&nbsp; 615029 |
| Alamos Gold, Inc., Class A | 5099 | &nbsp;&nbsp; 226549 |
| Barrick Mining Corp. | 11113 | &nbsp;&nbsp; 453299 |
| Franco-Nevada Corp. | 1449 | &nbsp;&nbsp; 357975 |
| Hecla Mining Co. | 10078 | &nbsp;&nbsp; 187753 |
| Kinross Gold Corp. | 10107 | &nbsp;&nbsp; 308466 |
| OR Royalties, Inc. | 4388 | &nbsp;&nbsp; 166832 |
| Reliance, Inc. | 781 | &nbsp;&nbsp; 237362 |
| Royal Gold, Inc. | 948 | &nbsp;&nbsp; 241256 |
| Vizsla Silver Corp.<sup>(b)</sup> | 41873 | &nbsp;&nbsp; 138181 |
|  |  | &nbsp;&nbsp; 2932702 |
| **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** |  |
| Ameren Corp. | 8489 | &nbsp;&nbsp; 933111 |
| CenterPoint Energy, Inc. | 6851 | &nbsp;&nbsp; 295689 |
| CMS Energy Corp. | 93332 | &nbsp;&nbsp; 7240697 |
| Consolidated Edison, Inc. | 79545 | &nbsp;&nbsp; 9002903 |
| Dominion Energy, Inc. | 38784 | &nbsp;&nbsp; 2397627 |
| DTE Energy Co. | 2074 | &nbsp;&nbsp; 303260 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Multi-Utilities (continued)** | **Multi-Utilities (continued)** |  |
| NiSource, Inc. | 5847 | &nbsp;&nbsp; $272821 |
| Public Service Enterprise Group, Inc. | 4254 | &nbsp;&nbsp; 344361 |
| Sempra | 4836 | &nbsp;&nbsp; 469914 |
| WEC Energy Group, Inc. | 77055 | &nbsp;&nbsp; 8920658 |
|  |  | &nbsp;&nbsp; 30181041 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** |  |
| Kilroy Realty Corp. | 6243 | &nbsp;&nbsp; 176115 |
| **Oil, Gas & Consumable Fuels — 0.7%** | **Oil, Gas & Consumable Fuels — 0.7%** |  |
| Antero Midstream Corp. | 9554 | &nbsp;&nbsp; 217831 |
| Cameco Corp. | 3546 | &nbsp;&nbsp; 385131 |
| Cheniere Energy, Inc. | 1653 | &nbsp;&nbsp; 469055 |
| Chevron Corp. | 55346 | &nbsp;&nbsp; 11451087 |
| ConocoPhillips | 7228 | &nbsp;&nbsp; 954096 |
| DT Midstream, Inc.<sup>(b)</sup> | 35644 | &nbsp;&nbsp; 4800178 |
| Enbridge, Inc. | 13305 | &nbsp;&nbsp; 720333 |
| EOG Resources, Inc. | 6020 | &nbsp;&nbsp; 870311 |
| Expand Energy Corp. | 2690 | &nbsp;&nbsp; 295308 |
| Exxon Mobil Corp. | 76826 | &nbsp;&nbsp; 13034299 |
| Kinder Morgan, Inc. | 270683 | &nbsp;&nbsp; 9076001 |
| Pembina Pipeline Corp. | 6393 | &nbsp;&nbsp; 286151 |
| Suncor Energy, Inc. | 8745 | &nbsp;&nbsp; 578132 |
| Targa Resources Corp. | 1736 | &nbsp;&nbsp; 435267 |
| TC Energy Corp. | 7515 | &nbsp;&nbsp; 470439 |
| Texas Pacific Land Corp. | 646 | &nbsp;&nbsp; 306566 |
| Uranium Energy Corp.<sup>(b)</sup> | 13769 | &nbsp;&nbsp; 185882 |
| Williams Cos., Inc. | 123432 | &nbsp;&nbsp; 8983381 |
|  |  | &nbsp;&nbsp; 53519448 |
| **Pharmaceuticals — 0.4%** | **Pharmaceuticals — 0.4%** |  |
| Bristol-Myers Squibb Co. | 112156 | &nbsp;&nbsp; 6802261 |
| Eli Lilly & Co. | 4582 | &nbsp;&nbsp; 4214386 |
| Johnson & Johnson | 47606 | &nbsp;&nbsp; 11636811 |
| Merck & Co., Inc. | 61490 | &nbsp;&nbsp; 7396632 |
|  |  | &nbsp;&nbsp; 30050090 |
| **Professional Services — 0.2%** | **Professional Services — 0.2%** |  |
| Automatic Data Processing, Inc. | 35553 | &nbsp;&nbsp; 7223659 |
| Broadridge Financial Solutions, Inc. | 736 | &nbsp;&nbsp; 119585 |
| ExlService Holdings, Inc.<sup>(b)</sup> | 6083 | &nbsp;&nbsp; 185227 |
| Jacobs Solutions, Inc. | 1709 | &nbsp;&nbsp; 217522 |
| Leidos Holdings, Inc. | 1501 | &nbsp;&nbsp; 233436 |
| Paychex, Inc. | 49329 | &nbsp;&nbsp; 4544187 |
| Thomson Reuters Corp. | 3564 | &nbsp;&nbsp; 320689 |
| Verisk Analytics, Inc., Class A | 1442 | &nbsp;&nbsp; 273619 |
|  |  | &nbsp;&nbsp; 13117924 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |  |
| CoStar Group, Inc.<sup>(b)</sup> | 5657 | &nbsp;&nbsp; 228203 |
| **Residential REITs — 0.2%** | **Residential REITs — 0.2%** |  |
| American Homes 4 Rent, Class A | 31505 | &nbsp;&nbsp; 879619 |
| Camden Property Trust | 17065 | &nbsp;&nbsp; 1666568 |
| Equity Residential | 16467 | &nbsp;&nbsp; 974023 |
| Essex Property Trust, Inc. | 3625 | &nbsp;&nbsp; 877250 |
| Mid-America Apartment Communities, Inc. | 54122 | &nbsp;&nbsp; 6609379 |
| UDR, Inc. | 53955 | &nbsp;&nbsp; 1822600 |
|  |  | &nbsp;&nbsp; 12829439 |
| **Retail REITs — 0.2%** | **Retail REITs — 0.2%** |  |
| Regency Centers Corp. | 109066 | &nbsp;&nbsp; 8251934 |
| Simon Property Group, Inc. | 21583 | &nbsp;&nbsp; 4025877 |
|  |  | &nbsp;&nbsp; 12277811 |
| **Semiconductors & Semiconductor Equipment — 0.2%** | **Semiconductors & Semiconductor Equipment — 0.2%** |  |
| Applied Materials, Inc. | 4319 | &nbsp;&nbsp; 1476191 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |  |
| Broadcom, Inc. | 17027 | &nbsp;&nbsp; $5270027 |
| Cirrus Logic, Inc.<sup>(b)</sup> | 1413 | &nbsp;&nbsp; 204348 |
| Lam Research Corp. | 6789 | &nbsp;&nbsp; 1450538 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions Holdings, Inc., <br> Class H<sup>(b)</sup><br>| 1122 | &nbsp;&nbsp; 249163 |
| Monolithic Power Systems, Inc. | 378 | &nbsp;&nbsp; 413286 |
| NVIDIA Corp. | 30335 | &nbsp;&nbsp; 5290424 |
| QUALCOMM, Inc. | 10878 | &nbsp;&nbsp; 1400869 |
| Skyworks Solutions, Inc. | 69406 | &nbsp;&nbsp; 3716691 |
| Teradyne, Inc. | 1331 | &nbsp;&nbsp; 394588 |
|  |  | &nbsp;&nbsp; 19866125 |
| **Software — 0.1%** | **Software — 0.1%** |  |
| Appfolio, Inc., Class A<sup>(b)</sup> | 1104 | &nbsp;&nbsp; 174233 |
| Cadence Design Systems, Inc.<sup>(b)</sup> | 1857 | &nbsp;&nbsp; 516005 |
| Descartes Systems Group, Inc.<sup>(b)</sup> | 2824 | &nbsp;&nbsp; 202085 |
| Dolby Laboratories, Inc., Class A | 2991 | &nbsp;&nbsp; 179640 |
| Fortinet, Inc.<sup>(b)</sup> | 5529 | &nbsp;&nbsp; 451830 |
| Gen Digital, Inc. | 11474 | &nbsp;&nbsp; 216055 |
| Guidewire Software, Inc.<sup>(b)</sup> | 1471 | &nbsp;&nbsp; 220003 |
| Manhattan Associates, Inc.<sup>(b)</sup> | 1402 | &nbsp;&nbsp; 186634 |
| Microsoft Corp. | 13598 | &nbsp;&nbsp; 5033572 |
| Palantir Technologies, Inc., Class A<sup>(b)</sup> | 11937 | &nbsp;&nbsp; 1746144 |
| PTC, Inc.<sup>(b)</sup> | 1614 | &nbsp;&nbsp; 229979 |
| Roper Technologies, Inc. | 936 | &nbsp;&nbsp; 331213 |
| Trimble, Inc.<sup>(b)</sup> | 3501 | &nbsp;&nbsp; 228370 |
| Tyler Technologies, Inc.<sup>(b)</sup> | 652 | &nbsp;&nbsp; 223232 |
|  |  | &nbsp;&nbsp; 9938995 |
| **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** |  |
| Equinix, Inc. | 649 | &nbsp;&nbsp; 636176 |
| Lamar Advertising Co., Class A | 11399 | &nbsp;&nbsp; 1443797 |
| Public Storage | 26631 | &nbsp;&nbsp; 7213805 |
|  |  | &nbsp;&nbsp; 9293778 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |  |
| AutoZone, Inc.<sup>(b)</sup> | 127 | &nbsp;&nbsp; 428978 |
| Best Buy Co., Inc. | 33176 | &nbsp;&nbsp; 2129899 |
| Home Depot, Inc. | 5129 | &nbsp;&nbsp; 1686877 |
| Lowe's Cos., Inc. | 3237 | &nbsp;&nbsp; 764838 |
| O'Reilly Automotive, Inc.<sup>(b)</sup> | 5754 | &nbsp;&nbsp; 531152 |
| Ross Stores, Inc. | 2348 | &nbsp;&nbsp; 508647 |
| TJX Cos., Inc. | 6295 | &nbsp;&nbsp; 1005311 |
| Tractor Supply Co. | 5725 | &nbsp;&nbsp; 259343 |
|  |  | &nbsp;&nbsp; 7315045 |
| **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |  |
| Apple, Inc. | 20149 | &nbsp;&nbsp; 5113615 |
| HP, Inc. | 1871 | &nbsp;&nbsp; 35942 |
|  |  | &nbsp;&nbsp; 5149557 |
| **Textiles, Apparel & Luxury Goods — 0.0%** | **Textiles, Apparel & Luxury Goods — 0.0%** |  |
| Gildan Activewear, Inc. | 3412 | &nbsp;&nbsp; 189878 |
| **Tobacco — 0.0%** | **Tobacco — 0.0%** |  |
| Altria Group, Inc. | 10078 | &nbsp;&nbsp; 665047 |
| Philip Morris International, Inc. | 7984 | &nbsp;&nbsp; 1320075 |
|  |  | &nbsp;&nbsp; 1985122 |
| **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** |  |
| Applied Industrial Technologies, Inc. | 776 | &nbsp;&nbsp; 205888 |
| Fastenal Co. | 9100 | &nbsp;&nbsp; 422240 |
| Ferguson Enterprises, Inc. | 1572 | &nbsp;&nbsp; 366685 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Trading Companies & Distributors (continued)** | **Trading Companies & Distributors (continued)** |  |
| MSC Industrial Direct Co., Inc., Class A | 2061 | &nbsp;&nbsp; $190168 |
| Watsco, Inc. | 605 | &nbsp;&nbsp; 220093 |
| WW Grainger, Inc. | 386 | &nbsp;&nbsp; 421053 |
|  |  | &nbsp;&nbsp; 1826127 |
| **Water Utilities — 0.1%** | **Water Utilities — 0.1%** |  |
| American Water Works Co., Inc. | 48908 | &nbsp;&nbsp; 6655890 |
| **Wireless Telecommunication Services — 0.1%** | **Wireless Telecommunication Services — 0.1%** |  |
| Rogers Communications, Inc., Class B | 6778 | &nbsp;&nbsp; 260614 |
| T-Mobile U.S., Inc. | 35598 | &nbsp;&nbsp; 7476648 |
|  |  | &nbsp;&nbsp; 7737262 |
| **Total Common Stocks — 7.5%** <br>**(Cost: $580,223,396)** | **Total Common Stocks — 7.5%** <br>**(Cost: $580,223,396)** | &nbsp;&nbsp; 619574740 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc., 7.50%, <br> 06/01/29<sup>(a)</sup><br>| $2460 | &nbsp;&nbsp; 2470381 |
| Omnicom Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/02/29 | 100 | &nbsp;&nbsp; 98939 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | 1080 | &nbsp;&nbsp; 966342 |
|  |  | &nbsp;&nbsp; 3535662 |
| **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** |
| Boeing Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | 3870 | &nbsp;&nbsp; 3793561 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | 4680 | &nbsp;&nbsp; 4913231 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | 3870 | &nbsp;&nbsp; 3934784 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | 3532 | &nbsp;&nbsp; 3512937 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | 1243 | &nbsp;&nbsp; 1235042 |
| Honeywell Aerospace, Inc., 3.90%, 03/16/28<sup>(a)</sup> | 12450 | &nbsp;&nbsp; 12358319 |
| L3Harris Technologies, Inc., 5.05%, 06/01/29 | 390 | &nbsp;&nbsp; 396780 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 | 250 | &nbsp;&nbsp; 250183 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | 3390 | &nbsp;&nbsp; 3392665 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | 28270 | &nbsp;&nbsp; 28345961 |
| Moog, Inc., 4.25%, 12/15/27<sup>(a)</sup> | 145 | &nbsp;&nbsp; 144916 |
| Northrop Grumman Corp., 4.60%, 02/01/29 | 260 | &nbsp;&nbsp; 261675 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | 2230 | &nbsp;&nbsp; 2220638 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | 1045 | &nbsp;&nbsp; 1084086 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | 1530 | &nbsp;&nbsp; 1626238 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | 350 | &nbsp;&nbsp; 376897 |
| TransDigm, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/15/28 | 2730 | &nbsp;&nbsp; 2763142 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29 | 4700 | &nbsp;&nbsp; 4787716 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/30 | 4500 | &nbsp;&nbsp; 4610916 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/34 | 160 | &nbsp;&nbsp; 161765 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34 | 445 | &nbsp;&nbsp; 450832 |
|  |  | &nbsp;&nbsp; 80622284 |
| **Automobile Components**<sup>(a)</sup> **— 0.2%** | **Automobile Components**<sup>(a)</sup> **— 0.2%** | **Automobile Components**<sup>(a)</sup> **— 0.2%** |
| Cooper-Standard Automotive, Inc., 9.25%, 03/01/31 | 1560 | &nbsp;&nbsp; 1466010 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Automobile Components (continued)** | **Automobile Components (continued)** | **Automobile Components (continued)** |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings, Inc./Garrett LX I SARL, 7.75%, <br> 05/31/32<br>| 6571 | &nbsp;&nbsp; $6803778 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (7.75% PIK), 7.75%, <br> 11/15/30<sup>(c)</sup><br>| 1864 | &nbsp;&nbsp; 1894549 |
| Phinia, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29 | 1631 | &nbsp;&nbsp; 1660445 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/32 | 3594 | &nbsp;&nbsp; 3652909 |
|  |  | &nbsp;&nbsp; 15477691 |
| **Automobiles — 1.6%** | **Automobiles — 1.6%** | **Automobiles — 1.6%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | 4840 | &nbsp;&nbsp; 4842008 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | 4840 | &nbsp;&nbsp; 4837945 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/08/29 | 470 | &nbsp;&nbsp; 464257 |
| Aston Martin Capital Holdings Ltd., 10.00%, 03/31/29<sup>(a)</sup> | 8619 | &nbsp;&nbsp; 6485798 |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 | 4840 | &nbsp;&nbsp; 4901344 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 | 1000 | &nbsp;&nbsp; 987662 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | 4840 | &nbsp;&nbsp; 4814746 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | 1940 | &nbsp;&nbsp; 1805360 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/06/33 | 5630 | &nbsp;&nbsp; 5524996 |
| &nbsp;&nbsp;&nbsp; 5.87%, 10/31/35 | 3380 | &nbsp;&nbsp; 3245069 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | 2900 | &nbsp;&nbsp; 2982742 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 | 2900 | &nbsp;&nbsp; 2981647 |
| General Motors Financial Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | 14390 | &nbsp;&nbsp; 14114319 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | 4840 | &nbsp;&nbsp; 4864760 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 | 2900 | &nbsp;&nbsp; 2970764 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/28 | 6420 | &nbsp;&nbsp; 6353869 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | 4840 | &nbsp;&nbsp; 4864114 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | 4480 | &nbsp;&nbsp; 4402829 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | 11020 | &nbsp;&nbsp; 10935273 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | 10460 | &nbsp;&nbsp; 10348807 |
| New Flyer Holdings, Inc., 9.25%, 07/01/30<sup>(a)</sup> | 3014 | &nbsp;&nbsp; 3221486 |
| Nissan Motor Acceptance Co. LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 09/15/26 | 692 | &nbsp;&nbsp; 695410 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/29/28 | 565 | &nbsp;&nbsp; 554462 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/30 | 1840 | &nbsp;&nbsp; 1768315 |
| Nissan Motor Co. Ltd.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/17/30 | 1966 | &nbsp;&nbsp; 1981033 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32 | 4533 | &nbsp;&nbsp; 4590092 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35 | 7142 | &nbsp;&nbsp; 7347985 |
| PACCAR Financial Corp., Series R, 3.90%, 02/05/29 | 260 | &nbsp;&nbsp; 258027 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/05/28 | 550 | &nbsp;&nbsp; 548215 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | 5661 | &nbsp;&nbsp; 5752804 |
|  |  | &nbsp;&nbsp; 129446138 |
| **Banks — 3.4%** | **Banks — 3.4%** | **Banks — 3.4%** |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group Ltd., Series A, <br> 3.92%, 12/08/28<br>| 470 | &nbsp;&nbsp; 466888 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/15/26 | 2260 | &nbsp;&nbsp; 2230208 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | 3110 | &nbsp;&nbsp; 3202453 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.75%), 4.06%, 09/22/28<sup>(d)</sup> | 470 | &nbsp;&nbsp; 467289 |
| &nbsp;&nbsp;&nbsp; Series J, (1-day SOFR + 0.89%), 4.34%, 03/19/30<sup>(d)</sup> | 7900 | &nbsp;&nbsp; 7865374 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, (1-day SOFR <br> Index + 0.79%), 4.28%, 01/29/30<sup>(d)</sup><br>| 990 | &nbsp;&nbsp; 983328 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA/Providence, (1-day SOFR + 0.70%), <br> 4.19%, 01/29/29<sup>(d)</sup><br>| 470 | &nbsp;&nbsp; 467050 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc., (5-year CMT + 1.45%), <br> 5.30%, 01/29/36<sup>(d)</sup><br>| $1140 | &nbsp;&nbsp; $1129737 |
| Cooperatieve Rabobank UA, 3.96%, 10/17/28 | 310 | &nbsp;&nbsp; 308824 |
| Fifth Third Bancorp<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.90%, 09/06/30 | 1940 | &nbsp;&nbsp; 1946469 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.63%, 01/29/32 | 390 | &nbsp;&nbsp; 402017 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.34%, 07/27/29 | 3135 | &nbsp;&nbsp; 3249946 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.19%), 6.36%, 10/27/28 | 2900 | &nbsp;&nbsp; 2981972 |
| First Citizens BancShares, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.23%, 03/12/31 | 970 | &nbsp;&nbsp; 961829 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 4.87%, 03/03/32 | 650 | &nbsp;&nbsp; 628002 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.85%), 5.60%, 09/05/35 | 970 | &nbsp;&nbsp; 948053 |
| HSBC USA, Inc., 4.65%, 06/03/28 | 570 | &nbsp;&nbsp; 573550 |
| &nbsp;&nbsp;&nbsp; Huntington National Bank, (1-day SOFR + 0.72%), <br> 4.87%, 04/12/28<sup>(d)</sup><br>| 620 | &nbsp;&nbsp; 622096 |
| ING Groep NV<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 4.86%, 03/25/29 | 480 | &nbsp;&nbsp; 483007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series VAR, (1-day SOFR Index + 1.26%), 4.80%, <br> 03/23/32<br>| 8250 | &nbsp;&nbsp; 8200605 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | 440 | &nbsp;&nbsp; 411285 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 5.31%, 01/28/37<sup>(d)</sup> | 400 | &nbsp;&nbsp; 391742 |
| M&T Bank Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.18%, 07/08/31 | 2420 | &nbsp;&nbsp; 2445360 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.80%), 7.41%, 10/30/29 | 21874 | &nbsp;&nbsp; 23375790 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.43%), 5.40%, 07/30/35 | 1160 | &nbsp;&nbsp; 1156269 |
| &nbsp;&nbsp;&nbsp; Manufacturers & Traders Trust Co., (1-day SOFR + <br> 0.95%), 4.76%, 07/06/28<sup>(d)</sup><br>| 2890 | &nbsp;&nbsp; 2897979 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA, Class BN, (1-day <br> SOFR + 0.76%), 4.21%, 02/08/30<sup>(d)</sup><br>| 10290 | &nbsp;&nbsp; 10185805 |
| National Australia Bank Ltd., 3.85%, 12/13/28 | 400 | &nbsp;&nbsp; 396974 |
| &nbsp;&nbsp;&nbsp; National Bank of Canada, (1-day SOFR Index + 0.76%), <br> 4.17%, 01/20/29<sup>(d)</sup><br>| 770 | &nbsp;&nbsp; 765818 |
| &nbsp;&nbsp;&nbsp; PNC Bank NA, (1-day SOFR + 0.73%), 4.43%, <br> 07/21/28<sup>(d)</sup><br>| 4840 | &nbsp;&nbsp; 4838152 |
| PNC Financial Services Group, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.61%), 4.08%, 01/26/29 | 740 | &nbsp;&nbsp; 736095 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.81%, 10/21/32 | 12580 | &nbsp;&nbsp; 12538158 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.37%, 07/21/36 | 2910 | &nbsp;&nbsp; 2922703 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35 | 1197 | &nbsp;&nbsp; 1212196 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.58%, 06/12/29 | 4840 | &nbsp;&nbsp; 4959676 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | 1940 | &nbsp;&nbsp; 1820805 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.72%, 06/06/30<sup>(d)</sup> | 1940 | &nbsp;&nbsp; 1989554 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 04/27/26 | 1495 | &nbsp;&nbsp; 1491789 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/21/27 | 8000 | &nbsp;&nbsp; 7872104 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | 1220 | &nbsp;&nbsp; 1244176 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | 1840 | &nbsp;&nbsp; 1871684 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | 1880 | &nbsp;&nbsp; 1894491 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.70%), 4.00%, 11/03/28<sup>(d)</sup> | 3370 | &nbsp;&nbsp; 3345886 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.83%), 4.97%, 01/24/29<sup>(d)</sup> | 6940 | &nbsp;&nbsp; 7004625 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.89%), 4.50%, 08/06/29<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4839992 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.13%), 4.97%, 05/02/31<sup>(d)</sup> | 2900 | &nbsp;&nbsp; 2931066 |
| Santander Holdings USA, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 5.47%, 03/20/29 | 550 | &nbsp;&nbsp; 557655 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.14%), 6.34%, 05/31/35 | 5259 | &nbsp;&nbsp; 5500350 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.36%), 6.50%, 03/09/29 | 2900 | &nbsp;&nbsp; 2990448 |
| Santander U.K. Group Holdings PLC<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 6.53%, 01/10/29 | 970 | &nbsp;&nbsp; 1000853 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.07%), 4.32%, 09/22/29 | 850 | &nbsp;&nbsp; 842027 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Santander U.K. Group Holdings PLC<sup>(d)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.66%), 3.82%, 11/03/28 | 1940 | &nbsp;&nbsp; $1915031 |
| Synchrony Bank, 5.63%, 08/23/27 | 1450 | &nbsp;&nbsp; 1465981 |
| Toronto-Dominion Bank |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | 11595 | &nbsp;&nbsp; 11655846 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | 620 | &nbsp;&nbsp; 616665 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.98%), 7.25%, 07/31/84<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2461672 |
| Truist Bank<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series BKNT, Class BN, (1-day SOFR + 0.77%), <br> 4.42%, 07/24/28<br>| 2900 | &nbsp;&nbsp; 2899849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, Class BN, (1-day SOFR + 0.66%), 4.14%, <br> 01/27/29<br>| 6580 | &nbsp;&nbsp; 6544701 |
| Truist Financial Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.86%), 1.89%, 06/07/29 | 199 | &nbsp;&nbsp; 188342 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.44%, 01/24/30 | 4635 | &nbsp;&nbsp; 4744196 |
| U.S. Bancorp<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.42%, 02/12/36 | 12910 | &nbsp;&nbsp; 13192080 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.86%), 5.68%, 01/23/35 | 1445 | &nbsp;&nbsp; 1492482 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA, (1-day SOFR + 0.91%), 4.73%, <br> 05/15/28<sup>(d)</sup><br>| 6590 | &nbsp;&nbsp; 6613959 |
| Wells Fargo & Co.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.74%), 4.18%, 01/23/30 | 1240 | &nbsp;&nbsp; 1229013 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.71%, 04/22/28 | 4840 | &nbsp;&nbsp; 4902433 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.24%, 01/24/31 | 2631 | &nbsp;&nbsp; 2681992 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.97%, 04/23/29 | 9680 | &nbsp;&nbsp; 9763933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 5.20%, 01/23/30 | 4840 | &nbsp;&nbsp; 4915868 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 3.35%, 03/02/33 | 1875 | &nbsp;&nbsp; 1721598 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.98%), 4.81%, 07/25/28 | 10404 | &nbsp;&nbsp; 10447185 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 2.39%, 06/02/28 | 3 | &nbsp;&nbsp; 2928 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.26%), 2.57%, 02/11/31 | 18075 | &nbsp;&nbsp; 16718988 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 2.88%, 10/30/30 | 13455 | &nbsp;&nbsp; 12694509 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.57%), 3.58%, 05/22/28 | 31 | &nbsp;&nbsp; 30707 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.03%), 4.48%, 04/04/31 | 5840 | &nbsp;&nbsp; 5789546 |
| Westpac Banking Corp., 5.05%, 04/16/29 | 480 | &nbsp;&nbsp; 490859 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA, (1-day SOFR + 1.06%), 4.48%, <br> 02/09/29<sup>(d)</sup><br>| 1640 | &nbsp;&nbsp; 1627754 |
|  |  | &nbsp;&nbsp; 281358321 |
| **Beverages — 0.6%** | **Beverages — 0.6%** | **Beverages — 0.6%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., 4.75%, <br> 01/23/29<br>| 1160 | &nbsp;&nbsp; 1174746 |
| Coca-Cola Co., 5.00%, 05/13/34 | 3770 | &nbsp;&nbsp; 3883373 |
| Coca-Cola Femsa SAB de CV, 2.75%, 01/22/30 | 8207 | &nbsp;&nbsp; 7697920 |
| Constellation Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 | 5582 | &nbsp;&nbsp; 5574736 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | 160 | &nbsp;&nbsp; 160943 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 | 310 | &nbsp;&nbsp; 290080 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | 405 | &nbsp;&nbsp; 378728 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | 2710 | &nbsp;&nbsp; 2455616 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | 18405 | &nbsp;&nbsp; 19003506 |
| Diageo Investment Corp., 5.13%, 08/15/30 | 1490 | &nbsp;&nbsp; 1521278 |
| Keurig Dr. Pepper, Inc., 4.35%, 05/15/28 | 200 | &nbsp;&nbsp; 199286 |
| &nbsp;&nbsp;&nbsp; Pepsico Singapore Financing I Pte. Ltd., 4.55%, <br> 02/16/29<br>| 4840 | &nbsp;&nbsp; 4889212 |
| PepsiCo, Inc., 4.10%, 01/15/29 | 290 | &nbsp;&nbsp; 289832 |
| &nbsp;&nbsp;&nbsp; Primo Water Holdings, Inc./Triton Water Holdings, Inc., <br> 4.38%, 04/30/29<sup>(a)</sup><br>| 2171 | &nbsp;&nbsp; 2109672 |
|  |  | &nbsp;&nbsp; 49628928 |
| **Biotechnology — 0.5%** | **Biotechnology — 0.5%** | **Biotechnology — 0.5%** |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | 3870 | &nbsp;&nbsp; 3926713 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| Amgen, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | 1225 | &nbsp;&nbsp; $1213531 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | 1110 | &nbsp;&nbsp; 1139787 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | 3035 | &nbsp;&nbsp; 2826009 |
| Biocon Biologics Global PLC, 6.67%, 10/09/29<sup>(a)</sup> | 6201 | &nbsp;&nbsp; 6114186 |
| Genmab AS/Genmab Finance LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/15/32 | 2211 | &nbsp;&nbsp; 2266788 |
| &nbsp;&nbsp;&nbsp; 7.25%, 12/15/33 | 3140 | &nbsp;&nbsp; 3286735 |
| Regeneron Pharmaceuticals, Inc., 1.75%, 09/15/30 | 20690 | &nbsp;&nbsp; 18338808 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | 4840 | &nbsp;&nbsp; 4665889 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | 200 | &nbsp;&nbsp; 203602 |
|  |  | &nbsp;&nbsp; 43982048 |
| **Building Materials — 0.6%** | **Building Materials — 0.6%** | **Building Materials — 0.6%** |
| Builders FirstSource, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/32 | 2298 | &nbsp;&nbsp; 2294660 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/35 | 2756 | &nbsp;&nbsp; 2753359 |
| Carlisle Cos., Inc., 5.25%, 09/15/35 | 370 | &nbsp;&nbsp; 369979 |
| CRH America Finance, Inc., 5.50%, 01/09/35 | 16350 | &nbsp;&nbsp; 16702670 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 | 3870 | &nbsp;&nbsp; 3954551 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | 2590 | &nbsp;&nbsp; 2634678 |
| Eagle Materials, Inc., 2.50%, 07/01/31 | 3285 | &nbsp;&nbsp; 2933904 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & Security <br> Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | 1940 | &nbsp;&nbsp; 2004163 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | 1940 | &nbsp;&nbsp; 1721910 |
| Martin Marietta Materials, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | 2900 | &nbsp;&nbsp; 2857958 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | 2055 | &nbsp;&nbsp; 2055739 |
| Masco Corp., 3.50%, 11/15/27 | 2925 | &nbsp;&nbsp; 2882956 |
| Sisecam U.K. PLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/02/29 | 2277 | &nbsp;&nbsp; 2305121 |
| &nbsp;&nbsp;&nbsp; 8.63%, 05/02/32 | 3122 | &nbsp;&nbsp; 3149317 |
| Sisecam UK PLC, 8.38%, 01/23/33<sup>(a)</sup> | 2163 | &nbsp;&nbsp; 2147470 |
|  |  | &nbsp;&nbsp; 50768435 |
| **Building Products — 0.3%** | **Building Products — 0.3%** | **Building Products — 0.3%** |
| Home Depot, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | 150 | &nbsp;&nbsp; 147640 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 4840 | &nbsp;&nbsp; 4931789 |
| Lowe's Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | 9171 | &nbsp;&nbsp; 9061616 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | 1940 | &nbsp;&nbsp; 1933324 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | 2450 | &nbsp;&nbsp; 2429755 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | 1155 | &nbsp;&nbsp; 1049443 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(a)</sup> | 7814 | &nbsp;&nbsp; 7970210 |
|  |  | &nbsp;&nbsp; 27523777 |
| **Capital Markets — 2.1%** | **Capital Markets — 2.1%** | **Capital Markets — 2.1%** |
| Ameriprise Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | 7590 | &nbsp;&nbsp; 7842230 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | 7390 | &nbsp;&nbsp; 7518876 |
| Apollo Global Management, Inc., 4.60%, 01/15/31 | 5810 | &nbsp;&nbsp; 5755402 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/26 | 3936 | &nbsp;&nbsp; 3903433 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | 6210 | &nbsp;&nbsp; 6046053 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | 7695 | &nbsp;&nbsp; 7265707 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | 5490 | &nbsp;&nbsp; 5528936 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | 430 | &nbsp;&nbsp; 432122 |
| ARES Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | 4840 | &nbsp;&nbsp; 4753690 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | 1750 | &nbsp;&nbsp; 1682620 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| Ares Strategic Income Fund, 4.85%, 01/15/29<sup>(a)</sup> | $290 | &nbsp;&nbsp; $280796 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | 332 | &nbsp;&nbsp; 320954 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.63%), 4.03%, 01/22/30<sup>(d)</sup> | 770 | &nbsp;&nbsp; 762292 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.68%), 4.44%, 06/09/28<sup>(d)</sup> | 970 | &nbsp;&nbsp; 971283 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.15%), 3.99%, 06/13/28<sup>(d)</sup> | 73 | &nbsp;&nbsp; 72677 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.17%), 4.54%, 02/01/29<sup>(d)</sup> | 4130 | &nbsp;&nbsp; 4150609 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 6.32%, 10/25/29<sup>(d)</sup> | 1940 | &nbsp;&nbsp; 2031149 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.80%), 5.80%, 10/25/28<sup>(d)</sup> | 2367 | &nbsp;&nbsp; 2419959 |
| BGC Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 | 2130 | &nbsp;&nbsp; 2245069 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | 1940 | &nbsp;&nbsp; 2001557 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 | 1940 | &nbsp;&nbsp; 1973162 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | 970 | &nbsp;&nbsp; 973194 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | 2900 | &nbsp;&nbsp; 2878102 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | 2420 | &nbsp;&nbsp; 2341866 |
| Charles Schwab Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/13/26 | 2135 | &nbsp;&nbsp; 2126424 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/24/26 | 6560 | &nbsp;&nbsp; 6597889 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | 1495 | &nbsp;&nbsp; 1471946 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | 129 | &nbsp;&nbsp; 126911 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | 13 | &nbsp;&nbsp; 12471 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | 84 | &nbsp;&nbsp; 73194 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | 394 | &nbsp;&nbsp; 354406 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | 3118 | &nbsp;&nbsp; 2713751 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | 148 | &nbsp;&nbsp; 133989 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.94%), 4.34%, 11/14/31<sup>(d)</sup> | 10720 | &nbsp;&nbsp; 10600702 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.20%, 11/17/29<sup>(d)</sup> | 7484 | &nbsp;&nbsp; 7821854 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.21%), 5.64%, 05/19/29<sup>(d)</sup> | 7574 | &nbsp;&nbsp; 7781908 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 5.85%, 05/19/34<sup>(d)</sup> | 2347 | &nbsp;&nbsp; 2464974 |
| &nbsp;&nbsp;&nbsp; Compass Group Diversified Holdings LLC, 5.25%, <br> 04/15/29<sup>(a)</sup><br>| 2125 | &nbsp;&nbsp; 1976215 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 | 1151 | &nbsp;&nbsp; 1131317 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/30 | 935 | &nbsp;&nbsp; 890082 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Private Credit Corp., 5.38%, <br> 01/31/29<sup>(a)</sup><br>| 330 | &nbsp;&nbsp; 324362 |
| Golub Capital BDC, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/24/26 | 620 | &nbsp;&nbsp; 611990 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | 2900 | &nbsp;&nbsp; 2965981 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | 1940 | &nbsp;&nbsp; 1933711 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29 | 3721 | &nbsp;&nbsp; 3658310 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(a)</sup> | 6121 | &nbsp;&nbsp; 6030092 |
| LPL Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | 4120 | &nbsp;&nbsp; 4132233 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | 3420 | &nbsp;&nbsp; 3434880 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | 6855 | &nbsp;&nbsp; 6796280 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | 1940 | &nbsp;&nbsp; 1956594 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | 1940 | &nbsp;&nbsp; 1927179 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | 2900 | &nbsp;&nbsp; 2962109 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | 460 | &nbsp;&nbsp; 474473 |
| Northern Trust Corp., 3.15%, 05/03/29 | 300 | &nbsp;&nbsp; 290447 |
| Osaic Holdings, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/32 | 280 | &nbsp;&nbsp; 280035 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/33 | 120 | &nbsp;&nbsp; 118464 |
| &nbsp;&nbsp;&nbsp; State Street Corp., (1-day SOFR + 0.95%), 4.54%, <br> 04/24/28<sup>(d)</sup><br>| 440 | &nbsp;&nbsp; 440887 |
| Stonex Escrow Issuer LLC, 6.88%, 07/15/32<sup>(a)</sup> | 2960 | &nbsp;&nbsp; 2991456 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Capital Markets (continued)** | **Capital Markets (continued)** | **Capital Markets (continued)** |
| StoneX Group, Inc., 7.88%, 03/01/31<sup>(a)</sup> | 5447 | &nbsp;&nbsp; $5657401 |
| TPG Operating Group II LP, 4.88%, 05/15/31 | 650 | &nbsp;&nbsp; 637505 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%, <br> 06/15/31<sup>(a)</sup><br>| 4000 | &nbsp;&nbsp; 4110032 |
|  |  | &nbsp;&nbsp; 172164192 |
| **Chemicals — 0.6%** | **Chemicals — 0.6%** | **Chemicals — 0.6%** |
| Air Products and Chemicals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | 230 | &nbsp;&nbsp; 230761 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | 1125 | &nbsp;&nbsp; 1024333 |
| Celanese U.S. Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/15/33 | 2472 | &nbsp;&nbsp; 2636971 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/15/34 | 3124 | &nbsp;&nbsp; 3200613 |
| &nbsp;&nbsp;&nbsp; CVR Partners LP/CVR Nitrogen Finance Corp., 6.13%, <br> 06/15/28<sup>(a)</sup><br>| 6009 | &nbsp;&nbsp; 5986996 |
| Dow Chemical Co., 4.80%, 11/30/28 | 230 | &nbsp;&nbsp; 230706 |
| Ecolab, Inc., 2.13%, 02/01/32 | 1920 | &nbsp;&nbsp; 1684716 |
| FMC Corp., 6.38%, 05/18/53 | 1804 | &nbsp;&nbsp; 1359250 |
| LYB International Finance II BV, 3.50%, 03/02/27 | 2480 | &nbsp;&nbsp; 2455657 |
| LYB International Finance III LLC, 5.13%, 01/15/31 | 260 | &nbsp;&nbsp; 260316 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(a)</sup> | 765 | &nbsp;&nbsp; 750274 |
| Rain Carbon, Inc., 12.25%, 09/01/29<sup>(a)</sup> | 3261 | &nbsp;&nbsp; 3355077 |
| Sherwin-Williams Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | 5040 | &nbsp;&nbsp; 5029146 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 | 3870 | &nbsp;&nbsp; 3535045 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/31 | 4335 | &nbsp;&nbsp; 4369432 |
| SK Invictus Intermediate II SARL, 5.00%, 10/30/29<sup>(a)</sup> | 6407 | &nbsp;&nbsp; 6249190 |
| Tronox, Inc., 4.63%, 03/15/29<sup>(a)</sup> | 10000 | &nbsp;&nbsp; 8007051 |
|  |  | &nbsp;&nbsp; 50365534 |
| **Commercial Services & Supplies — 0.6%** | **Commercial Services & Supplies — 0.6%** | **Commercial Services & Supplies — 0.6%** |
| ADT Security Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/29 | 3000 | &nbsp;&nbsp; 2866047 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/32 | 3150 | &nbsp;&nbsp; 2942348 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/33 | 1585 | &nbsp;&nbsp; 1535088 |
| Automatic Data Processing, Inc., 4.75%, 05/08/32 | 3805 | &nbsp;&nbsp; 3844027 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/30 | 875 | &nbsp;&nbsp; 880198 |
| &nbsp;&nbsp;&nbsp; 8.00%, 02/15/31 | 975 | &nbsp;&nbsp; 963700 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/32 | 950 | &nbsp;&nbsp; 944786 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(a)</sup> | 3693 | &nbsp;&nbsp; 3716321 |
| Deluxe Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 06/01/29 | 4390 | &nbsp;&nbsp; 4418579 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/29 | 3992 | &nbsp;&nbsp; 4144031 |
| FTAI Aviation Investors LLC, 7.88%, 12/01/30<sup>(a)</sup> | 900 | &nbsp;&nbsp; 939775 |
| NESCO Holdings II, Inc., 5.50%, 04/15/29<sup>(a)</sup> | 2530 | &nbsp;&nbsp; 2474285 |
| PROG Holdings, Inc., 6.00%, 11/15/29<sup>(a)</sup> | 2262 | &nbsp;&nbsp; 2148900 |
| Quanta Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | 4900 | &nbsp;&nbsp; 4544994 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | 5895 | &nbsp;&nbsp; 5134592 |
| RELX Capital, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | 4840 | &nbsp;&nbsp; 4875840 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | 1090 | &nbsp;&nbsp; 1102797 |
| United Rentals North America, Inc., 5.38%, 11/15/33<sup>(a)</sup> | 753 | &nbsp;&nbsp; 732202 |
| Williams Scotsman, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/29 | 560 | &nbsp;&nbsp; 566297 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/30 | 492 | &nbsp;&nbsp; 499768 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/01/31 | 1528 | &nbsp;&nbsp; 1566778 |
|  |  | &nbsp;&nbsp; 50841353 |
| **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** | **Communications Equipment — 0.4%** |
| Motorola Solutions, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | 170 | &nbsp;&nbsp; 172225 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | 650 | &nbsp;&nbsp; 650924 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Communications Equipment (continued)** | **Communications Equipment (continued)** | **Communications Equipment (continued)** |
| Motorola Solutions, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | 4840 | &nbsp;&nbsp; $4873674 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | 850 | &nbsp;&nbsp; 766150 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | 3485 | &nbsp;&nbsp; 3167046 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | 11250 | &nbsp;&nbsp; 11651889 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | 5765 | &nbsp;&nbsp; 5834139 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 4950 | &nbsp;&nbsp; 5060837 |
|  |  | &nbsp;&nbsp; 32176884 |
| **Construction & Engineering**<sup>(a)</sup> **— 0.1%** | **Construction & Engineering**<sup>(a)</sup> **— 0.1%** | **Construction & Engineering**<sup>(a)</sup> **— 0.1%** |
| Dycom Industries, Inc., 4.50%, 04/15/29 | 1476 | &nbsp;&nbsp; 1431699 |
| HTA Group Ltd., 7.50%, 06/04/29 | 3224 | &nbsp;&nbsp; 3264300 |
| IHS Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/29/30 | 2031 | &nbsp;&nbsp; 2056733 |
| &nbsp;&nbsp;&nbsp; 8.25%, 11/29/31 | 2338 | &nbsp;&nbsp; 2396450 |
| Tutor Perini Corp., 11.88%, 04/30/29 | 1988 | &nbsp;&nbsp; 2177762 |
|  |  | &nbsp;&nbsp; 11326944 |
| **Consumer Finance — 1.9%** | **Consumer Finance — 1.9%** | **Consumer Finance — 1.9%** |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | 3650 | &nbsp;&nbsp; 3635592 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.58%), 4.01%, 02/09/29<sup>(d)</sup> | 830 | &nbsp;&nbsp; 824699 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.46%, 02/10/32<sup>(d)</sup> | 12215 | &nbsp;&nbsp; 12088512 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.92%, 07/20/33<sup>(d)</sup> | 5130 | &nbsp;&nbsp; 5139372 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 4.80%, 10/24/36<sup>(d)</sup> | 9750 | &nbsp;&nbsp; 9427364 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.63%, 07/28/34<sup>(d)</sup> | 1440 | &nbsp;&nbsp; 1471610 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.32%), 5.44%, 01/30/36<sup>(d)</sup> | 7670 | &nbsp;&nbsp; 7807708 |
| Bread Financial Holdings, Inc., 6.75%, 05/15/31<sup>(a)</sup> | 1941 | &nbsp;&nbsp; 1925952 |
| Capital One Financial Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.46%, 07/26/30 | 13155 | &nbsp;&nbsp; 13427503 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.79%), 3.27%, 03/01/30 | 69 | &nbsp;&nbsp; 66441 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.70%, 02/01/30 | 640 | &nbsp;&nbsp; 656586 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 4.93%, 05/10/28 | 2420 | &nbsp;&nbsp; 2426509 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.05%, 02/01/35 | 9835 | &nbsp;&nbsp; 10163671 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.37%), 5.27%, 05/10/33 | 3079 | &nbsp;&nbsp; 3073057 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.25%, 07/26/30 | 595 | &nbsp;&nbsp; 603045 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.64%), 6.31%, 06/08/29 | 5646 | &nbsp;&nbsp; 5838044 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.07%), 7.62%, 10/30/31 | 1940 | &nbsp;&nbsp; 2142724 |
| Enova International, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 12/15/28 | 1000 | &nbsp;&nbsp; 1057822 |
| &nbsp;&nbsp;&nbsp; 9.13%, 08/01/29 | 3298 | &nbsp;&nbsp; 3374131 |
| Equifax, Inc., 4.80%, 09/15/29 | 5130 | &nbsp;&nbsp; 5160143 |
| Global Payments, Inc., 4.50%, 11/15/28 | 700 | &nbsp;&nbsp; 693146 |
| Mastercard, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 | 180 | &nbsp;&nbsp; 181634 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | 260 | &nbsp;&nbsp; 250589 |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 | 167 | &nbsp;&nbsp; 148571 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | 8000 | &nbsp;&nbsp; 8199939 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | 4385 | &nbsp;&nbsp; 4307373 |
| OneMain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 | 2693 | &nbsp;&nbsp; 2779115 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 | 2500 | &nbsp;&nbsp; 2513350 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 | 4076 | &nbsp;&nbsp; 4038487 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | 2299 | &nbsp;&nbsp; 2230575 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33 | 1770 | &nbsp;&nbsp; 1697169 |
| PayPal Holdings, Inc., 4.45%, 03/06/28 | 180 | &nbsp;&nbsp; 180380 |
| S&P Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | 11965 | &nbsp;&nbsp; 11774277 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 | 290 | &nbsp;&nbsp; 293075 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | 2420 | &nbsp;&nbsp; 2414232 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | 115 | &nbsp;&nbsp; 107976 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | 1905 | &nbsp;&nbsp; 1660030 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/31<sup>(a)</sup> | 4840 | &nbsp;&nbsp; 4777475 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| S&P Global, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | 11640 | &nbsp;&nbsp; $10614645 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/04/35<sup>(a)</sup> | 2775 | &nbsp;&nbsp; 2719199 |
| SLM Corp., 6.50%, 01/31/30 | 2516 | &nbsp;&nbsp; 2469990 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/02/33 | 2821 | &nbsp;&nbsp; 2881317 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.02%, 07/29/29<sup>(d)</sup> | 310 | &nbsp;&nbsp; 309696 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2458828 |
|  |  | &nbsp;&nbsp; 160011553 |
| **Consumer Staples Distribution & Retail — 0.2%** | **Consumer Staples Distribution & Retail — 0.2%** | **Consumer Staples Distribution & Retail — 0.2%** |
| Albertsons Cos, Inc., 5.75%, 03/31/34<sup>(a)</sup> | 2450 | &nbsp;&nbsp; 2396948 |
| Arko Corp., 5.13%, 11/15/29<sup>(a)</sup> | 3276 | &nbsp;&nbsp; 2906706 |
| Costco Wholesale Corp., 1.60%, 04/20/30 | 2425 | &nbsp;&nbsp; 2194347 |
| Kroger Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 | 40 | &nbsp;&nbsp; 36508 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | 4110 | &nbsp;&nbsp; 4058062 |
| Sysco Corp., 5.75%, 01/17/29 | 5050 | &nbsp;&nbsp; 5192280 |
|  |  | &nbsp;&nbsp; 16784851 |
| **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** |
| Amcor Flexibles North America, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | 2320 | &nbsp;&nbsp; 2334013 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | 3870 | &nbsp;&nbsp; 3906215 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh <br> Metal Packaging Finance PLC, 4.00%, 09/01/29<sup>(a)</sup><br>| 4695 | &nbsp;&nbsp; 4299218 |
| Klabin Austria GmbH, 7.00%, 04/03/49<sup>(a)</sup> | 3797 | &nbsp;&nbsp; 3756678 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 7.25%, <br> 05/15/31<sup>(a)</sup><br>| 1379 | &nbsp;&nbsp; 1320535 |
| Packaging Corp. of America, 5.70%, 12/01/33 | 10640 | &nbsp;&nbsp; 11039128 |
| Smurfit Kappa Treasury ULC, 5.20%, 01/15/30 | 300 | &nbsp;&nbsp; 305506 |
| Suzano Austria GmbH, 6.00%, 01/15/29 | 3290 | &nbsp;&nbsp; 3359748 |
|  |  | &nbsp;&nbsp; 30321041 |
| **Distributors — 0.1%** | **Distributors — 0.1%** | **Distributors — 0.1%** |
| RB Global Holdings, Inc., 6.75%, 03/15/28<sup>(a)</sup> | 1848 | &nbsp;&nbsp; 1870863 |
| WW Grainger, Inc., 4.45%, 09/15/34 | 8340 | &nbsp;&nbsp; 8201031 |
|  |  | &nbsp;&nbsp; 10071894 |
| **Diversified REITs — 1.4%** | **Diversified REITs — 1.4%** | **Diversified REITs — 1.4%** |
| American Homes 4 Rent LP, 4.25%, 02/15/28 | 2230 | &nbsp;&nbsp; 2217656 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | 2900 | &nbsp;&nbsp; 2868956 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | 2900 | &nbsp;&nbsp; 2950568 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | 3975 | &nbsp;&nbsp; 4099258 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | 2900 | &nbsp;&nbsp; 2949153 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | 1385 | &nbsp;&nbsp; 1401144 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | 730 | &nbsp;&nbsp; 736601 |
| AvalonBay Communities, Inc., 1.90%, 12/01/28 | 210 | &nbsp;&nbsp; 197533 |
| Crown Castle, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | 12023 | &nbsp;&nbsp; 11879108 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | 1116 | &nbsp;&nbsp; 1100031 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | 2900 | &nbsp;&nbsp; 2914044 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | 140 | &nbsp;&nbsp; 140778 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | 650 | &nbsp;&nbsp; 609023 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | 6112 | &nbsp;&nbsp; 5325245 |
| Digital Realty Trust LP, 3.60%, 07/01/29 | 480 | &nbsp;&nbsp; 466200 |
| Equinix, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 05/15/26 | 3465 | &nbsp;&nbsp; 3454503 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | 160 | &nbsp;&nbsp; 152313 |
| ERP Operating LP, 4.65%, 09/15/34 | 3185 | &nbsp;&nbsp; 3104118 |
| Extra Space Storage LP, 4.00%, 06/15/29 | 180 | &nbsp;&nbsp; 177127 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 | 4840 | &nbsp;&nbsp; 4913704 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | 2900 | &nbsp;&nbsp; 2783567 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| GLP Capital LP/GLP Financing II, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | 11500 | &nbsp;&nbsp; $11272735 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Information Management Services, Inc., <br> 5.00%, 07/15/32<sup>(a)</sup><br>| 3083 | &nbsp;&nbsp; 2910540 |
| Iron Mountain, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/28 | 1508 | &nbsp;&nbsp; 1499479 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32 | 3113 | &nbsp;&nbsp; 3022010 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/15/26 | 260 | &nbsp;&nbsp; 256204 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | 2900 | &nbsp;&nbsp; 2868713 |
| Millrose Properties, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30 | 3213 | &nbsp;&nbsp; 3212000 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32 | 2394 | &nbsp;&nbsp; 2349969 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | 1665 | &nbsp;&nbsp; 1684624 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | 3435 | &nbsp;&nbsp; 3406124 |
| Public Storage Operating Co., 5.13%, 01/15/29 | 290 | &nbsp;&nbsp; 296886 |
| Rithm Capital Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/29 | 5857 | &nbsp;&nbsp; 5754096 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/15/30 | 1015 | &nbsp;&nbsp; 979658 |
| Sun Communities Operating LP, 2.30%, 11/01/28 | 2610 | &nbsp;&nbsp; 2469970 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | 4840 | &nbsp;&nbsp; 4844374 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | 4840 | &nbsp;&nbsp; 4832259 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | 6575 | &nbsp;&nbsp; 6544316 |
| VICI Properties LP/VICI Note Co., Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/27 | 160 | &nbsp;&nbsp; 160921 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/27 | 615 | &nbsp;&nbsp; 610317 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/29 | 620 | &nbsp;&nbsp; 602519 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/29 | 100 | &nbsp;&nbsp; 98313 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/30 | 300 | &nbsp;&nbsp; 287295 |
|  |  | &nbsp;&nbsp; 114403952 |
| **Diversified Telecommunication Services — 1.3%** | **Diversified Telecommunication Services — 1.3%** | **Diversified Telecommunication Services — 1.3%** |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(a)</sup> | 3000 | &nbsp;&nbsp; 3090966 |
| AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | 1125 | &nbsp;&nbsp; 1099682 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | 972 | &nbsp;&nbsp; 972871 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | 10350 | &nbsp;&nbsp; 9464395 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 | 11500 | &nbsp;&nbsp; 11304138 |
| British Telecommunications PLC, 5.13%, 12/04/28 | 200 | &nbsp;&nbsp; 203056 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(a)</sup> | 7580 | &nbsp;&nbsp; 7853100 |
| Cisco Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | 2900 | &nbsp;&nbsp; 2953107 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | 400 | &nbsp;&nbsp; 407687 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | 5450 | &nbsp;&nbsp; 5561836 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | 3320 | &nbsp;&nbsp; 3368026 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 8.75%, <br> 06/15/30<br>| 1090 | &nbsp;&nbsp; 1251831 |
| EchoStar Corp., 10.75%, 11/30/29 | 5255 | &nbsp;&nbsp; 5676718 |
| GCI LLC, 4.75%, 10/15/28<sup>(a)</sup> | 5112 | &nbsp;&nbsp; 4947241 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | 4840 | &nbsp;&nbsp; 5117375 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | 2510 | &nbsp;&nbsp; 2984566 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC, 8.63%, 06/15/32<sup>(a)</sup><br>| 2446 | &nbsp;&nbsp; 2491216 |
| Verizon Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | 550 | &nbsp;&nbsp; 528106 |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | 2923 | &nbsp;&nbsp; 2579629 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | 3090 | &nbsp;&nbsp; 3051802 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | 7765 | &nbsp;&nbsp; 7774575 |
| Viasat, Inc., 7.50%, 05/30/31<sup>(a)</sup> | 6524 | &nbsp;&nbsp; 6447069 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(a)</sup> | 3837 | &nbsp;&nbsp; $3989143 |
| &nbsp;&nbsp;&nbsp; Windstream Services LLC/Windstream Escrow Finance <br> Corp., 8.25%, 10/01/31<sup>(a)</sup><br>| 7503 | &nbsp;&nbsp; 7841813 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(a)</sup> | 7875 | &nbsp;&nbsp; 8321355 |
|  |  | &nbsp;&nbsp; 109281303 |
| **Electric Utilities — 3.1%** | **Electric Utilities — 3.1%** | **Electric Utilities — 3.1%** |
| AEP Texas, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | 50 | &nbsp;&nbsp; 49491 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | 3150 | &nbsp;&nbsp; 3230444 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | 775 | &nbsp;&nbsp; 785333 |
| AEP Transmission Co. LLC, 5.15%, 04/01/34 | 565 | &nbsp;&nbsp; 568426 |
| AES Corp., (5-year CMT + 2.89%), 6.95%, 07/15/55<sup>(d)</sup> | 1983 | &nbsp;&nbsp; 1850098 |
| Alabama Power Co., 3.05%, 03/15/32 | 1465 | &nbsp;&nbsp; 1345834 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | 4210 | &nbsp;&nbsp; 4276404 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | 140 | &nbsp;&nbsp; 132850 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | 2750 | &nbsp;&nbsp; 2616457 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 | 470 | &nbsp;&nbsp; 472317 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series AA, 2.70%, 04/01/31 | 800 | &nbsp;&nbsp; 727566 |
| &nbsp;&nbsp;&nbsp; Series BB, 4.50%, 08/01/32 | 2120 | &nbsp;&nbsp; 2065760 |
| Arizona Public Service Co., 2.20%, 12/15/31 | 2310 | &nbsp;&nbsp; 2007440 |
| Atlantic City Electric Co., 4.00%, 10/15/28 | 50 | &nbsp;&nbsp; 49635 |
| Avangrid, Inc., 3.80%, 06/01/29 | 100 | &nbsp;&nbsp; 97602 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | 100 | &nbsp;&nbsp; 98127 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | 5170 | &nbsp;&nbsp; 5024129 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | 245 | &nbsp;&nbsp; 212505 |
| Black Hills Corp., 3.15%, 01/15/27 | 1960 | &nbsp;&nbsp; 1944017 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | 635 | &nbsp;&nbsp; 578939 |
| &nbsp;&nbsp;&nbsp; Series AI, 4.45%, 10/01/32 | 1850 | &nbsp;&nbsp; 1822972 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | 575 | &nbsp;&nbsp; 568853 |
| CenterPoint Energy, Inc., 5.40%, 06/01/29 | 330 | &nbsp;&nbsp; 338121 |
| &nbsp;&nbsp;&nbsp; CMS Energy Corp., (5-year CMT + 4.12%), 4.75%, <br> 06/01/50<sup>(d)</sup><br>| 1940 | &nbsp;&nbsp; 1881468 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 | 170 | &nbsp;&nbsp; 156192 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33 | 665 | &nbsp;&nbsp; 670724 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | 3570 | &nbsp;&nbsp; 3672538 |
| Connecticut Light and Power Co., 4.95%, 01/15/30 | 1780 | &nbsp;&nbsp; 1809838 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 | 3845 | &nbsp;&nbsp; 3934348 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | 330 | &nbsp;&nbsp; 316549 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | 340 | &nbsp;&nbsp; 343367 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | 1940 | &nbsp;&nbsp; 1942376 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | 480 | &nbsp;&nbsp; 481510 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 | 165 | &nbsp;&nbsp; 164360 |
| &nbsp;&nbsp;&nbsp; Series A, 1.45%, 04/15/26 | 621 | &nbsp;&nbsp; 620242 |
| &nbsp;&nbsp;&nbsp; Series B, 3.60%, 03/15/27 | 1300 | &nbsp;&nbsp; 1290315 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | 916 | &nbsp;&nbsp; 874587 |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31 | 1375 | &nbsp;&nbsp; 1212702 |
| DTE Electric Co., Series C, 2.63%, 03/01/31 | 390 | &nbsp;&nbsp; 358027 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/26 | 5000 | &nbsp;&nbsp; 4961981 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 570 | &nbsp;&nbsp; 579603 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 | 610 | &nbsp;&nbsp; 638702 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | 122 | &nbsp;&nbsp; 118012 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Duke Energy Carolinas LLC, 4.95%, 01/15/33 | $4050 | &nbsp;&nbsp; $4111156 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/26 | 4283 | &nbsp;&nbsp; 4252985 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | 4840 | &nbsp;&nbsp; 4767735 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | 3210 | &nbsp;&nbsp; 3249342 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | 255 | &nbsp;&nbsp; 246909 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | 3870 | &nbsp;&nbsp; 3479458 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 640 | &nbsp;&nbsp; 665949 |
| Duke Energy Florida LLC, 1.75%, 06/15/30 | 115 | &nbsp;&nbsp; 102903 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | 755 | &nbsp;&nbsp; 777190 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | 980 | &nbsp;&nbsp; 982032 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | 1940 | &nbsp;&nbsp; 1954707 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | 250 | &nbsp;&nbsp; 252257 |
| Entergy Arkansas LLC, 5.30%, 09/15/33 | 720 | &nbsp;&nbsp; 738254 |
| Entergy Louisiana LLC, 1.60%, 12/15/30 | 2520 | &nbsp;&nbsp; 2208632 |
| Entergy Mississippi LLC, 5.00%, 09/01/33 | 920 | &nbsp;&nbsp; 923567 |
| Entergy Texas, Inc., 4.00%, 03/30/29 | 50 | &nbsp;&nbsp; 49569 |
| Evergy Kansas Central, Inc., 5.90%, 11/15/33 | 860 | &nbsp;&nbsp; 912037 |
| Evergy, Inc., 2.90%, 09/15/29 | 100 | &nbsp;&nbsp; 94775 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | 3070 | &nbsp;&nbsp; 3059764 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | 1000 | &nbsp;&nbsp; 979298 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | 4950 | &nbsp;&nbsp; 5008399 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | 330 | &nbsp;&nbsp; 336347 |
| FirstEnergy Corp., Series C, 3.40%, 03/01/50 | 2590 | &nbsp;&nbsp; 1723121 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | 360 | &nbsp;&nbsp; 369308 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | 190 | &nbsp;&nbsp; 169980 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/36 | 1340 | &nbsp;&nbsp; 1306102 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 | 50 | &nbsp;&nbsp; 49559 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | 3000 | &nbsp;&nbsp; 3023236 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | 350 | &nbsp;&nbsp; 347950 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | 900 | &nbsp;&nbsp; 900382 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | 900 | &nbsp;&nbsp; 862161 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | 700 | &nbsp;&nbsp; 662800 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | 310 | &nbsp;&nbsp; 283290 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 | 900 | &nbsp;&nbsp; 885557 |
| ITC Holdings Corp., 3.35%, 11/15/27 | 5420 | &nbsp;&nbsp; 5326098 |
| Jersey Central Power & Light Co., 4.15%, 01/15/29<sup>(a)</sup> | 170 | &nbsp;&nbsp; 168902 |
| MidAmerican Energy Co., 3.65%, 04/15/29 | 310 | &nbsp;&nbsp; 304383 |
| National Rural Utilities Cooperative Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 06/15/26 | 6475 | &nbsp;&nbsp; 6433711 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | 1940 | &nbsp;&nbsp; 1936078 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | 790 | &nbsp;&nbsp; 802328 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | 100 | &nbsp;&nbsp; 98079 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | 1105 | &nbsp;&nbsp; 1025989 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | 2350 | &nbsp;&nbsp; 2486764 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | 1940 | &nbsp;&nbsp; 1933656 |
| &nbsp;&nbsp;&nbsp; Series D, 4.05%, 02/09/29 | 290 | &nbsp;&nbsp; 288081 |
| Nevada Power Co., Series DD, 2.40%, 05/01/30 | 700 | &nbsp;&nbsp; 645346 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | 4840 | &nbsp;&nbsp; 4863350 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | 1335 | &nbsp;&nbsp; 1265905 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | 150 | &nbsp;&nbsp; 146041 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | 1005 | &nbsp;&nbsp; 950625 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | 1940 | &nbsp;&nbsp; 1767849 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | 1405 | &nbsp;&nbsp; 1438916 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | 7450 | &nbsp;&nbsp; 7519032 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | $500 | &nbsp;&nbsp; $497363 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | 1295 | &nbsp;&nbsp; 1329791 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | 1405 | &nbsp;&nbsp; 1404641 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/31<sup>(a)</sup> | 2820 | &nbsp;&nbsp; 2804475 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 | 555 | &nbsp;&nbsp; 538165 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | 385 | &nbsp;&nbsp; 380137 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | 355 | &nbsp;&nbsp; 371789 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 | 1740 | &nbsp;&nbsp; 1703955 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | 380 | &nbsp;&nbsp; 383219 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | 1265 | &nbsp;&nbsp; 1223872 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | 970 | &nbsp;&nbsp; 958491 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | 1485 | &nbsp;&nbsp; 1464872 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | 1265 | &nbsp;&nbsp; 1133699 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 | 1750 | &nbsp;&nbsp; 1614093 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | 3358 | &nbsp;&nbsp; 3563886 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | 1450 | &nbsp;&nbsp; 1468673 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | 180 | &nbsp;&nbsp; 177960 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 | 725 | &nbsp;&nbsp; 734804 |
| PECO Energy Co., 4.90%, 06/15/33 | 1510 | &nbsp;&nbsp; 1519724 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/28 | 2724 | &nbsp;&nbsp; 2702678 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/30 | 5849 | &nbsp;&nbsp; 5771747 |
| PPL Capital Funding, Inc., 3.10%, 05/15/26 | 1070 | &nbsp;&nbsp; 1068241 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | 1150 | &nbsp;&nbsp; 1162206 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | 2265 | &nbsp;&nbsp; 2257077 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | 2085 | &nbsp;&nbsp; 2123679 |
| &nbsp;&nbsp;&nbsp; Series 38, 4.10%, 06/01/32 | 1370 | &nbsp;&nbsp; 1331693 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | 140 | &nbsp;&nbsp; 140184 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31 | 380 | &nbsp;&nbsp; 337364 |
| Public Service Co. of Oklahoma, 5.20%, 01/15/35 | 1900 | &nbsp;&nbsp; 1889966 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | 1350 | &nbsp;&nbsp; 1258460 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | 1575 | &nbsp;&nbsp; 1556320 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | 740 | &nbsp;&nbsp; 755842 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | 270 | &nbsp;&nbsp; 267411 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.05%, 03/01/35 | 4490 | &nbsp;&nbsp; 4515114 |
| Public Service Enterprise Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | 2900 | &nbsp;&nbsp; 2964035 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | 5200 | &nbsp;&nbsp; 5298713 |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | 110 | &nbsp;&nbsp; 96759 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 | 300 | &nbsp;&nbsp; 304528 |
| Puget Energy, Inc., 2.38%, 06/15/28 | 170 | &nbsp;&nbsp; 162028 |
| Puget Sound Energy, Inc., 5.69%, 06/15/54 | 240 | &nbsp;&nbsp; 234722 |
| San Diego Gas & Electric Co., 4.95%, 08/15/28 | 3655 | &nbsp;&nbsp; 3712884 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | 50 | &nbsp;&nbsp; 49063 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | 350 | &nbsp;&nbsp; 341860 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33 | 1940 | &nbsp;&nbsp; 1997777 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.87%), 4.13%, 04/01/52<sup>(d)</sup> | 2320 | &nbsp;&nbsp; 2256222 |
| Southern Co., 5.20%, 06/15/33 | 1320 | &nbsp;&nbsp; 1333225 |
| Southwestern Electric Power Co., 5.30%, 04/01/33 | 920 | &nbsp;&nbsp; 932902 |
| System Energy Resources, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/28 | 160 | &nbsp;&nbsp; 164340 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | 10440 | &nbsp;&nbsp; 10412630 |
| Talen Energy Supply LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/01/30 | 1862 | &nbsp;&nbsp; 1953381 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Talen Energy Supply LLC<sup>(a)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/34 | 2075 | &nbsp;&nbsp; $2051881 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/36 | 2275 | &nbsp;&nbsp; 2290767 |
| Tampa Electric Co., 5.15%, 03/01/35 | 7765 | &nbsp;&nbsp; 7787314 |
| Tucson Electric Power Co., 1.50%, 08/01/30 | 30 | &nbsp;&nbsp; 26336 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 | 50 | &nbsp;&nbsp; 48878 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | 240 | &nbsp;&nbsp; 227332 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | 5135 | &nbsp;&nbsp; 4541127 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/33 | 310 | &nbsp;&nbsp; 317104 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | 1670 | &nbsp;&nbsp; 1666675 |
| WEC Energy Group, Inc., 5.60%, 09/12/26 | 516 | &nbsp;&nbsp; 518600 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | 175 | &nbsp;&nbsp; 166027 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/29 | 140 | &nbsp;&nbsp; 138462 |
| Wisconsin Power and Light Co., 3.95%, 09/01/32 | 1155 | &nbsp;&nbsp; 1100559 |
| Xcel Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | 860 | &nbsp;&nbsp; 844795 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | 910 | &nbsp;&nbsp; 928866 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | 350 | &nbsp;&nbsp; 355790 |
|  |  | &nbsp;&nbsp; 251665778 |
| **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** | **Electronic Equipment, Instruments & Components — 0.5%** |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | 380 | &nbsp;&nbsp; 377177 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | 1000 | &nbsp;&nbsp; 940776 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | 8050 | &nbsp;&nbsp; 7931211 |
| CDW LLC/CDW Finance Corp., 3.28%, 12/01/28 | 2541 | &nbsp;&nbsp; 2441100 |
| HNI Corp., 5.13%, 01/18/29<sup>(a)</sup> | 1838 | &nbsp;&nbsp; 1758293 |
| Honeywell International, Inc., 4.50%, 01/15/34 | 7150 | &nbsp;&nbsp; 7034104 |
| Jabil, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 04/15/26 | 2580 | &nbsp;&nbsp; 2576694 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | 4140 | &nbsp;&nbsp; 4129365 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | 3345 | &nbsp;&nbsp; 3411339 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | 3270 | &nbsp;&nbsp; 3184010 |
| Keysight Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | 1300 | &nbsp;&nbsp; 1335481 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | 2055 | &nbsp;&nbsp; 2033500 |
| TD SYNNEX Corp., 4.30%, 01/17/29 | 1450 | &nbsp;&nbsp; 1433888 |
|  |  | &nbsp;&nbsp; 38586938 |
| **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** | **Energy Equipment & Services — 0.3%** |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/31 | 8290 | &nbsp;&nbsp; 8181308 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/36 | 1840 | &nbsp;&nbsp; 1806517 |
| Bristow Group, Inc., 6.75%, 02/01/33<sup>(a)</sup> | 4025 | &nbsp;&nbsp; 4068237 |
| Enerflex, Inc., 6.88%, 01/15/31<sup>(a)</sup> | 1050 | &nbsp;&nbsp; 1072076 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(a)</sup> | 5124 | &nbsp;&nbsp; 5458761 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/29 | 1654 | &nbsp;&nbsp; 1692333 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 | 715 | &nbsp;&nbsp; 712751 |
| Viridien, 10.00%, 10/15/30<sup>(a)</sup> | 793 | &nbsp;&nbsp; 843942 |
|  |  | &nbsp;&nbsp; 23835925 |
| **Entertainment — 0.3%** | **Entertainment — 0.3%** | **Entertainment — 0.3%** |
| Discovery Global Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 | 4975 | &nbsp;&nbsp; 4402875 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 | 5000 | &nbsp;&nbsp; 3294029 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/52 | 3504 | &nbsp;&nbsp; 2128680 |
| Light & Wonder International, Inc., 6.25%, 10/01/33<sup>(a)</sup> | 715 | &nbsp;&nbsp; 700478 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| Live Nation Entertainment, Inc., 3.75%, 01/15/28<sup>(a)</sup> | 1447 | &nbsp;&nbsp; $1411161 |
| &nbsp;&nbsp;&nbsp; Premier Entertainment Sub LLC/Premier Entertainment <br> Finance Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/29 | 9107 | &nbsp;&nbsp; 5555270 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/31 | 3960 | &nbsp;&nbsp; 2178000 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp/Canada's Wonderland <br> Co/Millennium Operations LLC, 8.63%, 01/15/32<sup>(a)</sup><br>| 2865 | &nbsp;&nbsp; 2869622 |
|  |  | &nbsp;&nbsp; 22540115 |
| **Environmental, Maintenance & Security Service — 0.3%** | **Environmental, Maintenance & Security Service — 0.3%** | **Environmental, Maintenance & Security Service — 0.3%** |
| Republic Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | 2485 | &nbsp;&nbsp; 2470437 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 210 | &nbsp;&nbsp; 214537 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | 9280 | &nbsp;&nbsp; 9398765 |
| Waste Connections, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | 4000 | &nbsp;&nbsp; 3994452 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | 110 | &nbsp;&nbsp; 103505 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | 1390 | &nbsp;&nbsp; 1284274 |
| Waste Management, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 | 250 | &nbsp;&nbsp; 247607 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | 9985 | &nbsp;&nbsp; 10212740 |
|  |  | &nbsp;&nbsp; 27926317 |
| **Financial Services — 9.6%** | **Financial Services — 9.6%** | **Financial Services — 9.6%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | 3870 | &nbsp;&nbsp; 3874674 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 | 4840 | &nbsp;&nbsp; 4873396 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/29 | 440 | &nbsp;&nbsp; 434048 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | 13416 | &nbsp;&nbsp; 13039314 |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | 1940 | &nbsp;&nbsp; 1961694 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | 250 | &nbsp;&nbsp; 252252 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | 2420 | &nbsp;&nbsp; 2424579 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.26%), 6.99%, 06/13/29<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2520568 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.73%), 5.54%, 01/17/31<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2436208 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.96%), 5.74%, 05/15/29<sup>(d)</sup> | 480 | &nbsp;&nbsp; 487486 |
| Banco Santander SA<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.90%), 1.72%, 09/14/27 | 2800 | &nbsp;&nbsp; 2764274 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.95%), 5.37%, 07/15/28 | 4800 | &nbsp;&nbsp; 4851779 |
| Bank of America Corp.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 1.73%, 07/22/27 | 14345 | &nbsp;&nbsp; 14225153 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.16%, 01/24/31 | 5810 | &nbsp;&nbsp; 5920692 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 2.55%, 02/04/28 | 1625 | &nbsp;&nbsp; 1600229 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 4.62%, 05/09/29 | 1420 | &nbsp;&nbsp; 1426173 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 2.57%, 10/20/32 | 655 | &nbsp;&nbsp; 582766 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 2.69%, 04/22/32 | 290 | &nbsp;&nbsp; 262803 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 2.97%, 02/04/33 | 3252 | &nbsp;&nbsp; 2943753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 04/25/29 | 4840 | &nbsp;&nbsp; 4908916 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.57%, 04/27/33 | 1625 | &nbsp;&nbsp; 1596587 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.29%, 04/25/34 | 11570 | &nbsp;&nbsp; 11710632 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 6.20%, 11/10/28 | 13000 | &nbsp;&nbsp; 13354814 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 4.95%, 07/22/28 | 11420 | &nbsp;&nbsp; 11493754 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.50%, 02/13/31 | 28465 | &nbsp;&nbsp; 26310799 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.30%), 3.42%, 12/20/28 | 3765 | &nbsp;&nbsp; 3698629 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.32%), 3.56%, 04/23/27 | 1500 | &nbsp;&nbsp; 1499214 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.47%), 3.97%, 02/07/30 | 4840 | &nbsp;&nbsp; 4773407 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 06/24/26 | 14962 | &nbsp;&nbsp; 14871260 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.73%), 4.25%, 02/02/30<sup>(d)</sup> | 830 | &nbsp;&nbsp; 822435 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.76%), 4.04%, 09/15/28<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4809178 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Barclays PLC<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 4.22%, 05/24/30 | $4730 | &nbsp;&nbsp; $4656653 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.08%), 4.48%, 11/11/29 | 950 | &nbsp;&nbsp; 944789 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.65%), 5.50%, 08/09/28 | 3870 | &nbsp;&nbsp; 3914261 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.16%), 4.97%, 05/16/29 | 3870 | &nbsp;&nbsp; 3893543 |
| Brookfield Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | 55 | &nbsp;&nbsp; 54396 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 | 6230 | &nbsp;&nbsp; 6099931 |
| Burford Capital Global Finance LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/28 | 1217 | &nbsp;&nbsp; 1144649 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/30 | 985 | &nbsp;&nbsp; 869430 |
| &nbsp;&nbsp;&nbsp; 9.25%, 07/01/31 | 4612 | &nbsp;&nbsp; 4162330 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/33 | 970 | &nbsp;&nbsp; 807525 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | 240 | &nbsp;&nbsp; 240007 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.64%, 05/07/28<sup>(d)</sup> | 13900 | &nbsp;&nbsp; 13922995 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.54%, 09/19/30<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4823207 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.35%), 3.06%, 01/25/33<sup>(d)</sup> | 18490 | &nbsp;&nbsp; 16721193 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.17%, 02/13/30<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4914612 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 2.57%, 06/03/31<sup>(d)</sup> | 23540 | &nbsp;&nbsp; 21578651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.45%), 4.08%, <br> 04/23/29<sup>(d)</sup><br>| 4840 | &nbsp;&nbsp; 4804395 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.28%), 5.59%, 11/19/34<sup>(d)</sup> | 1940 | &nbsp;&nbsp; 1969082 |
| Clue Opco LLC, 9.50%, 10/15/31<sup>(a)</sup> | 4561 | &nbsp;&nbsp; 4408676 |
| Coinbase Global, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/28 | 8250 | &nbsp;&nbsp; 7722318 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31 | 881 | &nbsp;&nbsp; 744579 |
| Credit Acceptance Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/15/28 | 3414 | &nbsp;&nbsp; 3537532 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/30 | 3448 | &nbsp;&nbsp; 3367489 |
| Deutsche Bank AG<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.47%, 12/10/31 | 4655 | &nbsp;&nbsp; 4576953 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.18%), 6.72%, 01/18/29 | 2900 | &nbsp;&nbsp; 3004532 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.37%, 01/10/29 | 790 | &nbsp;&nbsp; 799098 |
| Enact Holdings, Inc., 6.25%, 05/28/29 | 3480 | &nbsp;&nbsp; 3581587 |
| Encore Capital Group, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/01/29 | 2133 | &nbsp;&nbsp; 2231651 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/15/30 | 1846 | &nbsp;&nbsp; 1951802 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/15/31 | 1982 | &nbsp;&nbsp; 1972090 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | 3090 | &nbsp;&nbsp; 2874389 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.71%), 4.15%, 01/21/29<sup>(d)</sup> | 2310 | &nbsp;&nbsp; 2295746 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37<sup>(d)</sup> | 10315 | &nbsp;&nbsp; 10084688 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.38%, 07/21/32<sup>(d)</sup> | 8880 | &nbsp;&nbsp; 7839030 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.27%), 5.73%, 04/25/30<sup>(d)</sup> | 9680 | &nbsp;&nbsp; 9986767 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 2.62%, 04/22/32<sup>(d)</sup> | 1545 | &nbsp;&nbsp; 1387801 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 4.94%, 04/23/28<sup>(d)</sup> | 1940 | &nbsp;&nbsp; 1949478 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 4.39%, 06/15/27<sup>(d)</sup> | 5985 | &nbsp;&nbsp; 5985754 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4921627 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.48%, 08/23/28<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4839909 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 6.48%, 10/24/29<sup>(d)</sup> | 9680 | &nbsp;&nbsp; 10126680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.42%), 3.81%, <br> 04/23/29<sup>(d)</sup><br>| 3015 | &nbsp;&nbsp; 2974187 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.18%), 5.39%, 02/02/41<sup>(d)</sup> | 13315 | &nbsp;&nbsp; 12864298 |
| HSBC Holdings PLC<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.06%), 5.60%, 05/17/28 | 3390 | &nbsp;&nbsp; 3428083 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 4.62%, 11/06/31 | 4840 | &nbsp;&nbsp; 4772781 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.29%, 11/19/30 | 23435 | &nbsp;&nbsp; 23860362 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.13%, 03/03/31 | 4840 | &nbsp;&nbsp; 4894695 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 5.13%, 11/06/36 | 5550 | &nbsp;&nbsp; 5428757 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.45%, 03/03/36 | 11560 | &nbsp;&nbsp; 11593680 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.61%), 5.21%, 08/11/28 | 15205 | &nbsp;&nbsp; 15327889 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.55%, 06/20/34 | 1900 | &nbsp;&nbsp; 1997786 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| HSBC Holdings PLC<sup>(d)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.80%), 4.58%, 06/19/29 | $4840 | &nbsp;&nbsp; $4836526 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.35%), 7.39%, 11/03/28 | 4840 | &nbsp;&nbsp; 5045079 |
| Intercontinental Exchange, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | 1940 | &nbsp;&nbsp; 1931249 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | 290 | &nbsp;&nbsp; 287173 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | 3870 | &nbsp;&nbsp; 3514072 |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | 10687 | &nbsp;&nbsp; 9002622 |
| JPMorgan Chase & Co.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.77%), 1.47%, 09/22/27 | 22140 | &nbsp;&nbsp; 21837023 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.92%, 01/24/29 | 2102 | &nbsp;&nbsp; 2119902 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.93%), 5.57%, 04/22/28 | 4840 | &nbsp;&nbsp; 4899092 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.04%), 4.60%, 10/22/30 | 1300 | &nbsp;&nbsp; 1302773 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.16%), 5.58%, 04/22/30 | 4840 | &nbsp;&nbsp; 4988423 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.96%, 01/25/33 | 3385 | &nbsp;&nbsp; 3070949 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.95%, 10/22/35 | 2650 | &nbsp;&nbsp; 2620933 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.44%), 5.10%, 04/22/31 | 4840 | &nbsp;&nbsp; 4927880 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.29%, 07/22/35 | 3389 | &nbsp;&nbsp; 3430965 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.58%, 07/23/36 | 10225 | &nbsp;&nbsp; 10354922 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.35%, 06/01/34 | 8025 | &nbsp;&nbsp; 8187783 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 4.85%, 07/25/28 | 20485 | &nbsp;&nbsp; 20585819 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33 | 5300 | &nbsp;&nbsp; 5303657 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.11%), 1.76%, 11/19/31 | 5525 | &nbsp;&nbsp; 4850297 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.58%, 04/22/32 | 428 | &nbsp;&nbsp; 386767 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.38%), 4.01%, 04/23/29 | 4840 | &nbsp;&nbsp; 4801716 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.52%), 4.20%, 07/23/29 | 35 | &nbsp;&nbsp; 34799 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.79%), 4.49%, 03/24/31 | 4840 | &nbsp;&nbsp; 4813864 |
| Lloyds Banking Group PLC<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.60%), 4.24%, 02/10/30 | 16510 | &nbsp;&nbsp; 16332169 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 4.43%, 11/04/31 | 1450 | &nbsp;&nbsp; 1429613 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.85%), 5.09%, 11/26/28 | 1940 | &nbsp;&nbsp; 1957691 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.67%), 1.64%, 10/13/27 | 4770 | &nbsp;&nbsp; 4697521 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.82%), 5.26%, 04/17/30 | 4840 | &nbsp;&nbsp; 4925101 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 2.34%, 01/19/28 | 485 | &nbsp;&nbsp; 477132 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.70%), 5.24%, 04/19/29 | 440 | &nbsp;&nbsp; 446526 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.95%), 5.02%, 07/20/28 | 2900 | &nbsp;&nbsp; 2918036 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.97%), 5.41%, 04/19/34 | 780 | &nbsp;&nbsp; 796698 |
| Mizuho Financial Group, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.92%), 4.71%, 07/08/31 | 8120 | &nbsp;&nbsp; 8106582 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.08%), 5.38%, 07/10/30 | 5810 | &nbsp;&nbsp; 5943026 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.65%), 5.78%, 07/06/29 | 3800 | &nbsp;&nbsp; 3904784 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | 509 | &nbsp;&nbsp; 505983 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(d)</sup> | 325 | &nbsp;&nbsp; 321180 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.24%, 01/09/30<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4791157 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.48%, 01/21/28<sup>(d)</sup> | 13 | &nbsp;&nbsp; 12796 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32<sup>(d)</sup> | 19064 | &nbsp;&nbsp; 16508249 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.23%, 01/15/31<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4914441 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31<sup>(d)</sup> | 14427 | &nbsp;&nbsp; 13395806 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.24%, 07/21/32<sup>(d)</sup> | 3212 | &nbsp;&nbsp; 2812036 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 2.51%, 10/20/32<sup>(d)</sup> | 19787 | &nbsp;&nbsp; 17470776 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.99%, 04/12/29<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4884372 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.59%, 01/18/36<sup>(d)</sup> | 2595 | &nbsp;&nbsp; 2645667 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.45%), 5.17%, 01/16/30<sup>(d)</sup> | 2005 | &nbsp;&nbsp; 2033200 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.51%), 5.19%, 04/17/31<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4912082 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.83%, 04/19/35<sup>(d)</sup> | 4540 | &nbsp;&nbsp; 4713373 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.61%), 4.21%, 04/20/28<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4826703 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35<sup>(d)</sup> | 1115 | &nbsp;&nbsp; 1133425 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.87%), 5.25%, 04/21/34<sup>(d)</sup> | 10910 | &nbsp;&nbsp; 10944067 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 6.30%, 10/18/28<sup>(d)</sup> | 4840 | &nbsp;&nbsp; 4966665 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC, (1-year CMT + 1.95%), 5.81%, <br> 09/13/29<sup>(d)</sup><br>| 820 | &nbsp;&nbsp; 843701 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| PennyMac Financial Services, Inc., 6.75%, 02/15/34<sup>(a)</sup> | 385 | &nbsp;&nbsp; $360298 |
| Rocket Cos., Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29 | 2890 | &nbsp;&nbsp; 2922528 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30 | 1125 | &nbsp;&nbsp; 1135380 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br> 3.88%, 03/01/31<sup>(a)</sup><br>| 4046 | &nbsp;&nbsp; 3733560 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/17/26 | 7800 | &nbsp;&nbsp; 7705845 |
| &nbsp;&nbsp;&nbsp; 2.17%, 01/14/27 | 2735 | &nbsp;&nbsp; 2691017 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | 5590 | &nbsp;&nbsp; 5702231 |
| &nbsp;&nbsp;&nbsp; 4.11%, 01/15/29 | 5330 | &nbsp;&nbsp; 5283369 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | 4840 | &nbsp;&nbsp; 5015326 |
| UBS AG |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/28 | 990 | &nbsp;&nbsp; 1021640 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.81%), 4.30%, 03/16/29<sup>(d)</sup> | 9310 | &nbsp;&nbsp; 9297959 |
| United Wholesale Mortgage LLC, 5.50%, 04/15/29<sup>(a)</sup> | 5278 | &nbsp;&nbsp; 4940135 |
|  |  | &nbsp;&nbsp; 787099940 |
| **Food Products — 0.3%** | **Food Products — 0.3%** | **Food Products — 0.3%** |
| B&G Foods, Inc., 8.00%, 09/15/28<sup>(a)</sup> | 3201 | &nbsp;&nbsp; 3152045 |
| Bunge Ltd. Finance Corp., 4.20%, 09/17/29 | 310 | &nbsp;&nbsp; 307067 |
| Conagra Brands, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | 1940 | &nbsp;&nbsp; 1844151 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | 520 | &nbsp;&nbsp; 520516 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | 1940 | &nbsp;&nbsp; 1936305 |
| General Mills, Inc., 4.88%, 01/30/30 | 300 | &nbsp;&nbsp; 301993 |
| Hershey Co., 4.50%, 05/04/33 | 7530 | &nbsp;&nbsp; 7506758 |
| Mondelez International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 | 2070 | &nbsp;&nbsp; 2038718 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 | 270 | &nbsp;&nbsp; 269456 |
| Post Holdings, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33 | 3131 | &nbsp;&nbsp; 3084482 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34 | 1053 | &nbsp;&nbsp; 1031104 |
| Tyson Foods, Inc., 5.40%, 03/15/29 | 250 | &nbsp;&nbsp; 256531 |
|  |  | &nbsp;&nbsp; 22249126 |
| **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** | **Ground Transportation — 0.0%** |
| Canadian National Railway Co., 3.85%, 08/05/32 | 1400 | &nbsp;&nbsp; 1338301 |
| CSX Corp., 2.40%, 02/15/30 | 140 | &nbsp;&nbsp; 130134 |
| Fedex Freight Holding Co., Inc., 4.30%, 03/15/29<sup>(a)</sup> | 400 | &nbsp;&nbsp; 395203 |
| Union Pacific Corp., 2.40%, 02/05/30 | 290 | &nbsp;&nbsp; 269729 |
|  |  | &nbsp;&nbsp; 2133367 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |
| Abbott Laboratories, 3.70%, 03/09/29 | 860 | &nbsp;&nbsp; 849771 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(a)</sup> | 2335 | &nbsp;&nbsp; 2410888 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | 6885 | &nbsp;&nbsp; 6877590 |
| GE HealthCare Technologies, Inc., 4.15%, 12/15/28 | 230 | &nbsp;&nbsp; 228498 |
| Stryker Corp., 4.85%, 02/10/30 | 310 | &nbsp;&nbsp; 314220 |
| Thermo Fisher Scientific, Inc., 5.00%, 01/31/29 | 400 | &nbsp;&nbsp; 408086 |
| Zimmer Biomet Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 | 12420 | &nbsp;&nbsp; 12456311 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | 2700 | &nbsp;&nbsp; 2761989 |
|  |  | &nbsp;&nbsp; 26307353 |
| **Health Care Providers & Services — 1.3%** | **Health Care Providers & Services — 1.3%** | **Health Care Providers & Services — 1.3%** |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | 1053 | &nbsp;&nbsp; 1034377 |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | 1210 | &nbsp;&nbsp; 1126871 |
| &nbsp;&nbsp;&nbsp; Charles River Laboratories International, Inc., 4.25%, <br> 05/01/28<sup>(a)</sup><br>| 2391 | &nbsp;&nbsp; 2337137 |
| Cigna Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | 2230 | &nbsp;&nbsp; 2228247 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Cigna Group (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | 400 | &nbsp;&nbsp; $407073 |
| DaVita, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/01/30 | 7021 | &nbsp;&nbsp; 6750798 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/31 | 2127 | &nbsp;&nbsp; 1950345 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/01/32 | 3488 | &nbsp;&nbsp; 3573201 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/33 | 985 | &nbsp;&nbsp; 1001896 |
| Elevance Health, Inc., 4.00%, 09/15/28 | 430 | &nbsp;&nbsp; 426266 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(a)</sup> | 2202 | &nbsp;&nbsp; 2086835 |
| HCA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | 4840 | &nbsp;&nbsp; 4887464 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | 4840 | &nbsp;&nbsp; 4981253 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | 300 | &nbsp;&nbsp; 306142 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | 6640 | &nbsp;&nbsp; 6305617 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | 7947 | &nbsp;&nbsp; 8145657 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | 9030 | &nbsp;&nbsp; 8391541 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 1925 | &nbsp;&nbsp; 1872415 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | 13781 | &nbsp;&nbsp; 14073745 |
| Humana, Inc., 5.75%, 03/01/28 | 1450 | &nbsp;&nbsp; 1478462 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | 2420 | &nbsp;&nbsp; 2394219 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | 2420 | &nbsp;&nbsp; 2293608 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(a)</sup> | 2210 | &nbsp;&nbsp; 2106346 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(a)</sup> | 1467 | &nbsp;&nbsp; 1515371 |
| UnitedHealth Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | 290 | &nbsp;&nbsp; 290942 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 3585 | &nbsp;&nbsp; 3245704 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | 10340 | &nbsp;&nbsp; 10494482 |
| Universal Health Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | 2900 | &nbsp;&nbsp; 2866200 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | 1918 | &nbsp;&nbsp; 1726719 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | 5782 | &nbsp;&nbsp; 5037182 |
|  |  | &nbsp;&nbsp; 105336115 |
| **Health Care REITs — 0.7%** | **Health Care REITs — 0.7%** | **Health Care REITs — 0.7%** |
| Diversified Healthcare Trust |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/30<sup>(a)</sup> | 1315 | &nbsp;&nbsp; 1326300 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/31 | 4099 | &nbsp;&nbsp; 3642779 |
| Healthpeak OP LLC, 2.13%, 12/01/28 | 650 | &nbsp;&nbsp; 612194 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | 1997 | &nbsp;&nbsp; 1858878 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 | 8988 | &nbsp;&nbsp; 6988438 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 | 2699 | &nbsp;&nbsp; 1763553 |
| &nbsp;&nbsp;&nbsp; 8.50%, 02/15/32<sup>(a)</sup> | 475 | &nbsp;&nbsp; 481561 |
| Omega Healthcare Investors, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | 1940 | &nbsp;&nbsp; 1938337 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 270 | &nbsp;&nbsp; 259323 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | 12570 | &nbsp;&nbsp; 12621054 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | 340 | &nbsp;&nbsp; 320242 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | 6700 | &nbsp;&nbsp; 6736876 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | 260 | &nbsp;&nbsp; 244550 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | 9600 | &nbsp;&nbsp; 9602958 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | 6180 | &nbsp;&nbsp; 5888323 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | 6840 | &nbsp;&nbsp; 6865493 |
|  |  | &nbsp;&nbsp; 61150859 |
| **Hotel & Resort REITs — 0.2%** | **Hotel & Resort REITs — 0.2%** | **Hotel & Resort REITs — 0.2%** |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/28 | 1450 | &nbsp;&nbsp; 1432816 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | 2420 | &nbsp;&nbsp; 2298472 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** | **Hotel & Resort REITs (continued)** |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property <br> LLC/PK Finance Co-Issuer, 4.88%, 05/15/29<sup>(a)</sup><br>| 3019 | &nbsp;&nbsp; $2897927 |
| RLJ Lodging Trust LP, 4.00%, 09/15/29<sup>(a)</sup> | 3032 | &nbsp;&nbsp; 2839729 |
| XHR LP, 4.88%, 06/01/29<sup>(a)</sup> | 3898 | &nbsp;&nbsp; 3776174 |
|  |  | &nbsp;&nbsp; 13245118 |
| **Hotels, Restaurants & Leisure — 1.1%** | **Hotels, Restaurants & Leisure — 1.1%** | **Hotels, Restaurants & Leisure — 1.1%** |
| Darden Restaurants, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | 10 | &nbsp;&nbsp; 9926 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | 3955 | &nbsp;&nbsp; 3945815 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | 4655 | &nbsp;&nbsp; 4646681 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 | 2820 | &nbsp;&nbsp; 3017455 |
| &nbsp;&nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., 7.25%, <br> 10/01/29<sup>(a)</sup><br>| 4000 | &nbsp;&nbsp; 4016099 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/29 | 3315 | &nbsp;&nbsp; 3147725 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/31 | 3757 | &nbsp;&nbsp; 3390147 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/32 | 434 | &nbsp;&nbsp; 428667 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/30/27 | 2180 | &nbsp;&nbsp; 2199091 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | 1940 | &nbsp;&nbsp; 1956128 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | 4855 | &nbsp;&nbsp; 4913848 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 | 1940 | &nbsp;&nbsp; 1965216 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | 5520 | &nbsp;&nbsp; 5591880 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 | 2260 | &nbsp;&nbsp; 2322690 |
| Marriott International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | 4420 | &nbsp;&nbsp; 4459813 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | 2120 | &nbsp;&nbsp; 2174963 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | 3505 | &nbsp;&nbsp; 3545021 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 | 340 | &nbsp;&nbsp; 343860 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32 | 2495 | &nbsp;&nbsp; 2534408 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | 2620 | &nbsp;&nbsp; 2644365 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 | 4400 | &nbsp;&nbsp; 4376630 |
| &nbsp;&nbsp;&nbsp; Series AA, 4.65%, 12/01/28 | 193 | &nbsp;&nbsp; 194075 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | 3070 | &nbsp;&nbsp; 3070338 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | 8145 | &nbsp;&nbsp; 7458353 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 | 340 | &nbsp;&nbsp; 347719 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 | 12453 | &nbsp;&nbsp; 12475376 |
| Sands China Ltd., 2.85%, 03/08/29 | 420 | &nbsp;&nbsp; 394309 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | 510 | &nbsp;&nbsp; 511036 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | 40 | &nbsp;&nbsp; 38974 |
| Station Casinos LLC, 4.63%, 12/01/31<sup>(a)</sup> | 2041 | &nbsp;&nbsp; 1905661 |
| Travel & Leisure Co., 4.50%, 12/01/29<sup>(a)</sup> | 2650 | &nbsp;&nbsp; 2534033 |
|  |  | &nbsp;&nbsp; 90560302 |
| **Household Durables — 0.5%** | **Household Durables — 0.5%** | **Household Durables — 0.5%** |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/27 | 285 | &nbsp;&nbsp; 284625 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 | 3618 | &nbsp;&nbsp; 3321802 |
| Century Communities, Inc., 6.63%, 09/15/33<sup>(a)</sup> | 690 | &nbsp;&nbsp; 675956 |
| DR Horton, Inc., 1.40%, 10/15/27 | 3870 | &nbsp;&nbsp; 3703925 |
| Forestar Group, Inc., 6.50%, 03/15/33<sup>(a)</sup> | 1428 | &nbsp;&nbsp; 1411714 |
| NVR, Inc., 3.00%, 05/15/30 | 10320 | &nbsp;&nbsp; 9717178 |
| Somnigroup International, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | 2697 | &nbsp;&nbsp; 2593577 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/31 | 3899 | &nbsp;&nbsp; 3544790 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | 5010 | &nbsp;&nbsp; 4988511 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| Toll Brothers Finance Corp. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | 2750 | &nbsp;&nbsp; $2675029 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 | 1115 | &nbsp;&nbsp; 1088660 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/33 | 2320 | &nbsp;&nbsp; 2198034 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | 4267 | &nbsp;&nbsp; 2811386 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50 | 3489 | &nbsp;&nbsp; 2319983 |
|  |  | &nbsp;&nbsp; 41335170 |
| **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** |
| NRG Energy, Inc., 3.88%, 02/15/32<sup>(a)</sup> | 2043 | &nbsp;&nbsp; 1872939 |
| **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** | **Industrial Conglomerates — 0.2%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | 470 | &nbsp;&nbsp; 440697 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | 3390 | &nbsp;&nbsp; 3426303 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 | 1820 | &nbsp;&nbsp; 1824379 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | 1715 | &nbsp;&nbsp; 1667270 |
| Enpro, Inc., 6.13%, 06/01/33<sup>(a)</sup> | 435 | &nbsp;&nbsp; 439988 |
| LSB Industries, Inc., 6.25%, 10/15/28<sup>(a)</sup> | 3406 | &nbsp;&nbsp; 3384890 |
| Parker-Hannifin Corp., 4.50%, 09/15/29 | 520 | &nbsp;&nbsp; 523010 |
| Pentair Finance SARL, 4.50%, 07/01/29 | 4300 | &nbsp;&nbsp; 4275621 |
| Teledyne Technologies, Inc., 2.75%, 04/01/31 | 3000 | &nbsp;&nbsp; 2746116 |
|  |  | &nbsp;&nbsp; 18728274 |
| **Insurance — 2.0%** | **Insurance — 2.0%** | **Insurance — 2.0%** |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 07/01/32<sup>(a)</sup> | 510 | &nbsp;&nbsp; 491448 |
| Allstate Corp., 5.05%, 06/24/29 | 5130 | &nbsp;&nbsp; 5230811 |
| American International Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | 5385 | &nbsp;&nbsp; 5439099 |
| &nbsp;&nbsp;&nbsp; Series A-9, 5.75%, 04/01/48 | 1940 | &nbsp;&nbsp; 1915420 |
| American National Group, Inc., 5.75%, 10/01/29 | 3480 | &nbsp;&nbsp; 3515897 |
| Aon Corp., 2.80%, 05/15/30 | 405 | &nbsp;&nbsp; 377093 |
| Aon Corp./Aon Global Holdings PLC, 2.85%, 05/28/27 | 495 | &nbsp;&nbsp; 486492 |
| Aon North America, Inc., 5.15%, 03/01/29 | 570 | &nbsp;&nbsp; 582116 |
| Assurant, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | 4810 | &nbsp;&nbsp; 4830227 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | 3500 | &nbsp;&nbsp; 3357072 |
| Assured Guaranty U.S. Holdings, Inc., 6.13%, 09/15/28 | 4188 | &nbsp;&nbsp; 4335159 |
| Athene Holding Ltd., 3.50%, 01/15/31 | 1665 | &nbsp;&nbsp; 1544334 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(a)</sup><br>| 4082 | &nbsp;&nbsp; 4102693 |
| Brown & Brown, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | 4320 | &nbsp;&nbsp; 4296349 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | 7940 | &nbsp;&nbsp; 7494693 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | 1940 | &nbsp;&nbsp; 1912867 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 4800 | &nbsp;&nbsp; 4697005 |
| &nbsp;&nbsp;&nbsp; Corebridge Financial, Inc., (5-year CMT + 3.85%), <br> 6.88%, 12/15/52<sup>(d)</sup><br>| 2420 | &nbsp;&nbsp; 2438320 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | 1005 | &nbsp;&nbsp; 935755 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | 6370 | &nbsp;&nbsp; 6534802 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/33 | 14566 | &nbsp;&nbsp; 15218016 |
| Fidelity National Financial, Inc., 4.50%, 08/15/28 | 1940 | &nbsp;&nbsp; 1935053 |
| Marsh & McLennan Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | 1450 | &nbsp;&nbsp; 1456601 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | 860 | &nbsp;&nbsp; 861687 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | 4215 | &nbsp;&nbsp; 3812054 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | 2381 | &nbsp;&nbsp; 2116906 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | 21330 | &nbsp;&nbsp; 22484494 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | 9993 | &nbsp;&nbsp; 10305237 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| MGIC Investment Corp., 5.25%, 08/15/28 | 597 | &nbsp;&nbsp; $595478 |
| Principal Financial Group, Inc., 5.38%, 03/15/33 | 2650 | &nbsp;&nbsp; 2705613 |
| Progressive Corp., 3.20%, 03/26/30 | 4830 | &nbsp;&nbsp; 4620469 |
| Prudential Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | 220 | &nbsp;&nbsp; 218431 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.64%), 4.50%, 09/15/47<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2360485 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.04%), 3.70%, 10/01/50<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2198413 |
| RenaissanceRe Finance, Inc., 3.45%, 07/01/27 | 2900 | &nbsp;&nbsp; 2868627 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 | 4840 | &nbsp;&nbsp; 4664607 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | 6590 | &nbsp;&nbsp; 6765261 |
| Unum Group, 4.00%, 06/15/29 | 5646 | &nbsp;&nbsp; 5533508 |
| Willis North America, Inc., 5.35%, 05/15/33 | 12160 | &nbsp;&nbsp; 12287244 |
|  |  | &nbsp;&nbsp; 167525836 |
| **Interactive Media & Services — 0.2%** | **Interactive Media & Services — 0.2%** | **Interactive Media & Services — 0.2%** |
| Alphabet, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/29 | 1000 | &nbsp;&nbsp; 991406 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | 2900 | &nbsp;&nbsp; 2880232 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | 2250 | &nbsp;&nbsp; 2213045 |
| Baidu, Inc., 1.72%, 04/09/26 | 2170 | &nbsp;&nbsp; 2168915 |
| Meta Platforms, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | 270 | &nbsp;&nbsp; 271205 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | 6280 | &nbsp;&nbsp; 6377660 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | 2740 | &nbsp;&nbsp; 2713118 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34 | 170 | &nbsp;&nbsp; 168149 |
| Netflix, Inc., 6.38%, 05/15/29 | 230 | &nbsp;&nbsp; 243736 |
| Snap, Inc., 6.88%, 03/01/33<sup>(a)</sup> | 1665 | &nbsp;&nbsp; 1572210 |
|  |  | &nbsp;&nbsp; 19599676 |
| **Internet Software & Services — 0.9%** | **Internet Software & Services — 0.9%** | **Internet Software & Services — 0.9%** |
| Airbnb, Inc., 4.40%, 03/16/29 | 8250 | &nbsp;&nbsp; 8239121 |
| Alibaba Group Holding Ltd., 4.88%, 05/26/30 | 690 | &nbsp;&nbsp; 706270 |
| Amazon.com, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | 1660 | &nbsp;&nbsp; 1652905 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | 3680 | &nbsp;&nbsp; 3636880 |
| AppLovin Corp., 5.13%, 12/01/29 | 4840 | &nbsp;&nbsp; 4868083 |
| Expedia Group, Inc., 3.25%, 02/15/30 | 790 | &nbsp;&nbsp; 746502 |
| Gen Digital, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/30/27 | 2553 | &nbsp;&nbsp; 2555584 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/33 | 3842 | &nbsp;&nbsp; 3734868 |
| &nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC/GD Finance Co., Inc., <br> 3.50%, 03/01/29<sup>(a)</sup><br>| 1030 | &nbsp;&nbsp; 958345 |
| Match Group Holdings II LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/01/30 | 1626 | &nbsp;&nbsp; 1506865 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/33 | 2259 | &nbsp;&nbsp; 2195327 |
| Rakuten Group, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27 | 1151 | &nbsp;&nbsp; 1191305 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29 | 7311 | &nbsp;&nbsp; 7790587 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.96%), 6.25%<sup>(d)(e)</sup> | 1183 | &nbsp;&nbsp; 1089843 |
| Uber Technologies, Inc., 4.80%, 09/15/34 | 4000 | &nbsp;&nbsp; 3916033 |
| VeriSign, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | 1450 | &nbsp;&nbsp; 1450190 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | 14505 | &nbsp;&nbsp; 12986627 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | 2345 | &nbsp;&nbsp; 2361899 |
| Wayfair LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/29 | 6696 | &nbsp;&nbsp; 6835170 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/15/30 | 4025 | &nbsp;&nbsp; 4190576 |
|  |  | &nbsp;&nbsp; 72612980 |
| **IT Services — 1.3%** | **IT Services — 1.3%** | **IT Services — 1.3%** |
| Accenture Capital, Inc., 4.50%, 10/04/34 | 605 | &nbsp;&nbsp; 584944 |
| Amdocs Ltd., 2.54%, 06/15/30 | 3070 | &nbsp;&nbsp; 2776425 |
| Broadridge Financial Solutions, Inc., 2.90%, 12/01/29 | 1450 | &nbsp;&nbsp; 1356268 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| CACI International, Inc., 6.38%, 06/15/33<sup>(a)</sup> | 1012 | &nbsp;&nbsp; $1030141 |
| CGI, Inc., 4.95%, 03/14/30 | 8740 | &nbsp;&nbsp; 8785278 |
| CoreWeave, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/30 | 7398 | &nbsp;&nbsp; 7188336 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/31 | 3154 | &nbsp;&nbsp; 3001090 |
| Fair Isaac Corp., 6.00%, 05/15/33<sup>(a)</sup> | 1375 | &nbsp;&nbsp; 1349179 |
| Fiserv, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | 950 | &nbsp;&nbsp; 963494 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | 7950 | &nbsp;&nbsp; 8073998 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 | 9930 | &nbsp;&nbsp; 10034137 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | 2800 | &nbsp;&nbsp; 2786085 |
| Fortinet, Inc., 2.20%, 03/15/31 | 750 | &nbsp;&nbsp; 666656 |
| IBM International Capital Pte. Ltd., 4.75%, 02/05/31 | 16600 | &nbsp;&nbsp; 16622076 |
| Insight Enterprises, Inc., 6.63%, 05/15/32<sup>(a)</sup> | 2016 | &nbsp;&nbsp; 1945751 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | 5120 | &nbsp;&nbsp; 5037339 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | 19620 | &nbsp;&nbsp; 19582878 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/03/29 | 200 | &nbsp;&nbsp; 197980 |
| Leidos, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | 2420 | &nbsp;&nbsp; 2380881 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | 5070 | &nbsp;&nbsp; 4511870 |
| Pitney Bowes, Inc., 7.25%, 03/15/29<sup>(a)</sup> | 2085 | &nbsp;&nbsp; 2082496 |
| &nbsp;&nbsp;&nbsp; ZoomInfo Technologies LLC/ZoomInfo Finance Corp., <br> 3.88%, 02/01/29<sup>(a)</sup><br>| 2974 | &nbsp;&nbsp; 2470979 |
|  |  | &nbsp;&nbsp; 103428281 |
| **Leisure Products — 0.2%** | **Leisure Products — 0.2%** | **Leisure Products — 0.2%** |
| Hasbro, Inc., 4.65%, 03/12/31 | 8640 | &nbsp;&nbsp; 8532178 |
| Life Time, Inc., 6.00%, 11/15/31<sup>(a)</sup> | 1770 | &nbsp;&nbsp; 1784024 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(a)</sup> | 2410 | &nbsp;&nbsp; 2460588 |
| Patrick Industries, Inc., 6.38%, 11/01/32<sup>(a)</sup> | 2920 | &nbsp;&nbsp; 2919813 |
|  |  | &nbsp;&nbsp; 15696603 |
| **Machinery — 0.2%** | **Machinery — 0.2%** | **Machinery — 0.2%** |
| Caterpillar Financial Services Corp., 3.75%, 02/23/29 | 470 | &nbsp;&nbsp; 464379 |
| CNH Industrial Capital LLC, 4.75%, 03/21/28 | 260 | &nbsp;&nbsp; 261089 |
| IDEX Corp., 2.63%, 06/15/31 | 4980 | &nbsp;&nbsp; 4493461 |
| John Deere Capital Corp., Series I, 4.25%, 06/05/28 | 350 | &nbsp;&nbsp; 351104 |
| nVent Finance SARL, 4.55%, 04/15/28 | 2900 | &nbsp;&nbsp; 2893222 |
| Otis Worldwide Corp., 2.29%, 04/05/27 | 65 | &nbsp;&nbsp; 63758 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp., 5.61%, <br> 03/11/34<br>| 4940 | &nbsp;&nbsp; 5081069 |
|  |  | &nbsp;&nbsp; 13608082 |
| **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(a)</sup> | 17056 | &nbsp;&nbsp; 17362561 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 | 5000 | &nbsp;&nbsp; 4466352 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(a)</sup> | 6501 | &nbsp;&nbsp; 5659923 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(a)</sup> | 7718 | &nbsp;&nbsp; 6602700 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36<sup>(a)</sup> | 2020 | &nbsp;&nbsp; 2011610 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital, 6.10%, 06/01/29<br>| 420 | &nbsp;&nbsp; 435057 |
| Comcast Corp., 5.10%, 06/01/29 | 170 | &nbsp;&nbsp; 173987 |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 | 5545 | &nbsp;&nbsp; 4008924 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 | 3005 | &nbsp;&nbsp; 2202124 |
| DISH DBS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/01/26<sup>(a)</sup> | 2333 | &nbsp;&nbsp; 2312991 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/01/28 | 847 | &nbsp;&nbsp; 821892 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 | 1272 | &nbsp;&nbsp; 1136687 |
| DISH Network Corp., 11.75%, 11/15/27<sup>(a)</sup> | 3747 | &nbsp;&nbsp; 3860328 |
| FactSet Research Systems, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | 9015 | &nbsp;&nbsp; 8861273 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| FactSet Research Systems, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | 5934 | &nbsp;&nbsp; $5358644 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | 3870 | &nbsp;&nbsp; 3879995 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | 2900 | &nbsp;&nbsp; 2783277 |
| McGraw-Hill Education, Inc., 7.38%, 09/01/31<sup>(a)</sup> | 2436 | &nbsp;&nbsp; 2481765 |
| Nexstar Media, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | 1077 | &nbsp;&nbsp; 1076488 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/28 | 6984 | &nbsp;&nbsp; 6867092 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/33 | 3035 | &nbsp;&nbsp; 3058124 |
| &nbsp;&nbsp;&nbsp; 04/15/34<sup>(f)</sup> | 3552 | &nbsp;&nbsp; 3562573 |
| Sinclair Television Group, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | 2675 | &nbsp;&nbsp; 2313875 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/33 | 1098 | &nbsp;&nbsp; 1116188 |
| &nbsp;&nbsp;&nbsp; 9.75%, 02/15/33 | 1804 | &nbsp;&nbsp; 2011460 |
| Sirius XM Radio LLC, 4.13%, 07/01/30<sup>(a)</sup> | 3810 | &nbsp;&nbsp; 3567407 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(a)</sup> | 3786 | &nbsp;&nbsp; 3874596 |
| Walt Disney Co., 3.75%, 03/14/29 | 260 | &nbsp;&nbsp; 257037 |
|  |  | &nbsp;&nbsp; 102124930 |
| **Metals & Mining — 1.5%** | **Metals & Mining — 1.5%** | **Metals & Mining — 1.5%** |
| Aris Mining Corp., 8.00%, 10/31/29<sup>(a)</sup> | 2004 | &nbsp;&nbsp; 2065623 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | 27430 | &nbsp;&nbsp; 27684652 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | 2340 | &nbsp;&nbsp; 2383292 |
| Champion Iron Canada, Inc., 7.88%, 07/15/32<sup>(a)</sup> | 3595 | &nbsp;&nbsp; 3733978 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/31 | 2984 | &nbsp;&nbsp; 2976413 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33 | 918 | &nbsp;&nbsp; 898052 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34 | 2783 | &nbsp;&nbsp; 2718901 |
| Eldorado Gold Corp., 6.25%, 09/01/29<sup>(a)</sup> | 1863 | &nbsp;&nbsp; 1856256 |
| Endeavour Mining PLC, 7.00%, 05/28/30<sup>(a)</sup> | 3280 | &nbsp;&nbsp; 3329200 |
| First Quantum Minerals Ltd.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 06/01/31 | 2247 | &nbsp;&nbsp; 2317219 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/33 | 2665 | &nbsp;&nbsp; 2753398 |
| Fortescue Treasury Pty. Ltd.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/01/31 | 2897 | &nbsp;&nbsp; 2737215 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/15/32 | 5447 | &nbsp;&nbsp; 5565895 |
| Freeport-McMoRan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | 975 | &nbsp;&nbsp; 966983 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | 240 | &nbsp;&nbsp; 238231 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | 750 | &nbsp;&nbsp; 734657 |
| IAMGOLD Corp., 5.75%, 10/15/28<sup>(a)</sup> | 1503 | &nbsp;&nbsp; 1497003 |
| Ivanhoe Mines Ltd., 7.88%, 01/23/30<sup>(a)</sup> | 4602 | &nbsp;&nbsp; 4657454 |
| Mineral Resources Ltd., 7.00%, 04/01/31<sup>(a)</sup> | 2380 | &nbsp;&nbsp; 2432168 |
| New Gold, Inc., 6.88%, 04/01/32<sup>(a)</sup> | 340 | &nbsp;&nbsp; 351410 |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., 3.25%, <br> 05/13/30<br>| 2900 | &nbsp;&nbsp; 2791641 |
| Nickel Industries Ltd., 9.00%, 09/30/30<sup>(a)</sup> | 6005 | &nbsp;&nbsp; 5989987 |
| Novelis Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 | 5925 | &nbsp;&nbsp; 5584313 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30 | 5105 | &nbsp;&nbsp; 5149265 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/33 | 1260 | &nbsp;&nbsp; 1235925 |
| Park-Ohio Industries, Inc., 8.50%, 08/01/30<sup>(a)</sup> | 970 | &nbsp;&nbsp; 994071 |
| Reliance, Inc., 2.15%, 08/15/30 | 2000 | &nbsp;&nbsp; 1796530 |
| Rio Tinto Finance USA Ltd., 7.13%, 07/15/28 | 699 | &nbsp;&nbsp; 741858 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | 300 | &nbsp;&nbsp; 301428 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | 8315 | &nbsp;&nbsp; 8447834 |
| Steel Dynamics, Inc., 4.00%, 12/15/28 | 4840 | &nbsp;&nbsp; 4787406 |
| Stillwater Mining Co., 4.50%, 11/16/29<sup>(a)</sup> | 2140 | &nbsp;&nbsp; 2014575 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| SunCoke Energy, Inc., 4.88%, 06/30/29<sup>(a)</sup> | 4245 | &nbsp;&nbsp; $3830533 |
| Taseko Mines Ltd., 8.25%, 05/01/30<sup>(a)</sup> | 4255 | &nbsp;&nbsp; 4436093 |
| Vale Overseas Ltd., 3.75%, 07/08/30 | 5490 | &nbsp;&nbsp; 5225931 |
|  |  | &nbsp;&nbsp; 125225390 |
| **Mortgage Real Estate Investment Trusts (REITs)**<sup>(a)</sup> **— 0.2%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(a)</sup> **— 0.2%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(a)</sup> **— 0.2%** |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc., 4.63%, <br> 06/15/29<br>| 2673 | &nbsp;&nbsp; 2651459 |
| Blackstone Mortgage Trust, Inc., 7.75%, 12/01/29 | 2991 | &nbsp;&nbsp; 3142638 |
| Starwood Property Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29 | 3691 | &nbsp;&nbsp; 3800361 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 | 955 | &nbsp;&nbsp; 953148 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30 | 1523 | &nbsp;&nbsp; 1544648 |
|  |  | &nbsp;&nbsp; 12092254 |
| **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** | **Multi-Utilities — 0.4%** |
| AmeriGas Partners LP/AmeriGas Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/27 | 3628 | &nbsp;&nbsp; 3642697 |
| &nbsp;&nbsp;&nbsp; 9.38%, 06/01/28<sup>(a)</sup> | 3617 | &nbsp;&nbsp; 3713324 |
| &nbsp;&nbsp;&nbsp; 9.50%, 06/01/30<sup>(a)</sup> | 1370 | &nbsp;&nbsp; 1451401 |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | 690 | &nbsp;&nbsp; 736693 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | 80 | &nbsp;&nbsp; 81511 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 | 885 | &nbsp;&nbsp; 900396 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | 650 | &nbsp;&nbsp; 576656 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 | 2900 | &nbsp;&nbsp; 2875322 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | 4450 | &nbsp;&nbsp; 4603766 |
| NiSource, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | 590 | &nbsp;&nbsp; 601670 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.45%), 6.95%, 11/30/54<sup>(d)</sup> | 2320 | &nbsp;&nbsp; 2385654 |
| ONE Gas, Inc., 4.25%, 09/01/32 | 1625 | &nbsp;&nbsp; 1579521 |
| Piedmont Natural Gas Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 | 50 | &nbsp;&nbsp; 48603 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | 1255 | &nbsp;&nbsp; 1286576 |
| Southern California Gas Co., 5.20%, 06/01/33 | 2630 | &nbsp;&nbsp; 2676100 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | 380 | &nbsp;&nbsp; 394915 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | 1220 | &nbsp;&nbsp; 1202360 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | 25 | &nbsp;&nbsp; 22741 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | 2995 | &nbsp;&nbsp; 2860029 |
|  |  | &nbsp;&nbsp; 31639935 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| Boston Properties LP, 3.40%, 06/21/29 | 460 | &nbsp;&nbsp; 440935 |
| **Oil, Gas & Consumable Fuels — 4.5%** | **Oil, Gas & Consumable Fuels — 4.5%** | **Oil, Gas & Consumable Fuels — 4.5%** |
| BKV Upstream Midstream LLC, 7.50%, 10/15/30<sup>(a)</sup> | 2894 | &nbsp;&nbsp; 2923374 |
| Borr IHC Ltd./Borr Finance LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/28 | 1830 | &nbsp;&nbsp; 1869137 |
| &nbsp;&nbsp;&nbsp; 10.38%, 11/15/30 | 2424 | &nbsp;&nbsp; 2450770 |
| BP Capital Markets America, Inc., 4.87%, 11/25/29 | 220 | &nbsp;&nbsp; 223971 |
| California Resources Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/29 | 4842 | &nbsp;&nbsp; 5065836 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/34 | 1860 | &nbsp;&nbsp; 1875181 |
| Canadian Natural Resources Ltd., 2.95%, 07/15/30 | 650 | &nbsp;&nbsp; 611420 |
| Cenovus Energy, Inc., 4.65%, 03/20/31 | 650 | &nbsp;&nbsp; 645503 |
| Cheniere Corpus Christi Holdings LLC, 5.13%, 06/30/27 | 3417 | &nbsp;&nbsp; 3434640 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | 510 | &nbsp;&nbsp; 507769 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Cheniere Energy Partners LP (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35 | $2455 | &nbsp;&nbsp; $2500045 |
| Cheniere Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | 6980 | &nbsp;&nbsp; 6962361 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | 3200 | &nbsp;&nbsp; 3294486 |
| Chevron Corp., 2.24%, 05/11/30 | 170 | &nbsp;&nbsp; 156952 |
| Chevron USA, Inc., 4.98%, 04/15/35 | 16530 | &nbsp;&nbsp; 16741558 |
| Chord Energy Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/30 | 835 | &nbsp;&nbsp; 846080 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/33 | 3406 | &nbsp;&nbsp; 3516498 |
| CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(a)</sup> | 489 | &nbsp;&nbsp; 464913 |
| CNX Resources Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/31 | 2508 | &nbsp;&nbsp; 2576995 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/32 | 2055 | &nbsp;&nbsp; 2117587 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/34 | 575 | &nbsp;&nbsp; 559979 |
| Comstock Resources, Inc., 6.75%, 03/01/29<sup>(a)</sup> | 9410 | &nbsp;&nbsp; 9290427 |
| Coterra Energy, Inc., 4.38%, 03/15/29 | 1940 | &nbsp;&nbsp; 1932743 |
| CVR Energy, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31 | 1040 | &nbsp;&nbsp; 1047766 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34 | 1780 | &nbsp;&nbsp; 1786238 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | 2440 | &nbsp;&nbsp; 2482824 |
| &nbsp;&nbsp;&nbsp; 8.13%, 08/16/30 | 240 | &nbsp;&nbsp; 273530 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics Finance <br> Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/29 | 7806 | &nbsp;&nbsp; 8077406 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/33 | 655 | &nbsp;&nbsp; 660415 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, <br> 8.50%, 10/01/30<sup>(a)</sup><br>| 4020 | &nbsp;&nbsp; 4246897 |
| Diamondback Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | 290 | &nbsp;&nbsp; 295904 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | 545 | &nbsp;&nbsp; 581504 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | 8065 | &nbsp;&nbsp; 8187563 |
| Enbridge, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | 1690 | &nbsp;&nbsp; 1689181 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | 170 | &nbsp;&nbsp; 168807 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/27/31 | 3190 | &nbsp;&nbsp; 3202893 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | 2615 | &nbsp;&nbsp; 2697344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.68%), 5.50%, <br> 07/15/77<sup>(d)</sup><br>| 2420 | &nbsp;&nbsp; 2399176 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.12%), 7.38%, 03/15/55<sup>(d)</sup> | 2420 | &nbsp;&nbsp; 2542287 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 | 2900 | &nbsp;&nbsp; 2953650 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | 350 | &nbsp;&nbsp; 357654 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | 2900 | &nbsp;&nbsp; 2803307 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/31 | 2900 | &nbsp;&nbsp; 2873669 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | 5945 | &nbsp;&nbsp; 6182814 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 | 270 | &nbsp;&nbsp; 270359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, (3-mo. CME Term SOFR + 3.29%), 5.25%, <br> 08/16/77<sup>(d)</sup><br>| 4840 | &nbsp;&nbsp; 4796845 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | 1124 | &nbsp;&nbsp; 1110300 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | 96 | &nbsp;&nbsp; 95775 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | 2900 | &nbsp;&nbsp; 2884730 |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/15/30 | 1150 | &nbsp;&nbsp; 1200837 |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/32 | 3639 | &nbsp;&nbsp; 3742384 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 | 1431 | &nbsp;&nbsp; 1478641 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | 565 | &nbsp;&nbsp; 562331 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 8.25%, <br> 01/15/32<sup>(a)</sup><br>| 1804 | &nbsp;&nbsp; 1864344 |
| Golar LNG Ltd., 7.50%, 10/02/30<sup>(a)</sup> | 2009 | &nbsp;&nbsp; 2025896 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Gulfport Energy Operating Corp., 6.75%, 09/01/29<sup>(a)</sup> | $5190 | &nbsp;&nbsp; $5307917 |
| Hess Corp., 4.30%, 04/01/27 | 1255 | &nbsp;&nbsp; 1255728 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 | 970 | &nbsp;&nbsp; 948797 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | 1340 | &nbsp;&nbsp; 1369139 |
| Infinity Natural Resources LLC, 7.63%, 04/01/31<sup>(a)</sup> | 475 | &nbsp;&nbsp; 477508 |
| Ithaca Energy North Sea PLC, 8.13%, 10/15/29<sup>(a)</sup> | 7410 | &nbsp;&nbsp; 7598184 |
| Kinder Morgan, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/15/26 | 3850 | &nbsp;&nbsp; 3789853 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | 9600 | &nbsp;&nbsp; 9795402 |
| Kosmos Energy Ltd., 8.75%, 10/01/31<sup>(a)</sup> | 5421 | &nbsp;&nbsp; 4824690 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas <br> Finance Corp., 6.88%, 12/01/32<sup>(a)</sup><br>| 997 | &nbsp;&nbsp; 1026060 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | 14770 | &nbsp;&nbsp; 14726731 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | 2190 | &nbsp;&nbsp; 2208231 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | 1940 | &nbsp;&nbsp; 1788154 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | 20410 | &nbsp;&nbsp; 20295384 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance Corp., <br> 8.13%, 02/15/29<sup>(a)</sup><br>| 6730 | &nbsp;&nbsp; 6932896 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(a)</sup> | 7188 | &nbsp;&nbsp; 7400669 |
| Northern Oil & Gas, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/31 | 3888 | &nbsp;&nbsp; 4042917 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/15/33 | 2360 | &nbsp;&nbsp; 2441781 |
| Occidental Petroleum Corp., 8.88%, 07/15/30 | 1450 | &nbsp;&nbsp; 1650502 |
| ONEOK, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 | 210 | &nbsp;&nbsp; 208614 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | 2330 | &nbsp;&nbsp; 2475643 |
| Phillips 66, 2.15%, 12/15/30 | 1450 | &nbsp;&nbsp; 1299930 |
| Phillips 66 Co., 3.15%, 12/15/29 | 180 | &nbsp;&nbsp; 171701 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 | 5320 | &nbsp;&nbsp; 5492890 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline LP/PAA Finance Corp., <br> 3.55%, 12/15/29<br>| 3162 | &nbsp;&nbsp; 3059841 |
| Sabine Pass Liquefaction LLC, 4.20%, 03/15/28 | 460 | &nbsp;&nbsp; 458090 |
| Saturn Oil & Gas, Inc., 9.63%, 06/15/29<sup>(a)</sup> | 2117 | &nbsp;&nbsp; 2216093 |
| Seadrill Finance Ltd., 8.38%, 08/01/30<sup>(a)</sup> | 2174 | &nbsp;&nbsp; 2248271 |
| Summit Midstream Holdings LLC, 8.63%, 10/31/29<sup>(a)</sup> | 3105 | &nbsp;&nbsp; 3193374 |
| Sunoco LP<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/29 | 2528 | &nbsp;&nbsp; 2593116 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/32 | 3326 | &nbsp;&nbsp; 3378108 |
| Talos Production, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/29 | 2076 | &nbsp;&nbsp; 2160935 |
| &nbsp;&nbsp;&nbsp; 9.38%, 02/01/31 | 3636 | &nbsp;&nbsp; 3853276 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | 7100 | &nbsp;&nbsp; 7155730 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | 3150 | &nbsp;&nbsp; 3136806 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | 9930 | &nbsp;&nbsp; 10014885 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 | 4159 | &nbsp;&nbsp; 4156568 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | 5230 | &nbsp;&nbsp; 5221736 |
| TotalEnergies Capital International SA, 2.83%, 01/10/30 | 400 | &nbsp;&nbsp; 378975 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | 2890 | &nbsp;&nbsp; 2876995 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | 1940 | &nbsp;&nbsp; 1902994 |
| Transocean International Ltd., 8.50%, 05/15/31<sup>(a)</sup> | 3566 | &nbsp;&nbsp; 3740014 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(a)</sup> | 3790 | &nbsp;&nbsp; 3927164 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | 2420 | &nbsp;&nbsp; 2346127 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/30 | 1940 | &nbsp;&nbsp; 1982303 |
| Venture Global LNG, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/01/29 | 998 | &nbsp;&nbsp; 1079132 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31 | 7755 | &nbsp;&nbsp; 8065009 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Venture Global LNG, Inc.<sup>(a)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32 | 7527 | &nbsp;&nbsp; $8083908 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/01/35 | 3462 | &nbsp;&nbsp; 3880133 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36 | 2035 | &nbsp;&nbsp; 2155374 |
| Viper Energy Partners LLC, 4.90%, 08/01/30 | 650 | &nbsp;&nbsp; 649571 |
| Vital Energy, Inc., 7.88%, 04/15/32<sup>(a)</sup> | 3722 | &nbsp;&nbsp; 3802607 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | 970 | &nbsp;&nbsp; 970555 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | 3010 | &nbsp;&nbsp; 3134408 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | 1940 | &nbsp;&nbsp; 1883885 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | 2560 | &nbsp;&nbsp; 2671820 |
| Williams Cos., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | 2900 | &nbsp;&nbsp; 2878048 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | 160 | &nbsp;&nbsp; 161450 |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | 11280 | &nbsp;&nbsp; 10211033 |
|  |  | &nbsp;&nbsp; 373269151 |
| **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** | **Passenger Airlines — 0.1%** |
| American Airlines, Inc., 7.25%, 02/15/28<sup>(a)</sup> | 2643 | &nbsp;&nbsp; 2658048 |
| Delta Air Lines, Inc., 4.95%, 07/10/28 | 400 | &nbsp;&nbsp; 401472 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(a)</sup><br>| 8249 | &nbsp;&nbsp; 7795786 |
| Southwest Airlines Co., 4.38%, 11/15/28 | 300 | &nbsp;&nbsp; 296112 |
|  |  | &nbsp;&nbsp; 11151418 |
| **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** |
| Unilever Capital Corp., 1.75%, 08/12/31 | 390 | &nbsp;&nbsp; 341445 |
| **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** | **Pharmaceuticals — 1.3%** |
| AbbVie, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 | 3818 | &nbsp;&nbsp; 3790453 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | 490 | &nbsp;&nbsp; 494460 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | 7360 | &nbsp;&nbsp; 7470067 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(a)</sup> | 700 | &nbsp;&nbsp; 720614 |
| Astrazeneca Finance LLC, 4.85%, 02/26/29 | 490 | &nbsp;&nbsp; 498455 |
| Bausch Health Cos., Inc., 5.25%, 01/30/30<sup>(a)</sup> | 2616 | &nbsp;&nbsp; 1687320 |
| Bristol-Myers Squibb Co., 4.90%, 02/22/29 | 290 | &nbsp;&nbsp; 296149 |
| Cardinal Health, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/26 | 5700 | &nbsp;&nbsp; 5709948 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | 4840 | &nbsp;&nbsp; 4924081 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | 300 | &nbsp;&nbsp; 304511 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | 4420 | &nbsp;&nbsp; 4460667 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | 1700 | &nbsp;&nbsp; 1683245 |
| Cencora, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | 849 | &nbsp;&nbsp; 836160 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/13/29 | 200 | &nbsp;&nbsp; 197217 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | 7190 | &nbsp;&nbsp; 6556816 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | 560 | &nbsp;&nbsp; 564000 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | 2900 | &nbsp;&nbsp; 2778675 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | 4840 | &nbsp;&nbsp; 4822846 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | 400 | &nbsp;&nbsp; 409492 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | 2900 | &nbsp;&nbsp; 2778946 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | 7200 | &nbsp;&nbsp; 7227997 |
| Elanco Animal Health, Inc., 6.40%, 08/28/28 | 2694 | &nbsp;&nbsp; 2753926 |
| Eli Lilly & Co., 4.70%, 02/27/33 | 1010 | &nbsp;&nbsp; 1017223 |
| GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 | 380 | &nbsp;&nbsp; 369838 |
| Grifols SA, 4.75%, 10/15/28<sup>(a)</sup> | 3828 | &nbsp;&nbsp; 3749410 |
| &nbsp;&nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, Inc., <br> 4.88%, 06/01/29<sup>(a)</sup><br>| 2500 | &nbsp;&nbsp; 2339361 |
| Jazz Securities DAC, 4.38%, 01/15/29<sup>(a)</sup> | 3715 | &nbsp;&nbsp; 3623165 |
| Merck & Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/29 | 290 | &nbsp;&nbsp; 287893 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Merck & Co., Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | 1500 | &nbsp;&nbsp; $1327954 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | 3805 | &nbsp;&nbsp; 3793912 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28 | 270 | &nbsp;&nbsp; 268676 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/16/29 | 2480 | &nbsp;&nbsp; 2477029 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | 180 | &nbsp;&nbsp; 164785 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | 3990 | &nbsp;&nbsp; 4013681 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | 5500 | &nbsp;&nbsp; 5541731 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | 3885 | &nbsp;&nbsp; 3870198 |
| Takeda Pharmaceutical Co. Ltd., 5.00%, 11/26/28 | 690 | &nbsp;&nbsp; 698899 |
| Zoetis, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | 11280 | &nbsp;&nbsp; 11089080 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | 250 | &nbsp;&nbsp; 247670 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | 2215 | &nbsp;&nbsp; 2011886 |
|  |  | &nbsp;&nbsp; 107858436 |
| **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** | **Real Estate Management & Development — 0.4%** |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Anywhere Co-Issuer <br> Corp., 7.00%, 04/15/30<sup>(a)</sup><br>| 4800 | &nbsp;&nbsp; 4806677 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy Co-Issuer <br> Corp., 9.75%, 04/15/30<sup>(a)</sup><br>| 4040 | &nbsp;&nbsp; 4288718 |
| CBRE Services, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | 2900 | &nbsp;&nbsp; 2968483 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | 2900 | &nbsp;&nbsp; 2905822 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | 6470 | &nbsp;&nbsp; 6380201 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(a)</sup> | 1770 | &nbsp;&nbsp; 1765835 |
| Howard Hughes Corp.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/29 | 2466 | &nbsp;&nbsp; 2332562 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/31 | 4791 | &nbsp;&nbsp; 4398378 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/34 | 1000 | &nbsp;&nbsp; 960330 |
|  |  | &nbsp;&nbsp; 30807006 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | 220 | &nbsp;&nbsp; 217450 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | 7390 | &nbsp;&nbsp; 7462219 |
|  |  | &nbsp;&nbsp; 7679669 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 | 2920 | &nbsp;&nbsp; 2854988 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | 650 | &nbsp;&nbsp; 608917 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | 2760 | &nbsp;&nbsp; 2858055 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | 4320 | &nbsp;&nbsp; 4227291 |
|  |  | &nbsp;&nbsp; 10549251 |
| **Semiconductors & Semiconductor Equipment — 0.9%** | **Semiconductors & Semiconductor Equipment — 0.9%** | **Semiconductors & Semiconductor Equipment — 0.9%** |
| Analog Devices, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | 1770 | &nbsp;&nbsp; 1665442 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | 1335 | &nbsp;&nbsp; 1177847 |
| Applied Materials, Inc., 4.80%, 06/15/29 | 290 | &nbsp;&nbsp; 295171 |
| Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | 7300 | &nbsp;&nbsp; 7005923 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | 460 | &nbsp;&nbsp; 465105 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | 2900 | &nbsp;&nbsp; 2889717 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | 9851 | &nbsp;&nbsp; 10040101 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/31 | 4840 | &nbsp;&nbsp; 4798412 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/36 | 3025 | &nbsp;&nbsp; 2983407 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | 2900 | &nbsp;&nbsp; 2875481 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | 2900 | &nbsp;&nbsp; 2694430 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | 510 | &nbsp;&nbsp; 516537 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Kioxia Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/24/30 | 5000 | &nbsp;&nbsp; $5080645 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/24/33 | 1050 | &nbsp;&nbsp; 1079216 |
| Lam Research Corp., 4.00%, 03/15/29 | 4070 | &nbsp;&nbsp; 4045785 |
| Microchip Technology, Inc., 4.90%, 03/15/28 | 420 | &nbsp;&nbsp; 422543 |
| Micron Technology, Inc., 5.30%, 01/15/31 | 4840 | &nbsp;&nbsp; 5066103 |
| NVIDIA Corp., 2.85%, 04/01/30 | 25 | &nbsp;&nbsp; 23734 |
| &nbsp;&nbsp;&nbsp; NXP BV/NXP Funding LLC/NXP USA, Inc., 4.30%, <br> 08/19/28<br>| 200 | &nbsp;&nbsp; 199034 |
| QUALCOMM, Inc., 1.30%, 05/20/28 | 360 | &nbsp;&nbsp; 339792 |
| Texas Instruments, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | 260 | &nbsp;&nbsp; 263381 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | 145 | &nbsp;&nbsp; 130931 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | 2445 | &nbsp;&nbsp; 2151879 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | 12480 | &nbsp;&nbsp; 12692578 |
| TSMC Arizona Corp., 4.13%, 04/22/29 | 1450 | &nbsp;&nbsp; 1442329 |
|  |  | &nbsp;&nbsp; 70345523 |
| **Software — 1.2%** | **Software — 1.2%** | **Software — 1.2%** |
| Adobe, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | 290 | &nbsp;&nbsp; 296063 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | 2130 | &nbsp;&nbsp; 1969085 |
| Autodesk, Inc., 5.30%, 06/15/35 | 4170 | &nbsp;&nbsp; 4175369 |
| Elastic NV, 4.13%, 07/15/29<sup>(a)</sup> | 2496 | &nbsp;&nbsp; 2341429 |
| Electronic Arts, Inc., 1.85%, 02/15/31 | 2000 | &nbsp;&nbsp; 1836794 |
| Intuit, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | 438 | &nbsp;&nbsp; 390220 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | 7585 | &nbsp;&nbsp; 7716544 |
| Microsoft Corp., 1.35%, 09/15/30 | 250 | &nbsp;&nbsp; 222480 |
| Open Text Holdings, Inc., 4.13%, 02/15/30<sup>(a)</sup> | 1547 | &nbsp;&nbsp; 1382288 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | 1940 | &nbsp;&nbsp; 1893197 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | 2900 | &nbsp;&nbsp; 2762420 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/04/29 | 1200 | &nbsp;&nbsp; 1184834 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | 1940 | &nbsp;&nbsp; 1880117 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | 1940 | &nbsp;&nbsp; 1770904 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | 6245 | &nbsp;&nbsp; 6018190 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | 21445 | &nbsp;&nbsp; 19047333 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | 4810 | &nbsp;&nbsp; 4724178 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | 3995 | &nbsp;&nbsp; 3804630 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | 7650 | &nbsp;&nbsp; 7249821 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | 8060 | &nbsp;&nbsp; 7694040 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | 4040 | &nbsp;&nbsp; 3789500 |
| Roper Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | 210 | &nbsp;&nbsp; 208630 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | 5950 | &nbsp;&nbsp; 5915502 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | 75 | &nbsp;&nbsp; 66934 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 | 1400 | &nbsp;&nbsp; 1361329 |
| Salesforce, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | 4140 | &nbsp;&nbsp; 4141066 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/29 | 4130 | &nbsp;&nbsp; 4138553 |
| ServiceNow, Inc., 1.40%, 09/01/30 | 4190 | &nbsp;&nbsp; 3635618 |
| Synopsys, Inc., 4.65%, 04/01/28 | 420 | &nbsp;&nbsp; 421540 |
|  |  | &nbsp;&nbsp; 102038608 |
| **Specialty Retail — 0.5%** | **Specialty Retail — 0.5%** | **Specialty Retail — 0.5%** |
| Advance Auto Parts, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/30 | 3596 | &nbsp;&nbsp; 3642916 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33 | 1448 | &nbsp;&nbsp; 1466534 |
| AutoZone, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/26 | 8785 | &nbsp;&nbsp; 8799469 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | 3325 | &nbsp;&nbsp; 3331449 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | 400 | &nbsp;&nbsp; 406571 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| AutoZone, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34 | 1455 | &nbsp;&nbsp; $1477381 |
| Dick's Sporting Goods, Inc., 4.00%, 10/01/29<sup>(a)</sup> | 2420 | &nbsp;&nbsp; 2354714 |
| FirstCash, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/01/30 | 3037 | &nbsp;&nbsp; 3020140 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/32 | 1500 | &nbsp;&nbsp; 1528827 |
| Gap, Inc.<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | 2933 | &nbsp;&nbsp; 2739730 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/01/31 | 3493 | &nbsp;&nbsp; 3164180 |
| Kohl's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 06/01/30<sup>(a)</sup> | 2060 | &nbsp;&nbsp; 2178289 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/01/31 | 5329 | &nbsp;&nbsp; 4010812 |
| Macy's Retail Holdings LLC<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/32 | 2415 | &nbsp;&nbsp; 2372351 |
| &nbsp;&nbsp;&nbsp; 7.38%, 08/01/33 | 2400 | &nbsp;&nbsp; 2458685 |
| Petco Health & Wellness Co., Inc., 8.25%, 02/01/31<sup>(a)</sup> | 490 | &nbsp;&nbsp; 489328 |
|  |  | &nbsp;&nbsp; 43441376 |
| **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** |
| Apple, Inc., 3.35%, 08/08/32 | 2195 | &nbsp;&nbsp; 2090023 |
| Dell International LLC/EMC Corp., 4.15%, 02/15/29 | 300 | &nbsp;&nbsp; 297505 |
| Diebold Nixdorf, Inc., 7.75%, 03/31/30<sup>(a)</sup> | 4556 | &nbsp;&nbsp; 4737502 |
| Hewlett Packard Enterprise Co., 4.15%, 09/15/28 | 350 | &nbsp;&nbsp; 347199 |
| HP, Inc., 4.00%, 04/15/29 | 400 | &nbsp;&nbsp; 393021 |
| NCR Atleos Corp., 9.50%, 04/01/29<sup>(a)</sup> | 3806 | &nbsp;&nbsp; 4074103 |
| NetApp, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | 1940 | &nbsp;&nbsp; 1891293 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | 1940 | &nbsp;&nbsp; 1781462 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | 3777 | &nbsp;&nbsp; 3847779 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | 1300 | &nbsp;&nbsp; 1194758 |
|  |  | &nbsp;&nbsp; 20654645 |
| **Textiles, Apparel & Luxury Goods — 0.4%** | **Textiles, Apparel & Luxury Goods — 0.4%** | **Textiles, Apparel & Luxury Goods — 0.4%** |
| Ralph Lauren Corp., 5.00%, 06/15/32 | 13000 | &nbsp;&nbsp; 13201957 |
| Tapestry, Inc., 5.10%, 03/11/30 | 13086 | &nbsp;&nbsp; 13221910 |
| Under Armour, Inc., 7.25%, 07/15/30<sup>(a)</sup> | 473 | &nbsp;&nbsp; 477825 |
| VF Corp., 2.95%, 04/23/30 | 4610 | &nbsp;&nbsp; 4106349 |
|  |  | &nbsp;&nbsp; 31008041 |
| **Tobacco — 1.9%** | **Tobacco — 1.9%** | **Tobacco — 1.9%** |
| Altria Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 | 4840 | &nbsp;&nbsp; 4880007 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | 210 | &nbsp;&nbsp; 219028 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | 4910 | &nbsp;&nbsp; 4949709 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | 265 | &nbsp;&nbsp; 253239 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | 2900 | &nbsp;&nbsp; 2887469 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | 22040 | &nbsp;&nbsp; 19339892 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 | 8120 | &nbsp;&nbsp; 8993176 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | 1125 | &nbsp;&nbsp; 1152261 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | 3420 | &nbsp;&nbsp; 3407666 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | 4840 | &nbsp;&nbsp; 4786885 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | 7307 | &nbsp;&nbsp; 7800074 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | 9630 | &nbsp;&nbsp; 9423791 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | 780 | &nbsp;&nbsp; 824418 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | 6630 | &nbsp;&nbsp; 6818697 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | 4840 | &nbsp;&nbsp; 4841933 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | 5240 | &nbsp;&nbsp; 5435893 |
| Philip Morris International, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/01/26 | 7476 | &nbsp;&nbsp; 7456154 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27 | 50 | &nbsp;&nbsp; 49311 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | 4840 | &nbsp;&nbsp; 4831977 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | 290 | &nbsp;&nbsp; 287544 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| Philip Morris International, Inc. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | 4436 | &nbsp;&nbsp; $4296561 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | 19819 | &nbsp;&nbsp; 20599388 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | 5810 | &nbsp;&nbsp; 5928182 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | 790 | &nbsp;&nbsp; 718961 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | 13 | &nbsp;&nbsp; 13500 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | 2900 | &nbsp;&nbsp; 2838553 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | 7800 | &nbsp;&nbsp; 8211208 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | 2340 | &nbsp;&nbsp; 2404918 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | 4590 | &nbsp;&nbsp; 4789007 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 | 8240 | &nbsp;&nbsp; 8195809 |
|  |  | &nbsp;&nbsp; 156635211 |
| **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** |
| Danaos Corp., 6.88%, 10/15/32<sup>(a)</sup> | 3080 | &nbsp;&nbsp; 3129613 |
| Ryder System, Inc., 4.90%, 12/01/29 | 120 | &nbsp;&nbsp; 121322 |
| United Parcel Service, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | 160 | &nbsp;&nbsp; 151263 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | 1200 | &nbsp;&nbsp; 1208438 |
|  |  | &nbsp;&nbsp; 4610636 |
| **Water Utilities — 0.0%** | **Water Utilities — 0.0%** | **Water Utilities — 0.0%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 | 2055 | &nbsp;&nbsp; 2022728 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | 505 | &nbsp;&nbsp; 513329 |
| Essential Utilities, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | 55 | &nbsp;&nbsp; 53402 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | 220 | &nbsp;&nbsp; 204193 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | 645 | &nbsp;&nbsp; 653907 |
|  |  | &nbsp;&nbsp; 3447559 |
| **Wireless Telecommunication Services — 0.8%** | **Wireless Telecommunication Services — 0.8%** | **Wireless Telecommunication Services — 0.8%** |
| America Movil SAB de C.V., 3.63%, 04/22/29 | 2900 | &nbsp;&nbsp; 2820714 |
| Millicom International Cellular SA<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/27/31 | 7056 | &nbsp;&nbsp; 6416374 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/02/32 | 3281 | &nbsp;&nbsp; 3328246 |
| Orange SA, 9.00%, 03/01/31 | 780 | &nbsp;&nbsp; 921907 |
| Rogers Communications, Inc.<sup>(d)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.62%), 7.13%, 04/15/55 | 3696 | &nbsp;&nbsp; 3782073 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.65%), 7.00%, 04/15/55 | 1012 | &nbsp;&nbsp; 1015986 |
| T-Mobile USA, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | 11740 | &nbsp;&nbsp; 11260685 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | 2900 | &nbsp;&nbsp; 2758262 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 | 200 | &nbsp;&nbsp; 198764 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | 2900 | &nbsp;&nbsp; 2824226 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | 650 | &nbsp;&nbsp; 590663 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | 4975 | &nbsp;&nbsp; 4587557 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 | 3045 | &nbsp;&nbsp; 3067294 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 | 9750 | &nbsp;&nbsp; 9430078 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | 7870 | &nbsp;&nbsp; 7935055 |
| Zegona Finance PLC, 8.63%, 07/15/29<sup>(a)</sup> | 6287 | &nbsp;&nbsp; 6585934 |
|  |  | &nbsp;&nbsp; 67523818 |
| **Total Corporate Bonds — 56.8%** <br>**(Cost: $4,676,149,259)** | **Total Corporate Bonds — 56.8%** <br>**(Cost: $4,676,149,259)** | &nbsp;&nbsp; 4680023116 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Collateralized Mortgage Obligations**<sup>(d)</sup> **— 25.9%** | **Collateralized Mortgage Obligations**<sup>(d)</sup> **— 25.9%** | **Collateralized Mortgage Obligations**<sup>(d)</sup> **— 25.9%** |
| Connecticut Avenue Securities Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R04, Class 2B1, (30-day Avg SOFR + <br> 5.36%), 9.03%, 06/25/39<br>| 14278 | &nbsp;&nbsp; 14397239 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Connecticut Avenue Securities Trust<sup>(a)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R06, Class 2B1, (30-day Avg SOFR + <br> 3.86%), 7.53%, 09/25/39<br>| $35139 | &nbsp;&nbsp; $35486926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R07, Class 1B1, (30-day Avg SOFR + <br> 3.51%), 7.18%, 10/25/39<br>| 4764 | &nbsp;&nbsp; 4812467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-R02, Class 2B1, (30-day Avg SOFR + <br> 3.11%), 6.78%, 01/25/40<br>| 15000 | &nbsp;&nbsp; 15188443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBT1, Class 1B1, (30-day Avg SOFR + <br> 6.86%), 10.53%, 02/25/40<br>| 5419 | &nbsp;&nbsp; 5648045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBT1, Class 1M2, (30-day Avg SOFR + <br> 3.76%), 7.43%, 02/25/40<br>| 70233 | &nbsp;&nbsp; 71813787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1B1, (30-day Avg SOFR + <br> 3.10%), 6.76%, 10/25/41<br>| 53368 | &nbsp;&nbsp; 53872734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2B1, (30-day Avg SOFR + <br> 3.30%), 6.96%, 11/25/41<br>| 64165 | &nbsp;&nbsp; 65072999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R03, Class 1B1, (30-day Avg SOFR + <br> 2.75%), 6.41%, 12/25/41<br>| 39240 | &nbsp;&nbsp; 39660339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R01, Class 1B1, (30-day Avg SOFR + <br> 3.15%), 6.81%, 12/25/41<br>| 77567 | &nbsp;&nbsp; 78267422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2B1, (30-day Avg SOFR + <br> 4.50%), 8.16%, 01/25/42<br>| 63102 | &nbsp;&nbsp; 64729403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M2, (30-day Avg SOFR + <br> 3.00%), 6.66%, 01/25/42<br>| 76782 | &nbsp;&nbsp; 77585618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1B1, (30-day Avg SOFR + <br> 6.25%), 9.91%, 03/25/42<br>| 46113 | &nbsp;&nbsp; 48067893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1B1, (30-day Avg SOFR + <br> 5.25%), 8.91%, 03/25/42<br>| 48092 | &nbsp;&nbsp; 49916917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1M2, (30-day Avg SOFR + <br> 3.10%), 6.76%, 03/25/42<br>| 2000 | &nbsp;&nbsp; 2027425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2B1, (30-day Avg SOFR + <br> 4.50%), 8.16%, 04/25/42<br>| 20011 | &nbsp;&nbsp; 20665208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2B2, (30-day Avg SOFR + <br> 7.00%), 10.66%, 04/25/42<br>| 13540 | &nbsp;&nbsp; 14269189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2M2, (30-day Avg SOFR + <br> 3.00%), 6.66%, 04/25/42<br>| 2330 | &nbsp;&nbsp; 2363126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R07 1B-1, Class B1, (30-day Avg SOFR <br> + 6.80%), 10.46%, 06/25/42<br>| 8455 | &nbsp;&nbsp; 8955979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R08, Class 1B1, (30-day Avg SOFR + <br> 5.60%), 9.26%, 07/25/42<br>| 30082 | &nbsp;&nbsp; 31742874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R09, Class 2M2, (30-day Avg SOFR + <br> 4.75%), 8.41%, 09/25/42<br>| 3750 | &nbsp;&nbsp; 3932853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1B1, (30-day Avg SOFR + <br> 5.55%), 9.21%, 01/25/43<br>| 11265 | &nbsp;&nbsp; 11964564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R05, Class 1B1, (30-day Avg SOFR + <br> 4.75%), 8.41%, 06/25/43<br>| 5000 | &nbsp;&nbsp; 5291863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R01, Class 1B1, (30-day Avg SOFR + <br> 2.70%), 6.36%, 01/25/44<br>| 63264 | &nbsp;&nbsp; 64310684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1B1, (30-day Avg SOFR + <br> 2.50%), 6.16%, 02/25/44<br>| 15516 | &nbsp;&nbsp; 15699706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1M2, (30-day Avg SOFR + <br> 1.80%), 5.46%, 02/25/44<br>| 2250 | &nbsp;&nbsp; 2250698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2B1, (30-day Avg SOFR + <br> 2.00%), 5.66%, 07/25/44<br>| 11450 | &nbsp;&nbsp; 11457059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2M2, (30-day Avg SOFR + <br> 1.70%), 5.36%, 07/25/44<br>| 4644 | &nbsp;&nbsp; 4650432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1B1, (30-day Avg SOFR + <br> 2.05%), 5.71%, 09/25/44<br>| 6297 | &nbsp;&nbsp; 6312426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1B1, (30-day Avg SOFR + <br> 1.95%), 5.61%, 02/25/45<br>| 2750 | &nbsp;&nbsp; 2748899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1M2, (30-day Avg SOFR + <br> 1.60%), 5.26%, 02/25/45<br>| 6925 | &nbsp;&nbsp; 6931255 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Connecticut Avenue Securities Trust<sup>(a)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-R02, Class 1M2, (30-day Avg SOFR + <br> 1.50%), 5.16%, 02/25/46<br>| $6000 | &nbsp;&nbsp; $6026239 |
| Fannie Mae Connecticut Avenue Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C01, Class 1M2C, (30-day Avg SOFR + <br> 2.36%), 6.03%, 07/25/30<br>| 3176 | &nbsp;&nbsp; 3230598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C02, Class 2M2, (30-day Avg SOFR + <br> 2.31%), 5.98%, 08/25/30<br>| 883 | &nbsp;&nbsp; 894066 |
| Freddie Mac STACR REMIC Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-DNA6, Class B2, (30-day Avg SOFR + <br> 5.65%), 9.31%, 12/25/50<br>| 3000 | &nbsp;&nbsp; 3487714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-HQA5, Class B1, (30-day Avg SOFR + <br> 4.00%), 7.66%, 11/25/50<br>| 38232 | &nbsp;&nbsp; 42027446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA1, Class B1, (30-day Avg SOFR + <br> 2.65%), 6.31%, 01/25/51<br>| 51948 | &nbsp;&nbsp; 54820156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA1, Class B2, (30-day Avg SOFR + <br> 4.75%), 8.41%, 01/25/51<br>| 32167 | &nbsp;&nbsp; 35881350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA2, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.06%, 08/25/33<br>| 56875 | &nbsp;&nbsp; 63106020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA2, Class B2, (30-day Avg SOFR + <br> 6.00%), 9.66%, 08/25/33<br>| 21766 | &nbsp;&nbsp; 27035603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA3, Class B1, (30-day Avg SOFR + <br> 3.50%), 7.16%, 10/25/33<br>| 43269 | &nbsp;&nbsp; 48800061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA3, Class B2, (30-day Avg SOFR + <br> 6.25%), 9.91%, 10/25/33<br>| 17644 | &nbsp;&nbsp; 22187446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class B1, (30-day Avg SOFR + <br> 3.05%), 6.71%, 01/25/34<br>| 54372 | &nbsp;&nbsp; 57915064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class B2, (30-day Avg SOFR + <br> 5.50%), 9.16%, 01/25/34<br>| 46045 | &nbsp;&nbsp; 56062311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.06%, 10/25/41<br>| 69408 | &nbsp;&nbsp; 70156313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class B1, (30-day Avg SOFR + <br> 3.65%), 7.31%, 11/25/41<br>| 77692 | &nbsp;&nbsp; 78906583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA1, Class B1, (30-day Avg SOFR + <br> 3.00%), 6.66%, 08/25/33<br>| 77265 | &nbsp;&nbsp; 84242970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA1, Class B2, (30-day Avg SOFR + <br> 5.00%), 8.66%, 08/25/33<br>| 23160 | &nbsp;&nbsp; 27157108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA2, Class B1, (30-day Avg SOFR + <br> 3.15%), 6.81%, 12/25/33<br>| 7450 | &nbsp;&nbsp; 8308500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA2, Class B2, (30-day Avg SOFR + <br> 5.45%), 9.11%, 12/25/33<br>| 14800 | &nbsp;&nbsp; 17987581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA3, Class B1, (30-day Avg SOFR + <br> 3.35%), 7.01%, 09/25/41<br>| 75656 | &nbsp;&nbsp; 76274006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA3, Class M2, (30-day Avg SOFR + <br> 2.10%), 5.76%, 09/25/41<br>| 30450 | &nbsp;&nbsp; 30553630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class B1, (30-day Avg SOFR + <br> 3.75%), 7.41%, 12/25/41<br>| 69025 | &nbsp;&nbsp; 70116982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2, (30-day Avg SOFR + <br> 2.35%), 6.01%, 12/25/41<br>| 4010 | &nbsp;&nbsp; 4037589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.06%, 01/25/42<br>| 42320 | &nbsp;&nbsp; 43090685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class B1, (30-day Avg SOFR + <br> 4.75%), 8.41%, 02/25/42<br>| 50804 | &nbsp;&nbsp; 51994846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class B1, (30-day Avg SOFR + <br> 5.65%), 9.31%, 04/25/42<br>| 4500 | &nbsp;&nbsp; 4710556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M2, (30-day Avg SOFR + <br> 5.25%), 8.91%, 05/25/42<br>| 38750 | &nbsp;&nbsp; 40445099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M2, (30-day Avg SOFR + <br> 6.75%), 10.41%, 06/25/42<br>| 4500 | &nbsp;&nbsp; 4770811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M2, (30-day Avg SOFR + <br> 5.75%), 9.41%, 09/25/42<br>| 15028 | &nbsp;&nbsp; 15981757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M2, (30-day Avg SOFR + <br> 7.00%), 10.66%, 03/25/52<br>| 33705 | &nbsp;&nbsp; 36312520 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Freddie Mac STACR REMIC Trust<sup>(a)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class B1, (30-day Avg SOFR + <br> 7.00%), 10.66%, 03/25/42<br>| 28164 | &nbsp;&nbsp; $29582773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class M2, (30-day Avg SOFR + <br> 5.25%), 8.91%, 03/25/42<br>| 95533 | &nbsp;&nbsp; 98847040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA2, Class M1B, (30-day Avg SOFR + <br> 4.00%), 7.66%, 07/25/42<br>| 28313 | &nbsp;&nbsp; 29180227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA2, Class M2, (30-day Avg SOFR + <br> 6.00%), 9.66%, 07/25/42<br>| 27110 | &nbsp;&nbsp; 28760638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA3, Class M1B, (30-day Avg SOFR + <br> 3.55%), 7.21%, 08/25/42<br>| 2500 | &nbsp;&nbsp; 2570411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-DNA2, Class M1B, (30-day Avg SOFR + <br> 3.25%), 6.91%, 04/25/43<br>| 2000 | &nbsp;&nbsp; 2075490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA3, Class M2, (30-day Avg SOFR + <br> 3.35%), 7.01%, 11/25/43<br>| 3724 | &nbsp;&nbsp; 3883800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA1, Class M2, (30-day Avg SOFR + <br> 2.00%), 5.66%, 03/25/44<br>| 3805 | &nbsp;&nbsp; 3842405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HQA2, Class M2, (30-day Avg SOFR + <br> 1.80%), 5.46%, 08/25/44<br>| 1000 | &nbsp;&nbsp; 1001877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-HQA1, Class M2, (30-day Avg SOFR + <br> 1.65%), 5.31%, 02/25/45<br>| 5200 | &nbsp;&nbsp; 5203115 |
| &nbsp;&nbsp;&nbsp; Freddie Mac STACR Securitized Participation Interests <br> Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-SPI1, Class M2, 3.79%, 02/25/48 | 45 | &nbsp;&nbsp; 43888 |
| &nbsp;&nbsp;&nbsp; Series 2018-SPI2, Class M2, 3.85%, 05/25/48 | 63 | &nbsp;&nbsp; 61091 |
| Freddie Mac STACR Trust<sup>(a)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-DNA3, Class B2, (30-day Avg SOFR + <br> 7.86%), 11.53%, 09/25/48<br>| 2000 | &nbsp;&nbsp; 2274189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-HQA2, Class B2, (30-day Avg SOFR + <br> 11.11%), 14.78%, 10/25/48<br>| 1790 | &nbsp;&nbsp; 2172684 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, Series 2020-2, <br> Class B2, 5.40%, 05/25/60<sup>(a)</sup><br>| 4000 | &nbsp;&nbsp; 3968415 |
|  |  | &nbsp;&nbsp; 2140084125 |
| **Commercial Mortgage-Backed Securities**<sup>(a)(d)</sup> **— 0.3%** | **Commercial Mortgage-Backed Securities**<sup>(a)(d)</sup> **— 0.3%** | **Commercial Mortgage-Backed Securities**<sup>(a)(d)</sup> **— 0.3%** |
| Multifamily Connecticut Avenue Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-01, Class M10, (30-day Avg SOFR + <br> 3.36%), 7.03%, 10/25/49<br>| 18887 | &nbsp;&nbsp; 19163905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-01, Class M7, (30-day Avg SOFR + <br> 2.75%), 6.41%, 07/25/54<br>| 5115 | &nbsp;&nbsp; 5171905 |
|  |  | &nbsp;&nbsp; 24335810 |
| **Total Non-Agency Mortgage-Backed Securities — 26.2%** <br>**(Cost: $2,158,557,617)** | **Total Non-Agency Mortgage-Backed Securities — 26.2%** <br>**(Cost: $2,158,557,617)** | &nbsp;&nbsp; 2164419935 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 1.0%**<sup>(d)</sup> | **Capital Trusts — 1.0%**<sup>(d)</sup> | **Capital Trusts — 1.0%**<sup>(d)</sup> |
| **Banks — 0.2%** | **Banks — 0.2%** |  |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 7.70%, 05/26/84 | 2420 | &nbsp;&nbsp; 2485231 |
| &nbsp;&nbsp;&nbsp; Series 6, 6.88%, 11/26/85 | 2420 | &nbsp;&nbsp; 2442171 |
| Canadian Imperial Bank of Commerce, 6.95%, 01/28/85 | 2420 | &nbsp;&nbsp; 2414477 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/02/84 | 2420 | &nbsp;&nbsp; 2478189 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/24/85 | 2420 | &nbsp;&nbsp; 2428857 |
| Toronto-Dominion Bank, 8.13%, 10/31/82 | 2420 | &nbsp;&nbsp; 2496632 |
|  |  | &nbsp;&nbsp; 14745557 |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 7.13%, <br> 11/15/56<br>| 2030 | &nbsp;&nbsp; 2020315 |
| **Chemicals — 0.1%** | **Chemicals — 0.1%** |  |
| FMC Corp., 8.45%, 11/01/55 | 5000 | &nbsp;&nbsp; 3219298 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities — 0.6%** | **Electric Utilities — 0.6%** |  |
| AES Corp., 7.60%, 01/15/55 | $2686 | &nbsp;&nbsp; $2664292 |
| Alliant Energy Corp., 5.75%, 04/01/56 | 2320 | &nbsp;&nbsp; 2255633 |
| American Electric Power Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/15/54 | 2900 | &nbsp;&nbsp; 2993434 |
| &nbsp;&nbsp;&nbsp; Series C, 5.80%, 03/15/56 | 2900 | &nbsp;&nbsp; 2864664 |
| CenterPoint Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/55 | 2320 | &nbsp;&nbsp; 2345963 |
| &nbsp;&nbsp;&nbsp; Series A, 7.00%, 02/15/55 | 2320 | &nbsp;&nbsp; 2387575 |
| Dominion Energy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 | 2320 | &nbsp;&nbsp; 2305214 |
| &nbsp;&nbsp;&nbsp; Series A, 6.88%, 02/01/55 | 2320 | &nbsp;&nbsp; 2387676 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/15/53 | 1894 | &nbsp;&nbsp; 1928297 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/54 | 1684 | &nbsp;&nbsp; 1725078 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/54 | 2320 | &nbsp;&nbsp; 2377253 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/56 | 2320 | &nbsp;&nbsp; 2289096 |
| EUSHI Finance, Inc., 6.25%, 04/01/56 | 2943 | &nbsp;&nbsp; 2888999 |
| Evergy, Inc., 6.65%, 06/01/55 | 2320 | &nbsp;&nbsp; 2335645 |
| Nevada Power Co., 6.25%, 05/15/55 | 2320 | &nbsp;&nbsp; 2319093 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/01/54 | 2320 | &nbsp;&nbsp; 2369516 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/82 | 2320 | &nbsp;&nbsp; 2239197 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54 | 2320 | &nbsp;&nbsp; 2344979 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/55 | 2320 | &nbsp;&nbsp; 2319925 |
| Sierra Pacific Power Co., 6.20%, 12/15/55 | 2320 | &nbsp;&nbsp; 2256482 |
| WEC Energy Group, Inc., 5.63%, 05/15/56 | 2320 | &nbsp;&nbsp; 2273205 |
|  |  | &nbsp;&nbsp; 49871216 |
| **Financial Services — 0.1%** | **Financial Services — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust, 6.95%, 03/10/55<br>| 2420 | &nbsp;&nbsp; 2476814 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 10/27/82 | 2420 | &nbsp;&nbsp; 2515300 |
| &nbsp;&nbsp;&nbsp; 8.00%, 01/27/84 | 2420 | &nbsp;&nbsp; 2533704 |
|  |  | &nbsp;&nbsp; 7525818 |
| **Media — 0.0%** | **Media — 0.0%** |  |
| Paramount Global, 6.38%, 03/30/62 | 2120 | &nbsp;&nbsp; 1547600 |
| **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |  |
| TransCanada PipeLines Ltd., 7.00%, 06/01/65 | 2420 | &nbsp;&nbsp; 2456692 |
|  |  | &nbsp;&nbsp; 81386496 |
| **Total Preferred Securities — 1.0%** <br>**(Cost: $84,214,816)** | **Total Preferred Securities — 1.0%** <br>**(Cost: $84,214,816)** | &nbsp;&nbsp; 81386496 |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Collateralized Mortgage Obligations — 0.2%** | **Collateralized Mortgage Obligations — 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Freddie Mac STACR REMIC Trust, Series 2020-DNA6, <br> Class B1, (30-day Avg SOFR + 3.00%), 6.66%, <br> 12/25/50<sup>(a)(d)</sup><br>| 17025 | &nbsp;&nbsp; 18036765 |
| **Mortgage-Backed Securities — 11.3%** | **Mortgage-Backed Securities — 11.3%** |  |
| &nbsp;&nbsp;&nbsp; Fannie Mae Mortgage-Backed Securities, 4.00%, <br> 02/01/47 - 02/01/57<br>| 53 | &nbsp;&nbsp; 49469 |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Freddie Mac Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/42 - 01/01/49 | 66 | &nbsp;&nbsp; $64356 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/44 - 06/01/49 | 236 | &nbsp;&nbsp; 220524 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/46 - 02/01/47 | 11 | &nbsp;&nbsp; 10012 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 - 01/01/49 | 34 | &nbsp;&nbsp; 32151 |
| Ginnie Mae Mortgage-Backed Securities<sup>(g)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/42 - 04/21/56 | 26365 | &nbsp;&nbsp; 24244115 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/45 - 04/21/56 | 34470 | &nbsp;&nbsp; 30823677 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/47 - 04/21/56 | 15211 | &nbsp;&nbsp; 14298714 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/48 - 04/21/56 | 20286 | &nbsp;&nbsp; 19614700 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/48 - 04/21/56 | 30393 | &nbsp;&nbsp; 30111605 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/50 - 04/21/56 | 41392 | &nbsp;&nbsp; 35564544 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/52 - 04/21/56 | 20330 | &nbsp;&nbsp; 20463132 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/55 | 9825 | &nbsp;&nbsp; 10210443 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/21/56 | 73475 | &nbsp;&nbsp; 60680017 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/21/56 | 16850 | &nbsp;&nbsp; 17133184 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30 - 04/13/56<sup>(g)</sup> | 89829 | &nbsp;&nbsp; 80584194 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32 - 04/13/56<sup>(g)</sup> | 129438 | &nbsp;&nbsp; 110139742 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/41 - 04/13/56<sup>(g)(h)</sup> | 53436 | &nbsp;&nbsp; 52966682 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/16/41 - 04/13/56<sup>(g)</sup> | 23100 | &nbsp;&nbsp; 18123672 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/16/41 - 04/13/56<sup>(g)</sup> | 164719 | &nbsp;&nbsp; 136986581 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/16/41 - 04/13/56<sup>(g)</sup> | 48377 | &nbsp;&nbsp; 44575018 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/16/41 - 04/13/56<sup>(g)(h)</sup> | 51307 | &nbsp;&nbsp; 48883654 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/44 - 04/13/56<sup>(g)</sup> | 47434 | &nbsp;&nbsp; 45852107 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 - 04/13/56<sup>(g)(h)</sup> | 59077 | &nbsp;&nbsp; 59916795 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 - 12/01/55 | 42287 | &nbsp;&nbsp; 43410642 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/13/56<sup>(g)</sup> | 25550 | &nbsp;&nbsp; 26431572 |
|  |  | &nbsp;&nbsp; 931391302 |
| **Total U.S. Government Sponsored Agency Securities — 11.5%** <br>**(Cost: $960,176,575)** | **Total U.S. Government Sponsored Agency Securities — 11.5%** <br>**(Cost: $960,176,575)** | &nbsp;&nbsp; 949428067 |
| **Total Long-Term Investments — 104.4%** <br>**(Cost: $8,573,221,911)** | **Total Long-Term Investments — 104.4%** <br>**(Cost: $8,573,221,911)** | &nbsp;&nbsp; 8608708081 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.1%** | **Money Market Funds — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional Shares, <br> 3.55%<sup>(i)(j)</sup><br>| 9887287 | &nbsp;&nbsp; 9887287 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Par* <br>*(000)*<br>|  |
| **U.S. Treasury Obligations — 1.9%** | **U.S. Treasury Obligations — 1.9%** |  |
| U.S. Treasury Bills<sup>(k)(l)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/28/26 | $10900 | &nbsp;&nbsp; 10870321 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | |
|:---|:---|:---|
| *Security* | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |  |
| U.S. Treasury Bills<sup>(k)(l)</sup> (continued) |  |  |
| &nbsp;&nbsp;&nbsp; 3.64%, 04/28/26 | 24686 | &nbsp;&nbsp; $24618783 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/28/26 | 119300 | &nbsp;&nbsp; 118975160 |
|  |  | &nbsp;&nbsp; 154464264 |
| **Total Short-Term Securities — 2.0%** <br>**(Cost: $164,354,044)** | **Total Short-Term Securities — 2.0%** <br>**(Cost: $164,354,044)** | &nbsp;&nbsp; 164351551 |
| **Total Investments Before TBA Sale Commitments — 106.4%** <br>**(Cost: $8,737,575,955)** | **Total Investments Before TBA Sale Commitments — 106.4%** <br>**(Cost: $8,737,575,955)** | &nbsp;&nbsp; 8773059632 |
| **TBA Sale Commitments**<sup>(g)</sup> | **TBA Sale Commitments**<sup>(g)</sup> | **TBA Sale Commitments**<sup>(g)</sup> |
| **Mortgage-Backed Securities — (0.3)%** | **Mortgage-Backed Securities — (0.3)%** |  |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/13/56 | (17400)<br>| &nbsp;&nbsp; (16791099)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 04/13/56 | (7100)<br>| &nbsp;&nbsp; (7001499)<br>|
| **Total TBA Sale Commitments — (0.3)%** <br>**(Proceeds: $(23879906))** | **Total TBA Sale Commitments — (0.3)%** <br>**(Proceeds: $(23879906))** | &nbsp;&nbsp; (23792598)<br>|
| **Total Investments, Net of TBA Sale Commitments — 106.1%** <br>**(Cost: $8,713,696,049)** | **Total Investments, Net of TBA Sale Commitments — 106.1%** <br>**(Cost: $8,713,696,049)** | &nbsp;&nbsp; 8749267034 |
| **Liabilities in Excess of Other Assets — (6.1)%** | **Liabilities in Excess of Other Assets — (6.1)%** | &nbsp;&nbsp; (506226281)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $8243040753 |

---

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

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

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

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

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

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

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

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

<sup>(h)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding TBA commitments. 

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

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

<sup>(k)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. 

<sup>(l)</sup> Rates are discount rates or a range of discount rates as of period end.

For purposes of this report, industry and sector sub-classifications may differ from those utilized by the Fund for compliance purposes.

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*12/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*03/31/26*<br>| *Shares* <br>*Held at* <br>*03/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| BlackRock Liquidity Funds, T-Fund, Institutional Shares | $54139966 | $—<br> $(44252679 )<sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $9887287 | 9887287 | $460098 | $— |

---

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

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

**Derivative Financial Instruments Outstanding as of Period End**

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/* <br>*Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Long Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 6461 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; $732920 | &nbsp;&nbsp;&nbsp;&nbsp; $(16303591)<br>|
| &nbsp;&nbsp;&nbsp; Long Gilt | &nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 105741 | &nbsp;&nbsp;&nbsp;&nbsp; (5471896)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 15264 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3166803 | &nbsp;&nbsp;&nbsp;&nbsp; (20506935)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 102763 | &nbsp;&nbsp;&nbsp;&nbsp; (1464092)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (43746514)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Euro Bund | &nbsp;&nbsp; 292 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 42320 | &nbsp;&nbsp;&nbsp;&nbsp; 567292 |
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | &nbsp;&nbsp; 1457 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 108320 | &nbsp;&nbsp;&nbsp;&nbsp; 1033335 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 8751 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 971224 | &nbsp;&nbsp;&nbsp;&nbsp; 18118001 |
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 1232 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 139986 | &nbsp;&nbsp;&nbsp;&nbsp; 4882686 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Futures Contracts (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp;&nbsp; *Expiration*<br> *Date*<br>| &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)*<br>| &nbsp;&nbsp;&nbsp; *Value/*<br> *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| Short Contracts (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; $49317 | &nbsp;&nbsp;&nbsp;&nbsp; $1744911 |
| &nbsp;&nbsp;&nbsp; 10-Year Canadian Bond | &nbsp;&nbsp; 647 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 55817 | &nbsp;&nbsp;&nbsp;&nbsp; (279687)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 26066538 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(17679976)<br>|

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| AUD | 9675000 | USD | 6624086 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $43771 |
| AUD | 4391400 | USD | 3001785 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24698 |
| AUD | 6690420 | USD | 4601785 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9146 |
| AUD | 14637500 | USD | 10026979 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60954 |
| AUD | 18572000 | USD | 12790629 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8898 |
| AUD | 20627600 | USD | 14135744 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80471 |
| BRL | 8322479 | USD | 1566376 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13554 |
| BRL | 8939000 | USD | 1678002 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18968 |
| BRL | 10503200 | USD | 1969137 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24779 |
| BRL | 10970000 | USD | 2052693 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29840 |
| BRL | 9756750 | USD | 1823661 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28550 |
| BRL | 35961521 | USD | 6768170 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58725 |
| BRL | 13033000 | USD | 2445583 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28587 |
| CAD | 7746000 | USD | 5567795 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19001 |
| CAD | 4069500 | USD | 2934200 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924 |
| CAD | 12040350 | USD | 8664011 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20082 |
| CHF | 7014000 | EUR | 7616671 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10687 |
| COP | 5978759000 | USD | 1589140 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11845 |
| COP | 37186742000 | USD | 9848184 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109641 |
| COP | 4687994200 | USD | 1250976 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4370 |
| COP | 110026550775 | USD | 29292374 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170416 |
| COP | 4687995000 | USD | 1246595 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8751 |
| EUR | 2126162 | CHF | 1911000 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56197 |
| EUR | 850557 | CHF | 778000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5435 |
| EUR | 1626258 | CHF | 1475000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26193 |
| EUR | 5370511 | CHF | 4871000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86499 |
| EUR | 35539571 | CHF | 31911194 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 979531 |
| EUR | 1808200 | CZK | 44440000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2624 |
| EUR | 2128451 | CZK | 52118000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12176 |
| EUR | 4716680 | CZK | 115861000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9697 |
| EUR | 1740640 | CZK | 42798600 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1630 |
| EUR | 3666086 | CZK | 89873000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16073 |
| EUR | 2868925 | CZK | 70355000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11440 |
| EUR | 1902217 | CZK | 46663500 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6868 |
| EUR | 2151444 | NOK | 23926000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25819 |
| EUR | 1854155 | NOK | 20787000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5001 |
| EUR | 3299517 | NOK | 36991000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8900 |
| EUR | 1969703 | NOK | 21808000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33637 |
| EUR | 1695884 | PLN | 7285000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5080 |
| EUR | 39464289 | PLN | 168406750 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419780 |
| EUR | 2515060 | PLN | 10826000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1590 |
| EUR | 3958874 | PLN | 16943000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28855 |
| EUR | 3669010 | PLN | 15793000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2358 |
| EUR | 2261275 | PLN | 9698000 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11015 |
| EUR | 1720254 | SEK | 18571000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26014 |
| EUR | 313414 | SEK | 3377951 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5324 |
| EUR | 2124134 | SEK | 22883000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37221 |
| EUR | 5175363 | SEK | 55715250 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94739 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| EUR | 20606383 | SEK | 219518230 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $623152 |
| EUR | 2382775 | SEK | 25669049 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41780 |
| EUR | 5718800 | USD | 6587314 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45732 |
| EUR | 83000 | USD | 95864 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405 |
| EUR | 12160200 | USD | 14068566 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35646 |
| EUR | 5877000 | USD | 6792166 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24370 |
| GBP | 5916000 | USD | 7814563 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14095 |
| HUF | 855566000 | EUR | 2168735 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43992 |
| HUF | 1640376000 | EUR | 4216796 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16282 |
| HUF | 2276858500 | EUR | 5794794 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90060 |
| HUF | 831941000 | EUR | 2117370 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32895 |
| HUF | 846019000 | EUR | 2157843 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28066 |
| HUF | 2359330000 | EUR | 5999814 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98978 |
| HUF | 958339800 | EUR | 2436478 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40895 |
| INR | 320102000 | USD | 3375270 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
| JPY | 493280000 | USD | 3119962 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8030 |
| JPY | 1479840000 | USD | 9359885 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24091 |
| JPY | 587439000 | USD | 3724929 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 145 |
| JPY | 817294000 | USD | 5145839 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36795 |
| JPY | 571436000 | USD | 3617996 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5600 |
| JPY | 987131000 | USD | 6247665 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11941 |
| JPY | 2353886000 | USD | 14844986 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81500 |
| JPY | 1791224000 | USD | 11345600 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12928 |
| JPY | 2134695000 | USD | 13483530 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53020 |
| NOK | 32879000 | EUR | 2922809 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3602 |
| NOK | 55466500 | EUR | 4924140 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13739 |
| SEK | 27531750 | EUR | 2515153 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2198 |
| SGD | 5195000 | USD | 4049132 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12986 |
| SGD | 7620000 | USD | 5948564 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9731 |
| THB | 60649000 | USD | 1840854 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9470 |
| USD | 97960329 | AUD | 136945550 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3579629 |
| USD | 2318511 | AUD | 3359000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3542 |
| USD | 4519651 | AUD | 6388000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117142 |
| USD | 5460501 | AUD | 7858000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44892 |
| USD | 2968495 | AUD | 4263000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30503 |
| USD | 2997823 | AUD | 4311000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26750 |
| USD | 4170721 | AUD | 6000000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35616 |
| USD | 4241974 | AUD | 6139000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11073 |
| USD | 11623905 | AUD | 16519000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239272 |
| USD | 15747687 | AUD | 22340000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351314 |
| USD | 2738722 | CAD | 3736000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44135 |
| USD | 3101537 | CAD | 4197000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74454 |
| USD | 5112155 | CAD | 6976040 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80692 |
| USD | 5965372 | CAD | 8161000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79258 |
| USD | 9518687 | CAD | 13007000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137399 |
| USD | 11927584 | CAD | 16271000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192138 |
| USD | 15497659 | CAD | 21143000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248287 |
| USD | 17235195 | CAD | 23522250 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269792 |
| USD | 21237209 | CAD | 28710400 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529857 |
| USD | 22452230 | CLP | 20208803050 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619863 |
| USD | 2839335 | CLP | 2627520700 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
| USD | 3020907 | CLP | 2762589000 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36373 |
| USD | 1147208 | CLP | 1047045382 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16044 |
| USD | 1477863 | CLP | 1351875000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17379 |
| USD | 334069 | CLP | 304831618 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4748 |
| USD | 1954115 | CLP | 1801088500 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8328 |
| USD | 3420381 | CLP | 3102286000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68860 |
| USD | 3488959 | CLP | 3179488000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54032 |
| USD | 1482325 | CLP | 1351880000 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21835 |
| USD | 2182746 | COP | 8146695000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1233 |
| USD | 1565861 | COP | 5847583000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 12522609 | EUR | 10789000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8807 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 5671663 | EUR | 4878300 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13485 |
| USD | 3404586 | EUR | 2924500 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12556 |
| USD | 598608 | GBP | 450000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3122 |
| USD | 10374269 | GBP | 7801000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51187 |
| USD | 8190213 | GBP | 6112050 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102122 |
| USD | 13438050 | GBP | 10065000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119011 |
| USD | 862496 | GBP | 650000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2350 |
| USD | 882429 | GBP | 660000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9049 |
| USD | 2448271 | GBP | 1847000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4131 |
| USD | 3913822 | GBP | 2943000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19343 |
| USD | 15906430 | GBP | 11873000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194860 |
| USD | 21089455 | GBP | 15935000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2630 |
| USD | 5833424 | GBP | 4384500 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31404 |
| USD | 11989861 | GBP | 8952000 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143658 |
| USD | 66137987 | GBP | 49260340 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 951658 |
| USD | 1864585 | GBP | 1390000 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25195 |
| USD | 4885920 | GBP | 3635200 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75451 |
| USD | 14223566 | GBP | 10653000 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 126425 |
| USD | 1399046 | GBP | 1050000 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9579 |
| USD | 3053526 | IDR | 51815282000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7897 |
| USD | 2131269 | INR | 197986400 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43324 |
| USD | 1887979 | INR | 178707000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3352 |
| USD | 2542195 | INR | 236237790 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50855 |
| USD | 2569848 | INR | 239818000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40752 |
| USD | 6911694 | JPY | 1089289500 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4280 |
| USD | 15327185 | JPY | 2413817000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20663 |
| USD | 35240305 | JPY | 5533797600 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149331 |
| USD | 2399704 | MXN | 43106000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9413 |
| USD | 2504309 | MXN | 45039000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6831 |
| USD | 11298638 | MXN | 200953050 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155498 |
| USD | 4412445 | MXN | 78822250 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41636 |
| USD | 8159639 | NZD | 13985500 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101393 |
| USD | 3066792 | NZD | 5151000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98859 |
| USD | 5197967 | NZD | 8826240 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112413 |
| USD | 6076550 | NZD | 10374000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99199 |
| USD | 6262841 | NZD | 10570000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172558 |
| USD | 332915 | PHP | 20098085 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2832 |
| USD | 2485185 | PHP | 149300000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33142 |
| USD | 1160836 | PHP | 70102916 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9494 |
| USD | 4498120 | PHP | 270427000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56736 |
| USD | 4256249 | PHP | 256458000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44286 |
| USD | 42981614 | PHP | 2559770000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940982 |
| USD | 43029311 | PHP | 2559770670 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988668 |
| USD | 3967926 | PHP | 237282000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70902 |
| USD | 57222356 | SGD | 72374950 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630328 |
| USD | 3223553 | SGD | 4074400 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37664 |
| USD | 7401240 | SGD | 9412500 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41339 |
| USD | 10517855 | SGD | 13387000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50180 |
| USD | 2472770 | SGD | 3132000 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23770 |
| USD | 69866425 | THB | 2207150220 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2529068 |
| USD | 2443357 | THB | 78820000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38658 |
| USD | 5912811 | TWD | 188948000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33265 |
| USD | 8700420 | TWD | 279327000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8528 |
| USD | 923250 | TWD | 29508000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5042 |
| USD | 1968430 | ZAR | 32353600 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67385 |
| USD | 3860381 | ZAR | 65623000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4481 |
| USD | 4956752 | ZAR | 82864000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87799 |
| USD | 2465961 | ZAR | 41004000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56633 |
| USD | 2446625 | ZAR | 41161000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28072 |
| USD | 6799829 | ZAR | 114341500 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81309 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19968975 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| AUD | 11893200 | USD | 8356837 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(160232)<br>|
| AUD | 3515000 | USD | 2496866 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74384)<br>|
| AUD | 3835000 | USD | 2703147 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60126)<br>|
| AUD | 4860000 | USD | 3423493 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74058)<br>|
| AUD | 13755000 | USD | 9763267 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (283540)<br>|
| AUD | 14580000 | USD | 10259539 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211234)<br>|
| AUD | 5289000 | USD | 3720256 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75161)<br>|
| AUD | 6778000 | USD | 4859426 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188136)<br>|
| AUD | 7406000 | USD | 5231984 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127886)<br>|
| AUD | 8106400 | USD | 5800372 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (213570)<br>|
| BRL | 370256900 | USD | 70332213 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43060)<br>|
| CAD | 4401000 | USD | 3200960 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26742)<br>|
| CAD | 5457000 | USD | 3986247 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50390)<br>|
| CAD | 174624790 | USD | 129248556 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3300570)<br>|
| CHF | 5932136 | EUR | 6538590 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (103169)<br>|
| CHF | 368864 | EUR | 406462 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6285)<br>|
| CHF | 1939000 | EUR | 2149071 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47459)<br>|
| CHF | 2946000 | EUR | 3233703 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35609)<br>|
| CHF | 3907200 | EUR | 4278297 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35077)<br>|
| CHF | 4270000 | EUR | 4685795 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50212)<br>|
| CHF | 4284000 | EUR | 4699504 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48457)<br>|
| CHF | 5109000 | EUR | 5695891 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (163766)<br>|
| CHF | 5463200 | EUR | 6082187 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165154)<br>|
| CHF | 6149000 | EUR | 6848516 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (189165)<br>|
| CHF | 6352000 | EUR | 7054635 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (172243)<br>|
| CHF | 6797000 | EUR | 7463284 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85053)<br>|
| COP | 12074546000 | USD | 3234022 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (713)<br>|
| CZK | 105863200 | EUR | 4329252 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31571)<br>|
| CZK | 84583800 | EUR | 3440914 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4207)<br>|
| CZK | 230767840 | EUR | 9433336 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64340)<br>|
| EUR | 1192934 | CZK | 29364000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (406)<br>|
| EUR | 2774621 | HUF | 1098944000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69314)<br>|
| EUR | 4199422 | HUF | 1643830000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46767)<br>|
| EUR | 14671268 | HUF | 5751283870 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188317)<br>|
| EUR | 2789054 | HUF | 1123923000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127298)<br>|
| EUR | 2247456 | HUF | 890959000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58565)<br>|
| EUR | 3646919 | NOK | 41256500 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28432)<br>|
| EUR | 2908557 | NOK | 32690000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (626)<br>|
| EUR | 3339509 | NOK | 37866000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35029)<br>|
| EUR | 4952692 | NOK | 56183000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (54578)<br>|
| EUR | 29921630 | USD | 34834941 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129838)<br>|
| EUR | 24055000 | USD | 27936755 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36161)<br>|
| EUR | 10731000 | USD | 12502903 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56373)<br>|
| EUR | 10300000 | USD | 11980703 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34075)<br>|
| EUR | 5941000 | USD | 6914227 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23458)<br>|
| EUR | 39097600 | USD | 45584090 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (236084)<br>|
| GBP | 2012000 | USD | 2673326 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10841)<br>|
| GBP | 3405000 | USD | 4538409 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32564)<br>|
| GBP | 4860500 | USD | 6506873 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74961)<br>|
| GBP | 1603965 | USD | 2147224 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24693)<br>|
| GBP | 272403 | USD | 363928 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3456)<br>|
| GBP | 3161597 | USD | 4222932 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39183)<br>|
| GBP | 4977000 | USD | 6597208 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11131)<br>|
| IDR | 137046400800 | USD | 8093451 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38058)<br>|
| IDR | 119483911715 | USD | 7054609 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31514)<br>|
| IDR | 81163509000 | USD | 4789824 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19149)<br>|
| IDR | 477935646900 | USD | 28216770 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (124391)<br>|
| INR | 247061500 | USD | 2610490 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5004)<br>|
| INR | 368597000 | USD | 3895540 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8352)<br>|
| INR | 367890000 | USD | 3880040 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (309)<br>|
| JPY | 1556886240 | USD | 9903388 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30845)<br>|
| KRW | 4518266000 | USD | 3058152 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (48081)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| KRW | 4717637139 | USD | 3157511 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(14620)<br>|
| KRW | 5334526861 | USD | 3571231 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17368)<br>|
| KRW | 5844738000 | USD | 3913424 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19658)<br>|
| KRW | 45878220000 | USD | 31159648 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (595563)<br>|
| KRW | 3667623000 | USD | 2460204 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16833)<br>|
| KRW | 3699605000 | USD | 2490092 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (25414)<br>|
| KRW | 45878224235 | USD | 31164096 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600008)<br>|
| MXN | 62081000 | USD | 3478434 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35952)<br>|
| MXN | 32507000 | USD | 1810668 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8108)<br>|
| MXN | 150165000 | USD | 8461096 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (134228)<br>|
| NOK | 20382500 | EUR | 1814749 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1047)<br>|
| NOK | 76359890 | EUR | 6802459 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8307)<br>|
| NOK | 30114400 | EUR | 2680144 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291)<br>|
| NOK | 38470500 | EUR | 3491661 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79051)<br>|
| NZD | 47151459 | USD | 28030835 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (862836)<br>|
| NZD | 4241000 | USD | 2494902 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (51298)<br>|
| NZD | 3401000 | USD | 1965765 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6157)<br>|
| NZD | 4004000 | USD | 2318342 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11295)<br>|
| NZD | 6661000 | USD | 3913157 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75184)<br>|
| NZD | 6963000 | USD | 4033366 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21385)<br>|
| NZD | 7310500 | USD | 4274084 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61878)<br>|
| NZD | 11065000 | USD | 6445473 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69978)<br>|
| NZD | 21000000 | USD | 12305420 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (205520)<br>|
| NZD | 14351400 | USD | 8370549 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (101477)<br>|
| PHP | 117543200 | USD | 1975728 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45246)<br>|
| PHP | 390243500 | USD | 6418479 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9276)<br>|
| PLN | 20066000 | EUR | 4680516 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24811)<br>|
| PLN | 9367000 | EUR | 2183830 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10330)<br>|
| PLN | 9098000 | EUR | 2124229 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13645)<br>|
| SEK | 55063500 | EUR | 5037025 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3396)<br>|
| SEK | 46671000 | EUR | 4364496 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113285)<br>|
| SEK | 62123500 | EUR | 5770292 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105252)<br>|
| SEK | 41001510 | EUR | 3812229 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (73916)<br>|
| SEK | 46157600 | EUR | 4260853 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47513)<br>|
| SEK | 43953000 | EUR | 4018454 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (137)<br>|
| SEK | 36619200 | EUR | 3387358 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45818)<br>|
| SEK | 36709250 | EUR | 3366333 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11884)<br>|
| SEK | 36806000 | EUR | 3417817 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (61339)<br>|
| SEK | 41132800 | EUR | 3861147 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (116733)<br>|
| SEK | 69614400 | EUR | 6441603 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89555)<br>|
| SEK | 111383040 | EUR | 10312006 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149600)<br>|
| SEK | 23024000 | EUR | 2148449 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50472)<br>|
| SEK | 109860000 | EUR | 10154640 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (128578)<br>|
| SGD | 5157000 | USD | 4055168 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22763)<br>|
| SGD | 2590000 | USD | 2028075 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2881)<br>|
| SGD | 8085587 | USD | 6368635 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46285)<br>|
| SGD | 7939000 | USD | 6224567 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16838)<br>|
| SGD | 14874000 | USD | 11711534 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (81132)<br>|
| SGD | 19590200 | USD | 15444082 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125948)<br>|
| THB | 75835000 | USD | 2330703 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17073)<br>|
| THB | 75835500 | USD | 2330152 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16507)<br>|
| THB | 157071750 | USD | 4976137 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184076)<br>|
| THB | 181049000 | USD | 5586208 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62632)<br>|
| THB | 80376000 | USD | 2490901 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38731)<br>|
| TWD | 63914000 | USD | 1996545 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7716)<br>|
| TWD | 106016400 | USD | 3305523 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6583)<br>|
| TWD | 79554000 | USD | 2492143 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16640)<br>|
| TWD | 100423550 | USD | 3154799 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29892)<br>|
| TWD | 122539000 | USD | 3836177 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23098)<br>|
| TWD | 78806000 | USD | 2477039 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24812)<br>|
| TWD | 75376800 | USD | 2352658 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7138)<br>|
| TWD | 93535685 | USD | 2928298 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17723)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Forward Foreign Currency Exchange Contracts (continued)**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| TWD | 101220000 | USD | 3167163 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(17474)<br>|
| TWD | 145332800 | USD | 4565089 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (42730)<br>|
| USD | 2551958 | BRL | 13680000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (45038)<br>|
| USD | 2482443 | BRL | 13135000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11091)<br>|
| USD | 3827833 | BRL | 20580000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (79051)<br>|
| USD | 4825929 | BRL | 26041000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (117666)<br>|
| USD | 2484398 | BRL | 13217000 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (24702)<br>|
| USD | 1594683 | CLP | 1490454250 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15514)<br>|
| USD | 3683979 | CLP | 3420574500 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11403)<br>|
| USD | 3496229 | COP | 13073764500 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4649)<br>|
| USD | 6599444 | EUR | 5690500 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (778)<br>|
| USD | 1637144 | EUR | 1413000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1748)<br>|
| USD | 3297261 | EUR | 2845250 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2850)<br>|
| USD | 7271268 | EUR | 6316800 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55378)<br>|
| USD | 10250223 | EUR | 8847000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11118)<br>|
| USD | 807549 | EUR | 700131 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4510)<br>|
| USD | 4600739 | EUR | 3979000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14371)<br>|
| USD | 11673530 | EUR | 10096000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36484)<br>|
| USD | 7517682 | EUR | 6516969 | Societe Generale | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41133)<br>|
| USD | 6762256 | GBP | 5119000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11729)<br>|
| USD | 2032842 | IDR | 34614223000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1733)<br>|
| USD | 7823157 | IDR | 133423946060 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19313)<br>|
| USD | 1498480 | IDR | 25497386500 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (220)<br>|
| USD | 3011322 | IDR | 51446635500 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12638)<br>|
| USD | 3323301 | IDR | 56649484500 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6476)<br>|
| USD | 3453005 | IDR | 58801226000 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3247)<br>|
| USD | 8008709 | JPY | 1264379000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8984)<br>|
| USD | 3897675 | JPY | 615934000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8092)<br>|
| USD | 1758177 | JPY | 278120000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5441)<br>|
| USD | 3008483 | KRW | 4531768680 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10582)<br>|
| USD | 3229898 | KRW | 4866002820 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11835)<br>|
| USD | 5957294 | NZD | 10388000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28124)<br>|
| USD | 16302807 | NZD | 28464000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (97744)<br>|
| USD | 5099166 | THB | 168145000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (30725)<br>|
| USD | 2234222 | ZAR | 38606000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34204)<br>|
| USD | 3723503 | ZAR | 63536000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9768)<br>|
| USD | 6100687 | ZAR | 104096250 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15839)<br>|
| USD | 2294361 | ZAR | 39202680 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9124)<br>|
| USD | 3799460 | ZAR | 65636000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57204)<br>|
| USD | 5670838 | ZAR | 97174350 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (38968)<br>|
| ZAR | 4981958 | USD | 295287 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2555)<br>|
| ZAR | 79321000 | USD | 4714495 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53723)<br>|
| ZAR | 41609000 | USD | 2457006 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12129)<br>|
| ZAR | 65665000 | USD | 3899717 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41349)<br>|
| ZAR | 66398000 | USD | 3963918 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (62480)<br>|
| ZAR | 78284000 | USD | 4778934 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (179094)<br>|
| ZAR | 93496650 | USD | 5676304 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182594)<br>|
| ZAR | 54059042 | USD | 3202541 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26120)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14111854)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5857121 |

---

**Centrally Cleared Credit Default Swaps — Buy Protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Paid* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| CDX.NA.HY.46.V1 | 5.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | 397554 | &nbsp;&nbsp;&nbsp;&nbsp; $(19735057)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(15864465)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(3870592)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Termination* <br>*Date* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Termination* <br>*Date* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.62% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/28 | EUR | 87260 | $(571639)<br>| $167535 | $(739174)<br>|
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.94% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/28 | EUR | 91770 | 39963 | 42673 | (2710)<br>|
| 3.31% | Annual | 1-day SOFR, 3.68% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/28 | USD | 644900 | 3227461 | (552383)<br>| 3779844 |
| 1-day SOFR, 3.68% | Annual | 3.68% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/28 | USD | 111436 | 230582 | 45525 | 185057 |
| 7.69% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly<br> 09/17/26 <br><sup>(a)</sup><br>| 09/11/31 | MXN | 566280 | 813194 | 301 | 812893 |
| 1.52% | Quarterly | 1-day THOR, 0.99% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | THB | 1382410 | 627574 | 488 | 627086 |
| 1.66% | Quarterly | 1-day THOR, 0.99% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | THB | 268080 | 68086 | 93 | 67993 |
| 1.88% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 1145 | 10346 | 10 | 10336 |
| 1.90% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 9985 | 80929 | 87 | 80842 |
| 1.91% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 11480 | 89235 | 100 | 89135 |
| 1.96% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 11100 | 68260 | 97 | 68163 |
| 1.98% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 4913 | 25862 | 43 | 25819 |
| 2.02% | Semi-Annual | 1-day SORA, 1.00% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | SGD | 6387 | 24665 | 56 | 24609 |
| 2.67% | Quarterly | 3-mo. HIBOR, 2.36% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | HKD | 141230 | 184003 | 201 | 183802 |
| 2.74% | Quarterly | 3-mo. HIBOR, 2.36% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | HKD | 66800 | 60010 | 95 | 59915 |
| 2.74% | Annual | 6-mo. EURIBOR, 2.48% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | EUR | 291820 | 3085275 | (494450)<br>| 3579725 |
| 2.80% | Quarterly | 3-mo. HIBOR, 2.36% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | HKD | 71070 | 37866 | 101 | 37765 |
| 2.90% | Quarterly | 3-mo. HIBOR, 2.36% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | HKD | 70840 | (3860)<br>| 101 | (3961)<br>|
| 2.97% | Annual | 6-mo. EURIBOR, 2.48% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | EUR | 48250 | (72832)<br>| (43376)<br>| (29456)<br>|
| 1-day SOFR, 3.68% | Annual | 3.43% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | USD | 273457 | (2547339)<br>| (2835742)<br>| 288403 |
| 3.51% | Annual | 1-day SHIR, 4.00% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | ILS | 112080 | 542877 | 404 | 542473 |
| 3.55% | Annual | 1-day SHIR, 4.00% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | ILS | 25770 | 111490 | 93 | 111397 |
| 3.57% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 13856120 | 112522 | 105 | 112417 |
| 3.59% | Annual | 1-day SHIR, 4.00% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | ILS | 30300 | 115837 | 108 | 115729 |
| 3.59% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 5467801 | 41968 | 41 | 41927 |
| 3.59% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 34119079 | 263905 | 258 | 263647 |
| 3.60% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 13023120 | 96866 | 97 | 96769 |
| 3.70% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 9824637 | 41583 | 74 | 41509 |
| 3.71% | Quarterly | 3-mo. KRW CDC, 2.82% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | KRW | 4949253 | 19919 | 37 | 19882 |
| 3.74% | Annual | 1-day SOFR, 3.68% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | USD | 46949 | (207611)<br>| (182998)<br>| (24613)<br>|
| 4.22% | Annual | 6-mo. PRIBOR, 3.62% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | CZK | 552570 | 287333 | 293 | 287040 |
| 4.30% | Annual | 6-mo. PRIBOR, 3.62% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | CZK | 47510 | 17165 | 11511 | 5654 |
| 4.42% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | PLN | 70320 | 206926 | 213 | 206713 |
| 6.43% | Semi-Annual | 1-day MIBOR, 6.98% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | INR | 4612980 | 957957 | 560 | 957397 |
| 6.53% | Semi-Annual | 1-day MIBOR, 6.98% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | INR | 482570 | 79261 | 58 | 79203 |
| 6.57% | Semi-Annual | 1-day MIBOR, 6.98% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | INR | 482570 | 72277 | 58 | 72219 |
| 7.22% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | ZAR | 268495 | 400885 | 184 | 400701 |
| 7.39% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | ZAR | 199245 | 217616 | 132 | 217484 |
| 3.55% | Quarterly | 3-mo. KLIBOR, 3.37% | Quarterly<br> 09/17/26 <br><sup>(a)</sup><br>| 09/17/31 | MYR | 146650 | 47720 | 417 | 47303 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.96% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/36 | EUR | 225652 | (3429659)<br>| (134171)<br>| (3295488)<br>|
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 3.15% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/36 | EUR | 10200 | 34894 | 20360 | 14534 |
| 1-day SOFR, 3.68% | Annual | 3.91% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/36 | USD | 18330 | 7058 | 55407 | (48349)<br>|
| 1-day SOFR, 3.68% | Annual | 3.99% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/36 | USD | 18445 | 125984 | 124692 | 1292 |
| 1-day SONIA, 3.73% | Annual | 4.26% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/36 | GBP | 222720 | (5124600)<br>| 717587 | (5842187)<br>|
| 3.03% | Annual | 6-mo. EURIBOR, 2.48% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | EUR | 38990 | 674625 | 436593 | 238032 |
| 3.13% | Annual | 6-mo. EURIBOR, 2.48% | Semi-Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | EUR | 1410 | (7124)<br>| 1628 | (8752)<br>|
| 4.12% | Annual | 1-day SOFR, 3.68% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | USD | 8780 | 33957 | (16401)<br>| 50358 |
| 4.17% | Annual | 1-day SOFR, 3.68% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | USD | 8895 | (41509)<br>| (84031)<br>| 42522 |
| 4.64% | Annual | 1-day SONIA, 3.73% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | GBP | 112147 | 4070563 | (224806)<br>| 4295369 |
| 4.83% | Annual | 1-day SONIA, 3.73% | Annual<br> 09/16/26 <br><sup>(a)</sup><br>| 09/16/56 | GBP | 2130 | (2890)<br>| (13785)<br>| 10895 |
|  |  |  |  |  |  |  | $5245436 | $(2953727)<br>| $8199163 |

---

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

<sup>(a)</sup> Forward Swap.

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

**Centrally Cleared Inflation Swaps** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Termination* <br>*Date* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| *Reference* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Termination* <br>*Date* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)* | *Unrealized* <br>*Appreciation* <br>*(Depreciation)* |
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/22/36 | USD | 4460 | &nbsp;&nbsp; $(15990)<br>| &nbsp;&nbsp; $93 | &nbsp;&nbsp; $(16083)<br>|
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/23/36 | USD | 37650 | &nbsp;&nbsp; (155165)<br>| &nbsp;&nbsp; 783 | &nbsp;&nbsp; (155948)<br>|
| 2.48% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/26/36 | USD | 37590 | &nbsp;&nbsp; (197681)<br>| &nbsp;&nbsp; 782 | &nbsp;&nbsp; (198463)<br>|
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/27/36 | USD | 28230 | &nbsp;&nbsp; (104719)<br>| &nbsp;&nbsp; 587 | &nbsp;&nbsp; (105306)<br>|
| 2.49% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/29/36 | USD | 56810 | &nbsp;&nbsp; (344771)<br>| &nbsp;&nbsp; 1182 | &nbsp;&nbsp; (345953)<br>|
| 2.48% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 02/11/36 | USD | 31550 | &nbsp;&nbsp; (136262)<br>| &nbsp;&nbsp; 656 | &nbsp;&nbsp; (136918)<br>|
| 1.96% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 02/15/36 | EUR | 14940 | &nbsp;&nbsp; 406137 | &nbsp;&nbsp; (3303)<br>| &nbsp;&nbsp; 409440 |
| 1.98% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 02/15/36 | EUR | 7440 | &nbsp;&nbsp; 189409 | &nbsp;&nbsp; 1977 | &nbsp;&nbsp; 187432 |
| 1.98% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 02/15/36 | EUR | 14900 | &nbsp;&nbsp; 379759 | &nbsp;&nbsp; (25017)<br>| &nbsp;&nbsp; 404776 |
| 1.99% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 02/15/36 | EUR | 8710 | &nbsp;&nbsp; 215467 | &nbsp;&nbsp; (1458)<br>| &nbsp;&nbsp; 216925 |
| 3.10% | At Termination | UK RPI All Items NSA | At Termination | 02/15/36 | GBP | 13500 | &nbsp;&nbsp; 639655 | &nbsp;&nbsp; 16001 | &nbsp;&nbsp; 623654 |
| 3.10% | At Termination | UK RPI All Items NSA | At Termination | 02/15/36 | GBP | 6710 | &nbsp;&nbsp; 323897 | &nbsp;&nbsp; 3193 | &nbsp;&nbsp; 320704 |
| 3.11% | At Termination | UK RPI All Items NSA | At Termination | 02/15/36 | GBP | 20250 | &nbsp;&nbsp; 941515 | &nbsp;&nbsp; 14188 | &nbsp;&nbsp; 927327 |
| 2.42% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 02/20/36 | USD | 28680 | &nbsp;&nbsp; 14827 | &nbsp;&nbsp; 597 | &nbsp;&nbsp; 14230 |
| 2.43% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 02/23/36 | USD | 15120 | &nbsp;&nbsp; (4031)<br>| &nbsp;&nbsp; 315 | &nbsp;&nbsp; (4346)<br>|
| 2.43% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 04/02/36 | USD | 16620 | &nbsp;&nbsp; (12866)<br>| &nbsp;&nbsp; 346 | &nbsp;&nbsp; (13212)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp; $2139181 | &nbsp;&nbsp; $10922 | &nbsp;&nbsp; $2128259 |

---

**OTC Interest Rate Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Effective* <br>*Date*<br>| *Termination* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| 4.96% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | Barclays Bank PLC | N/A | &nbsp;&nbsp; 09/16/31 | CLP | 9450840 | $82463 | $— | $82463 |
| 5.04% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | HSBC Bank PLC | N/A | &nbsp;&nbsp; 09/16/31 | CLP | 3940945 | 20440 |  | 20440 |
| 5.04% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 09/16/31 | CLP | 3940945 | 19505 |  | 19505 |
|  |  |  |  |  |  |  |  |  | $122408 | $— | $122408 |

---

**Equity Swap Contracts** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination* <br>*Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Value/ Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> | Long Contracts<sup>(a)</sup> |
| 3M Co. | Barclays Bank PLC | $147732 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(1341)<br>|
| Abbott Laboratories | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29191649 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1691900)<br>|
| Acuity, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31961783 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113319 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Adobe, Inc. | Goldman Sachs Bank USA | $35003312 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(1129871)<br>|
| Advanced Drainage Systems, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808571 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 86244 |
| Advanced Micro Devices, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27833226 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 954967 |
| Agilent Technologies, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33015689 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 634171 |
| Albemarle Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32251111 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2303926 |
| Alcoa Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31018025 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 5610661 |
| Alexandria Real Estate Equities, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20529737 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1450884)<br>|
| Allegion plc | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32994253 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 381330 |
| Allstate Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6654761 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (13453)<br>|
| Allstate Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23679568 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39905)<br>|
| Allstate Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21164442 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (35666)<br>|
| Ally Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1052253 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5715)<br>|
| Altria Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27199292 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 639777 |
| Amdocs Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259749 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 638 |
| American Electric Power Co., Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28892907 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 713740 |
| American Express Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33801115 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 67268 |
| American Express Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30631603 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (260191)<br>|
| American International Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34292720 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (535720)<br>|
| American International Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26877557 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (452993)<br>|
| American Tower Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33208482 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2501668)<br>|
| American Water Works Co., Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175569 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3824)<br>|
| Aon PLC, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6959675 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (21197)<br>|
| Aptiv PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34863912 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (967123)<br>|
| Archer-Daniels-Midland Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12410753 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 340309 |
| Autodesk, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35426710 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1340220)<br>|
| Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9010455 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (74599)<br>|
| AutoZone, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22360495 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 159164 |
| AutoZone, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3300480 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (105101)<br>|
| Ball Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31787470 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1387906)<br>|
| Ball Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30144394 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1570147)<br>|
| Barrick Mining Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33217064 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2732101 |
| Barrick Mining Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33525981 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1296741)<br>|
| Bath & Body Works, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5276446 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (452193)<br>|
| Bath & Body Works, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5972867 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (592752)<br>|
| Becton Dickinson & Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12486791 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 82804 |
| Berkshire Hathaway, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161161 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3683 |
| Best Buy Co., Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31958185 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (766872)<br>|
| Best Buy Co., Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35156271 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (884128)<br>|
| Block, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8660175 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47750 |
| BorgWarner, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29676685 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 587373 |
| Boston Scientific Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31345930 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3013615)<br>|
| Boston Scientific Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13450906 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1356847)<br>|
| Boyd Gaming Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3609964 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 96518 |
| Bristol-Myers Squibb Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28572376 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1768090 |
| Broadcom, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32349818 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1393556)<br>|
| Broadridge Financial Solutions, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35334085 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1556930)<br>|
| Builders FirstSource, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8094004 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (222762)<br>|
| BXP, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13831769 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (138836)<br>|
| CACI International, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 595153 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (36055)<br>|
| Camden Property Trust | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31142129 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (964114)<br>|
| Campbell's Company | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33403224 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3283695)<br>|
| Canadian Pacific Kansas City Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10569837 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (409561)<br>|
| Capital One Financial Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34148823 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (247309)<br>|
| Capital One Financial Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22663779 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (185484)<br>|
| Cardinal Health, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17323210 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (499976)<br>|
| Carnival Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34430109 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 581727 |
| Carnival Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30325062 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1423021 |
| Cboe Global Markets, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 636958 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4551)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| CBRE Group, Inc., Class A | Goldman Sachs Bank USA | $9724361 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $47724 |
| Cencora, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 854324 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (78398)<br>|
| &nbsp;&nbsp;&nbsp; Charles River Laboratories <br> International, Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10889033 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1193385 |
| Cheniere Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16747494 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (200597)<br>|
| Chevron Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781898 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (15747)<br>|
| Cigna Group | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31709309 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (189062)<br>|
| Cigna Group | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30631636 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (299761)<br>|
| Clorox Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276906 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (7)<br>|
| CNX Resources Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2673836 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (59954)<br>|
| Coca-Cola Consolidated, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33135716 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 641778 |
| Colgate-Palmolive Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17336610 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20224 |
| ConocoPhillips | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10496242 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 924002 |
| Consolidated Edison, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22231592 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (439009)<br>|
| CRH PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34267616 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 229720 |
| Crocs, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34421219 | 01/25/27 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1438357 |
| Crown Castle, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33094113 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2348200)<br>|
| Crown Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31969910 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (187051)<br>|
| CubeSmart | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15265710 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1306422)<br>|
| CVS Health Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24859529 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 214269 |
| Danaher Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30691898 | 01/25/27 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (39456)<br>|
| Darden Restaurants, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30160270 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (272795)<br>|
| DaVita, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27707700 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 269413 |
| Delta Air Lines, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21918059 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2005301 |
| Dollar General Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39360875 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6395609)<br>|
| Dollar Tree, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35413581 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1457159)<br>|
| Dominion Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29562745 | 01/25/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 988390 |
| eBay, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31423102 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (134066)<br>|
| Ecolab, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499261 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6709 |
| Enbridge, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31484247 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (18350)<br>|
| Encompass Health Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21670776 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2372174)<br>|
| EQT Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23652896 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (246423)<br>|
| EQT Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25093312 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (261429)<br>|
| Equifax, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2123372 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (40502)<br>|
| Equity Residential | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161445 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2045 |
| Equity Residential | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30021176 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (434642)<br>|
| Essex Property Trust, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24842618 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (59398)<br>|
| Evergy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144923 | 01/25/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 4581 |
| Eversource Energy | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35733078 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2022054)<br>|
| Exelon Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19494842 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 764585 |
| Expedia Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30075287 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68823)<br>|
| Fair Isaac Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27487839 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 160379 |
| FedEx Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12040758 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 210409 |
| &nbsp;&nbsp;&nbsp; Fidelity National Financial, Inc., <br> Class A<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8292167 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 254879 |
| &nbsp;&nbsp;&nbsp; Fidelity National Information Services, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34453899 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2411227)<br>|
| Fiserv, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31350295 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (969650)<br>|
| Fox Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2430760 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 31910 |
| Freeport-McMoRan, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19323157 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1151152 |
| Gap, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21941059 | 01/25/27 | 0.18% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (444151)<br>|
| General Electric Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13408224 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (892264)<br>|
| General Electric Co. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32033317 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2839343)<br>|
| General Mills, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25052238 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1111887)<br>|
| General Motors Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34231346 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (551535)<br>|
| General Motors Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20052496 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 426064 |
| H&R Block, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5931924 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 30054 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| H&R Block, Inc. | Goldman Sachs Bank USA | $6296592 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $212647 |
| Hasbro, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29353135 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 237101 |
| HCA Healthcare, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24461302 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2248363)<br>|
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28448821 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1210073)<br>|
| Healthpeak Properties, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1338384 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (57682)<br>|
| HEICO Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30300160 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (428264)<br>|
| Hershey Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19315596 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (653518)<br>|
| HF Sinclair Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2805894 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 510259 |
| Home Depot, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30274041 | 01/25/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (183895)<br>|
| Host Hotels & Resorts, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20390139 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 490410 |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30343886 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 31707 |
| Howmet Aerospace, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1657409 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44999 |
| HP, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311193 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11420 |
| HP, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21960047 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 656366 |
| Illumina, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33176498 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1103341 |
| Installed Building Products, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7576224 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (463045)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30817624 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (720300)<br>|
| Invitation Homes, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30997642 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (320963)<br>|
| IQVIA Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5880172 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 191734 |
| Jabil, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27727251 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (65606)<br>|
| JB Hunt Transport Services, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33584221 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1510445 |
| Johnson Controls International PLC | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 160324 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2791)<br>|
| Johnson Controls International PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30884112 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (524926)<br>|
| Kimberly-Clark Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20526130 | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (775923)<br>|
| Kinder Morgan, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30603832 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 211378 |
| Kinder Morgan, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15055330 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103986 |
| Kraft Heinz Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28972218 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (254760)<br>|
| Kroger Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30552757 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (142888)<br>|
| Kroger Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19914711 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (93136)<br>|
| L3Harris Technologies, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8390970 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (407651)<br>|
| Labcorp Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27680350 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4149)<br>|
| Lamb Weston Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30081015 | 01/25/27 | 0.17% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1023064 |
| Lamb Weston Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37048358 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2360673)<br>|
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34153164 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (41467)<br>|
| Leidos Holdings, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36890242 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3878633)<br>|
| Lithia Motors, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29190057 | 01/25/27 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (327669)<br>|
| Lowe's Cos., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3169296 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39859 |
| Lowe's Cos., Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32471541 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1604394)<br>|
| Lumen Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3171007 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 84310 |
| Macy's, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4341834 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 254057 |
| Macy's, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26010314 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1468504 |
| Magna International, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2816298 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 96035 |
| Manulife Financial Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1087322 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2532 |
| Marathon Petroleum Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173537 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11552 |
| Marriott International, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13295133 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 90206 |
| Marsh & McLennan Cos., Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2798752 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4993)<br>|
| Marsh & McLennan Cos., Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270386 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 543 |
| Martin Marietta Materials, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19359485 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 185280 |
| Masco Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 551106 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1521 |
| Match Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32966879 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 457118 |
| McCormick & Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9130121 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (389676)<br>|
| McDonald's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29592833 | 01/25/27 | 0.15% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 222495 |
| MetLife, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33424246 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 760812 |
| Microchip Technology, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24168346 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 502336 |
| &nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, <br> Inc.<br>| Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33772849 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1049818)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| Mohawk Industries, Inc. | BNP Paribas SA | $13733330 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(424688)<br>|
| Moody's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684541 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (7481)<br>|
| Motorola Solutions, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000703 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1102 |
| Nasdaq, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3280888 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 51894 |
| NetApp, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4535201 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48799 |
| Netflix, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20434467 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 239225 |
| Newmont Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33249542 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (90618)<br>|
| NIKE, Inc., Class B | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1439155 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 17515 |
| Northrop Grumman Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22530806 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1962635)<br>|
| NRG Energy, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21079770 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1258656)<br>|
| Nutrien Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11169509 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (138615)<br>|
| Occidental Petroleum Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7859947 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 979988 |
| Occidental Petroleum Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27165031 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 3551369 |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30024019 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (85507)<br>|
| Otis Worldwide Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34024122 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (812045)<br>|
| Ovintiv, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15122524 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 642721 |
| PACCAR, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1013156 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2647)<br>|
| Pfizer, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29887634 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1651064 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19468463 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1553246 |
| PPG Industries, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3332548 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 75748 |
| Procter & Gamble Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569851 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 6898 |
| Public Storage | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8561212 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (994450)<br>|
| QUALCOMM, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31541690 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (181185)<br>|
| Quest Diagnostics, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26841797 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 52147 |
| Quest Diagnostics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29401418 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57119 |
| Ralph Lauren Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7580780 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 105332 |
| Reinsurance Group of America, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9519484 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102400)<br>|
| Revvity, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11128345 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 146274 |
| Rocket Cos, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8734318 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (175981)<br>|
| Ross Stores, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22127905 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 367604 |
| Royal Caribbean Cruises Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8845169 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (175624)<br>|
| RTX Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25673840 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1639657)<br>|
| Ryder System, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29125198 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2159403 |
| Sempra | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30236450 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 387647 |
| Sherwin-Williams Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17772857 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 144926 |
| Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30352686 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 638088 |
| Sirius XM Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24625574 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 747562 |
| Sirius XM Holdings, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29545092 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1878905 |
| Skyworks Solutions, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1700656 | 12/08/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (46229)<br>|
| Southern Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6423418 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (167860)<br>|
| Southwest Airlines Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21914928 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1347683)<br>|
| Stanley Black & Decker, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19028542 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5354)<br>|
| Sun Communities, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34640676 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2424643)<br>|
| Synchrony Financial | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29417586 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 605762 |
| Take-Two Interactive Software, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163660 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8030)<br>|
| Tapestry, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34493267 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (762333)<br>|
| Target Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30558962 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 843594 |
| TC Energy Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34113943 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (709707)<br>|
| TC Energy Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29862854 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (621267)<br>|
| TELUS Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25722703 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1038912)<br>|
| Tenet Healthcare Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33362257 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2325501)<br>|
| Tenet Healthcare Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35004488 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6943500)<br>|
| TJX Cos, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15326929 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 398730 |
| Toll Brothers, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2910773 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 107670 |
| TopBuild Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33549310 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 412969 |
| Tractor Supply Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3240806 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (8968)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) | Long Contracts<sup>(a)</sup> (continued) |
| TransDigm Group, Inc. | Barclays Bank PLC | $29679139 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $154809 |
| Transocean Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22089279 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1531998 |
| Transocean Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10905843 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 756373 |
| Trimble, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082579 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25918)<br>|
| Twilio, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17658146 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (69894)<br>|
| Tyson Foods, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29145779 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2133451 |
| Uber Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15911387 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (594972)<br>|
| Uber Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29511846 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 682067 |
| UDR, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31967965 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1634201)<br>|
| United Parcel Service, Inc., Class B | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30891228 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (436813)<br>|
| United Rentals, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35562742 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3680957)<br>|
| United Rentals, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22605157 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (908641)<br>|
| UnitedHealth Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8118336 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 97317 |
| &nbsp;&nbsp;&nbsp; Universal Health Services, Inc., <br> Class B<br>| SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29805650 | 12/08/27 | 0.19% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1788792)<br>|
| Valero Energy Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5245124 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 255371 |
| VeriSign, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33464933 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 984834 |
| VF Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2247752 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 6634 |
| Viasat, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5134715 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (257794)<br>|
| VICI Properties, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32488680 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1475726)<br>|
| Vistra Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12730751 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (80782)<br>|
| Vulcan Materials Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14689997 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 452606 |
| Walt Disney Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5988137 | 08/18/26 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 111272 |
| Walt Disney Co. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31936559 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1332921)<br>|
| WEC Energy Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14233713 | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (257149)<br>|
| Williams Cos, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125391 | 02/15/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1884)<br>|
| Willis Towers Watson PLC | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9606824 | 02/24/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14764 |
| Workday, Inc., Class A | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35393668 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4217934)<br>|
| WP Carey, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6555533 | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33936 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26871252 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 111598 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33089676 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (638668)<br>|
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11857682 | 10/03/28 | 0.20% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (228867)<br>|
| Zimmer Biomet Holdings, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149248 | 02/09/28 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4576)<br>|
| Zoetis, Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33540976 | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total long positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (53290391)<br>|
| Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> | Short Contracts<sup>(b)</sup> |
| Advance Auto Parts, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26926905) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1038666)<br>|
| Aflac, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (32257062) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (177383)<br>|
| AGCO Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18913869) | 01/25/27 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (298072)<br>|
| Air Products and Chemicals, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15145187) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (134587)<br>|
| Albertsons Cos, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (30744706) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 479553 |
| Allison Transmission Holdings, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4587419) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (148477)<br>|
| Allison Transmission Holdings, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (27615446) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (44895)<br>|
| Ally Financial, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (21926502) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1993873)<br>|
| Ally Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7388617) | 01/25/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1884)<br>|
| Amazon.com, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (34461567) | 02/24/28 | 0.22% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 270298 |
| Amazon.com, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (30903400) | 02/24/28 | 0.25% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 242515 |
| Amcor PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (717767) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 15027 |
| American Airlines Group, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (31159676) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 199349 |
| Americold Realty Trust, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15677066) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (264298)<br>|
| Amgen, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29429706) | 01/25/27 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (175657)<br>|
| Amgen, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4336798) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25790)<br>|
| Amkor Technology, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (18089990) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (757586)<br>|
| Amphenol Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (181670) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 13878 |
| Analog Devices, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (142401) | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (3307)<br>|
| APA Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29381940) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2567062)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| APA Corp. | Goldman Sachs Bank USA | $(24735407) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; $(5192093)<br>|
| Apollo Global Management, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1651829) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (26490)<br>|
| Apollo Global Management, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (31011740) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (940619)<br>|
| Aramark | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9463607) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29199)<br>|
| Arrow Electronics, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (29762125) | 06/16/26 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (502261)<br>|
| Arrow Electronics, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3216402) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (102536)<br>|
| AT&T, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17092729) | 01/25/27 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (136694)<br>|
| AT&T, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13322324) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (605342)<br>|
| AutoNation, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2044786) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (17746)<br>|
| Avis Budget Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18579180) | 01/25/27 | (1.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6679707)<br>|
| Avis Budget Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1658549) | 01/25/27 | (1.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (596292)<br>|
| Avis Budget Group, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5325017) | 08/18/26 | (2.69)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2601639)<br>|
| Baker Hughes Co., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (30808769) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3271234)<br>|
| Baxter International, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (35290246) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 489449 |
| Baxter International, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (33033088) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1829743 |
| Biogen, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31645520) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12088)<br>|
| Boeing Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (30400645) | 02/24/28 | 0.04% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (468510)<br>|
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10517557) | 01/25/27 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 246156 |
| &nbsp;&nbsp;&nbsp; Booz Allen Hamilton Holding Corp., <br> Class A<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15805127) | 06/16/26 | (0.11)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (473570)<br>|
| Boyd Gaming Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1429811) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 21328 |
| Boyd Gaming Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1946007) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (40612)<br>|
| Brookfield Corp., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1600317) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (54380)<br>|
| Brookfield Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (30599417) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1039786)<br>|
| Brown & Brown, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (32578224) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1855967 |
| Bunge Global SA | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2463505) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (56200)<br>|
| Caesars Entertainment, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6838816) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (177873)<br>|
| Campbell's Company | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6456517) | 02/24/28 | (0.94)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (420793)<br>|
| Campbell's Company | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8315918) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (158953)<br>|
| Canadian National Railway Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3792590) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (78345)<br>|
| Canadian Natural Resources Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16842991) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 20713 |
| Canadian Natural Resources Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13367679) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 16439 |
| Canadian Natural Resources Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2346769) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (16977)<br>|
| Canadian Natural Resources Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9079805) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 59931 |
| Caterpillar, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3030726) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (15652)<br>|
| CDW Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1243228) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (29661)<br>|
| Celanese Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4826225) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (834927)<br>|
| Cenovus Energy, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11279848) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1536185)<br>|
| Cenovus Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18576511) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2469632)<br>|
| Centene Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28497355) | 01/25/27 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 60799 |
| CF Industries Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7062548) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (446099)<br>|
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (18023161) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 146570 |
| &nbsp;&nbsp;&nbsp; Charter Communications, Inc., <br> Class A<br>| &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16341708) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 55073 |
| Chevron Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5980330) | 12/08/27 | (0.03)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (195635)<br>|
| Choice Hotels International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8675806) | 01/25/27 | (0.75)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (313169)<br>|
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7667588) | 10/03/28 | (1.79)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (277900)<br>|
| Chubb Ltd. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (29997344) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 380737 |
| Chubb Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (357882) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (641)<br>|
| Cisco Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30150069) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 470497 |
| Cisco Systems, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33674820) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 525502 |
| Clean Harbors, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4185737) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 38188 |
| Cleveland-Cliffs, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (35034406) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 489344 |
| Cleveland-Cliffs, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31410607) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 439016 |
| Coca-Cola Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (310113) | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 7053 |
| Coca-Cola Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32590680) | 01/25/27 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (407872)<br>|
| Comcast Corp., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2094695) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 30733 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Comcast Corp., Class A | HSBC Bank PLC | $(29921908) | 02/09/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $2246071 |
| Comcast Corp., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (35695102) | 12/08/27 | (0.09)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2530917 |
| Commercial Metals Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (675896) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2193 |
| Conagra Brands, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33380088) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (561373)<br>|
| Conagra Brands, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (25889492) | 06/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 500670 |
| ConocoPhillips | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31787296) | 06/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2798288)<br>|
| Constellation Brands, Inc., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6563027) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 44327 |
| Constellation Energy Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (16518031) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1322643 |
| Corning, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14933931) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (550468)<br>|
| Corteva, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29645767) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (2268420)<br>|
| CSX Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (19867527) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (645363)<br>|
| D.R. Horton, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9927118) | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 340243 |
| D.R. Horton, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (15808507) | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 541822 |
| Danaher Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (12119150) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 25514 |
| DaVita, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (29528894) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71339)<br>|
| Deere & Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7053526) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 113107 |
| Deere & Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1704245) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 17161 |
| Deere & Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28354179) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 283250 |
| Dell Technologies, Inc., Class C | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1604686) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 106672 |
| Delta Air Lines, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (28277340) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2596570)<br>|
| Devon Energy Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7003332) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 42617 |
| Devon Energy Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6888251) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (845278)<br>|
| Dick's Sporting Goods, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20326976) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (247991)<br>|
| Dick's Sporting Goods, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (13767127) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (215490)<br>|
| Dow, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26943828) | 01/25/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4194086)<br>|
| Dow, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (30016872) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4710981)<br>|
| DuPont de Nemours, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32227081) | 12/08/27 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (443204)<br>|
| Eagle Materials, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (193221) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2291)<br>|
| Eastman Chemical Co. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4262391) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (520813)<br>|
| Eaton Corp PLC | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (17821416) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 145365 |
| Edison International | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1935298) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68736)<br>|
| Enbridge, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (20009199) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 146749 |
| Equinix, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (17937178) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (38463)<br>|
| Equitable Holdings, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (435216) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 11086 |
| Estee Lauder Cos, Inc., Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3115888) | 12/08/27 | (0.03)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 701689 |
| FactSet Research Systems, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (24370734) | 12/08/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 156169 |
| FirstEnergy Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31512420) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 669700 |
| Flex Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1008630) | 12/08/27 | (0.09)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25704)<br>|
| Ford Motor Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31820711) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 264731 |
| Ford Motor Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (30633207) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 423311 |
| Fortune Brands Innovations, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3183519) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 33145 |
| FTAI Aviation Ltd. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2517382) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (36008)<br>|
| FTAI Aviation Ltd. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16781023) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1903153 |
| Gap, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1872242) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 10875 |
| Gartner, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (35300177) | 01/25/27 | (0.13)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 802324 |
| Gen Digital, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1011415) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 87352 |
| Genpact Ltd. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1601099) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 43081 |
| Genuine Parts Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25281877) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1173283)<br>|
| Gilead Sciences, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (32644643) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1269669 |
| Global Payments, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14341331) | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 208196 |
| Globe Life, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10945529) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50884 |
| Goodyear Tire & Rubber Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (29955351) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (976927)<br>|
| Graphic Packaging Holding Co. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10738669) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (43389)<br>|
| Halliburton Co. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10943059) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1370646)<br>|
| &nbsp;&nbsp;&nbsp; Hartford Financial Services Group, <br> Inc.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (29241693) | 06/16/26 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (104163)<br>|
| &nbsp;&nbsp;&nbsp; Hartford Financial Services Group, <br> Inc.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2468778) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (6743)<br>|
| Herc Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5819787) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 485698 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Hewlett Packard Enterprise Co. | BNP Paribas SA | $(29590734) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(2654363)<br>|
| Hilton Worldwide Holdings, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (25844056) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (705473)<br>|
| Hilton Worldwide Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4011238) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (45493)<br>|
| Home Depot, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30322022) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 184186 |
| Humana, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (33522065) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (664375)<br>|
| Huntington Ingalls Industries, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (13115920) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1155148 |
| Huntsman Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6939514) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (234283)<br>|
| Hyatt Hotels Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22042033) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 265038 |
| Hyatt Hotels Corp., Class A | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7167268) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (124754)<br>|
| Ingersoll Rand, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6318017) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 278171 |
| Intel Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1340905) | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 47764 |
| Intel Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3072197) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (49206)<br>|
| Intel Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5919514) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 192190 |
| Intel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (30567542) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (83347)<br>|
| Intel Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7142955) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19476)<br>|
| &nbsp;&nbsp;&nbsp; International Business Machines <br> Corp.<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (34151575) | 08/18/26 | (0.10)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 917240 |
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2385290) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (96791)<br>|
| &nbsp;&nbsp;&nbsp; International Flavors & Fragrances, <br> Inc.<br>| HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (25643165) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 213810 |
| International Paper Co. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14935176) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 732038 |
| International Paper Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4828695) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 236676 |
| International Paper Co. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8288269) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 406244 |
| Intuit, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3394139) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 165558 |
| Iron Mountain, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (20841161) | 01/25/27 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (58010)<br>|
| Iron Mountain, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (10217673) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 405798 |
| Iron Mountain, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (12811758) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 442195 |
| KB Home | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (11569321) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 543311 |
| KB Home | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (15830399) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (135097)<br>|
| KB Home | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (217351) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (5381)<br>|
| Keysight Technologies, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (386628) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 8817 |
| KKR & Co., Inc., Class A | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10901207) | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (810310)<br>|
| KKR & Co., Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (21080624) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1412138)<br>|
| Kohl's Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21196429) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 396791 |
| Kohl's Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7111439) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (103867)<br>|
| Kohl's Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (10428410) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 198259 |
| Lennar Corp., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32168970) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2145342 |
| Lincoln National Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30229911) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (696943)<br>|
| Lincoln National Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1600414) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (70606)<br>|
| LKQ Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3547504) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (71468)<br>|
| LKQ Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32438060) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2039023 |
| Lumen Technologies, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (230654) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (6133)<br>|
| LyondellBasell Industries NV, Class A | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (28317180) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (5822778)<br>|
| Marathon Petroleum Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (22520361) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (951197)<br>|
| Marriott International, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (31558811) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (53159)<br>|
| Matador Resources Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3255158) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (211845)<br>|
| McKesson Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (26569044) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 2084548 |
| Merck & Co., Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (641446) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (25562)<br>|
| Merck & Co., Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32428806) | 12/08/27 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1292331)<br>|
| MetLife, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581250) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (12939)<br>|
| MetLife, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (17592437) | 06/16/26 | 0.05% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (396822)<br>|
| MGM Resorts International | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (17028001) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (286017)<br>|
| Molina Healthcare, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3288259) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 75862 |
| Molina Healthcare, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32834846) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 2862341 |
| Mondelez International, Inc., Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (16721872) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (68199)<br>|
| Mosaic Co. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1735903) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (102366)<br>|
| Motorola Solutions, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10336194) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 808383 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Motorola Solutions, Inc. | Citibank N.A. | $(4980572) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $247262 |
| Murphy Oil Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (28197721) | 01/25/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2729054)<br>|
| Murphy Oil Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6395143) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (442705)<br>|
| Murphy Oil Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (856445) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (193120)<br>|
| Murphy USA, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3387401) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (169183)<br>|
| NextEra Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4908422) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (144157)<br>|
| NextEra Energy, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (10853135) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (318750)<br>|
| NextEra Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (30427698) | 08/19/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (25796)<br>|
| NextEra Energy, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17038228) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (161105)<br>|
| NiSource, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633353) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (11488)<br>|
| NiSource, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (253068) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1991 |
| Norwegian Cruise Line Holdings Ltd. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (36615594) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1939212 |
| NRG Energy, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6518218) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 241797 |
| NRG Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3152335) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (52808)<br>|
| Nucor Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (24621279) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 53755 |
| Olin Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7511510) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1648511)<br>|
| Olin Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7406704) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (135143)<br>|
| Olin Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18715273) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (4663091)<br>|
| Omnicom Group, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6107022) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 26644 |
| OneMain Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2053371) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32364)<br>|
| OneMain Holdings, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30925533) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (487432)<br>|
| ONEOK, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (31834854) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1891734)<br>|
| Open Text Corp. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (23194304) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103824 |
| Open Text Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5440157) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 123462 |
| Open Text Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6197005) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 815459 |
| Oracle Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (32558031) | 06/16/26 | 0.09% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1646395 |
| Oracle Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (36307643) | 06/16/26 | 0.09% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1836681 |
| Ovintiv, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (28021266) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2309557)<br>|
| Owens Corning | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (816695) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2422)<br>|
| Packaging Corp. of America | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (28144263) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 357450 |
| Patterson-UTI Energy, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1346771) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 20573 |
| Paychex, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (19515506) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 153725 |
| PayPal Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14835229) | 02/24/28 | (0.01)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (169914)<br>|
| &nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., <br> Class A<br>| Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6920260) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (115877)<br>|
| PepsiCo, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (17244316) | 08/18/26 | 0.10% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 265684 |
| PG&E Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1036439) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (9415)<br>|
| PG&E Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29973759) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 989777 |
| Philip Morris International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (15479070) | 01/25/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (199130)<br>|
| Post Holdings, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (25722843) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (308478)<br>|
| Principal Financial Group, Inc. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8749211) | 12/08/27 | 0.01% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 48280 |
| Prologis, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7359505) | 06/16/26 | 0.08% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 103748 |
| Prudential Financial, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (16150934) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (582386)<br>|
| Prudential Financial, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5003122) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (180407)<br>|
| Prudential Financial, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8962548) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (164433)<br>|
| PulteGroup, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30613708) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 263860 |
| PulteGroup, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2592457) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 50905 |
| Quanta Services, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33966520) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1137320 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (834507) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4)<br>|
| Raymond James Financial, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (22664306) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (152860)<br>|
| Reliance, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (104826) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2154)<br>|
| Roper Technologies, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (13386358) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (75185)<br>|
| Roper Technologies, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1557164) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 39459 |
| Royal Caribbean Cruises Ltd. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32419441) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1573414 |
| Royalty Pharma PLC, Class A | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4758952) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (220670)<br>|
| Salesforce, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (31011376) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1023960 |
| Sempra | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (33727323) | 02/15/28 | 0.00% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (432402)<br>|
| Sempra | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (497861) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (19763)<br>|

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Shift4 Payments, Inc., Class A | Citibank N.A. | $(893878) | 02/24/28 | (7.49)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $(51)<br>|
| Shift4 Payments, Inc., Class A | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (706798) | 08/18/26 | (8.45)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (885)<br>|
| Shift4 Payments, Inc., Class A | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (360943) | 10/03/28 | (7.89)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (879)<br>|
| Simon Property Group, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (14785384) | 06/16/26 | 0.20% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 212727 |
| SLB Ltd. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (26533290) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1152919)<br>|
| SLM Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (12545499) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (773148)<br>|
| SLM Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (14993472) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1073106)<br>|
| Snap, Inc., Class A | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4191681) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (386432)<br>|
| Southern Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29986031) | 01/25/27 | (0.14)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (885987)<br>|
| Southern Copper Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18276280) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 466522 |
| Southwest Airlines Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2541348) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 241162 |
| Starbucks Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33185044) | 01/25/27 | 0.30% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1499569 |
| Steel Dynamics, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (21245122) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 274942 |
| Stellantis NV | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (14401098) | 02/15/28 | (0.05)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1139813)<br>|
| Stellantis NV | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (19416242) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1473159)<br>|
| Suncor Energy, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (14359953) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (820027)<br>|
| Synopsys, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17909862) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 1490832 |
| Targa Resources Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (29883467) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (1447002)<br>|
| Targa Resources Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32716653) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (2228590)<br>|
| Teledyne Technologies, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (32544894) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 980312 |
| Tempur Sealy International, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (18182493) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 749939 |
| Tesla, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29446303) | 01/25/27 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 584005 |
| T-Mobile US, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7170127) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 142944 |
| Toll Brothers, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (16096630) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 645360 |
| Union Pacific Corp. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2132696) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (38025)<br>|
| Union Pacific Corp. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33067447) | 02/09/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 1432953 |
| United Airlines Holdings, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp; (31303530) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (405010)<br>|
| United Parcel Service, Inc., Class B | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (17321481) | 01/25/27 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (125916)<br>|
| UnitedHealth Group, Inc. | Bank of America N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9079438) | 02/15/28 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 473865 |
| Unum Group | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4032715) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (4529)<br>|
| Valvoline, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6759168) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 12357 |
| Ventas, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (616030) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (19)<br>|
| Verisk Analytics, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6627430) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 323366 |
| Verizon Communications, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (32895324) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 496947 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (30967605) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 232655 |
| Viatris, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (33557259) | 01/25/27 | (0.12)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (561030)<br>|
| Walmart, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (22626187) | 01/25/27 | 0.10% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (667240)<br>|
| Walmart, Inc. | Citibank N.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1105192) | 02/24/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (32592)<br>|
| Walmart, Inc. | HSBC Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (29518689) | 02/09/28 | 0.26% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 14244 |
| Welltower, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2489785) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3140)<br>|
| WESCO International, Inc. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9956374) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (325171)<br>|
| Western Union Co. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp; (32839773) | 12/08/27 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 3314416 |
| &nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies <br> Corp.<br>| BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (18533997) | 06/16/26 | (0.10)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (832029)<br>|
| Westlake Corp. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; (33336817) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (1821213)<br>|
| Weyerhaeuser Co. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13231192) | 01/25/27 | (0.20)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; (725545)<br>|
| Whirlpool Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp; (13385807) | 01/25/27 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 125423 |
| Whirlpool Corp. | Barclays Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6098065) | 01/25/27 | (1.25)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 57138 |
| Whirlpool Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1541253) | 08/18/26 | (1.19)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 65678 |
| Whirlpool Corp. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1517993) | 08/18/26 | (1.19)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 64687 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (19740150) | 10/03/28 | (1.09)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 177165 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp; (18151666) | 10/03/28 | (1.09)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 161420 |
| Whirlpool Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2021412) | 12/08/27 | (1.00)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 55974 |
| Whirlpool Corp. | SG Americas Securities LLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4303250) | 12/08/27 | (0.94)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 254990 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Entity* | *Counterparty* | *Notional Amount* | &nbsp;&nbsp; *Termination*<br> *Date*<br>| *Spread* | *Reference Rate* | &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Value/ Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) | Short Contracts<sup>(b)</sup> (continued) |
| Williams Cos, Inc. | Bank of America N.A. | $(883724) | 02/15/28 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; $13276 |
| Williams Cos, Inc. | Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; (29294356) | 08/18/26 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; 440069 |
| Wyndham Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. International <br> PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (682120) | 10/03/28 | (0.15)% | 1D FEDL01 | Monthly  | &nbsp;&nbsp; (3543)<br>|
| Xcel Energy, Inc. | BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1283468) | 06/16/26 | (0.15)% | 1D OBFR01 | Monthly  | &nbsp;&nbsp; 34433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (45781111)<br>|
| Total long and short positions of equity swaps | Total long and short positions of equity swaps | Total long and short positions of equity swaps |  |  |  |  | &nbsp;&nbsp; (99071502)<br>|
| Net dividends and financing fees | Net dividends and financing fees | Net dividends and financing fees |  |  |  |  | &nbsp;&nbsp; (1262004)<br>|
| Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees | Total equity swap contracts including dividends and financing fees |  |  |  |  | &nbsp;&nbsp; $(100333506)<br>|

---

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

<sup>(a)</sup> The Fund receives the total return on a reference entity and pays a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

<sup>(b)</sup> The Fund pays the total return on a reference entity and receives a variable rate of interest, based on a specified benchmark. The benchmark and spread are determined based upon the country and/or currency of the individual underlying position. 

**Fair Value Hierarchy as of Period End**

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $113875727 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $113875727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; 619574740 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 619574740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4680023116 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4680023116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2164419935 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2164419935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 81386496 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 81386496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 949428067 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 949428067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 9887287 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9887287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 154464264 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 154464264 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23792598)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23792598)<br>|
|  | &nbsp;&nbsp; $629462027 | &nbsp;&nbsp;&nbsp;&nbsp; $8119805007 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $8749267034 |

---

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Derivative Financial Instruments<sup>(a)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $134929058 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $134929058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19968975 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 19968975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 26346225 | &nbsp;&nbsp;&nbsp;&nbsp; 18316261 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 44662486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3104488 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3104488 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3870592)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3870592)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (235262564)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (235262564)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14111854)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14111854)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (44026201)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9994690)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (54020891)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (976229)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (976229)<br>|
|  | &nbsp;&nbsp; $(17679976)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(87897147)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(105577123)<br>|

---

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

<sup>(a)</sup> Derivative financial instruments are swaps, futures contracts and forward foreign currency exchange contracts. Swaps, futures contracts and forward foreign currency exchange contracts are valued at the unrealized appreciation (depreciation) on the instrument. 

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

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| ZAR | South African Rand |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| 1D FEDL01 | USD - 1D Overnight Fed Funds Effective Rate |
| 1D OBFR01 | USD - 1D Overnight Bank Funding Rate |
| CDC | Certificate of Deposit Rate |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| CPI | Consumer Price Index |
| CVR | Contingent Value Right |
| DAC | Designated Activity Company  |
| EURIBOR | Euro Interbank Offered Rate |
| HIBOR | Hong Kong Interbank Offered Rate |
| JIBAR | Johannesburg Interbank Average Rate |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| MIBOR | Mumbai Interbank Offered Rate |
| MSCI | Morgan Stanley Capital International |
| PIK | Payment-in-Kind |
| PRIBOR | Prague Interbank Offer Rate |
| RB | Revenue Bonds |
| REMIC | Real Estate Mortgage Investment Conduit |
| S&P | Standard & Poor's |
| SAB | Special Assessment Bonds |
| SCA | Societe en Commandite par Actions |
| SG | Syncora Guarantee  |
| SHIR | ILS - Shekel Overnight Interest Rate  |
| SOFR | Secured Overnight Financing Rate  |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Systematic Multi-Strategy Fund** 

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| SONIA | Sterling Overnight Interbank Average Rate |
| SORA | Singapore Overnight Rate Average |
| STACR | Structured Agency Credit Risk |
| TBA | To-Be-Announced |
| THOR | Thai Overnight Repurchase Rate |
| TIIEFONDEO | MXN - Overnight TIIE Funding Rate  |
| UK RPI | United Kingdom Retail Price Index  |
| WIBOR | Warsaw Interbank Offered Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds IV

- **b. Investment Company Act file number:** 811-23341

- **c. CIK number of Registrant:** 0001738074

- **d. LEI of Registrant:** 549300PC6HXHVNYAKJ59

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Systematic Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000062369

- **c. LEI of Series:** 549300XH0OXXEB2FS897

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $14448949327.05

**Total Liabilities:** $6208659601.49

**Net Assets:** $8240289725.56

**Delayed Delivery Securities:** $2265000.00

**Cash Not Reported:** $157220474.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 274829.09000000 | **1-Year:** 156782.50000000 | **5-Year:** 1294299.61000000 | **10-Year:** 504270.75000000 | **30-Year:** 6264.39000000

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

- **3-Month:** 161895.37000000 | **1-Year:** -17332.87000000 | **5-Year:** -201085.50000000 | **10-Year:** 515428.25000000 | **30-Year:** -335660.13000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202321 | 1.16%                | 3.06%                | -2.97%               |
| Class ID C000202322 | 1.07%                | 2.99%                | -2.99%               |
| Class ID C000202323 | 1.16%                | 3.05%                | -2.96%               |
| Class ID C000222461 | 1.16%                | 3.05%                | -2.87%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2661013.92              | $25151176.46                               |
| Month 2  | $9000160.88              | $46596949.89                               |
| Month 3  | $-1981301.10             | $-149932592.76                             |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                               | ADMA Biologics Inc                                                               | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12290 | NS      | $110732.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49491.12     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      775000 | PA      | $785333.39    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3230443.85   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2866047.36   | 0.03%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1535087.56   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      565000 | PA      | $568425.73    | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     2686000 | PA      | $2664292.02   | 0.03%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     8952000 | PA      | $8352031.59   | 0.10%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                   | API Group Corp                                                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        5654 | NS      | $229100.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1559590.57   | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3090966.00   | 0.04%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      338784 | NS      | $9821348.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      972000 | PA      | $972870.86    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1099682.26   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $9464395.21   | 0.11%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11304138.33  | 0.14%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       87833 | NS      | $9017814.11   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                              | Abbott Laboratories                                                              | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      860000 | PA      | $849771.38    | 0.01%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       37283 | NS      | $8108679.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3818000 | PA      | $3790452.56   | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $7470066.67   | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      490000 | PA      | $494460.45    | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                            | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      605000 | PA      | $584944.05    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $491447.78    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                        | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1969084.93   | 0.02%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                        | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296063.43    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     3596000 | PA      | $3642916.40   | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2653536.00   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3870000 | PA      | $3874673.72   | 0.05%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2420000 | PA      | $2476814.39   | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13416000 | PA      | $13039314.41  | 0.16%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4840000 | PA      | $4873396.05   | 0.06%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      440000 | PA      | $434047.93    | 0.01%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                    | Advanced Drainage Systems Inc                                                    | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |        1346 | NS      | $184576.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      280000 | PA      | $280034.97    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118464.27    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                   | Advanced Energy Industries Inc                                                   | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |         711 | NS      | $229446.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2507820.25   | 0.03%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3410000 | PA      | $3414891.30   | 0.04%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8100000 | PA      | $8109602.55   | 0.10%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3750000 | PA      | $3756490.88   | 0.05%             | 2033-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7439036.25   | 0.09%             | 2034-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11400000 | PA      | $11397977.64  | 0.14%             | 2035-04-16      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3125000 | PA      | $3132835.31   | 0.04%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8600000 | PA      | $8608155.38   | 0.10%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4775000 | PA      | $4781238.54   | 0.06%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8035082.40   | 0.10%             | 2030-04-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194510 | PA      | $194515.84    | 0.00%             | 2029-05-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6900000 | PA      | $6901530.42   | 0.08%             | 2029-05-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4502348.10   | 0.05%             | 2029-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5500000 | PA      | $5503027.20   | 0.07%             | 2029-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        2743 | NS      | $312647.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        3030 | NS      | $615029.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB INC                                       | Airbnb Inc                                                                       | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8239120.64   | 0.10%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                   | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1961693.66   | 0.02%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                   | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252252.44    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1024332.74   | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230761.47    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                 | Alabama Power Co                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1345834.04   | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                  | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |        5099 | NS      | $226548.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2396948.44   | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                            | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      690000 | PA      | $706270.20    | 0.01%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |       12907 | NS      | $926206.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                              | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2255633.22   | 0.03%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings Inc                | Allison Transmission Holdings Inc                                                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        1786 | NS      | $209069.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2375000 | PA      | $2134657.84   | 0.03%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20725000 | PA      | $15989013.57  | 0.19%             | 2056-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37350000 | PA      | $34349400.72  | 0.42%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   122250000 | PA      | $98439901.73  | 1.19%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10375000 | PA      | $9799032.39   | 0.12%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   111575000 | PA      | $93792734.38  | 1.14%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030447<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13825000 | PA      | $13202409.79  | 0.16%             | 2041-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67225000 | PA      | $59035613.53  | 0.72%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2950000 | PA      | $2839527.60   | 0.03%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40450000 | PA      | $37078251.01  | 0.45%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040446<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11575000 | PA      | $11303372.48  | 0.14%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14825000 | PA      | $13987737.96  | 0.17%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7750000 | PA      | $7478793.94   | 0.09%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11600000 | PA      | $11439069.02  | 0.14%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10200000 | PA      | $10246980.28  | 0.12%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25550000 | PA      | $26431571.58  | 0.32%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5230810.81   | 0.06%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2424578.57   | 0.03%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2520568.42   | 0.03%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2436208.19   | 0.03%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      480000 | PA      | $487485.96    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                      | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1111 | NS      | $367596.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       17837 | NS      | $5129207.72   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2213045.35   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2880232.12   | 0.03%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $991405.53    | 0.01%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       10078 | NS      | $665047.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4910000 | PA      | $4949709.18   | 0.06%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      265000 | PA      | $253239.18    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    22040000 | PA      | $19339891.94  | 0.23%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      210000 | PA      | $219028.09    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     8120000 | PA      | $8993176.40   | 0.11%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4880006.96   | 0.06%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1152260.72   | 0.01%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2887469.25   | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3407665.91   | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       26866 | NS      | $5595381.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1652904.58   | 0.02%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3636879.56   | 0.04%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                       | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     3070000 | PA      | $2776424.74   | 0.03%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2334012.54   | 0.03%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                         | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3906215.23   | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        8489 | NS      | $933110.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      140000 | PA      | $132849.81    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4276403.82   | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                               | Ameren Illinois Co                                                               | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2616456.87   | 0.03%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                               | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      470000 | PA      | $472316.86    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                          | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2900000 | PA      | $2820714.00   | 0.03%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     2643000 | PA      | $2658047.52   | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       55079 | NS      | $7219755.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2993434.17   | 0.04%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2864663.50   | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                          | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3515896.72   | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3635592.36   | 0.04%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1471610.07   | 0.02%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7807708.48   | 0.09%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5139372.36   | 0.06%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9427363.63   | 0.11%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      830000 | PA      | $824698.85    | 0.01%             | 2029-02-09      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    12215000 | PA      | $12088511.84  | 0.15%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                  | American Financial Group Inc/OH                                                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |         495 | NS      | $63216.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       31505 | NS      | $879619.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                      | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4837944.84   | 0.06%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4842008.36   | 0.06%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                      | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      470000 | PA      | $464257.21    | 0.01%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     2230000 | PA      | $2217656.37   | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                              | American International Group Inc                                                 | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1915419.62   | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     5385000 | PA      | $5439099.00   | 0.07%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     2900000 | PA      | $2868955.70   | 0.03%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     2900000 | PA      | $2950568.00   | 0.04%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     3975000 | PA      | $4099257.63   | 0.05%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     2900000 | PA      | $2949153.17   | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1385000 | PA      | $1401143.68   | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      730000 | PA      | $736600.77    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2022727.66   | 0.02%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      505000 | PA      | $513329.39    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       48908 | NS      | $6655889.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      849000 | PA      | $836159.67    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6556815.74   | 0.08%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      560000 | PA      | $564000.23    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197217.21    | 0.00%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     7390000 | PA      | $7518875.69   | 0.09%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $7842229.59   | 0.10%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     3628000 | PA      | $3642697.03   | 0.04%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3617000 | PA      | $3713324.33   | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1451401.29   | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        1799 | NS      | $385633.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       21182 | NS      | $7452886.70   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3035000 | PA      | $2826008.99   | 0.03%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1213531.13   | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3926713.34   | 0.05%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1139787.14   | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      700000 | PA      | $720613.60    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        6883 | NS      | $869667.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $940775.62    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      380000 | PA      | $377177.35    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7931210.82   | 0.10%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                     | ams-OSRAM AG                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     1522000 | PA      | $1616312.25   | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1665442.45   | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1177847.14   | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1174745.97   | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                              | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426265.74    | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                            | Antero Midstream Corp                                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        9554 | NS      | $217831.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                         | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      405000 | PA      | $377093.32    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      495000 | PA      | $486491.90    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                            | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $582115.82    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                         | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     2673000 | PA      | $2651459.63   | 0.03%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                         | Apollo Global Management Inc                                                     | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5755401.69   | 0.07%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                             | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      800000 | PA      | $727566.48    | 0.01%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2065759.57   | 0.03%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       20149 | NS      | $5113614.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2090022.90   | 0.03%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Appfolio Inc                                     | Appfolio Inc                                                                     | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |        1104 | NS      | $174233.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc              | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         776 | NS      | $205888.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        4319 | NS      | $1476191.01   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                            | Applied Materials Inc                                                            | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      290000 | PA      | $295170.52    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4868083.08   | 0.06%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                   | AptarGroup Inc                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        1499 | NS      | $188903.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53401.43     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5252000 | PA      | $4809263.75   | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3903432.95   | 0.05%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     7695000 | PA      | $7265706.72   | 0.09%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     6210000 | PA      | $6046053.21   | 0.07%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $5528936.18   | 0.07%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      430000 | PA      | $432122.02    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4753689.73   | 0.06%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1682620.19   | 0.02%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                         | Ares Strategic Income Fund                                                       | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      290000 | PA      | $280796.40    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     2824000 | PA      | $2910838.00   | 0.04%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        7531 | NS      | $924656.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2007440.03   | 0.02%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                        | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3276000 | PA      | $2906706.35   | 0.04%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                   | Armstrong World Industries Inc                                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        1165 | NS      | $191992.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY US HLDG                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $4335158.91   | 0.05%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4830226.77   | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3357072.46   | 0.04%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                         | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     8619000 | PA      | $6485797.50   | 0.08%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      490000 | PA      | $498454.90    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                               | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1544333.55   | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                           | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49635.23     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        5930 | NS      | $1095389.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      690000 | PA      | $736692.68    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81510.91     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Atmus Filtration Technologies Inc                | Atmus Filtration Technologies Inc                                                | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3122 | NS      | $177235.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUST & NZ BANKING GRP NY                         | Australia & New Zealand Banking Group Ltd/New York NY                            | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      470000 | PA      | $466888.05    | 0.01%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                     | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     4170000 | PA      | $4175369.38   | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       35553 | NS      | $7223658.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                         | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3844027.01   | 0.05%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                     | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         127 | NS      | $428978.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3331449.20   | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     8785000 | PA      | $8799468.46   | 0.11%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406571.12    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1477381.46   | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                            | AvalonBay Communities Inc                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |      210000 | PA      | $197533.08    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                     | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97601.60     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2110000 | PA      | $2117290.68   | 0.03%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4850000 | PA      | $4857358.91   | 0.06%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2026-REV1                                              | CUSIP: 05359NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11100000 | PA      | $10985330.34  | 0.13%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                              | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1253 | NS      | $216368.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         661 | NS      | $280720.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7307000 | PA      | $7800074.31   | 0.09%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9423791.08   | 0.11%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4786885.26   | 0.06%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      780000 | PA      | $824418.03    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6630000 | PA      | $6818696.76   | 0.08%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4841932.85   | 0.06%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     5240000 | PA      | $5435892.95   | 0.07%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    27430000 | PA      | $27684652.44  | 0.34%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     2340000 | PA      | $2383291.61   | 0.03%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                 | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2364 | NS      | $232664.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                    | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $2001556.61   | 0.02%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                    | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1973161.82   | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                             | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        1219 | NS      | $249273.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                         | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     2894000 | PA      | $2923374.10   | 0.04%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                 | Badger Meter Inc                                                                 | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        1173 | NS      | $178706.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                        | Baidu Inc                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     2170000 | PA      | $2168915.00   | 0.03%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8290000 | PA      | $8181307.57   | 0.10%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1806516.66   | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4082000 | PA      | $4102693.41   | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2800000 | PA      | $2764274.27   | 0.03%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                               | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     4800000 | PA      | $4851778.80   | 0.06%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3698628.66   | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4773406.92   | 0.06%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1499213.84   | 0.02%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    28465000 | PA      | $26310799.26  | 0.32%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14345000 | PA      | $14225153.26  | 0.17%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      290000 | PA      | $262803.38    | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      655000 | PA      | $582765.95    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1600228.92   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3252000 | PA      | $2943752.97   | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1596587.46   | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11420000 | PA      | $11493753.56  | 0.14%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13354813.68  | 0.16%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4908916.32   | 0.06%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11570000 | PA      | $11710631.85  | 0.14%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5920691.77   | 0.07%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1426173.46   | 0.02%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2260000 | PA      | $2230207.89   | 0.03%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2442171.39   | 0.03%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2485231.10   | 0.03%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     3110000 | PA      | $3202452.80   | 0.04%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     7900000 | PA      | $7865373.91   | 0.10%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      470000 | PA      | $467288.61    | 0.01%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      332000 | PA      | $320953.95    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       73000 | PA      | $72677.31     | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     2367000 | PA      | $2419958.88   | 0.03%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4150609.03   | 0.05%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $2031148.94   | 0.02%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      770000 | PA      | $762292.02    | 0.01%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      970000 | PA      | $971283.24    | 0.01%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    14962000 | PA      | $14871259.51  | 0.18%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2515299.60   | 0.03%             | 2082-10-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2533703.70   | 0.03%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4840000 | PA      | $4809178.40   | 0.06%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      830000 | PA      | $822434.84    | 0.01%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3870000 | PA      | $3893542.84   | 0.05%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3870000 | PA      | $3914261.31   | 0.05%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $944788.60    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                     | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4730000 | PA      | $4656652.60   | 0.06%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                              | Barrick Mining Corp                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       11113 | NS      | $453299.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     2335000 | PA      | $2410887.50   | 0.03%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4316000 | PA      | $2783820.00   | 0.03%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        2281 | NS      | $358641.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FINANCE PLC                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2074000 | PA      | $2087097.31   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98127.49     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $5024128.81   | 0.06%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      245000 | PA      | $212504.79    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       10295 | NS      | $4933364.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                  | Best Buy Co Inc                                                                  | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       33176 | NS      | $2129899.20   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                    | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $2245069.27   | 0.03%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        3573 | NS      | $201838.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                  | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        3761 | NS      | $196549.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                          | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     6201000 | PA      | $6114186.00   | 0.07%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1944016.85   | 0.02%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     2991000 | PA      | $3142637.72   | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      970000 | PA      | $973194.27    | 0.01%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2878102.07   | 0.03%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2341866.02   | 0.03%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                    | H&R Block Inc                                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      131192 | NS      | $4164034.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3934783.80   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                    | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3793561.23   | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4913230.61   | 0.06%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         186 | NS      | $783119.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FIN                          | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1830244 | PA      | $1869136.58   | 0.02%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                          | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2424320 | PA      | $2450769.72   | 0.03%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      460000 | PA      | $440934.52    | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        9302 | NS      | $583700.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      220000 | PA      | $223970.89    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      112156 | NS      | $6802261.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      290000 | PA      | $296148.75    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4068236.55   | 0.05%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                         | British Telecommunications PLC                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203055.72    | 0.00%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc               | Broadridge Financial Solutions Inc                                               | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |         736 | NS      | $119585.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1356268.46   | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       17027 | NS      | $5270026.77   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2889717.27   | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      460000 | PA      | $465105.15    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9851000 | PA      | $10040101.37  | 0.12%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7005922.57   | 0.09%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4798412.49   | 0.06%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2983407.31   | 0.04%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54396.19     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     6230000 | PA      | $6099931.37   | 0.07%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      285000 | PA      | $284624.97    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3618000 | PA      | $3321801.58   | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                         | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     1499000 | PA      | $1492756.22   | 0.02%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4296349.12   | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $7494692.80   | 0.09%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2294659.63   | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3831325.30   | 0.05%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      310000 | PA      | $307067.05    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1144649.35   | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2290528.65   | 0.03%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     4612000 | PA      | $4162330.00   | 0.05%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      970000 | PA      | $807525.00    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAE Inc                                          | CAE Inc                                                                          | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |        7182 | NS      | $187091.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6501000 | PA      | $5659923.37   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4466352.25   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7718000 | PA      | $6602699.60   | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1064256.21   | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17056000 | PA      | $17362560.62  | 0.21%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1619448.19   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2020000 | PA      | $2011610.27   | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2968483.12   | 0.04%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2905821.69   | 0.04%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     6470000 | PA      | $6380200.80   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2541000 | PA      | $2441100.05   | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                         | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      793000 | PA      | $843942.32    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CGI Inc                                          | CGI Inc                                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        3231 | NS      | $236186.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                          | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     8740000 | PA      | $8785277.83   | 0.11%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        1490 | NS      | $247444.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       10692 | NS      | $2852091.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2228247.24   | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                  | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407072.75    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       93332 | NS      | $7240696.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                  | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1881467.87   | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      260000 | PA      | $261088.74    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                               | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1912866.81   | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                               | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4697004.86   | 0.06%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                          | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    16350000 | PA      | $16702669.83  | 0.20%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSW Industrials Inc                              | CSW Industrials Inc                                                              | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |         654 | NS      | $170419.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       12839 | NS      | $527040.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                         | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      140000 | PA      | $130133.66    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1407688.70   | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2117587.08   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      575000 | PA      | $559979.05    | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      489000 | PA      | $464912.64    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1047765.68   | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1786238.06   | 0.02%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6009000 | PA      | $5986995.64   | 0.07%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                  | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       39920 | NS      | $2867054.40   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4822845.54   | 0.06%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2778945.79   | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2778675.43   | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409491.94    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7227996.98   | 0.09%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                              | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     3870000 | PA      | $3954550.75   | 0.05%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                              | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     2590000 | PA      | $2634678.61   | 0.03%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1932742.60   | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $1030141.11   | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1857 | NS      | $516004.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     4842000 | PA      | $5065835.98   | 0.06%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1562650.95   | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                            | Camden Property Trust                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       17065 | NS      | $1666567.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        3546 | NS      | $385131.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                           | Campbell's Company/The                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      157242 | NS      | $3501779.34   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2414477.08   | 0.03%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      990000 | PA      | $983327.93    | 0.01%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                     | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        4490 | NS      | $461437.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RAILWAY                            | Canadian National Railway Co                                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1338301.31   | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $611420.38    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                 | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        6211 | NS      | $488557.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66440.55     | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2426509.41   | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3079000 | PA      | $3073057.04   | 0.04%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      595000 | PA      | $603045.14    | 0.01%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5646000 | PA      | $5838044.06   | 0.07%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $2142723.64   | 0.03%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      640000 | PA      | $656586.27    | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     9835000 | PA      | $10163671.24  | 0.12%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    13155000 | PA      | $13427503.06  | 0.16%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4924080.72   | 0.06%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5709948.27   | 0.07%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304510.92    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4460666.78   | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1683245.29   | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         641 | NS      | $213850.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      370000 | PA      | $369978.90    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                        | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |         659 | NS      | $259744.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N2                                           | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      157922 | PA      | $155307.02    | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                        | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        2172 | NS      | $172326.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                       | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         418 | NS      | $304245.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                         | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      470000 | PA      | $464378.75    | 0.01%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2636971.39   | 0.03%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3124000 | PA      | $3200612.98   | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1034377.38   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1126871.19   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                               | Cenovus Energy Inc                                                               | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $645503.48    | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        6851 | NS      | $295689.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      330000 | PA      | $338121.25    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2387574.64   | 0.03%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2345963.12   | 0.03%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      635000 | PA      | $578939.20    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1822972.11   | 0.02%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      575000 | PA      | $568852.95    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      650000 | PA      | $576656.37    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      885000 | PA      | $900395.91    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      690000 | PA      | $675955.60    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                         | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3595000 | PA      | $3733978.49   | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2337136.75   | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      420000 | PA      | $435057.51    | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                      | Chemed Corp                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         489 | NS      | $184714.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      510000 | PA      | $507769.25    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2500045.25   | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1653 | NS      | $469055.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     6980000 | PA      | $6962361.19   | 0.08%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3294485.54   | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     3417000 | PA      | $3434640.23   | 0.04%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        2690 | NS      | $295308.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                  | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    16530000 | PA      | $16741557.55  | 0.20%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       55346 | NS      | $11451087.40  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                     | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $156952.27    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |       10689 | NS      | $342154.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        2675 | NS      | $249631.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                       | Ciena Corp                                                                       | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |        1169 | NS      | $453840.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7853099.82   | 0.10%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cirrus Logic Inc                                 | Cirrus Logic Inc                                                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        1413 | NS      | $204348.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      119559 | NS      | $9276582.81   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2953106.66   | 0.04%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3368025.86   | 0.04%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      400000 | PA      | $407687.05    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5561835.64   | 0.07%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2709 | NS      | $458200.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240006.78    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4804395.12   | 0.06%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23540000 | PA      | $21578650.73  | 0.26%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4914611.79   | 0.06%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1969082.21   | 0.02%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $13922994.63  | 0.17%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18490000 | PA      | $16721193.35  | 0.20%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4823206.89   | 0.06%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1129737.08   | 0.01%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc                                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |         830 | NS      | $237985.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2470381.20   | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      918000 | PA      | $898051.93    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3730491.05   | 0.05%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2783000 | PA      | $2718900.94   | 0.03%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                       | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |        1137 | NS      | $218008.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       22038 | NS      | $1675989.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3883373.36   | 0.05%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                           | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     8207000 | PA      | $7697919.79   | 0.09%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                      | Cognex Corp                                                                      | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |        3879 | NS      | $190032.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        4694 | NS      | $287976.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7722317.63   | 0.09%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      881000 | PA      | $744578.72    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       82704 | NS      | $7048861.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      261777 | NS      | $7515617.67   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                     | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173987.29    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      170000 | PA      | $156192.43    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      665000 | PA      | $670724.19    | 0.01%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3672537.68   | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7126376.82   | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2164050.25   | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      520000 | PA      | $520515.79    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1844151.08   | 0.02%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                               | Conagra Brands Inc                                                               | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1936304.88   | 0.02%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753DAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3932852.63   | 0.05%             | 2042-09-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6026238.60   | 0.07%             | 2046-02-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    14277663 | PA      | $14397238.54  | 0.17%             | 2039-06-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    63264000 | PA      | $64310683.90  | 0.78%             | 2044-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    70233533 | PA      | $71813787.49  | 0.87%             | 2040-02-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBT4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5419000 | PA      | $5648045.41   | 0.07%             | 2040-02-25      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753WAE6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     4764022 | PA      | $4812466.86   | 0.06%             | 2039-10-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    46113400 | PA      | $48067893.40  | 0.58%             | 2042-03-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    48091800 | PA      | $49916917.47  | 0.61%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2027424.60   | 0.02%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    39240000 | PA      | $39660338.88  | 0.48%             | 2041-12-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    76781713 | PA      | $77585617.53  | 0.94%             | 2042-01-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    63102113 | PA      | $64729402.91  | 0.79%             | 2042-01-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2330000 | PA      | $2363125.61   | 0.03%             | 2042-04-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    20011000 | PA      | $20665207.62  | 0.25%             | 2042-04-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    13540000 | PA      | $14269188.58  | 0.17%             | 2042-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2250000 | PA      | $2250697.50   | 0.03%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    15516000 | PA      | $15699706.34  | 0.19%             | 2044-02-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    35138976 | PA      | $35486925.57  | 0.43%             | 2039-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    64165000 | PA      | $65072998.92  | 0.79%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    77567230 | PA      | $78267421.63  | 0.95%             | 2041-12-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     8455000 | PA      | $8955979.04   | 0.11%             | 2042-06-25      | Floating      | 10.46%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    53367652 | PA      | $53872734.13  | 0.65%             | 2041-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6925000 | PA      | $6931255.35   | 0.08%             | 2045-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2750000 | PA      | $2748899.45   | 0.03%             | 2045-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15188443.50  | 0.18%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     4643549 | PA      | $4650432.39   | 0.06%             | 2044-07-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11450000 | PA      | $11457058.93  | 0.14%             | 2044-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11265000 | PA      | $11964564.39  | 0.15%             | 2043-01-25      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    30082301 | PA      | $31742874.10  | 0.39%             | 2042-07-25      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755RAG0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6297000 | PA      | $6312426.39   | 0.08%             | 2044-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1809837.86   | 0.02%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5291862.50   | 0.06%             | 2043-06-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                   | ConocoPhillips                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        7228 | NS      | $954096.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      330000 | PA      | $316549.52    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3934347.84   | 0.05%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       79545 | NS      | $9002903.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        1881 | NS      | $282150.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      310000 | PA      | $290079.71    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5582000 | PA      | $5574736.20   | 0.07%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160942.56    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                              | Consumers Energy Co                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      340000 | PA      | $343366.75    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1942375.74   | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooper Cos Inc/The                               | Cooper Cos Inc/The                                                               | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |        3002 | NS      | $214643.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI                         | Cooper-Standard Automotive Inc                                                   | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1466010.00   | 0.02%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      310000 | PA      | $308823.69    | 0.00%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                       | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        9083 | NS      | $301555.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2438319.98   | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     7398000 | PA      | $7188336.24   | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3154000 | PA      | $3001090.61   | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                      | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        5518 | NS      | $750282.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73475000 | PA      | $60680017.21  | 0.74%             | 2056-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H022648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    36950000 | PA      | $31782773.44  | 0.39%             | 2056-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    30375000 | PA      | $27112527.87  | 0.33%             | 2056-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24175000 | PA      | $22169812.60  | 0.27%             | 2056-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5500000 | PA      | $5151169.10   | 0.06%             | 2056-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19175000 | PA      | $18521154.74  | 0.22%             | 2056-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    24025000 | PA      | $23792013.72  | 0.29%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19925000 | PA      | $20051897.14  | 0.24%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16850000 | PA      | $17133184.47  | 0.21%             | 2056-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9825000 | PA      | $10210443.40  | 0.12%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        5274 | NS      | $441486.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        2218 | NS      | $2210081.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2194347.12   | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        5657 | NS      | $228203.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3414000 | PA      | $3537532.18   | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2356000 | PA      | $2300987.40   | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    12023000 | PA      | $11879108.50  | 0.14%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1116000 | PA      | $1100031.48   | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      650000 | PA      | $609022.92    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     6112000 | PA      | $5325244.72   | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     2900000 | PA      | $2914043.60   | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      140000 | PA      | $140777.57    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |         939 | NS      | $505200.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                              | Curtiss-Wright Corp                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         403 | NS      | $274491.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2482823.61   | 0.03%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        2426 | NS      | $332895.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3703925.03   | 0.04%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        2074 | NS      | $303260.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4961981.45   | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      122000 | PA      | $118011.92    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      570000 | PA      | $579603.17    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      610000 | PA      | $638701.86    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co                                                                  | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      390000 | PA      | $358026.55    | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                 | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35644 | NS      | $4800177.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        4190 | NS      | $794424.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAOS CORP                                      | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     3080000 | PA      | $3129612.64   | 0.04%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       31501 | NS      | $6175456.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9925.87      | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $3017455.38   | 0.04%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     3955000 | PA      | $3945814.95   | 0.05%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     4655000 | PA      | $4646680.96   | 0.06%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5153721.47   | 0.06%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2127000 | PA      | $1950345.29   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     3488000 | PA      | $3573200.57   | 0.04%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1001895.71   | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                          | John Deere Capital Corp                                                          | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      350000 | PA      | $351104.06    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9388000 | PA      | $9714409.96   | 0.12%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $660414.89    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297504.71    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401472.13    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4418578.90   | 0.05%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     3992000 | PA      | $4144031.33   | 0.05%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                  | Descartes Systems Group Inc/The                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        2824 | NS      | $202085.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2900000 | PA      | $3004531.52   | 0.04%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4655000 | PA      | $4576953.39   | 0.06%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                         | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     1090000 | PA      | $1251831.00   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      790000 | PA      | $799097.91    | 0.01%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      405000 | PA      | $378727.58    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     2710000 | PA      | $2455616.07   | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    18405000 | PA      | $19003506.12  | 0.23%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                           | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1521277.99   | 0.02%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                         | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4020000 | PA      | $4246896.84   | 0.05%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      545000 | PA      | $581503.89    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      290000 | PA      | $295903.92    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $8187563.16   | 0.10%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2354713.80   | 0.03%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                              | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     4556000 | PA      | $4737501.93   | 0.06%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      480000 | PA      | $466200.39    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        9816 | NS      | $946066.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                               | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      260000 | PA      | $257036.80    | 0.00%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $4008924.10   | 0.05%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $2202124.10   | 0.03%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3747000 | PA      | $3860328.02   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      847000 | PA      | $821891.96    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1136686.92   | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2333000 | PA      | $2312990.70   | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |     4099000 | PA      | $3642779.25   | 0.04%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |      245000 | PA      | $247105.29    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dolby Laboratories Inc                           | Dolby Laboratories Inc                                                           | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |        2991 | NS      | $179639.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       38784 | NS      | $2397626.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      165000 | PA      | $164359.70    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1290314.57   | 0.02%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      916000 | PA      | $874587.24    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      621000 | PA      | $620241.65    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1212701.71   | 0.01%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2387675.63   | 0.03%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      480000 | PA      | $481509.81    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2305214.41   | 0.03%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                 | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        2412 | NS      | $204706.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2937 | NS      | $440990.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1394 | NS      | $290579.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                              | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      230000 | PA      | $230705.99    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      240000 | PA      | $273530.01    | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       69611 | NS      | $9114864.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4283000 | PA      | $4252984.74   | 0.05%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4767735.36   | 0.06%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      255000 | PA      | $246909.01    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3479457.75   | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      640000 | PA      | $665949.05    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3249342.53   | 0.04%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4111156.34   | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      755000 | PA      | $777190.05    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      980000 | PA      | $982031.61    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      115000 | PA      | $102902.84    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc                             | Dycom Industries Inc                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |         551 | NS      | $186689.82    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                             | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1431699.04   | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        6020 | NS      | $870311.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                 | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     3185000 | PA      | $3104118.17   | 0.04%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1110299.61   | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       96000 | PA      | $95775.47     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2884730.05   | 0.04%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                  | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $2933903.93   | 0.04%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |           1 | NC      | $-26120.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2554.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-62479.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-127297.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |           1 | NC      | $-179093.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-595563.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-188136.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $170415.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $155498.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $67385.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-116732.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-291.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-184076.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-42729.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $-45246.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-165153.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-213570.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $-38057.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $43324.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3579628.76   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-182594.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $951658.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-30844.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $-862836.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |           1 | NC      | $979531.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CZ        |           1 | NC      | $-64339.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $-31571.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $529856.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-236084.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $75450.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $149330.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-188317.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NO        |           1 | NC      | $-8307.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $50854.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $2529067.58   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $37663.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-3300570.11  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $940981.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-29892.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $619862.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $-129837.58   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $-600008.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $630328.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $419780.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $-31514.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $-124390.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $623152.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $98859.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $988667.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-43059.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $7897.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $35645.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $5041.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $33265.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $56196.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |           1 | NC      | $28587.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $23769.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-36160.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $12176.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PL        |           1 | NC      | $-13645.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $172557.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-24811.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $70902.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-113285.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $74454.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $20663.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $-19148.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-625.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $143657.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $56633.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-163766.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-48081.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-11090.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-46767.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $9049.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $126425.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $112413.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |           1 | NC      | $-713.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-117665.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-9768.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $79257.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-58564.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $101392.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-160231.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $8528.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $37221.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-3247.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5440.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-220.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $11439.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $38658.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-189165.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $56736.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |           1 | NC      | $-22763.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-12129.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-11131.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $4130.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-75161.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $-1046.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-16832.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $11014.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $36372.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2349.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $-73915.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3121.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $40751.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $44134.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $43992.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $45731.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $-211234.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |           1 | NC      | $-105252.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6475.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $44286.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $-24810.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-74058.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |           1 | NC      | $-35951.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $6867.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-19313.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $12928.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-81131.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-23098.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $117142.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-17722.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-46284.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $80692.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-32563.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-172242.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-205519.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $24370.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $269792.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $81309.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $68859.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $58724.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $13553.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $33142.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $99198.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | JP        |           1 | NC      | $53019.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-14371.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-36484.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-47458.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |           1 | NC      | $-50471.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-39183.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-11118.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $192138.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-134228.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |           1 | NC      | $-38731.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $25818.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KR        |           1 | NC      | $-25414.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-74383.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-125948.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $248287.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-283539.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $87798.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $-3456.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $28072.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $54032.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-127885.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-24701.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $28065.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $16073.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $28855.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $-51298.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4480.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $41779.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $5324.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $8806.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $-79051.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-15838.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $8030.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | JP        |           1 | NC      | $24091.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $239272.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $-16837.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-16640.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-10841.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-55377.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $5599.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $1629.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $26014.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $94738.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $11940.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $86499.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $26193.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-79050.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $109641.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $137398.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-69313.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |           1 | NC      | $5080.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $-8107.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $33636.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3352.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2850.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $-74961.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $2623.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |           1 | NC      | $-24692.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $351313.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-19657.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-778.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $29839.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $9578.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-75183.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $11845.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $145.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $8328.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $25195.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $-47513.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $-60126.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $18968.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-53722.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $-41349.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $19343.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $31404.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $44891.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-57203.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $5001.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $8899.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-69977.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-34075.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-48457.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-23458.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $30503.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-50390.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $194860.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-14619.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $41338.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |           1 | NC      | $-128578.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-61877.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6831.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-5004.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-62632.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-28432.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $9697.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $-10329.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |           1 | NC      | $-17473.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-45818.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $-6285.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $4280.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-9124.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $98978.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-17367.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $35615.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-45037.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |           1 | NC      | $-103168.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-56372.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-50211.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-8092.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $13484.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $16043.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $4370.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $4747.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-17072.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-16507.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-7716.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $26750.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-54578.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-35608.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $12555.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-89555.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $-26742.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-8983.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $102122.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $9494.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $50180.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $-101476.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2832.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $41636.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $494.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-149599.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $32894.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $17378.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-35029.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-61339.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $21835.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $24778.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CO        |           1 | NC      | $8751.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IN        |           1 | NC      | $-308.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-8352.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $720.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1232.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-85052.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $119011.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |           1 | NC      | $-7137.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $9413.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-2880.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $11072.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-38967.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1747.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-11294.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $3541.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |           1 | NC      | $-21384.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4649.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $36794.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | NZ        |           1 | NC      | $-6157.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-405.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-11834.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $-35076.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $51186.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1732.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $90060.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $405.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $8898.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-10582.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |           1 | NC      | $-6582.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SG        |           1 | NC      | $9730.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |           1 | NC      | $-9276.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $9145.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $28549.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-15513.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $1589.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |           1 | NC      | $-3396.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $2197.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $24697.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-34203.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-28124.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $5435.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $2630.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | HU        |           1 | NC      | $40895.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $924.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-41133.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $12985.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $60953.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $2358.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $-11883.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $81500.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4510.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |           1 | NC      | $3602.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-11402.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EATON CORP                                       | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1667269.75   | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                       | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1824378.88   | 0.02%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                         | eBay Inc                                                                         | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |        4025 | NS      | $366355.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $5676717.80   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab Inc                                       | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        1868 | NS      | $496925.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1684715.58   | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1954707.18   | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                             | Edison International                                                             | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      250000 | PA      | $252256.88    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        4739 | NS      | $379499.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     6885000 | PA      | $6877589.95   | 0.08%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                         | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2753925.79   | 0.03%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                       | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     2496000 | PA      | $2341428.71   | 0.03%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                               | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     1863000 | PA      | $1856255.94   | 0.02%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1836794.04   | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                        | Emera Inc                                                                        | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        4658 | NS      | $241610.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENACT HOLDINGS INC                               | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3581586.66   | 0.04%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       13305 | NS      | $720332.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1690000 | PA      | $1689181.23   | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2399175.90   | 0.03%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2615000 | PA      | $2697344.34   | 0.03%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2542287.44   | 0.03%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      170000 | PA      | $168807.04    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3190000 | PA      | $3202892.80   | 0.04%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                            | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        2019 | NS      | $195297.87    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                             | Endeavour Mining PLC                                                             | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     3280000 | PA      | $3329200.00   | 0.04%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5945000 | PA      | $6182814.15   | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      350000 | PA      | $357654.47    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2873669.31   | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2953650.17   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2803306.81   | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                     | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1072075.82   | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                        | Enpro Inc                                                                        | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |         776 | NS      | $194504.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                        | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      435000 | PA      | $439987.71    | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                          | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1057822.00   | 0.01%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                          | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1497794.98   | 0.02%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                             | Ensign Group Inc/The                                                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |        1049 | NS      | $211373.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        3701 | NS      | $415844.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2377252.96   | 0.03%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                     | Entergy Corp                                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2289096.05   | 0.03%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2208632.48   | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49569.07     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      720000 | PA      | $738254.38    | 0.01%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      920000 | PA      | $923567.10    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4796844.62   | 0.06%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      270000 | PA      | $270359.45    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5160143.21   | 0.06%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                      | Equinix Inc                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |         649 | NS      | $636175.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     3465000 | PA      | $3454502.99   | 0.04%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      160000 | PA      | $152312.58    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equity Residential                               | Equity Residential                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |       16467 | NS      | $974023.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                            | ESCO Technologies Inc                                                            | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |         728 | NS      | $204837.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      220000 | PA      | $204192.96    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      645000 | PA      | $653907.17    | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                         | Essex Property Trust Inc                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |        3625 | NS      | $877250.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUSHI FINANCE INC                                | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2943000 | PA      | $2888998.89   | 0.04%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     6407000 | PA      | $6249189.82   | 0.08%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       36303 | NS      | $2973941.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94775.17     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2335644.92   | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      860000 | PA      | $912037.18    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $979297.99    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3059764.28   | 0.04%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      165733 | NS      | $8124231.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5008399.36   | 0.06%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      330000 | PA      | $336346.88    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                     | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        4900 | NS      | $210161.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                          | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        6083 | NS      | $185227.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      790000 | PA      | $746502.51    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        1758 | NS      | $251798.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      180000 | PA      | $177126.87    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                       | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $1066550.89   | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       76826 | NS      | $13034299.16  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE FLIR LLC                                | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1194757.76   | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3219298.50   | 0.04%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      993000 | PA      | $938230.59    | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     3864000 | PA      | $3948342.00   | 0.05%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        8481 | NS      | $4852234.53   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     6280000 | PA      | $6377659.78   | 0.08%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      270000 | PA      | $271204.54    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168149.45    | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2713118.44   | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     9015000 | PA      | $8861273.15   | 0.11%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     5934000 | PA      | $5358643.63   | 0.07%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1349179.43   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1005000 | PA      | $935755.49    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6370000 | PA      | $6534802.41   | 0.08%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    14566000 | PA      | $15218016.55  | 0.18%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      882670 | PA      | $894065.97    | 0.01%             | 2030-08-25      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3175555 | PA      | $3230598.16   | 0.04%             | 2030-07-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |        9100 | NS      | $422240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21306 | PA      | $19720.32     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12970 | PA      | $12195.58     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4795 | PA      | $4332.08      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6298 | PA      | $5679.83      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42157 | PA      | $41486.32     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68702 | PA      | $67396.79     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5699 | PA      | $5456.66      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5019 | PA      | $4803.41      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      485978 | PA      | $435716.93    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2144258 | PA      | $2109618.47   | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AED52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225660 | PA      | $221512.67    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1197960 | PA      | $1153365.55   | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      534277 | PA      | $548020.30    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11801 | PA      | $11260.19     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      697548 | PA      | $647468.35    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1744797 | PA      | $1500112.53   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      790070 | PA      | $680284.72    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20539 | PA      | $19221.31     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       60681 | PA      | $56622.80     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9630 | PA      | $9234.06      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25649 | PA      | $25232.63     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19872 | PA      | $19048.81     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40432 | PA      | $37707.64     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61048 | PA      | $56980.85     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32863 | PA      | $32366.65     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3906 | PA      | $3870.52      | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2922 | PA      | $2886.02      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5978 | PA      | $5612.77      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3953 | PA      | $3808.74      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13272 | PA      | $12461.87     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          61 | PA      | $58.57        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1825825 | PA      | $1486630.71   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      929104 | PA      | $901401.63    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      537098 | PA      | $521083.03    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      454352 | PA      | $458494.42    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      575802 | PA      | $580160.66    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112858 | PA      | $104602.01    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      517400 | PA      | $424320.67    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1249051 | PA      | $1281178.25   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI1            | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44906 | PA      | $43888.12     | 0.00%             | 2048-02-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI2            | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62539 | PA      | $61090.90     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                              | Federal Signal Corp                                                              | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        1742 | NS      | $188379.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6442 | PA      | $6510.82      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4404 | PA      | $4350.79      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9A26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      294260 | PA      | $276748.69    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3073844 | PA      | $2886336.08   | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6299 | PA      | $5937.12      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16126 | PA      | $15074.48     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3665 | PA      | $3430.08      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7121 | PA      | $6660.42      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16587 | PA      | $15688.18     | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16804 | PA      | $15895.47     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18588 | PA      | $17886.21     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71610 | PA      | $68604.98     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8683 | PA      | $8666.04      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12468 | PA      | $11699.10     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12995 | PA      | $12860.28     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36997 | PA      | $35471.53     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3779 | PA      | $3632.12      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10315 | PA      | $9957.15      | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9NG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2233827 | PA      | $2198171.75   | 0.03%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5413 | PA      | $5217.42      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13217 | PA      | $12756.21     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7319 | PA      | $7007.79      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      386594 | PA      | $379608.78    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32866 | PA      | $30662.98     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4563 | PA      | $4358.47      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       84510 | PA      | $79115.86     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227651 | PA      | $221637.48    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16837 | PA      | $16130.64     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4434 | PA      | $4247.85      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17512 | PA      | $17230.94     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12141 | PA      | $11942.45     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53348 | PA      | $53609.41     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88527 | PA      | $86954.35     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12283 | PA      | $12343.87     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34627 | PA      | $33143.93     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43970 | PA      | $41206.43     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      134137 | PA      | $134739.81    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32662 | PA      | $32821.95     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44086 | PA      | $42184.34     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151747 | PA      | $145257.32    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48716 | PA      | $46763.87     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QCKU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      548333 | PA      | $508048.45    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      456980 | PA      | $406376.08    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1905687 | PA      | $1625144.55   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1166999 | PA      | $962278.16    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1207035 | PA      | $1239982.70   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1292008 | PA      | $1293118.90   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15405117 | PA      | $15599522.15  | 0.19%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      809650 | PA      | $818600.37    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W0M77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18368552 | PA      | $18272779.55  | 0.22%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W3CQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6350723 | PA      | $6430886.41   | 0.08%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173601 | PA      | $176098.89    | 0.00%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4XK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    24409807 | PA      | $23117407.03  | 0.28%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5274 | PA      | $5178.44      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X53Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      661048 | PA      | $587843.99    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1848665 | PA      | $1589068.47   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1608694 | PA      | $1324047.73   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      521147 | PA      | $534552.14    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      626748 | PA      | $639958.26    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5927 | PA      | $5346.01      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30119 | PA      | $28840.78     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3756 | PA      | $3486.78      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39562 | PA      | $36764.30     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92855 | PA      | $90976.04     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5015227 | PA      | $4791313.07   | 0.06%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10874340 | PA      | $11090381.87  | 0.13%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14044179 | PA      | $14322839.58  | 0.17%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17400061 | PA      | $16800422.76  | 0.20%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427N4X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7217648 | PA      | $7527181.99   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20968648 | PA      | $21362362.13  | 0.26%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10150881 | PA      | $10470237.68  | 0.13%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GWLR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7729974 | PA      | $7664774.44   | 0.09%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GWUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7098000 | PA      | $7046749.25   | 0.09%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                         | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395203.53    | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                         | Ferguson Enterprises Inc                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        1572 | NS      | $366684.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL FINANCIAL                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1935053.50   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2981972.53   | 0.04%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3135000 | PA      | $3249946.34   | 0.04%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      390000 | PA      | $402017.34    | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1946468.79   | 0.02%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     3037000 | PA      | $3020139.79   | 0.04%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      970000 | PA      | $961828.59    | 0.01%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      650000 | PA      | $628001.61    | 0.01%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      970000 | PA      | $948053.45    | 0.01%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2247000 | PA      | $2317218.75   | 0.03%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2665000 | PA      | $2753398.05   | 0.03%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1035000 | PA      | $1047854.70   | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1375000 | PA      | $1315606.88   | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1528827.00   | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      950000 | PA      | $963493.69    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $10034137.20  | 0.12%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $8073997.90   | 0.10%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2786084.92   | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      174637 | NS      | $8847110.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $1723120.73   | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1424609.27   | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      190000 | PA      | $169980.30    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                         | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      360000 | PA      | $369308.12    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                         | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1306102.36   | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1805360.49   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4814746.24   | 0.06%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4901343.61   | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3380000 | PA      | $3245069.25   | 0.04%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987662.42    | 0.01%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5524996.45   | 0.07%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     1428000 | PA      | $1411713.80   | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        5234 | NS      | $292004.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                     | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        5529 | NS      | $451829.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                     | Fortinet Inc                                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      750000 | PA      | $666656.39    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      900000 | PA      | $939775.50    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                             | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     2202000 | PA      | $2086835.40   | 0.03%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        4705 | NS      | $274772.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3879995.01   | 0.05%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2783277.18   | 0.03%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      780000 | PA      | $921906.61    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Franco-Nevada Corp                               | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        1449 | NS      | $357975.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                         | Franklin Electric Co Inc                                                         | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |        1922 | NS      | $177150.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2018-DNA3                                                | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2274189.00   | 0.03%             | 2048-09-25      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2018-HQA2                                                | CUSIP: 35563XBE1<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | USGSE             | US        |     1790000 | PA      | $2172684.10   | 0.03%             | 2048-10-25      | Floating      | 14.78%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |    28313000 | PA      | $29180227.19  | 0.35%             | 2042-07-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB65<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |    27110000 | PA      | $28760638.44  | 0.35%             | 2042-07-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    51948500 | PA      | $54820155.94  | 0.67%             | 2051-01-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    32167500 | PA      | $35881350.46  | 0.44%             | 2051-01-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    77264686 | PA      | $84242969.74  | 1.02%             | 2033-08-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    23160000 | PA      | $27157107.97  | 0.33%             | 2033-08-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    56875000 | PA      | $63106020.25  | 0.77%             | 2033-08-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    21766000 | PA      | $27035603.02  | 0.33%             | 2033-08-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2570410.50   | 0.03%             | 2042-08-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    43269224 | PA      | $48800060.63  | 0.59%             | 2033-10-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    17644000 | PA      | $22187446.45  | 0.27%             | 2033-10-25      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |     7450061 | PA      | $8308500.24   | 0.10%             | 2033-12-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |    14800000 | PA      | $17987581.08  | 0.22%             | 2033-12-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    15028000 | PA      | $15981756.53  | 0.19%             | 2042-09-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    54371647 | PA      | $57915063.55  | 0.70%             | 2034-01-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    46045000 | PA      | $56062310.77  | 0.68%             | 2034-01-25      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    30450000 | PA      | $30553630.49  | 0.37%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    75656325 | PA      | $76274005.93  | 0.93%             | 2041-09-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL72<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    33705000 | PA      | $36312519.92  | 0.44%             | 2052-03-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    69408011 | PA      | $70156312.65  | 0.85%             | 2041-10-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    77692253 | PA      | $78906582.91  | 0.96%             | 2041-11-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     4010000 | PA      | $4037588.80   | 0.05%             | 2041-12-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    69025000 | PA      | $70116982.40  | 0.85%             | 2041-12-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    42320000 | PA      | $43090685.29  | 0.52%             | 2042-01-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    50804000 | PA      | $51994845.76  | 0.63%             | 2042-02-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-DNA2                                          | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2075490.40   | 0.03%             | 2043-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    95533000 | PA      | $98847039.77  | 1.20%             | 2042-03-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    28164000 | PA      | $29582772.77  | 0.36%             | 2042-03-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4710555.90   | 0.06%             | 2042-04-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    38750000 | PA      | $40445099.38  | 0.49%             | 2042-05-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     4500000 | PA      | $4770811.35   | 0.06%             | 2042-06-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     3724328 | PA      | $3883800.00   | 0.05%             | 2043-11-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3805000 | PA      | $3842405.05   | 0.05%             | 2044-03-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1001877.20   | 0.01%             | 2044-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5203115.32   | 0.06%             | 2045-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |    38231637 | PA      | $42027445.96  | 0.51%             | 2050-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |    17025000 | PA      | $18036765.11  | 0.22%             | 2050-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3487713.90   | 0.04%             | 2050-12-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      975000 | PA      | $966983.44    | 0.01%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      750000 | PA      | $734657.03    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      240000 | PA      | $238230.73    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     5112000 | PA      | $4947241.01   | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        5470 | NS      | $228208.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8993 | PA      | $8481.19      | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25565 | PA      | $23122.75     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5443 | PA      | $4943.58      | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14758 | PA      | $14061.90     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      110118 | PA      | $103344.66    | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       72680 | PA      | $69421.08     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7532 | PA      | $7190.10      | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      403419 | PA      | $397066.77    | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      342651 | PA      | $345351.87    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       50867 | PA      | $47786.81     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      708283 | PA      | $696477.95    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3314 | PA      | $3348.71      | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42443 | PA      | $42812.16     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3591326 | PA      | $3406875.57   | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      405152 | PA      | $411234.58    | 0.00%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1244833 | PA      | $1053195.83   | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1306429 | PA      | $1105313.70   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      313366 | PA      | $265124.84    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      376008 | PA      | $323702.86    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1201577 | PA      | $1034432.92   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |     4840000 | PA      | $4913703.52   | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     2900000 | PA      | $2783567.32   | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    11500000 | PA      | $11272734.70  | 0.14%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6025109 | PA      | $5649996.08   | 0.07%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5980195 | PA      | $5928077.74   | 0.07%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6839 | PA      | $6343.15      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2B92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2000490 | PA      | $1896125.82   | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13063 | PA      | $12220.34     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45051 | PA      | $40599.65     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125076 | PA      | $113014.26    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3894277 | PA      | $3529467.92   | 0.04%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      230000 | PA      | $228497.97    | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                    | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5626000 | PA      | $5438107.92   | 0.07%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2739729.97   | 0.03%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     3493000 | PA      | $3164180.16   | 0.04%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                          | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6571000 | PA      | $6803777.68   | 0.08%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1722 | NS      | $591024.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1235041.98   | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     3532000 | PA      | $3512937.12   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                              | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        5380 | NS      | $1526682.60   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      199760 | NS      | $7435067.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301992.91    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2982741.61   | 0.04%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2981646.60   | 0.04%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    14390000 | PA      | $14114319.11  | 0.17%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2970763.71   | 0.04%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4864113.75   | 0.06%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4864760.04   | 0.06%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6420000 | PA      | $6353868.74   | 0.08%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1200836.90   | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1869232.46   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3639000 | PA      | $3742383.99   | 0.05%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1478640.85   | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      565000 | PA      | $562330.71    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                      | Gentex Corp                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        8137 | NS      | $177793.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1010000 | PA      | $1035484.32   | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     3140000 | PA      | $3286735.34   | 0.04%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                 | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       34293 | NS      | $3626484.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                         | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4016098.68   | 0.05%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49559.16     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $662799.75    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      900000 | PA      | $900381.54    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3023236.11   | 0.04%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347949.73    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      900000 | PA      | $862160.73    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       61977 | NS      | $8637734.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc                            | Gildan Activewear Inc                                                            | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |        3412 | NS      | $189877.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                     | Glaukos Corp                                                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        1696 | NS      | $182591.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                          | GlaxoSmithKline Capital PLC                                                      | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $369838.33    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                              | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      700000 | PA      | $693145.83    | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3522000 | PA      | $3639810.90   | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Globus Medical Inc                               | Globus Medical Inc                                                               | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        2385 | NS      | $205491.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLAR LNG LTD                                    | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     2009000 | PA      | $2025895.69   | 0.02%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $10126680.21  | 0.12%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $9986766.65   | 0.12%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1949478.18   | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4921627.08   | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2974187.42   | 0.04%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $2874389.32   | 0.03%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1387801.05   | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8880000 | PA      | $7839030.28   | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5985000 | PA      | $5985754.05   | 0.07%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4839908.67   | 0.06%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2295746.15   | 0.03%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10315000 | PA      | $10084688.43  | 0.12%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    13315000 | PA      | $12864297.90  | 0.16%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                         | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |      330000 | PA      | $324362.32    | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      620000 | PA      | $611989.51    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                            | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2965981.26   | 0.04%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1933710.97   | 0.02%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                        | Graco Inc                                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        2627 | NS      | $222375.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         386 | NS      | $421052.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                                  | WW Grainger Inc                                                                  | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8201030.75   | 0.10%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                       | Grand Canyon Education Inc                                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        1149 | NS      | $195364.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                       | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     3828000 | PA      | $3749410.39   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                           | Guidewire Software Inc                                                           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        1471 | NS      | $220002.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5307916.80   | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                         | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2339360.50   | 0.03%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      970000 | PA      | $948796.59    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1369138.78   | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4981253.37   | 0.06%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6640000 | PA      | $6305617.30   | 0.08%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9030000 | PA      | $8391540.62   | 0.10%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7947000 | PA      | $8145656.48   | 0.10%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    13781000 | PA      | $14073745.24  | 0.17%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4887463.70   | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      300000 | PA      | $306142.44    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1872415.20   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1353 | NS      | $640293.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                         | HNI Corp                                                                         | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     1838000 | PA      | $1758293.27   | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4836526.33   | 0.06%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15205000 | PA      | $15327888.48  | 0.19%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $5045079.37   | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1997785.95   | 0.02%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3390000 | PA      | $3428082.55   | 0.04%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    23435000 | PA      | $23860362.36  | 0.29%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4894694.52   | 0.06%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11560000 | PA      | $11593680.18  | 0.14%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4772781.06   | 0.06%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5550000 | PA      | $5428756.53   | 0.07%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                     | HSBC USA Inc                                                                     | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |      570000 | PA      | $573549.82    | 0.01%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                           | HP Inc                                                                           | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |        1871 | NS      | $35941.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP INC                                           | HP Inc                                                                           | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393021.57    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                    | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     3224000 | PA      | $3264300.00   | 0.04%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                           | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     3645000 | PA      | $3627609.71   | 0.04%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                 | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       14675 | NS      | $1984500.25   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HASBRO INC                                       | Hasbro Inc                                                                       | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     8640000 | PA      | $8532177.81   | 0.10%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                | Healthpeak OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |      650000 | PA      | $612194.34    | 0.01%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                  | Hecla Mining Co                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       10078 | NS      | $187753.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                       | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        1098 | NS      | $301071.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1330 | NS      | $210193.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       31236 | NS      | $6493652.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY                                  | Hershey Co/The                                                                   | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $7506758.50   | 0.09%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                        | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1255728.23   | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347198.82    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      434000 | PA      | $428666.87    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1793680.87   | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3757000 | PA      | $3390147.36   | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        1599 | NS      | $486223.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        5129 | NS      | $1686876.81   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147640.37    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4931788.91   | 0.06%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     4480000 | PA      | $4402828.51   | 0.05%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    11020000 | PA      | $10935273.28  | 0.13%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    10460000 | PA      | $10348807.38  | 0.13%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                          | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $12358318.70  | 0.15%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                      | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3702 | NS      | $836763.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7034103.93   | 0.09%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                | Hormel Foods Corp                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      359504 | NS      | $8142765.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     2420000 | PA      | $2298472.42   | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     1450000 | PA      | $1432815.63   | 0.02%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2466000 | PA      | $2332561.78   | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $2729363.24   | 0.03%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $960329.90    | 0.01%             | 2034-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        2514 | NS      | $579376.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                      | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         562 | NS      | $275795.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                       | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1478462.20   | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                   | JB Hunt Transport Services Inc                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        1242 | NS      | $263179.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         546 | NS      | $207425.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                         | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      620000 | PA      | $622095.72    | 0.01%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2199091.20   | 0.03%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     4855000 | PA      | $4913847.50   | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1956127.76   | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    16600000 | PA      | $16622075.68  | 0.20%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     3193804 | PA      | $3246488.99   | 0.04%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2031000 | PA      | $2056732.77   | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2338000 | PA      | $2396450.00   | 0.03%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                          | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        1237 | NS      | $235685.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     3721000 | PA      | $3658310.08   | 0.04%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     6121000 | PA      | $6030092.13   | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDACORP Inc                                      | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       10926 | NS      | $1562090.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        1163 | NS      | $220446.65    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                                        | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     4980000 | PA      | $4493461.37   | 0.05%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         625 | NS      | $351181.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        1931 | NS      | $502619.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        2618 | NS      | $246406.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      480000 | PA      | $483006.77    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                     | ING Groep NV                                                                     | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     8250000 | PA      | $8200605.35   | 0.10%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        3711 | NS      | $297325.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITY NATURAL RESOURC                         | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |      475000 | PA      | $477508.00    | 0.01%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                    | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        1675 | NS      | $188705.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRS                                 | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     2016000 | PA      | $1945750.67   | 0.02%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                       | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        2141 | NS      | $350096.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2694429.96   | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2875481.05   | 0.03%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      510000 | PA      | $516536.50    | 0.01%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287172.50    | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3514072.23   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    10687000 | PA      | $9002621.93   | 0.11%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1931248.66   | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |        4915 | NS      | $1191346.85   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     5120000 | PA      | $5037338.62   | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    19620000 | PA      | $19582877.78  | 0.24%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197979.84    | 0.00%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc           | International Flavors & Fragrances Inc                                           | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |        3310 | NS      | $240140.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      310000 | PA      | $283290.27    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      900000 | PA      | $885556.83    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1972 | NS      | $909072.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      438000 | PA      | $390219.72    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     7585000 | PA      | $7716543.62   | 0.09%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1508000 | PA      | $1499479.20   | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     3113000 | PA      | $3022010.12   | 0.04%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                          | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     3083000 | PA      | $2910540.06   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     7410000 | PA      | $7598184.36   | 0.09%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $5326098.45   | 0.06%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     4602000 | PA      | $4657454.10   | 0.06%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2576693.88   | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4129365.33   | 0.05%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4801716.33   | 0.06%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34798.79     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4813863.71   | 0.06%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $4850296.67   | 0.06%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      428000 | PA      | $386766.65    | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22140000 | PA      | $21837023.18  | 0.27%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3070948.60   | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20485000 | PA      | $20585819.39  | 0.25%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5303657.00   | 0.06%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8187782.71   | 0.10%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4899092.33   | 0.06%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4988423.44   | 0.06%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3389000 | PA      | $3430964.67   | 0.04%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1302772.67   | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2620933.34   | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2102000 | PA      | $2119902.42   | 0.03%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4927880.03   | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $10354921.92  | 0.13%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3411338.78   | 0.04%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     3270000 | PA      | $3184009.66   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        1709 | NS      | $217521.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     1457000 | PA      | $1429229.73   | 0.02%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1684182.88   | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     3715000 | PA      | $3623164.83   | 0.04%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                          | Jersey Central Power & Light Co                                                  | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      170000 | PA      | $168901.95    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     6971000 | PA      | $6588001.69   | 0.08%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1940000 | PA      | $2004162.63   | 0.02%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       47606 | NS      | $11636810.64  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1940000 | PA      | $1721910.40   | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KAROON USA FINANCE INC                           | Karoon USA Finance Inc                                                           | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |     1669000 | PA      | $1725645.86   | 0.02%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       11606 | NS      | $305585.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199285.65    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      440000 | PA      | $411284.95    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                          | KeyCorp                                                                          | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      400000 | PA      | $391742.24    | 0.00%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                        | Keysight Technologies Inc                                                        | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        1392 | NS      | $393059.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2033500.47   | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1335481.25   | 0.02%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                               | Kilroy Realty Corp                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |        6243 | NS      | $176115.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       85084 | NS      | $8208053.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      270683 | NS      | $9076000.99   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3789852.84   | 0.05%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9795402.43   | 0.12%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                | Kinross Gold Corp                                                                | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |       10107 | NS      | $308465.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                       | Kirby Corp                                                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        1558 | NS      | $207027.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5080644.70   | 0.06%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     1050000 | PA      | $1079216.09   | 0.01%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                              | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3797000 | PA      | $3756677.76   | 0.05%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     5329000 | PA      | $4010811.63   | 0.05%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2178289.32   | 0.03%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                | Kosmos Energy Ltd                                                                | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     5421000 | PA      | $4824690.00   | 0.06%             | 2031-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       12034 | NS      | $270644.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc          | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        2549 | NS      | $179729.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       87183 | NS      | $6308561.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36508.08     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4058061.56   | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         874 | NS      | $262925.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $6796280.28   | 0.08%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $4132232.57   | 0.05%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3434879.77   | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                   | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3384890.63   | 0.04%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        1322 | NS      | $456288.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      390000 | PA      | $396779.89    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                         | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     2480000 | PA      | $2455657.26   | 0.03%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260316.32    | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                                                             | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         981 | NS      | $261740.61    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2394218.46   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2293608.02   | 0.03%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        6789 | NS      | $1450537.74   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $4045785.33   | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lamar Advertising Co                             | Lamar Advertising Co                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       11399 | NS      | $1443797.34   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3722000 | PA      | $3802607.35   | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1965215.93   | 0.02%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2322689.89   | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5520000 | PA      | $5591880.39   | 0.07%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1672421.24   | 0.02%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1501 | NS      | $233435.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2380880.89   | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4511869.71   | 0.05%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                         | Lennox International Inc                                                         | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         482 | NS      | $223710.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1721629.32   | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1784023.71   | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      715000 | PA      | $700478.35    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4582 | NS      | $4214386.14   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1017223.27   | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                    | Lincoln Electric Holdings Inc                                                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |         876 | NS      | $218194.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2460588.31   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1411161.28   | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1940000 | PA      | $1957690.61   | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1429613.19   | 0.02%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    16510000 | PA      | $16332169.47  | 0.20%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Loar Holdings Inc                                | Loar Holdings Inc                                                                | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2967 | NS      | $169979.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |        1314 | NS      | $794168.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    28270000 | PA      | $28345960.64  | 0.34%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                             | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250182.74    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3392665.22   | 0.04%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        3237 | NS      | $764838.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     9171000 | PA      | $9061616.47   | 0.11%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1049442.74   | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1933323.72   | 0.02%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2429755.36   | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    21874000 | PA      | $23375789.66  | 0.28%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2445360.41   | 0.03%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1156268.89   | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |      597000 | PA      | $595477.55    | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2208230.59   | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    14770000 | PA      | $14726730.99  | 0.18%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1788153.58   | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    20410000 | PA      | $20295383.56  | 0.25%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1997000 | PA      | $1858877.57   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     8988000 | PA      | $6988437.93   | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |     2699000 | PA      | $1763553.48   | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |      475000 | PA      | $481560.70    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                     | MSC Industrial Direct Co Inc                                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        2061 | NS      | $190168.47    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         623 | NS      | $335803.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc          | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1122 | NS      | $249162.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2372350.62   | 0.03%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2458684.80   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp                | Madison Square Garden Sports Corp                                                | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         640 | NS      | $205696.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4402875.00   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3294028.60   | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      997000 | PA      | $1026059.56   | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                         | Main Street Capital Corp                                                         | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1956593.65   | 0.02%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                         | Main Street Capital Corp                                                         | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1927179.39   | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                         | Manhattan Associates Inc                                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        1402 | NS      | $186634.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANUF & TRADERS TRUST CO                         | Manufacturers & Traders Trust Co                                                 | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2897978.65   | 0.04%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      860000 | PA      | $861687.29    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $3812053.88   | 0.05%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2381000 | PA      | $2116905.96   | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    21330000 | PA      | $22484494.36  | 0.27%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9993000 | PA      | $10305237.18  | 0.13%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1456600.88   | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1705 | NS      | $557654.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      193000 | PA      | $194075.02    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3070338.47   | 0.04%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8145000 | PA      | $7458353.12   | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4459813.42   | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     3505000 | PA      | $3545020.93   | 0.04%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2174962.48   | 0.03%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      340000 | PA      | $343860.42    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2644364.61   | 0.03%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2534408.05   | 0.03%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4376629.97   | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         541 | NS      | $318475.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2857958.50   | 0.03%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2055738.92   | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        3298 | NS      | $199100.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                       | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2882955.99   | 0.03%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        4451 | NS      | $2223986.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      260000 | PA      | $250588.72    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      167000 | PA      | $148570.57    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4307372.74   | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181633.81    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8199939.12   | 0.10%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     1626000 | PA      | $1506865.19   | 0.02%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     2259000 | PA      | $2195326.70   | 0.03%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Match Group Inc                                  | Match Group Inc                                                                  | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |       36082 | NS      | $1108078.22   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        3681 | NS      | $185669.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        3831 | NS      | $1190636.49   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                  | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    12453000 | PA      | $12475376.42  | 0.15%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                  | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      340000 | PA      | $347719.18    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2436000 | PA      | $2481765.13   | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       61490 | NS      | $7396632.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1327954.32   | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3793912.15   | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287893.02    | 0.00%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                        | Merit Medical Systems Inc                                                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |        2423 | NS      | $167017.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                 | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         222 | NS      | $279986.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       13598 | NS      | $5033571.66   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                   | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $222479.91    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology Inc                                                         | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      420000 | PA      | $422542.63    | 0.01%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $5066102.83   | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc            | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       54122 | NS      | $6609378.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     2900000 | PA      | $2868713.03   | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      260000 | PA      | $256204.08    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                            | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      310000 | PA      | $304382.58    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     7056000 | PA      | $6416373.60   | 0.08%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     3281000 | PA      | $3328246.40   | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     3213000 | PA      | $3212000.44   | 0.04%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     2394000 | PA      | $2349969.07   | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2380000 | PA      | $2432168.20   | 0.03%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4770000 | PA      | $4697520.71   | 0.06%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      485000 | PA      | $477131.50    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2900000 | PA      | $2918035.59   | 0.04%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      440000 | PA      | $446526.28    | 0.01%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      780000 | PA      | $796697.78    | 0.01%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4840000 | PA      | $4925100.85   | 0.06%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3800000 | PA      | $3904784.13   | 0.05%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5810000 | PA      | $5943026.05   | 0.07%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     8120000 | PA      | $8106581.94   | 0.10%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                       | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      155677 | NS      | $8973222.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2038717.64   | 0.02%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                                       | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      270000 | PA      | $269456.53    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                     | Monolithic Power Systems Inc                                                     | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |         378 | NS      | $413286.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        6421 | NS      | $465265.66    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        1154 | NS      | $503432.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                         | Moog Inc                                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |         644 | NS      | $188460.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                         | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144915.80    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14427000 | PA      | $13395805.79  | 0.16%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19064000 | PA      | $16508249.28  | 0.20%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $321179.59    | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3212000 | PA      | $2812036.27   | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19787000 | PA      | $17470775.73  | 0.21%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12796.24     | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4826703.12   | 0.06%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4966664.74   | 0.06%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $10944066.91  | 0.13%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $2033199.74   | 0.02%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1133425.13   | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4540000 | PA      | $4713373.38   | 0.06%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4884372.44   | 0.06%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4912082.36   | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4914440.85   | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2645666.86   | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4791157.14   | 0.06%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      509000 | PA      | $505983.25    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    10290000 | PA      | $10185805.00  | 0.12%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1143 | NS      | $496027.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      650000 | PA      | $650923.49    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      850000 | PA      | $766149.61    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3167046.16   | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11651889.15  | 0.14%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172225.48    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5765000 | PA      | $5834139.07   | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4873673.77   | 0.06%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5060836.94   | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                           | Mueller Industries Inc                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        1914 | NS      | $212071.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Connecticut Avenue Securities        | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    18887540 | PA      | $19163904.79  | 0.23%             | 2049-10-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                      | Multifamily Connecticut Avenue Securities Trust 2024-01                          | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     5114600 | PA      | $5171904.89   | 0.06%             | 2054-07-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     6730000 | PA      | $6932896.04   | 0.08%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2043000 | PA      | $1872938.84   | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                          | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          36 | NS      | $237233.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    10320000 | PA      | $9717178.46   | 0.12%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      200000 | PA      | $199033.92    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                       | Natera Inc                                                                       | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |        1386 | NS      | $277186.14    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                         | National Australia Bank Ltd/New York                                             | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |      400000 | PA      | $396973.96    | 0.00%             | 2028-12-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                          | National Bank of Canada                                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      770000 | PA      | $765818.03    | 0.01%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                             | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        2305 | NS      | $216577.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2875322.28   | 0.03%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4603765.61   | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98078.82     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1025989.31   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2486763.84   | 0.03%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6433710.80   | 0.08%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      790000 | PA      | $802327.82    | 0.01%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1936078.35   | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1933655.81   | 0.02%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      290000 | PA      | $288080.88    | 0.00%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     3806000 | PA      | $4074103.62   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      820000 | PA      | $843700.93    | 0.01%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                            | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2474284.85   | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1891292.89   | 0.02%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1781461.86   | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     3777000 | PA      | $3847778.79   | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       24025 | NS      | $2310003.75   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                      | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      230000 | PA      | $243736.35    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                 | NetCredit Combined Receivables A LLC                                             | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4203077 | PA      | $4239956.50   | 0.05%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4686312 | PA      | $4735896.50   | 0.06%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                       | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        1756 | NS      | $231335.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVADA POWER CO                                  | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      700000 | PA      | $645345.63    | 0.01%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                  | Nevada Power Co                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2319092.97   | 0.03%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                               | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3221486.20   | 0.04%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                     | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $351409.72    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                               | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     5857000 | PA      | $5754096.02   | 0.07%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                               | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     1015000 | PA      | $979658.51    | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                            | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        2906 | NS      | $243319.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                                   | NewMarket Corp                                                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         309 | NS      | $198053.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT / NEWCREST FIN                           | Newmont Corp / Newcrest Finance Pty Ltd                                          | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2791641.09   | 0.03%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| News Corp                                        | News Corp                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |        9321 | NS      | $232372.53    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     6984000 | PA      | $6867091.82   | 0.08%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       11633 | NS      | $1080473.04   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146040.97    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $950624.76    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1767848.61   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1265905.06   | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2239197.18   | 0.03%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4863350.10   | 0.06%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7519031.55   | 0.09%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2369515.76   | 0.03%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1438915.96   | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1076487.78   | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2271742.18   | 0.03%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     3035000 | PA      | $3058123.67   | 0.04%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                            | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     6005000 | PA      | $5989987.50   | 0.07%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        5847 | NS      | $272821.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                     | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2385653.68   | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                     | NiSource Inc                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      590000 | PA      | $601669.99    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      692000 | PA      | $695409.59    | 0.01%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      565000 | PA      | $554461.73    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1768315.44   | 0.02%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1966000 | PA      | $1981032.74   | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     4533000 | PA      | $4590092.41   | 0.06%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     7142000 | PA      | $7347984.78   | 0.09%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7188000 | PA      | $7400669.27   | 0.09%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2900000 | PA      | $2962108.69   | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                              | Nomura Holdings Inc                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      460000 | PA      | $474472.99    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |         848 | NS      | $225618.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2859573.75   | 0.03%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      925000 | PA      | $957054.03    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290447.13    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |         877 | NS      | $598324.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                            | Northrop Grumman Corp                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      260000 | PA      | $261675.18    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                  | Gen Digital Inc                                                                  | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |       11474 | NS      | $216055.42    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     2553000 | PA      | $2555583.64   | 0.03%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     3842000 | PA      | $3734868.14   | 0.05%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      180000 | PA      | $164785.43    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                            | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      270000 | PA      | $268676.33    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                            | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2477029.33   | 0.03%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5584312.50   | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5149265.46   | 0.06%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1235924.80   | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       30335 | NS      | $5290424.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23733.81     | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                               | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     2900000 | PA      | $2893222.27   | 0.04%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                  | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       75003 | NS      | $3597143.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        5754 | NS      | $531151.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3516498.07   | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      835000 | PA      | $846080.45    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                        | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1650501.65   | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                               | Ohio Power Co                                                                    | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $497362.83    | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                               | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1329791.06   | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        1973 | NS      | $385524.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                  | Old Republic International Corp                                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      154574 | NS      | $6167502.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      101015 | NS      | $7607439.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                | Omnicom Group Inc                                                                | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $966342.13    | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                | Omnicom Group Inc                                                                | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98939.09     | 0.00%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1938336.82   | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      270000 | PA      | $259323.25    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    12570000 | PA      | $12621054.19  | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      555000 | PA      | $538164.93    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      385000 | PA      | $380137.19    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1404641.25   | 0.02%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      355000 | PA      | $371789.29    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2804474.72   | 0.03%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                      | ONE Gas Inc                                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |        4779 | NS      | $411615.27    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1579521.19   | 0.02%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2475643.36   | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208614.01    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2693000 | PA      | $2779114.84   | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2513350.00   | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     4076000 | PA      | $4038487.35   | 0.05%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $2230575.55   | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1697169.10   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $491743.95    | 0.01%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1893197.05   | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1770903.57   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2762420.23   | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21445000 | PA      | $19047332.77  | 0.23%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7249821.08   | 0.09%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1880117.07   | 0.02%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4724178.34   | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8060000 | PA      | $7694040.46   | 0.09%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $6018190.22   | 0.07%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3804629.90   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $3789499.64   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1184834.08   | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                 | OR Royalties Inc                                                                 | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        4388 | NS      | $166831.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                           | Ormat Technologies Inc                                                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        1811 | NS      | $202687.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        3675 | NS      | $283269.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63757.70     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     3972000 | PA      | $3803599.91   | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                   | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1519724.10   | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                        | PG&E Corp                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       18877 | NS      | $331668.89    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2724000 | PA      | $2702677.89   | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     5849000 | PA      | $5771746.99   | 0.07%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4959676.21   | 0.06%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1197000 | PA      | $1212196.00   | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    12580000 | PA      | $12538157.66  | 0.15%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2910000 | PA      | $2922702.67   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      740000 | PA      | $736095.29    | 0.01%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                         | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        7657 | NS      | $292497.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL ELECTRIC UTILITIES                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1162206.09   | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2257077.51   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1068241.24   | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                      | PNC Bank NA                                                                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4838151.80   | 0.06%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                          | PTC Inc                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1614 | NS      | $229978.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR FINANCIAL CORP                            | PACCAR Financial Corp                                                            | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      260000 | PA      | $258026.67    | 0.00%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1703954.96   | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1133699.43   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1464872.34   | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1614093.50   | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1223871.54   | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      970000 | PA      | $958491.51    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3358000 | PA      | $3563885.96   | 0.04%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      380000 | PA      | $383218.95    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1468672.55   | 0.02%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      725000 | PA      | $734803.57    | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177960.32    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                        | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1144 | NS      | $242779.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERIC                         | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    10640000 | PA      | $11039128.42  | 0.13%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       11937 | NS      | $1746144.36   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK INTERMED HOLDINGS                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     3019000 | PA      | $2897926.93   | 0.04%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                         | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |      970000 | PA      | $994070.55    | 0.01%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                             | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         772 | NS      | $691125.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      520000 | PA      | $523009.74    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2919812.94   | 0.04%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                      | Paychex Inc                                                                      | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       49329 | NS      | $4544187.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180380.55    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                            | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        6393 | NS      | $286150.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1548957.04   | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      385000 | PA      | $360297.80    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                             | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     4300000 | PA      | $4275620.94   | 0.05%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       61207 | NS      | $9504835.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289832.51    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                            | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     4840000 | PA      | $4889211.96   | 0.06%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Co                        | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        2528 | NS      | $216548.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER HOL                                    | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $750274.06    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                          | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489328.37    | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     3990000 | PA      | $4013680.97   | 0.05%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     5500000 | PA      | $5541731.14   | 0.07%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     3885000 | PA      | $3870198.27   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        7984 | NS      | $1320074.56   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49311.28     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4436000 | PA      | $4296561.22   | 0.05%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      790000 | PA      | $718960.89    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7476000 | PA      | $7456153.91   | 0.09%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    19819000 | PA      | $20599387.79  | 0.25%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $8211208.43   | 0.10%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5928182.08   | 0.07%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2404917.45   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13499.55     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4789007.44   | 0.06%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $8195808.72   | 0.10%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4831976.54   | 0.06%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      290000 | PA      | $287543.97    | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2838552.74   | 0.03%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1299929.81   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66 Co                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      180000 | PA      | $171700.59    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1631000 | PA      | $1660444.44   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     3594000 | PA      | $3652909.25   | 0.04%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48602.72     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1286576.11   | 0.02%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       17992 | NS      | $1812694.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3162000 | PA      | $3059840.68   | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                         | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5492889.73   | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Portland General Electric Co                     | Portland General Electric Co                                                     | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |         172 | NS      | $9076.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        1792 | NS      | $177157.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     3131000 | PA      | $3084481.79   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1031104.13   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9107000 | PA      | $5555270.00   | 0.07%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3960000 | PA      | $2178000.00   | 0.03%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2942347.91   | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2171000 | PA      | $2109672.51   | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2705612.61   | 0.03%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       67765 | NS      | $9787976.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     2262000 | PA      | $2148900.00   | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4620469.09   | 0.06%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     3435000 | PA      | $3406123.60   | 0.04%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     1665000 | PA      | $1684624.22   | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                     | Protagonist Therapeutics Inc                                                     | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2165 | NS      | $228191.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2360484.70   | 0.03%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2198412.94   | 0.03%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                         | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      220000 | PA      | $218431.28    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1331692.96   | 0.02%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2123678.88   | 0.03%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                          | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1889965.99   | 0.02%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                               | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      380000 | PA      | $337364.16    | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                               | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140183.55    | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1258459.70   | 0.02%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1556320.04   | 0.02%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      740000 | PA      | $755841.63    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $267410.95    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4490000 | PA      | $4515114.01   | 0.05%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        4254 | NS      | $344361.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96759.09     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2964034.55   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5298712.80   | 0.06%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304527.83    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage                                   | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       26631 | NS      | $7213805.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE OP CO                             | Public Storage Operating Co                                                      | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |      290000 | PA      | $296886.26    | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                 | Puget Energy Inc                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162027.89    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      240000 | PA      | $234722.36    | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2145 | NS      | $252273.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |       10878 | NS      | $1400868.84   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      360000 | PA      | $339791.70    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         994 | NS      | $545725.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4544994.46   | 0.06%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     5895000 | PA      | $5134591.51   | 0.06%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     7814000 | PA      | $7970209.67   | 0.10%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       37689 | NS      | $7386290.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4046000 | PA      | $3733560.19   | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RB Global Inc                                    | RB Global Inc                                                                    | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |        2527 | NS      | $242212.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4875840.35   | 0.06%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1102796.88   | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     3032000 | PA      | $2839729.06   | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                            | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        2099 | NS      | $208640.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIN CARBON INC                                  | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     3261000 | PA      | $3355076.59   | 0.04%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1151000 | PA      | $1191304.75   | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     7311000 | PA      | $7790587.27   | 0.09%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13201956.82  | 0.16%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                         | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        6949 | NS      | $1340462.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1084086.15   | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1626238.45   | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      350000 | PA      | $376896.96    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                 | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         443 | NS      | $240602.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS BANK NA/RI                              | Citizens Bank NA/Providence RI                                                   | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |      470000 | PA      | $467049.95    | 0.01%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4806676.80   | 0.06%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4040000 | PA      | $4288718.56   | 0.05%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     7390000 | PA      | $7462218.63   | 0.09%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                               | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      220000 | PA      | $217450.30    | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                             | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      109066 | NS      | $8251933.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         712 | NS      | $550119.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    20690000 | PA      | $18338808.06  | 0.22%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1820805.45   | 0.02%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1989554.00   | 0.02%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                     | Reliance Inc                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         781 | NS      | $237361.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                     | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1796530.12   | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     4840000 | PA      | $4664606.63   | 0.06%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     6590000 | PA      | $6765260.92   | 0.08%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                            | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2868627.19   | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        2188 | NS      | $479215.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2470437.40   | 0.03%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      210000 | PA      | $214536.93    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $9398765.07   | 0.11%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                       | ResMed Inc                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        1324 | NS      | $297211.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-2                                           | CUSIP: 76123MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3968415.20   | 0.05%             | 2060-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc              | Restaurant Brands International Inc                                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        4475 | NS      | $330702.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA LTD                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      699000 | PA      | $741858.44    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $301428.39    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8315000 | PA      | $8447834.12   | 0.10%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1870863.46   | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1135380.38   | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1210871.31   | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2922528.16   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |         935 | NS      | $335552.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                        | Rogers Communications Inc                                                        | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        6778 | NS      | $260614.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     3696000 | PA      | $3782072.48   | 0.05%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        5014 | NS      | $267797.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         936 | NS      | $331212.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5915501.78   | 0.07%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208629.98    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1361329.17   | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       75000 | PA      | $66933.68     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        2348 | NS      | $508647.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2478188.90   | 0.03%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2428857.20   | 0.03%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7872103.68   | 0.10%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1495000 | PA      | $1491788.62   | 0.02%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1880000 | PA      | $1894491.34   | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1220000 | PA      | $1244175.79   | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1840000 | PA      | $1871684.49   | 0.02%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6940000 | PA      | $7004624.86   | 0.09%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2900000 | PA      | $2931065.76   | 0.04%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4840000 | PA      | $4839992.26   | 0.06%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $3345885.59   | 0.04%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                   | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |         948 | NS      | $241256.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     4840000 | PA      | $4665888.84   | 0.06%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203601.62    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                                 | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121322.39    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ryman Hospitality Properties Inc                 | Ryman Hospitality Properties Inc                                                 | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |        1845 | NS      | $170238.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1791 | NS      | $761783.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      115000 | PA      | $107975.63    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1660030.39   | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      290000 | PA      | $293074.98    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2414231.74   | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    11965000 | PA      | $11774276.58  | 0.14%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    11640000 | PA      | $10614645.09  | 0.13%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2719199.50   | 0.03%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4777474.65   | 0.06%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2516000 | PA      | $2469989.66   | 0.03%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                             | SPX Technologies Inc                                                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |         974 | NS      | $194741.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      460000 | PA      | $458090.04    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                   | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4141066.13   | 0.05%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                   | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4138552.86   | 0.05%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3655000 | PA      | $3712883.54   | 0.05%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                  | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      420000 | PA      | $394308.60    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1940000 | PA      | $1915031.11   | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      970000 | PA      | $1000853.07   | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $842027.24    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2990447.55   | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5259000 | PA      | $5500350.50   | 0.07%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      550000 | PA      | $557654.56    | 0.01%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                             | Saturn Oil & Gas Inc                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |     2117000 | PA      | $2216092.54   | 0.03%             | 2029-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      129000 | PA      | $126911.34    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       84000 | PA      | $73193.95     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12470.54     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2126424.03   | 0.03%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      394000 | PA      | $354405.72    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3118000 | PA      | $2713750.96   | 0.03%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1471946.01   | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      148000 | PA      | $133989.22    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7574000 | PA      | $7781908.27   | 0.09%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2347000 | PA      | $2464974.21   | 0.03%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $6597889.18   | 0.08%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     7484000 | PA      | $7821854.33   | 0.09%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10720000 | PA      | $10600702.37  | 0.13%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                             | Seadrill Finance Ltd                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     2174000 | PA      | $2248270.71   | 0.03%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     2210000 | PA      | $2106346.29   | 0.03%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                           | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        4836 | NS      | $469914.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49062.81     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2256222.27   | 0.03%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      350000 | PA      | $341859.55    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1997777.10   | 0.02%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2344979.44   | 0.03%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2319924.83   | 0.03%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                    | Service Corp International/US                                                    | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       20145 | NS      | $1662163.95   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                   | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     4190000 | PA      | $3635617.71   | 0.04%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1634 | NS      | $523778.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3535044.84   | 0.04%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     4335000 | PA      | $4369431.56   | 0.05%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     5040000 | PA      | $5029145.96   | 0.06%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                      | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        7303 | NS      | $866281.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                          | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2256482.34   | 0.03%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                         | Simon Property Group Inc                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       21583 | NS      | $4025876.99   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      650000 | PA      | $608916.94    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2920000 | PA      | $2854988.19   | 0.03%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2760000 | PA      | $2858054.99   | 0.03%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     4320000 | PA      | $4227291.07   | 0.05%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                     | Simpson Manufacturing Co Inc                                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        1067 | NS      | $183118.54    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2313875.00   | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1220977.50   | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $2011460.00   | 0.02%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3567406.63   | 0.04%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     2277000 | PA      | $2305120.95   | 0.03%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     3122000 | PA      | $3149317.50   | 0.04%             | 2032-05-02      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     2163000 | PA      | $2147469.66   | 0.03%             | 2033-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Holdings Inc                           | Sirius XM Holdings Inc                                                           | CUSIP: 829933100<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |        7217 | NS      | $166568.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                           | Skyworks Solutions Inc                                                           | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |       69406 | NS      | $3716691.30   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SMURFIT KAPPA TREASURY                           | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $305506.27    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                      | Snap-on Inc                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         684 | NS      | $248442.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF GAS CO                            | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2676100.17   | 0.03%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       94811 | NS      | $9151157.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1333225.33   | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      380000 | PA      | $394914.67    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1202360.37   | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296111.81    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Holdings Inc                       | Southwest Gas Holdings Inc                                                       | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |        2208 | NS      | $191875.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22740.57     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $2860029.13   | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      920000 | PA      | $932902.51    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $5117374.59   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2984565.90   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                      | Stantec Inc                                                                      | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |        2277 | NS      | $196732.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        6891 | NS      | $617364.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38973.92     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                                   | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      510000 | PA      | $511035.70    | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     3691000 | PA      | $3800360.64   | 0.05%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      955000 | PA      | $953147.87    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1523000 | PA      | $1544647.92   | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      440000 | PA      | $440886.40    | 0.01%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                              | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     2041000 | PA      | $1905661.29   | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                               | Steel Dynamics Inc                                                               | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4787405.66   | 0.06%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2014574.60   | 0.02%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     5447000 | PA      | $5657401.27   | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2960000 | PA      | $2991455.92   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2227 | NS      | $731769.93    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314219.94    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7800000 | PA      | $7705844.80   | 0.09%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2735000 | PA      | $2691017.21   | 0.03%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5590000 | PA      | $5702231.44   | 0.07%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4840000 | PA      | $5015325.61   | 0.06%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5330000 | PA      | $5283369.27   | 0.06%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                         | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3193374.51   | 0.04%             | 2029-10-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                          | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |     2610000 | PA      | $2469969.82   | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                | Sunbit Asset Securitization Trust 2025-1                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8008291.20   | 0.10%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                | Suncor Energy Inc                                                                | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |        8745 | NS      | $578131.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $3830532.63   | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2593116.22   | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     3326000 | PA      | $3378108.44   | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                              | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     3290000 | PA      | $3359748.00   | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      420000 | PA      | $421540.41    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1433888.08   | 0.02%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4085525.48   | 0.05%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2458828.49   | 0.03%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309695.72    | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                   | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1465980.80   | 0.02%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       86576 | NS      | $6175466.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5192279.56   | 0.06%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                          | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $164340.14    | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                          | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10412630.18  | 0.13%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        6295 | NS      | $1005311.50   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings Inc                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1705 | NS      | $343813.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       35598 | NS      | $7476647.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2824225.73   | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2758262.12   | 0.03%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4587556.75   | 0.06%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    11740000 | PA      | $11260685.15  | 0.14%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      650000 | PA      | $590663.22    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $3067293.48   | 0.04%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198764.37    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9430078.32   | 0.11%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $7935055.15   | 0.10%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                           | TPG Operating Group II LP                                                        | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      650000 | PA      | $637504.98    | 0.01%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1442329.50   | 0.02%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                            | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |      690000 | PA      | $698898.74    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1953381.37   | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2051881.18   | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2290767.41   | 0.03%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2076000 | PA      | $2160935.39   | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     3636000 | PA      | $3853276.45   | 0.05%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7787314.51   | 0.09%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    13086000 | PA      | $13221909.89  | 0.16%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4159000 | PA      | $4156568.02   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5230000 | PA      | $5221735.87   | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Target Corp                                      | Target Corp                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |        4095 | NS      | $496314.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                             | Targa Resources Corp                                                             | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |        1736 | NS      | $435267.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $10014884.92  | 0.12%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3136806.23   | 0.04%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7155730.39   | 0.09%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     4255000 | PA      | $4436092.80   | 0.05%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                   | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        7515 | NS      | $470439.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                        | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         463 | NS      | $280119.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2746116.00   | 0.03%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                       | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |       19413 | NS      | $249068.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTL INC                              | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     2697000 | PA      | $2593577.33   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                              | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     3899000 | PA      | $3544789.89   | 0.04%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1717000 | PA      | $1701628.82   | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                     | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        1331 | NS      | $394588.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       13610 | NS      | $5059517.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      145000 | PA      | $130930.50    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2151878.56   | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    12480000 | PA      | $12692577.83  | 0.15%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      260000 | PA      | $263381.35    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Texas Pacific Land Corp                          | Texas Pacific Land Corp                                                          | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         646 | NS      | $306565.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                              | Texas Roadhouse Inc                                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        1224 | NS      | $202131.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2094 | NS      | $1029263.82   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408086.42    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                             | Thomson Reuters Corp                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        3564 | NS      | $320688.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      470000 | PA      | $440697.30    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                       | 3M Co                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3426302.93   | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                    | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     5124000 | PA      | $5458761.17   | 0.07%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5010000 | PA      | $4988511.36   | 0.06%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2675028.62   | 0.03%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    11595000 | PA      | $11655846.27  | 0.14%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      620000 | PA      | $616665.42    | 0.01%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2461672.40   | 0.03%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2496631.72   | 0.03%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                           | TotalEnergies Capital International SA                                           | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $378974.58    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        5725 | NS      | $259342.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5661000 | PA      | $5752804.27   | 0.07%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      550000 | PA      | $548214.99    | 0.01%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Tradeweb Markets Inc                             | Tradeweb Markets Inc                                                             | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2370 | NS      | $278854.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     2890000 | PA      | $2876994.80   | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     1940000 | PA      | $1902993.98   | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     2420000 | PA      | $2456692.04   | 0.03%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2763142.20   | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4610916.00   | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4787716.05   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161764.96    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      445000 | PA      | $450831.73    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                         | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     3566000 | PA      | $3740013.67   | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                              | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2534032.82   | 0.03%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                      | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        3501 | NS      | $228370.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INC                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8007051.00   | 0.10%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2899848.77   | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                      | Truist Bank                                                                      | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     6580000 | PA      | $6544701.39   | 0.08%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      199000 | PA      | $188341.73    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4635000 | PA      | $4744195.87   | 0.06%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                         | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26335.60     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                         | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1113459.20   | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1988000 | PA      | $2177762.55   | 0.03%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         652 | NS      | $223231.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       49939 | NS      | $3199591.73   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256530.70    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                               | UBS AG/Stamford CT                                                               | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     9310000 | PA      | $9297959.38   | 0.11%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                          | UDR Inc                                                                          | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       53955 | NS      | $1822599.90   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG LONDON                                    | UBS AG/London                                                                    | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      990000 | PA      | $1021640.12   | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                            | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |     6590000 | PA      | $6613959.53   | 0.08%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6033000 | PA      | $5690155.77   | 0.07%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $978986.91    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       11782 | NS      | $847479.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3916033.20   | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ubiquiti Inc                                     | Ubiquiti Inc                                                                     | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |         514 | NS      | $406209.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                                 | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      473000 | PA      | $477824.86    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                            | Unilever Capital Corp                                                            | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |      390000 | PA      | $341444.73    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                | Union Electric Co                                                                | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48877.89     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      240000 | PA      | $227331.80    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       28869 | NS      | $7004196.78   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      290000 | PA      | $269728.82    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service Inc                                                        | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      160000 | PA      | $151263.08    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1208437.82   | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      753000 | PA      | $732201.84    | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1492481.70   | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    12910000 | PA      | $13192079.89  | 0.16%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                            | US Foods Holding Corp                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        2824 | NS      | $260401.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   154886000 | PA      | $154464264.01 | 1.87%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2220638.42   | 0.03%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         538 | NS      | $319023.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     5278000 | PA      | $4940134.64   | 0.06%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3585000 | PA      | $3245703.55   | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10340000 | PA      | $10494482.39  | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      290000 | PA      | $290941.98    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2491216.19   | 0.03%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $1726719.41   | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5782000 | PA      | $5037181.55   | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2866199.66   | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                       | Unum Group                                                                       | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     5646000 | PA      | $5533508.08   | 0.07%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                              | Uranium Energy Corp                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       13769 | NS      | $185881.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3184000 | PA      | $3257792.93   | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $712751.33    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                          | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4106349.20   | 0.05%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                            | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4110032.00   | 0.05%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VSE Corp                                         | VSE Corp                                                                         | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |         880 | NS      | $162272.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                                 | Vail Resorts Inc                                                                 | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       24275 | NS      | $3114968.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     3790000 | PA      | $3927163.89   | 0.05%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     5490000 | PA      | $5225931.00   | 0.06%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2346127.08   | 0.03%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                               | Valero Energy Corp                                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1982303.21   | 0.02%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                           | Valmont Industries Inc                                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |         456 | NS      | $182203.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        1662 | NS      | $291946.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VELOCITY COM CAP LLC                             | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1154159.62   | 0.01%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      340000 | PA      | $320241.92    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     6700000 | PA      | $6736875.93   | 0.08%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     3462000 | PA      | $3880133.44   | 0.05%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2155374.32   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     7755000 | PA      | $8065008.76   | 0.10%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      998000 | PA      | $1079131.81   | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     7527000 | PA      | $8083907.68   | 0.10%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                     | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        2848 | NS      | $251820.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1138 | NS      | $282633.68    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                     | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1450190.39   | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                     | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    14505000 | PA      | $12986627.04  | 0.16%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                     | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2361899.15   | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       23255 | NS      | $1167401.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2579629.43   | 0.03%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      550000 | PA      | $528106.51    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7774575.33   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $3051801.54   | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        1442 | NS      | $273619.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |     3786000 | PA      | $3874596.19   | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1565 | NS      | $698835.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1609605.45   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     5189000 | PA      | $5127811.57   | 0.06%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2920000.00   | 0.04%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $98313.46     | 0.00%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |      615000 | PA      | $610317.22    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |      300000 | PA      | $287294.64    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |      160000 | PA      | $160920.83    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      620000 | PA      | $602519.34    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     4840000 | PA      | $4844373.81   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     4840000 | PA      | $4832258.86   | 0.06%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     6575000 | PA      | $6544315.79   | 0.08%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      650000 | PA      | $649571.00    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5135000 | PA      | $4541126.57   | 0.06%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      310000 | PA      | $317104.24    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1666675.18   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        9645 | NS      | $2915104.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vizsla Silver Corp                               | Vizsla Silver Corp                                                               | CUSIP: 92859G608<br>LEI: 549300ADJF7HWIEDL366 | Long             | EC               | CORP              | CA        |       41873 | NS      | $138180.90    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        1188 | NS      | $323492.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       77055 | NS      | $8920657.35   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      516000 | PA      | $518599.73    | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2273205.37   | 0.03%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        1453 | NS      | $363119.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       38763 | NS      | $4817465.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |     9887287 | NS      | $9887286.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                          | Warner Music Group Corp                                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20319 | NS      | $518947.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $3994452.44   | 0.05%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        2179 | NS      | $353956.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $103504.93    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     1390000 | PA      | $1284273.81   | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2614 | NS      | $600671.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     9985000 | PA      | $10212739.48  | 0.12%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                             | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247606.54    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |        1000 | NS      | $297800.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                       | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         605 | NS      | $220092.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                     | Watts Water Technologies Inc                                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         671 | NS      | $194784.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     6696000 | PA      | $6835169.66   | 0.08%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4190576.43   | 0.05%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30707.05     | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13455000 | PA      | $12694509.00  | 0.15%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18075000 | PA      | $16718987.83  | 0.20%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5840000 | PA      | $5789545.96   | 0.07%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2928.17      | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1721598.21   | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10404000 | PA      | $10447184.82  | 0.13%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4915867.73   | 0.06%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $4902433.24   | 0.06%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2681991.99   | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     9680000 | PA      | $9763933.34   | 0.12%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1229013.38   | 0.01%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      260000 | PA      | $244550.21    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     6180000 | PA      | $5888323.22   | 0.07%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     9600000 | PA      | $9602957.95   | 0.12%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     6840000 | PA      | $6865492.82   | 0.08%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1217420.59   | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| West Pharmaceutical Services Inc                 | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         997 | NS      | $249888.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      970000 | PA      | $970554.79    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1883884.74   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2671820.26   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $3134407.82   | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     4940000 | PA      | $5081068.81   | 0.06%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                             | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      480000 | PA      | $490859.41    | 0.01%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     4267000 | PA      | $2811386.34   | 0.03%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     3489000 | PA      | $2319982.78   | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1088659.69   | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2198034.12   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      123432 | NS      | $8983380.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $10211033.20  | 0.12%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161450.47    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2878048.25   | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1566777.58   | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      560000 | PA      | $566296.66    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      492000 | PA      | $499768.19    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $12287243.94  | 0.15%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6123000 | PA      | $6399496.31   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                               | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     3837000 | PA      | $3989143.42   | 0.05%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166027.17    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      140000 | PA      | $138462.04    | 0.00%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1100559.48   | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                     | Woodward Inc                                                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         724 | NS      | $259134.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7875000 | PA      | $8321355.00   | 0.10%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     3898000 | PA      | $3776173.47   | 0.05%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      860000 | PA      | $844794.66    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        7621 | NS      | $605412.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      910000 | PA      | $928866.17    | 0.01%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $355789.61    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                     | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        2410 | NS      | $287995.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2268 | NS      | $352628.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     6287000 | PA      | $6585934.28   | 0.08%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2761988.49   | 0.03%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $12456310.99  | 0.15%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                 | Zions Bancorp NA                                                                 | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1627754.01   | 0.02%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $11089079.57  | 0.13%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247669.67    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2011886.34   | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                  | Zurn Elkay Water Solutions Corp                                                  | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        4109 | NS      | $184247.56    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -292 | NC      | $567291.81    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1232 | NC      | $4882685.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -424 | NC      | $1744910.94   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -8881 | NC      | $18421371.81  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -1457 | NC      | $1033334.79   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -647 | NC      | $-279686.69   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         950 | NC      | $-1464092.02  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       15264 | NC      | $-20506934.65 | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         910 | NC      | $-5471896.34  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        6461 | NC      | $-16303590.88 | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.488950 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29320000 | OU      | $-591688.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.488950 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29320000 | OU      | $591688.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.457000 22-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     4460000 | OU      | $-15990.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.464500 23-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    37650000 | OU      | $-155165.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.479500 26-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    37590000 | OU      | $-197681.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.463500 27-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    28230000 | OU      | $-104718.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.493200 29-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    56810000 | OU      | $-344771.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.476700 11-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    31550000 | OU      | $-136261.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.112150 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    20250000 | OU      | $941515.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.104310 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    13500000 | OU      | $639655.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.985810 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     8710000 | OU      | $215467.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 3.096450 15-FEB-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     6710000 | OU      | $323897.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.978880 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     7440000 | OU      | $189408.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.978600 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    14900000 | OU      | $379759.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.418750 20-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    28680000 | OU      | $14826.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.426000 23-FEB-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    15120000 | OU      | $-4031.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.962250 15-FEB-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    14940000 | OU      | $406138.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.710000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  4949253150 | OU      | $19919.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.703000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  9824636850 | OU      | $41582.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.550000 16-SEP-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    25770000 | OU      | $111489.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.521100 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1382410000 | OU      | $627573.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.670000 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   141230000 | OU      | $184003.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.587000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  5467801105 | OU      | $41967.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.585000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 34119078895 | OU      | $263905.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 6.427500 16-SEP-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  4612980000 | OU      | $957957.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.550000 17-SEP-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   146650000 | OU      | $47719.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.434230 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   273457143 | OU      | $-2547338.48  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.307680 16-SEP-2028 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   644900482 | OU      | $3227461.16   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.712410 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18700000 | OU      | $-288662.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.970490 16-SEP-2056 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2935000 | OU      | $-84185.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.979340 16-SEP-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    37425937 | OU      | $-555165.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.737230 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   291820000 | OU      | $3085274.57   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.029760 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38989573 | OU      | $674625.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.875980 16-SEP-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    87904687 | OU      | $863293.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.262730 16-SEP-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   222719659 | OU      | $-5124600.55  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.620940 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    87260000 | OU      | $-571638.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.641820 16-SEP-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   112146499 | OU      | $4070562.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.959360 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   225652355 | OU      | $-3429659.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.685000 11-SEP-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   566280000 | OU      | $813194.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.221500 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   552570000 | OU      | $287332.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.513000 16-SEP-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   112080000 | OU      | $542877.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.220000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   268495000 | OU      | $400884.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                | FSWP: OIS 4.960500 16-SEP-2031 CLI                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |  9450840000 | OU      | $82462.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.903000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9984938 | OU      | $80929.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.877800 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1145062 | OU      | $10345.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.572000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 13856120000 | OU      | $112521.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.586000 16-SEP-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    30300000 | OU      | $115837.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL               | FSWP: OIS 5.040000 16-SEP-2031 CLI                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  3940945000 | OU      | $19504.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | FSWP: OIS 5.035000 16-SEP-2031 CLI                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | US        |  3940945000 | OU      | $20440.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 4.417000 16-SEP-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    70320000 | OU      | $206926.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 7.388000 16-SEP-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   199245000 | OU      | $217616.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.659000 16-SEP-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   268080000 | OU      | $68085.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.737500 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    66800000 | OU      | $60010.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 6.533000 16-SEP-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   482570000 | OU      | $79261.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 6.567500 16-SEP-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   482570000 | OU      | $72277.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.956000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11100000 | OU      | $68259.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.595000 16-SEP-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 13023120000 | OU      | $96866.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.296870 16-SEP-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    47510000 | OU      | $17164.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.798500 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    71070000 | OU      | $37866.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.912000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11480000 | OU      | $89235.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.896500 16-SEP-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    70840000 | OU      | $-3859.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.980000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4913043 | OU      | $25862.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.018000 16-SEP-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6386957 | OU      | $24665.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.680660 16-SEP-2028 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   111435616 | OU      | $230580.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.168030 16-SEP-2056 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8895000 | OU      | $-41509.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.985130 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18445000 | OU      | $125983.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.740700 16-SEP-2031 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    46949388 | OU      | $-207611.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.117480 16-SEP-2056 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8780000 | OU      | $33956.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.906190 16-SEP-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18330000 | OU      | $7057.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.431700 02-APR-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    16620000 | OU      | $-12866.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.824980 16-SEP-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2130000 | OU      | $-2890.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.148430 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6310000 | OU      | $21585.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.965840 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9770000 | OU      | $-14747.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.148430 16-SEP-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3890000 | OU      | $13307.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.937840 16-SEP-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    91770000 | OU      | $39963.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.965840 16-SEP-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38480000 | OU      | $-58084.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.130340 16-SEP-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1410000 | OU      | $-7123.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1449 | NS      | $210525.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                       | Amdocs Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      125885 | NS      | $8215255.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                          | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        4598 | NS      | $483341.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2273 | NS      | $812983.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc               | Johnson Controls International plc                                               | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |        4124 | NS      | $540037.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        2526 | NS      | $1252289.76   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      102193 | NS      | $8855023.45   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                               | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        2172 | NS      | $256904.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                             | Roivant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |        9455 | NS      | $261903.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        2489 | NS      | $216816.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1135 | NS      | $250982.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1433 | NS      | $597188.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                              | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 52990032GOPN7BVQMN13 | Long             | EC               | CORP              | BM        |        4265 | NS      | $313392.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                         | Alcon AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        4278 | NS      | $322347.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        1510 | NS      | $350335.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1285 | NS      | $623109.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                     | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        5711 | NS      | $371500.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      147217 | OU      | $-30660884.59 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      164168 | OU      | $-34191269.36 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ABBOTT LABORATORIES                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      267846 | OU      | $27499748.82  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | INTERNATIONAL BUSINESS MACHINES CO                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      124169 | OU      | $30097323.91  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL BUSINESS MACHINES CO                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      137111 | OU      | $-33234335.29 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      141514 | OU      | $28788193.02  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADOBE INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      139351 | OU      | $33873441.08  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALEXANDRIA REAL ESTATE EQUITIES RE                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      411005 | OU      | $19078852.10  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGCO CORP                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      165806 | OU      | $-19211941.22 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52600 | OU      | $-15279774.00 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BXP INC                                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      263833 | OU      | $13692932.70  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      114014 | OU      | $23639662.76  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32031 | OU      | $6641307.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      101904 | OU      | $21128775.36  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMGEN INC                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       12399 | OU      | $-4362588.15  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMGEN INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84142 | OU      | $-29605362.70 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN EXPRESS                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      111969 | OU      | $33868383.12  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAN EXPRESS                                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      100408 | OU      | $30371411.84  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN ELECTRIC POWER INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      225867 | OU      | $29606646.36  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AFLAC INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      295638 | OU      | $-32434444.98 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      351157 | OU      | $26424564.25  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      448598 | OU      | $33756999.50  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ANALOG DEVICES INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |         458 | OU      | $-145708.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VALERO ENERGY CORP                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       22262 | OU      | $5500494.96   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | COMCAST CORP CLASS A                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       71890 | OU      | $-2063961.90  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | COMCAST CORP CLASS A                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      963979 | OU      | $-27675837.09 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMCAST CORP CLASS A                                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1155144 | OU      | $-33164184.24 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALBEMARLE CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      192475 | OU      | $34555036.75  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARCHER DANIELS MIDLAND                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      175417 | OU      | $12751061.73  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ARROW ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       23143 | OU      | $-3318937.63  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARROW ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      211034 | OU      | $-30264385.94 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTODESK INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      142383 | OU      | $34086490.20  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AUTOMATIC DATA PROCESSING INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       43980 | OU      | $8935856.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOZONE INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         946 | OU      | $3195379.88   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOZONE INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6667 | OU      | $22519659.26  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BALL CORP                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      483408 | OU      | $28574246.88  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BALL CORP                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      514288 | OU      | $30399563.68  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BERKSHIRE HATHAWAY INC CLASS B                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         344 | OU      | $164844.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BAXTER INTERNATIONAL INC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     2071476 | OU      | $-34800796.80 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BAXTER INTERNATIONAL INC                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1857342 | OU      | $-31203345.60 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BECTON DICKINSON                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       79944 | OU      | $12569595.12  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      645386 | OU      | $-32398377.20 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      612250 | OU      | $-30734950.00 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BEST BUY CO INC                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      485846 | OU      | $31191313.20  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BEST BUY INC                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      533834 | OU      | $34272142.80  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      208715 | OU      | $32451008.20  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       74793 | OU      | $11628815.64  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTENERGY CORP                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      608818 | OU      | $-30842719.88 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SLM CORP                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      622076 | OU      | $-13318647.16 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SLM CORP                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      750424 | OU      | $-16066577.84 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | H R BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      205080 | OU      | $6509239.20   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H R BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      187838 | OU      | $5961978.12   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHOICE HOTELS INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       76768 | OU      | $-7945488.00  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHOICE HOTELS INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       86850 | OU      | $-8988975.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOEING                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      155098 | OU      | $-30869154.94 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BORGWARNER INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      557760 | OU      | $30264057.60  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      192734 | OU      | $12094058.50  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      451511 | OU      | $28332315.25  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOYD GAMING CORP                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       45102 | OU      | $3706482.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | BOYD GAMING CORP                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17139 | OU      | $-1408483.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BOYD GAMING CORP                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       24174 | OU      | $-1986619.32  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAKE TWO INTERACTIVE SOFTWARE INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         788 | OU      | $155630.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       48507 | OU      | $-2363746.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      345214 | OU      | $-16822278.22 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      185099 | OU      | $-9019874.27  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      273984 | OU      | $-13351240.32 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRISTOL MYERS SQUIBB                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      500255 | OU      | $30340465.75  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONEOK INC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      373123 | OU      | $-33726587.97 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITED RENTALS INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       29780 | OU      | $21696516.80  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITED RENTALS INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       43760 | OU      | $31881785.60  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMPRA                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      315160 | OU      | $30624097.20  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SEMPRA                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        5327 | OU      | $-517624.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMPRA                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      351546 | OU      | $-34159724.82 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FEDEX CORP                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       34396 | OU      | $12251167.28  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISIGN INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      138709 | OU      | $34449767.24  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMPHENOL CORP CLASS A                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1328 | OU      | $-167792.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | QUANTA SERVICES INC                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        1520 | OU      | $-834510.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | QUANTA SERVICES INC                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       59796 | OU      | $-32829199.92 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CACI INTERNATIONAL INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        1028 | OU      | $559098.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSX CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      499705 | OU      | $-20512890.25 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAMPBELL SOUP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1352471 | OU      | $30119529.17  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CAMPBELL SOUP                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      308815 | OU      | $-6877310.05  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMPBELL SOUP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      380551 | OU      | $-8474870.77  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAMDEN PROPERTY TRUST REIT                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      309011 | OU      | $30178014.26  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSTELLATION BRANDS INC CLASS A                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       43458 | OU      | $-6518700.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARDINAL HEALTH INC                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       79614 | OU      | $16823234.34  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CATERPILLAR INC                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        4300 | OU      | $-3046378.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EAGLE MATERIALS INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        1032 | OU      | $-195512.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      427237 | OU      | $-33149318.83 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      382518 | OU      | $-29679571.62 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CLEAN HARBORS INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       14465 | OU      | $-4147549.45  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | CLOROX                                                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        2672 | OU      | $276899.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COCA-COLA                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        3985 | OU      | $-303059.25   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA-COLA                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      433906 | OU      | $-32998551.30 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA COLA CONSOLIDATED INC                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      176163 | OU      | $33777493.62  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLGATE-PALMOLIVE                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      203647 | OU      | $17356833.81  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MARRIOTT INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       40925 | OU      | $13385339.75  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARRIOTT INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96652 | OU      | $-31611969.64 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CANADIAN NATIONAL RAILWAY                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37666 | OU      | $-3870934.82  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOLINA HEALTHCARE INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       24099 | OU      | $-3212396.70  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | MOLINA HEALTHCARE INC                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      224850 | OU      | $-29972505.00 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      135631 | OU      | $19821114.34  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       21932 | OU      | $-3205142.48  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42948 | OU      | $-6276420.72  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | COMMERCIAL METALS                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10967 | OU      | $-673702.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     2159126 | OU      | $-33941460.72 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONAGRA BRANDS INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1615065 | OU      | $-25388821.80 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CONSOLIDATED EDISON INC                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      192548 | OU      | $21792582.64  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEMPUR SEALY INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      235830 | OU      | $-17432553.60 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CORNING INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      113881 | OU      | $-15484399.57 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMKOR TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      418556 | OU      | $-18847576.68 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | D R HORTON INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       69865 | OU      | $-9586875.30  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | D R HORTON INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      111257 | OU      | $-15266685.54 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANAHER CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      161669 | OU      | $30652442.40  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANAHER CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       63785 | OU      | $-12093636.00 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOODYS CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1552 | OU      | $677060.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMDOCS LTD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        3990 | OU      | $260387.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TARGET CORP                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      259097 | OU      | $31402556.40  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEERE                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        2995 | OU      | $-1687083.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | DEERE                                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12321 | OU      | $-6940419.30  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DEERE                                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       49833 | OU      | $-28070928.90 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | WALT DISNEY                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      317531 | OU      | $30603637.78  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WALT DISNEY                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       63285 | OU      | $6099408.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOLLAR TREE INC                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      310076 | OU      | $33956422.76  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | OMNICOM GROUP INC                                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      397537 | OU      | $29938511.47  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMNICOM GROUP INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       80738 | OU      | $-6080378.78  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | DARDEN RESTAURANTS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      152456 | OU      | $29887474.24  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EBAY INC                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      343760 | OU      | $31289035.20  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EASTMAN CHEMICAL                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       62673 | OU      | $-4783203.36  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ECOLAB INC                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        1902 | OU      | $505970.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | REVVITY INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      128691 | OU      | $11274618.51  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SALESFORCE INC                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      160644 | OU      | $-29987415.48 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ESSEX PROPERTY TRUST REIT INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      102410 | OU      | $24783220.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUIFAX INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       11567 | OU      | $2082869.69   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITY RESIDENTIAL REIT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2764 | OU      | $163490.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUITY RESIDENTIAL REIT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      500195 | OU      | $29586534.25  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQT CORP                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      390193 | OU      | $24831882.52  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQT CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      367795 | OU      | $23406473.80  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ESTEE LAUDER INC CLASS A                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       33638 | OU      | $-2414199.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      327880 | OU      | $-30453494.40 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      120283 | OU      | $-11171885.04 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54399 | OU      | $-5052579.12  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      185178 | OU      | $-17199332.64 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FACTSET RESEARCH SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      111593 | OU      | $-24214565.07 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAIR ISAAC CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25899 | OU      | $27648218.46  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FISERV INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      544456 | OU      | $30380644.80  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACYS INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1519006 | OU      | $27478818.54  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACYS INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      254057 | OU      | $4595891.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FREEPORT MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      348321 | OU      | $20474308.38  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FLEX LTD                                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       15801 | OU      | $-1034333.46  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAP INC                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      888302 | OU      | $21496908.40  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GAP INC                                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       76916 | OU      | $-1861367.20  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAL MILLS INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      643212 | OU      | $23940350.64  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      250167 | OU      | $-26455160.25 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GILEAD SCIENCES INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      225120 | OU      | $-31374974.40 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARTNER INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      217872 | OU      | $-34497852.48 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | GOODYEAR TIRE   RUBBER                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     4665502 | OU      | $-30932278.26 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       28294 | OU      | $-24484495.84 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | HALLIBURTON                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      315817 | OU      | $-12313704.83 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASBRO INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      316135 | OU      | $29590236.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESCO INTERNATIONAL INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37576 | OU      | $-10281545.12 | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEICO CORP                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      108942 | OU      | $29871896.40  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | HERSHEY FOODS                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       89769 | OU      | $18662077.41  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROWN HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      317036 | OU      | $31782859.00  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNUM                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       55282 | OU      | $-4037244.46  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME DEPOT INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       91490 | OU      | $30090146.10  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME DEPOT INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       91635 | OU      | $-30137835.15 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      197165 | OU      | $-34186439.35 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JB HUNT TRANSPORT SERVICES INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      165619 | OU      | $35094666.10  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIOGEN INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      172681 | OU      | $-31657607.73 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | INTUIT INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        7467 | OU      | $-3228581.46  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      129783 | OU      | $-5727323.79  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       70732 | OU      | $-3121403.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       29303 | OU      | $-1293141.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      694559 | OU      | $-30650888.67 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      162303 | OU      | $-7162431.39  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | INTERNATIONAL FLAVORS   FRAGRANCES                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       34212 | OU      | $-2482080.60  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | INTERNATIONAL FLAVORS   FRAGRANCES                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      350508 | OU      | $-25429355.40 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL PAPER                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      128628 | OU      | $-4592019.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      397847 | OU      | $-14203137.90 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL PAPER                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      220785 | OU      | $-7882024.50  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      104136 | OU      | $27661645.68  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HARTFORD INSURANCE GROUP INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       18306 | OU      | $-2475520.38  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HARTFORD INSURANCE GROUP INC                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      217007 | OU      | $-29345856.61 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENBRIDGE INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      581195 | OU      | $31465897.30  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENBRIDGE INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      366872 | OU      | $-19862450.08 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DEVON ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      138329 | OU      | $-6960715.28  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DEVON ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      153687 | OU      | $-7733529.84  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | KB HOME                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      308512 | OU      | $-15965496.00 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | KB HOME                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        4304 | OU      | $-222732.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KB HOME                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      213063 | OU      | $-11026010.25 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIMBERLY CLARK CORP                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      204729 | OU      | $19750206.63  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MANULIFE FINANCIAL CORP                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       31645 | OU      | $1089853.80   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KOHLS CORP                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      559326 | OU      | $-7215305.40  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | KOHLS CORP                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      793035 | OU      | $-10230151.50 | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOHLS CORP                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1612375 | OU      | $-20799637.50 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROGER                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      273930 | OU      | $19821574.80  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROGER                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      420258 | OU      | $30409868.88  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       52172 | OU      | $-31564581.72 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PACKAGING CORP OF AMERICA                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      130934 | OU      | $-27786813.48 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP CLASS A                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      345735 | OU      | $-30023627.40 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LITHIA MOTORS INC CLASS A                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      115579 | OU      | $28862387.88  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINCOLN NATIONAL CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      871179 | OU      | $-30926854.50 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | LINCOLN NATIONAL CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       47071 | OU      | $-1671020.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITED PARCEL SERVICE INC CLASS B                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      309559 | OU      | $30454414.42  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED PARCEL SERVICE INC CLASS B                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      177347 | OU      | $-17447397.86 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AGILENT TECHNOLOGIES INC                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      295226 | OU      | $33649859.48  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARNIVAL CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1226742 | OU      | $31748082.96  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL CORP                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1352853 | OU      | $35011835.64  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | LOWES COMPANIES INC                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      130638 | OU      | $30867146.64  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LOWES COMPANIES INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       13582 | OU      | $3209154.96   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      494195 | OU      | $30551134.90  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      467820 | OU      | $-17314018.20 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MCCORMICK   CO NON-VOTING INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      173284 | OU      | $8740444.96   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       95934 | OU      | $29815327.86  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MAGNA INTERNATIONAL INC                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       52183 | OU      | $2912333.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOST HOTELS   RESORTS REIT INC                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1089799 | OU      | $20880548.84  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HOST HOTELS   RESORTS REIT INC                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1585365 | OU      | $30375593.40  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARSH INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        1562 | OU      | $270928.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARSH   MCLENNAN INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16107 | OU      | $2793759.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MASCO CORP                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        9154 | OU      | $552626.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       33201 | OU      | $19544764.68  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      483386 | OU      | $34185057.92  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8402 | OU      | $-594189.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      254373 | OU      | $-17989258.56 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      349120 | OU      | $25073798.40  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MID AMERICA APARTMENT COMMUNITIES                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      267958 | OU      | $32723030.96  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      381840 | OU      | $24670682.40  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 3M                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1008 | OU      | $146391.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOHAWK INDUSTRIES INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      135168 | OU      | $13308641.28  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARLES RIVER LABORATORIES INTERNA                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       70043 | OU      | $12082417.50  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MURPHY OIL CORP                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      165766 | OU      | $-6837847.50  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURPHY OIL CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      749740 | OU      | $-30926775.00 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | MURPHY OIL CORP                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       25444 | OU      | $-1049565.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ILLUMINA INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      278110 | OU      | $34279838.60  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | XCEL ENERGY INC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15723 | OU      | $-1249035.12  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORD MOTOR CO                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     2734487 | OU      | $-31555979.98 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORD MOTOR CO                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     2617842 | OU      | $-30209896.68 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NETAPP INC                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44770 | OU      | $4584000.30   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEWMONT                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      306318 | OU      | $33158923.50  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NIKE INC CLASS B                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       27578 | OU      | $1456669.96   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NISOURCE INC                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       13820 | OU      | $-644841.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NISOURCE INC                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        5381 | OU      | $-251077.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NORTHROP GRUMMAN CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       30148 | OU      | $20568171.52  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NUCOR CORP                                                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      145284 | OU      | $-24567524.40 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHENIERE ENERGY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       58313 | OU      | $16546896.88  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      123216 | OU      | $22478294.88  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      185833 | OU      | $33901514.19  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      472560 | OU      | $30716400.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      135999 | OU      | $8839935.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      239060 | OU      | $-5316694.40  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1038241 | OU      | $-23090479.84 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      241976 | OU      | $-5381546.24  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OLIN CORP                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      308107 | OU      | $-9160021.11  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | OLIN CORP                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      786356 | OU      | $-23378363.88 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OLIN CORP                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      253678 | OU      | $-7541846.94  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      234321 | OU      | $-34470962.31 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      210126 | OU      | $-30911635.86 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PACCAR INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        8749 | OU      | $1010509.50   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXELON CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      413289 | OU      | $20259426.78  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PATTERSON UTI ENERGY INC                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      122456 | OU      | $-1326198.48  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PAYCHEX INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      210180 | OU      | $-19361781.60 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEPSICO INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      109335 | OU      | $-16978632.15 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PFIZER INC                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1123173 | OU      | $31538697.84  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONOCOPHILLIPS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       86517 | OU      | $11420244.00  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONOCOPHILLIPS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      262012 | OU      | $-34585584.00 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PG E CORP                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       59525 | OU      | $-1045854.25  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PG E CORP                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1649629 | OU      | $-28983981.53 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRIA GROUP INC                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      421868 | OU      | $27839069.32  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROWN   BROWN INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      471128 | OU      | $-30722256.88 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PPG INDUSTRIES INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       31889 | OU      | $3408296.32   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUEST DIAGNOSTICS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      150314 | OU      | $29458537.72  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUEST DIAGNOSTICS INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      137228 | OU      | $26893943.44  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PROCTER   GAMBLE                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        3993 | OU      | $576748.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PULTEGROUP INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       21610 | OU      | $-2541552.10  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PULTEGROUP INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      258055 | OU      | $-30349848.55 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBAL PAYMENTS INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      210002 | OU      | $-14133134.60 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | QUALCOMM INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      243520 | OU      | $31360505.60  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAYMOND JAMES INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      157588 | OU      | $-22817166.52 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UDR REIT INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      897980 | OU      | $30333764.40  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RELIANCE STEEL   ALUMINUM                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         352 | OU      | $-106979.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REINSURANCE GROUP OF AMERICA INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       46126 | OU      | $9417084.16   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AUTONATION INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       10563 | OU      | $-2062531.38  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ROSS STORES INC                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      103843 | OU      | $22495509.09  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROPER TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       38042 | OU      | $-13461542.12 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ROPER TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        4289 | OU      | $-1517705.54  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROYAL CARIBBEAN GROUP LTD                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       31505 | OU      | $8669545.90   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROYAL CARIBBEAN GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      112094 | OU      | $-30846026.92 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RYDER SYSTEM INC                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      152824 | OU      | $31284601.04  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELITY NATIONAL INFORMATION SERV                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      683067 | OU      | $32042672.97  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MERCK   CO INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        5545 | OU      | $-667008.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MERCK   CO INC                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      280332 | OU      | $-33721136.28 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SLB NV                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      538747 | OU      | $-27686208.33 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ZIMMER BIOMET HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        1600 | OU      | $144672.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CENCORA INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        2470 | OU      | $775925.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       96559 | OU      | $-8700931.49  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHERWIN WILLIAMS                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       55897 | OU      | $17917783.35  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHERWIN WILLIAMS                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       96680 | OU      | $30990774.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTENE CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      868557 | OU      | $-28436556.18 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SIMON PROPERTY GROUP REIT INC                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       78125 | OU      | $-14572656.25 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ACUITY INC                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      114464 | OU      | $32075102.08  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       53061 | OU      | $-5183529.09  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       93428 | OU      | $-9126981.32  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      171290 | OU      | $-16733320.10 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCE AUTO PARTS INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      530153 | OU      | $-27965570.75 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHERN COPPER CORP                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      103509 | OU      | $-17809758.54 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EDISON INTERNATIONAL                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27385 | OU      | $-2004034.30  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHERN                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       64811 | OU      | $6255557.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      319851 | OU      | $-30872018.52 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SOUTHWEST AIRLINES                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      547438 | OU      | $20567245.66  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOUTHWEST AIRLINES                                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       61224 | OU      | $-2300185.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AT T INC                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      594323 | OU      | $-17229423.77 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AT T INC                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      480430 | OU      | $-13927665.70 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHEVRON CORP                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        3703 | OU      | $766150.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHEVRON CORP                                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       29850 | OU      | $-6175965.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARBUCKS CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      353672 | OU      | $-31685474.48 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | STEEL DYNAMICS INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      116501 | OU      | $-20970180.00 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PUBLIC STORAGE REIT                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       27934 | OU      | $7566761.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      215015 | OU      | $20673692.25  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SUN COMMUNITIES REIT INC                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      255764 | OU      | $32216033.44  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       41412 | OU      | $-16419029.76 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOLL BROTHERS INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       22118 | OU      | $3018443.46   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOLL BROTHERS INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      113221 | OU      | $-15451269.87 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAVITA INC                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      182036 | OU      | $27977112.84  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | DAVITA INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      192597 | OU      | $-29600232.93 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | TRACTOR SUPPLY                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       71343 | OU      | $3231837.90   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRIMBLE INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       16199 | OU      | $1056660.77   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TYSON FOODS INC CLASS A                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      488204 | OU      | $31279230.28  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNION PACIFIC CORP                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        8947 | OU      | $-2170721.14  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNION PACIFIC CORP                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      130387 | OU      | $-31634493.94 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       30362 | OU      | $8215653.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       31803 | OU      | $-8605573.77  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        8529 | OU      | $-2307862.11  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNIVERSAL HEALTH SERVICES INC CLAS                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      156545 | OU      | $28016858.65  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VENTAS REIT INC                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        7533 | OU      | $-616048.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VF CORP                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      132689 | OU      | $2254386.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | VULCAN MATERIALS                                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       55610 | OU      | $15142603.00  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        9155 | OU      | $-1137783.40  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      237403 | OU      | $-29504444.84 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      187427 | OU      | $-23293427.56 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VIASAT INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      106483 | OU      | $4876921.40   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       77492 | OU      | $-19366025.72 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEYERHAEUSER REIT                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      571295 | OU      | $-13956736.85 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       26953 | OU      | $-1453305.76  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      333647 | OU      | $-17990246.24 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      362815 | OU      | $-19562984.80 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      245927 | OU      | $-13260383.84 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      112035 | OU      | $-6040927.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       27366 | OU      | $-1475574.72  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       36451 | OU      | $-1965437.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       75079 | OU      | $-4048259.68  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKYWORKS SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       30895 | OU      | $1654427.25   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      265710 | OU      | $26982850.50  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | NASDAQ INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       39260 | OU      | $3332781.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1697 | OU      | $123507.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      396459 | OU      | $-28854286.02 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       11960 | OU      | $-870448.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DICKS SPORTING INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      103762 | OU      | $-20574966.98 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DICKS SPORTING INC                                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       70516 | OU      | $-13982617.64 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LKQ CORP                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      123220 | OU      | $-3618971.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | LKQ CORP                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1035037 | OU      | $-30399036.69 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TJX INC                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       98470 | OU      | $15725659.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CRH PUBLIC LIMITED PLC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      328171 | OU      | $34497335.52  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTLAKE CORP                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      300959 | OU      | $-35158030.38 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | LAS VEGAS SANDS CORP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      633105 | OU      | $34111697.40  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CELANESE CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       86075 | OU      | $-5661152.75  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUNTSMAN CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      538978 | OU      | $-7173797.18  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELUS CORP                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1923912 | OU      | $24683790.96  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BUILDERS FIRSTSOURCE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       95606 | OU      | $7871241.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | CF INDUSTRIES HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       57830 | OU      | $-7508647.20  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROCS INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      431939 | OU      | $35859575.78  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSDIGM GROUP INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25742 | OU      | $29833948.32  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIS BUDGET GROUP INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       15460 | OU      | $-2254841.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AVIS BUDGET GROUP INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      173184 | OU      | $-25258886.40 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AVIS BUDGET GROUP INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       54348 | OU      | $-7926655.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WESTERN UNION                                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     3382057 | OU      | $-29525357.61 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OWENS CORNING                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7569 | OU      | $-819117.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADRIDGE FINANCIAL SOLUTIONS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      207885 | OU      | $33777154.80  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      359858 | OU      | $23923359.84  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      464409 | OU      | $-30873910.32 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENPACT LTD                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       41826 | OU      | $-1558018.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       94824 | OU      | $-15678200.16 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAPHIC PACKAGING HOLDING                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1084714 | OU      | $-10782057.16 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN WATER WORKS INC                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1262 | OU      | $171745.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHUBB                                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        1100 | OU      | $-358523.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       90868 | OU      | $-29616607.24 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARATHON PETROLEUM CORP                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |         758 | OU      | $185088.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARATHON PETROLEUM CORP                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       96124 | OU      | $-23471558.32 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1759007 | OU      | $11662216.41  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     3562787 | OU      | $23621277.81  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FORTUNE BRANDS INNOVATIONS INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       80841 | OU      | $-3150373.77  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SUNCOR ENERGY INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      229617 | OU      | $-15179979.87 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MOSAIC                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       72089 | OU      | $-1838269.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | KINDER MORGAN INC                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      919034 | OU      | $30815210.02  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | KINDER MORGAN INC                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      452112 | OU      | $15159315.36  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STANLEY BLACK   DECKER INC                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      267706 | OU      | $19023188.36  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICOLD REALTY INC TRUST                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     1391044 | OU      | $-15941364.24 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LYONDELLBASELL INDUSTRIES NV CLASS                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      423783 | OU      | $-34139958.48 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON INGALLS INDUSTRIES INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31484 | OU      | $-11960771.60 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROLOGIS REIT INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54893 | OU      | $-7255756.74  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | HCA HEALTHCARE INC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       57558 | OU      | $27238747.92  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HCA HEALTHCARE INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       46938 | OU      | $22212939.12  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | VERISK ANALYTICS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       33223 | OU      | $-6304064.25  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLISON TRANSMISSION HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       40457 | OU      | $-4735896.42  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLISON TRANSMISSION HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      236292 | OU      | $-27660341.52 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      344396 | OU      | $-31708539.72 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RALPH LAUREN CORP CLASS A                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       22344 | OU      | $7686112.56   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NXP SEMICONDUCTORS NV                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        2888 | OU      | $-568531.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BOOZ ALLEN HAMILTON HOLDING CORP C                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      208621 | OU      | $-16278696.63 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOOZ ALLEN HAMILTON HOLDING CORP C                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      131634 | OU      | $-10271401.02 | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      124957 | OU      | $-31330468.61 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      139374 | OU      | $-34945243.02 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CBOE GLOBAL MARKETS INC                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        2250 | OU      | $632407.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOLLAR GENERAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      277649 | OU      | $32965265.77  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYATT HOTELS CORP CLASS A                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       50713 | OU      | $-7292022.27  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYATT HOTELS CORP CLASS A                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      151450 | OU      | $-21776995.50 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       13830 | OU      | $6001805.10   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       10907 | OU      | $-4733310.79  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       21955 | OU      | $-9527811.35  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      793296 | OU      | $-21046142.88 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      483077 | OU      | $-12816032.81 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PILGRIMS PRIDE CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      556719 | OU      | $21021709.44  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       77639 | OU      | $-28862298.25 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENERAL MOTORS                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      452078 | OU      | $33679811.00  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENERAL MOTORS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      274880 | OU      | $20478560.00  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CUBESMART REIT                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      380881 | OU      | $13959288.65  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POST HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      263315 | OU      | $-26031320.90 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CBRE GROUP INC CLASS A                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       72140 | OU      | $9772084.40   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       26677 | OU      | $1046538.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      609747 | OU      | $-23920374.81 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      188389 | OU      | $-7390500.47  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXPEDIA GROUP INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      129960 | OU      | $30006464.40  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AMERICAN TOWER REIT CORP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      177928 | OU      | $30706814.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATADOR RESOURCES                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       54875 | OU      | $-3467002.50  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | W. P. CAREY REIT INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       96961 | OU      | $6589469.56   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MONDELEZ INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      291292 | OU      | $-16790070.88 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TENET HEALTHCARE CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      148699 | OU      | $28060988.29  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      164468 | OU      | $31036756.28  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | WORKDAY INC CLASS A                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      239961 | OU      | $31175733.12  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EATON PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       49420 | OU      | $-17676051.40 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | T MOBILE US INC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       33458 | OU      | $-7027183.74  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZOETIS INC CLASS A                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      283959 | OU      | $33566793.39  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORWEGIAN CRUISE LINE HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1854352 | OU      | $-34676382.40 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CDW CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       10518 | OU      | $-1272888.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2882712 | OU      | $-30960326.88 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | MURPHY USA INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        7200 | OU      | $-3556584.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TWILIO INC CLASS A                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      139789 | OU      | $17588251.98  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVITATION HOMES INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1234474 | OU      | $30676678.90  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SNAP INC CLASS A                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      995242 | OU      | $-4578113.20  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WILLIS TOWERS WATSON PLC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       33098 | OU      | $9621588.60   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VALVOLINE INC                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      200321 | OU      | $-6746811.28  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NUTRIEN LTD                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      146182 | OU      | $11030893.72  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BAKER HUGHES CLASS A                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      558231 | OU      | $-34080002.55 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAMB WESTON HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      736017 | OU      | $31104078.42  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LAMB WESTON HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      820816 | OU      | $34687684.16  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IQVIA HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       35604 | OU      | $6071906.16   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LEIDOS HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      212266 | OU      | $33011608.32  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      100017 | OU      | $30956261.67  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAPESTRY INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      239040 | OU      | $33730934.40  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNDHAM HOTELS RESORTS INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8441 | OU      | $-685662.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CNX RESOURCES CORP                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       67805 | OU      | $2613882.75   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EVERGY INC                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1825 | OU      | $149504.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLEGION PLC                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      229717 | OU      | $33375582.93  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KKR AND CO INC                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      126611 | OU      | $-11711517.50 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KKR AND CO INC                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      243165 | OU      | $-22492762.50 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PENNYMAC FINANCIAL SERVICES INC                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       80505 | OU      | $-7036137.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ARAMARK                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      234159 | OU      | $-9492805.86  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIGNA                                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      118164 | OU      | $31520247.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CIGNA                                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      113709 | OU      | $30331875.75  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DELL TECHNOLOGIES INC CLASS C                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |        9127 | OU      | $-1498014.51  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOW INC                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      833802 | OU      | $-34727853.30 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOW INC                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      747609 | OU      | $-31137914.85 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OVINTIV INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      265587 | OU      | $15765244.32  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OVINTIV INC                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      510964 | OU      | $-30330823.04 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEALTHPEAK PROPERTIES INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       77949 | OU      | $1280702.07   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS A                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       42169 | OU      | $2462669.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TC ENERGY CORP                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      467118 | OU      | $29241586.80  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TC ENERGY CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      533614 | OU      | $33404236.40  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GEN DIGITAL INC                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       49074 | OU      | $-924063.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INSTALLED BUILDING PRODUCTS INC                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       26827 | OU      | $7113179.05   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DUPONT DE NEMOURS INC                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      713325 | OU      | $-32670285.00 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OTIS WORLDWIDE CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      430878 | OU      | $33212076.24  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBER TECHNOLOGIES INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      212935 | OU      | $15316414.55  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBER TECHNOLOGIES INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      419768 | OU      | $30193912.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBE LIFE INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       78283 | OU      | $-10894645.11 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | CORTEVA INC                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      381247 | OU      | $-31914186.37 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MATCH GROUP INC                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1088375 | OU      | $33423996.25  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       23130 | OU      | $7983319.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOWMET AEROSPACE INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        7387 | OU      | $1702408.02   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITABLE HOLDINGS INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       11429 | OU      | $-424130.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | GE AEROSPACE                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      102879 | OU      | $29193973.83  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GE AEROSPACE                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       44106 | OU      | $12515959.62  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INGERSOLL RAND INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       75385 | OU      | $-6039846.20  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | SHIFT4 PAYMENTS INC CLASS A                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       20442 | OU      | $-893928.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHIFT4 PAYMENTS INC CLASS A                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8274 | OU      | $-361822.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SHIFT4 PAYMENTS INC CLASS A                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       16183 | OU      | $-707682.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FTAI AVIATION LTD                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       10422 | OU      | $-2553390.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | FTAI AVIATION LTD                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       60726 | OU      | $-14877870.00 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | AON PLC CLASS A                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       21496 | OU      | $6938478.88   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RTX CORP                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      124594 | OU      | $24034182.60  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     2946319 | OU      | $-20889401.71 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     2191948 | OU      | $-15540911.32 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROCKET COMPANIES INC CLASS A                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      600585 | OU      | $8558336.25   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      468391 | OU      | $3255317.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       34070 | OU      | $-236786.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CONSTELLATION ENERGY CORP                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       54415 | OU      | $-15195388.75 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ROYALTY PHARMA PLC CLASS A                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      103807 | OU      | $-4979621.79  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIATRIS INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     2525410 | OU      | $-34118289.10 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      265482 | OU      | $-7016689.26  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HF SINCLAIR CORP                                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       53152 | OU      | $3316153.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       15063 | OU      | $-1678319.46  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      286774 | OU      | $-31952359.08 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | FIDELITY NATIONAL FINANCIAL INC                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      184283 | OU      | $8547045.54   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BARRICK MINING CORP                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      881323 | OU      | $35949165.17  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BARRICK MINING CORPORATION                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      790126 | OU      | $32229239.54  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | APA CORP                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      705172 | OU      | $-29927499.68 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA CORP                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      752804 | OU      | $-31949001.76 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BATH AND BODY WORKS INC                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      288169 | OU      | $5380115.23   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BATH AND BODY WORKS INC                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      258396 | OU      | $4824253.32   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN PACIFIC KANSAS CITY LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      129167 | OU      | $10160276.22  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANCED DRAINAGE SYSTEMS INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       21110 | OU      | $2894814.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROOKFIELD VOTING INC CLASS A WHEN                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       40887 | OU      | $-1654696.89  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROOKFIELD VOTING INC CLASS A WHEN                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      781794 | OU      | $-31639203.18 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYNCHRONY FINANCIAL                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      441390 | OU      | $30023347.80  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BUNGE GLOBAL SA                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       19809 | OU      | $-2519704.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SIRIUSXM HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1361525 | OU      | $31423997.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIRIUSXM HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1099356 | OU      | $25373136.48  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | KEYSIGHT TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        1338 | OU      | $-377811.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LABCORP HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      103730 | OU      | $27676201.30  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APTIV PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      488145 | OU      | $33896788.80  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CROWN CASTLE INC                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      378132 | OU      | $30745912.92  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17679 | OU      | $-702740.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      204613 | OU      | $-20899171.82 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      121104 | OU      | $-12369562.56 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       96063 | OU      | $-9811874.82  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQUINIX REIT INC                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       18338 | OU      | $-17975641.12 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EVERSOURCE ENERGY                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      486591 | OU      | $33711024.48  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      231838 | OU      | $30359186.10  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1203 | OU      | $157532.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCOA CORP                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      552219 | OU      | $36628686.27  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBERTSONS COMPANY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1776124 | OU      | $-30265152.96 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLOCK INC CLASS A                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      144698 | OU      | $8707925.64   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAFT HEINZ                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1276899 | OU      | $28717458.51  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | ONEMAIN HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       38993 | OU      | $-2085735.57  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | ONEMAIN HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      587268 | OU      | $-31412965.32 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       13341 | OU      | $-4056731.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       87311 | OU      | $-26549528.88 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WELLTOWER INC                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       12609 | OU      | $-2492925.39  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEWLETT PACKARD ENTERPRISE                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1354267 | OU      | $-32245097.27 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CLEVELAND CLIFFS INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     4088173 | OU      | $-34545061.85 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CLEVELAND CLIFFS INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     3665277 | OU      | $-30971590.65 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PAYPAL HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      331752 | OU      | $-15005142.96 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICI PPTYS INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1135174 | OU      | $31012953.68  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ENCOMPASS HEALTH CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      199510 | OU      | $19298602.30  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HP INC                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1177325 | OU      | $22616413.25  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | HP INC                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       16794 | OU      | $322612.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEC ENERGY GROUP INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      120727 | OU      | $13976564.79  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOPBUILD CORP                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       96676 | OU      | $33962278.80  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHARTER COMMUNICATIONS INC CLASS A                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       75443 | OU      | $-16286634.84 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARTER COMMUNICATIONS INC CLASS A                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       82808 | OU      | $-17876591.04 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTRA CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84148 | OU      | $12649968.84  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HERC HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       53582 | OU      | $-5334088.10  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.46.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   397553614 | OU      | $-19735057.21 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer