# EDGAR Filing Document

**Accession Number:** 0000835620
**File Stem:** 0001410368-26-054521
**Filing Date:** 2026-5
**Character Count:** 1965951
**Document Hash:** eee692599da6d0fb78c7032d73f2a213
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-054521.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-054521

**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 Strategic Global Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000835620

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05603
- **FILM NUMBER:** 261030960

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK WORLD INCOME FUND, INC.
- **DATE OF NAME CHANGE:** 20061002

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MERRILL LYNCH WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WORLD INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910916

## Series and Classes Contracts Data

### BlackRock Strategic Global Bond Fund, Inc. (Series ID: S000002866)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000007879 | Investor A    |  |
| C000007882 | Institutional |  |
| C000038980 | Investor C    |  |
| C000162768 | 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 Strategic Global Bond Fund, Inc.**<br>

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

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

------

Consolidated Schedule of Investments (unaudited)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**(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** | **Asset-Backed Securities** |
| **Australia**<sup>(b)</sup> **— 0.1%** | **Australia**<sup>(b)</sup> **— 0.1%** | **Australia**<sup>(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Latitude Australia Credit Card Master Trust, <br> Series 2025-1, Class A, (1-Month BBSW + 1.15%), <br> 5.20%, 11/23/37<sup>(a)</sup><br>| AUD | 500 | &nbsp;&nbsp; $345385 |
| &nbsp;&nbsp;&nbsp; Metro Finance Trust, Series 2025-1, Class A, (1-Month <br> BBSW + 1.17%), 5.12%, 10/15/31<br>|  | 356 | &nbsp;&nbsp; 245966 |
| &nbsp;&nbsp;&nbsp; Panorama Auto Trust, Series 25-1, Class A, (1-Month <br> BBSW + 0.97%), 4.92%, 03/15/33<sup>(a)</sup><br>|  | 360 | &nbsp;&nbsp; 248241 |
| &nbsp;&nbsp;&nbsp; RESIMAC Premier, Series 2025-1, Class A, (1-Month <br> BBSW + 1.10%), 5.05%, 09/12/56<sup>(a)</sup><br>|  | 364 | &nbsp;&nbsp; 251497 |
|  |  |  | &nbsp;&nbsp; 1091089 |
| **Bermuda — 0.4%** | **Bermuda — 0.4%** | **Bermuda — 0.4%** |  |
| &nbsp;&nbsp;&nbsp; Symphony CLO Ltd., Series 2023-40A, Class AR, (3-mo. <br> CME Term SOFR + 1.31%), 4.98%, 01/05/38<sup>(b)(c)</sup><br>| USD | 3050 | &nbsp;&nbsp; 3051087 |
| **Cayman Islands**<sup>(c)</sup> **— 2.7%** | **Cayman Islands**<sup>(c)</sup> **— 2.7%** | **Cayman Islands**<sup>(c)</sup> **— 2.7%** |  |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO Ltd., Series 2016-8A, <br> Class A1R3, (3-mo. CME Term SOFR + 1.29%), <br> 4.96%, 10/27/38<sup>(b)</sup><br>|  | 950 | &nbsp;&nbsp; 950130 |
| &nbsp;&nbsp;&nbsp; Apidos CLO LIII, Series 2025-53A, Class A1, (3-mo. <br> CME Term SOFR + 1.32%), 4.99%, 07/20/38<sup>(b)</sup><br>|  | 2000 | &nbsp;&nbsp; 2001415 |
| &nbsp;&nbsp;&nbsp; Barings CLO Ltd., Series 2020-1A, Class A1R2, (3-mo. <br> CME Term SOFR + 1.26%), 4.93%, 01/15/38<sup>(b)</sup><br>|  | 1515 | &nbsp;&nbsp; 1514243 |
| &nbsp;&nbsp;&nbsp; Carlyle U.S. CLO Ltd., Series 2024-6A, Class B, (3-mo. <br> CME Term SOFR + 1.70%), 5.37%, 10/25/37<sup>(b)</sup><br>|  | 2500 | &nbsp;&nbsp; 2504078 |
| &nbsp;&nbsp;&nbsp; Cedar Funding II CLO Ltd., Series 2013-1A, Class BR3, <br> (3-mo. CME Term SOFR + 1.75%), 5.42%, <br> 07/22/38<sup>(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 1000205 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO Ltd., Series 2021-2A, Class A2R, <br> (3-mo. CME Term SOFR + 1.80%), 5.47%, <br> 10/15/37<sup>(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500275 |
| Dryden Senior Loan Fund<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-37A, Class AR, (3-mo. CME Term SOFR <br> + 1.36%), 5.03%, 01/15/31<br>|  | 86 | &nbsp;&nbsp; 86081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-49, Class AR, (3-mo. CME Term SOFR + <br> 1.21%), 4.88%, 07/18/30<br>|  | 27 | &nbsp;&nbsp; 27631 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO Ltd., Series 2020-50A, <br> Class BR2, (3-mo. CME Term SOFR + 1.50%), <br> 5.17%, 04/20/35<sup>(b)</sup><br>|  | 405 | &nbsp;&nbsp; 402118 |
| &nbsp;&nbsp;&nbsp; Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, <br> 2.75%, 07/20/47<br>|  | 65 | &nbsp;&nbsp; 53860 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners 36 Ltd., Series 2018-1A, <br> Class A1, (3-mo. CME Term SOFR + 1.23%), 4.90%, <br> 04/15/31<sup>(b)</sup><br>|  | 58 | &nbsp;&nbsp; 58299 |
| OHA Credit Funding Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-12RA, Class C, (3-mo. CME Term SOFR <br> + 1.80%), 5.47%, 07/20/37<br>|  | 1000 | &nbsp;&nbsp; 1000127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-17RA, Class A1, (3-mo. CME Term <br> SOFR + 1.14%), 4.81%, 04/20/39<br>|  | 500 | &nbsp;&nbsp; 498946 |
| &nbsp;&nbsp;&nbsp; Orion CLO Ltd., Series 2025-5A, Class D1, (3-mo. CME <br> Term SOFR + 3.05%), 6.72%, 07/20/38<sup>(b)</sup><br>|  | 500 | &nbsp;&nbsp; 496537 |
| &nbsp;&nbsp;&nbsp; Park Blue CLO Ltd., Series 2022-2A, Class A1R, (3-mo. <br> CME Term SOFR + 1.42%), 5.09%, 07/20/37<sup>(b)</sup><br>|  | 2000 | &nbsp;&nbsp; 2001165 |
| Post CLO VI Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class A1, (3-mo. CME Term SOFR + <br> 1.42%), 5.09%, 01/20/38<br>|  | 2000 | &nbsp;&nbsp; 2001371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2A, Class D1, (3-mo. CME Term SOFR + <br> 3.20%), 6.87%, 01/20/38<br>|  | 1000 | &nbsp;&nbsp; 993519 |
| &nbsp;&nbsp;&nbsp; Rad CLO Ltd., Series 2023-18A, Class A1R, (3-mo. CME <br> Term SOFR + 1.40%), 5.07%, 07/15/37<sup>(b)</sup><br>|  | 1130 | &nbsp;&nbsp; 1130565 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Cayman Islands (continued)** | **Cayman Islands (continued)** | **Cayman Islands (continued)** |  |
| &nbsp;&nbsp;&nbsp; Rockford Tower CLO Ltd., Series 2017-3A, Class A, (3-<br> mo. CME Term SOFR + 1.45%), 5.12%, 10/20/30<sup>(b)</sup><br>| USD | — <br><sup>(d)</sup><br>| &nbsp;&nbsp; $50 |
| &nbsp;&nbsp;&nbsp; Signal Peak CLO Ltd., Series 2020-8A, Class A1R, (3-<br> mo. CME Term SOFR + 1.39%), 5.06%, 10/20/37<sup>(b)</sup><br>|  | 1000 | &nbsp;&nbsp; 1000669 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XII Ltd., Series 2018-12A, Class BR2, <br> (3-mo. CME Term SOFR + 1.60%), 5.27%, <br> 01/17/39<sup>(b)</sup><br>|  | 325 | &nbsp;&nbsp; 325276 |
| &nbsp;&nbsp;&nbsp; Symphony CLO XIX Ltd., Series 2018-19A, Class A, <br> (3-mo. CME Term SOFR + 1.22%), 4.89%, <br> 04/16/31<sup>(b)</sup><br>|  | 78 | &nbsp;&nbsp; 77591 |
| Trimaran Cavu Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class AR, (3-mo. CME Term SOFR + <br> 1.02%), 4.67%, 10/25/34<br>|  | 1375 | &nbsp;&nbsp; 1372141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class B1R, (3-mo. CME Term SOFR <br> + 1.40%), 5.05%, 10/25/34<br>|  | 740 | &nbsp;&nbsp; 738026 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XII Ltd., Series 2020-12A, Class A1R2, <br> (3-mo. CME Term SOFR + 1.05%), 4.72%, <br> 04/25/33<sup>(b)</sup><br>|  | 1250 | &nbsp;&nbsp; 1249735 |
| Warwick Capital CLO Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-4A, Class A1, (3-mo. CME Term SOFR + <br> 1.40%), 5.07%, 07/20/37<br>|  | 1000 | &nbsp;&nbsp; 1000866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-6A, Class A1, (3-mo. CME Term SOFR + <br> 1.43%), 5.10%, 07/20/38<br>|  | 1000 | &nbsp;&nbsp; 1000584 |
|  |  |  | &nbsp;&nbsp; 23985503 |
| **France**<sup>(a)(b)</sup> **— 0.0%** | **France**<sup>(a)(b)</sup> **— 0.0%** | **France**<sup>(a)(b)</sup> **— 0.0%** |  |
| &nbsp;&nbsp;&nbsp; FCT Noria, Series 2025-1, Class B, (1-mo. EURIBOR + <br> 0.90%), 2.84%, 07/25/43<br>| EUR | 100 | &nbsp;&nbsp; 115225 |
| Noria DE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DE1, Class B, (1-mo. EURIBOR + <br> 0.95%), 2.89%, 02/25/43<br>|  | 72 | &nbsp;&nbsp; 84022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DE1, Class C, (1-mo. EURIBOR + <br> 1.25%), 3.19%, 02/25/43<br>|  | 73 | &nbsp;&nbsp; 83654 |
|  |  |  | &nbsp;&nbsp; 282901 |
| **Germany**<sup>(a)(b)</sup> **— 0.0%** | **Germany**<sup>(a)(b)</sup> **— 0.0%** | **Germany**<sup>(a)(b)</sup> **— 0.0%** |  |
| &nbsp;&nbsp;&nbsp; FCT Autonoria DE, Series 2023-DE, Class B, (1-mo. <br> EURIBOR + 1.15%), 3.09%, 01/26/43<br>|  | 31 | &nbsp;&nbsp; 35825 |
| &nbsp;&nbsp;&nbsp; Red & Black Auto Germany UG, Series 10, Class B, <br> (1-mo. EURIBOR + 1.20%), 3.14%, 09/15/32<br>|  | 55 | &nbsp;&nbsp; 64047 |
|  |  |  | &nbsp;&nbsp; 99872 |
| **Ireland**<sup>(a)(b)</sup> **— 0.1%** | **Ireland**<sup>(a)(b)</sup> **— 0.1%** | **Ireland**<sup>(a)(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Avoca CLO XXII DAC, Series 22X, Class B1, (3-mo. <br> EURIBOR + 1.30%), 3.32%, 04/15/35<br>|  | 100 | &nbsp;&nbsp; 114627 |
| &nbsp;&nbsp;&nbsp; CIFC European Funding CLO I DAC, Series 1X, <br> Class DR, (3-mo. EURIBOR + 3.20%), 5.22%, <br> 07/15/32<br>|  | 100 | &nbsp;&nbsp; 115535 |
| &nbsp;&nbsp;&nbsp; CVC Cordatus Loan Fund IV DAC, Series 4X, <br> Class BR1, (3-mo. EURIBOR + 1.30%), 3.32%, <br> 02/22/34<br>|  | 100 | &nbsp;&nbsp; 115644 |
| &nbsp;&nbsp;&nbsp; Fortuna Consumer Loan Abs 2026-1 DAC, <br> Series 2026-1, Class E, 10/18/37<sup>(e)</sup><br>|  | 100 | &nbsp;&nbsp; 115126 |
| &nbsp;&nbsp;&nbsp; Providus CLO VI DAC, Series 6X, Class D, (3-mo. <br> EURIBOR + 3.20%), 5.21%, 05/20/34<br>|  | 100 | &nbsp;&nbsp; 114684 |
| &nbsp;&nbsp;&nbsp; Tikehau CLO XII DAC, Series 12X, Class D, (3-mo. <br> EURIBOR + 3.25%), 5.28%, 10/20/38<br>|  | 100 | &nbsp;&nbsp; 115007 |
|  |  |  | &nbsp;&nbsp; 690623 |
| **Italy**<sup>(a)(b)</sup> **— 0.2%** | **Italy**<sup>(a)(b)</sup> **— 0.2%** | **Italy**<sup>(a)(b)</sup> **— 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Asset-Backed European Securitisation Transaction <br> Twenty-Four SRL, Series 2024-R, Class B, (1-mo. <br> EURIBOR + 1.15%), 3.09%, 08/16/40<br>|  | 289 | &nbsp;&nbsp; 335739 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Italy (continued)** | **Italy (continued)** | **Italy (continued)** |  |
| Auto ABS Italian Stella Loans SRL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B, (1-mo. EURIBOR + 1.20%), <br> 3.11%, 12/29/36<br>| EUR | 81 | &nbsp;&nbsp; $93570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, (1-mo. EURIBOR + 1.00%), <br> 2.91%, 12/28/40<br>|  | 156 | &nbsp;&nbsp; 180971 |
| &nbsp;&nbsp;&nbsp; Fulvia SPV SRL, Series 2025-1, Class B, (3-mo. <br> EURIBOR + 0.90%), 3.01%, 12/23/41<br>|  | 91 | &nbsp;&nbsp; 105252 |
| Golden Bar Securitisation SRL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class A1, (3-mo. EURIBOR + 0.67%), <br> 2.79%, 12/20/44<br>|  | 415 | &nbsp;&nbsp; 478860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B, (3-mo. EURIBOR + 0.90%), <br> 3.02%, 12/22/44<br>|  | 98 | &nbsp;&nbsp; 112174 |
| &nbsp;&nbsp;&nbsp; Quarzo SRL, Series 2024-1, Class B, (3-mo. EURIBOR <br> + 1.60%), 3.75%, 06/15/41<br>|  | 64 | &nbsp;&nbsp; 74662 |
| Sunrise Spv 98 Srl |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class C, (1-mo. EURIBOR + 1.25%), <br> 3.27%, 04/27/51<br>|  | 100 | &nbsp;&nbsp; 115591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class D, (1-mo. EURIBOR + 1.50%), <br> 3.52%, 04/27/51<br>|  | 100 | &nbsp;&nbsp; 115590 |
|  |  |  | &nbsp;&nbsp; 1612409 |
| **Jersey — 0.6%** | **Jersey — 0.6%** | **Jersey — 0.6%** |  |
| &nbsp;&nbsp;&nbsp; AGL CLO Ltd., Series 2023-24A, Class A2R, (3-mo. <br> CME Term SOFR + 1.71%), 5.38%, 03/31/38<sup>(b)(c)</sup><br>| USD | 2000 | &nbsp;&nbsp; 1994304 |
| &nbsp;&nbsp;&nbsp; Hamlin Park CLO Ltd., Series 2024-1A, Class A, (3-mo. <br> CME Term SOFR + 1.34%), 5.01%, 10/20/37<sup>(b)(c)</sup><br>|  | 3000 | &nbsp;&nbsp; 3001500 |
| Vantage Data Centers Jersey Borrower SPV Ltd.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1X, Class A2, 6.17%, 05/28/39 | GBP | 176 | &nbsp;&nbsp; 233470 |
| &nbsp;&nbsp;&nbsp; Series 2024-1X, Class B, 6.34%, 05/28/39 |  | 119 | &nbsp;&nbsp; 154571 |
|  |  |  | &nbsp;&nbsp; 5383845 |
| **Luxembourg**<sup>(a)(b)</sup> **— 0.2%** | **Luxembourg**<sup>(a)(b)</sup> **— 0.2%** | **Luxembourg**<sup>(a)(b)</sup> **— 0.2%** |  |
| &nbsp;&nbsp;&nbsp; Asset-Backed European Securitisation Transaction <br> Twenty-Three SARL, Series 2023, Class B, (1-mo. <br> EURIBOR + 1.30%), 3.22%, 03/21/34<br>| EUR | 79 | &nbsp;&nbsp; 91922 |
| &nbsp;&nbsp;&nbsp; FACT SA/LU, Series 2024-1, Class B, (1-mo. EURIBOR <br> + 1.05%), 2.99%, 09/22/31<br>|  | 100 | &nbsp;&nbsp; 115956 |
| &nbsp;&nbsp;&nbsp; First Mobility SARL - Compartment Swiss Lease, <br> Series 2025-1, Class B, 2.84%, 10/14/32<br>|  | 100 | &nbsp;&nbsp; 115122 |
| &nbsp;&nbsp;&nbsp; Golden Ray SA - Compartment 1, Series 1, Class A2, <br> (1-mo. EURIBOR + 0.80%), 2.75%, 12/27/57<br>|  | 248 | &nbsp;&nbsp; 286017 |
| &nbsp;&nbsp;&nbsp; Pony SA, Series 2024-1, Class B, (1-mo. EURIBOR + <br> 0.85%), 2.79%, 01/14/33<br>|  | 82 | &nbsp;&nbsp; 94693 |
| SC Austria SARL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class C, (3-mo. EURIBOR + 1.45%), <br> 3.48%, 07/25/41<br>|  | 100 | &nbsp;&nbsp; 116333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class D, (3-mo. EURIBOR + 1.80%), <br> 3.83%, 07/25/41<br>|  | 100 | &nbsp;&nbsp; 115958 |
| SC Germany SA Compartment Consumer |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class B, (1-mo. EURIBOR + 1.10%), <br> 3.04%, 05/14/38<br>|  | 100 | &nbsp;&nbsp; 116274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, (1-mo. EURIBOR + 0.95%), <br> 2.89%, 12/14/38<br>|  | 100 | &nbsp;&nbsp; 115077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B, (1-mo. EURIBOR + 0.95%), <br> 2.89%, 12/15/38<br>|  | 300 | &nbsp;&nbsp; 347561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class D, (1-mo. EURIBOR + 1.50%), <br> 3.44%, 12/15/38<br>|  | 100 | &nbsp;&nbsp; 115180 |
| &nbsp;&nbsp;&nbsp; TREVA Equipment Finance SA - Compartment, <br> Series 2024-1, Class B, (1-mo. EURIBOR + 0.90%), <br> 2.84%, 01/20/35<br>|  | 27 | &nbsp;&nbsp; 31158 |
|  |  |  | &nbsp;&nbsp; 1661251 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Netherlands**<sup>(a)(b)</sup> **— 0.1%** | **Netherlands**<sup>(a)(b)</sup> **— 0.1%** | **Netherlands**<sup>(a)(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Domi BV, Series 2023-1, Class A, (3-mo. EURIBOR + <br> 1.12%), 3.10%, 02/15/55<br>| EUR | 106 | &nbsp;&nbsp; $123898 |
| &nbsp;&nbsp;&nbsp; Hill FL BV, Series 2025-1FL, Class B, (1-mo. EURIBOR <br> + 0.95%), 2.91%, 10/18/32<br>|  | 306 | &nbsp;&nbsp; 352984 |
| &nbsp;&nbsp;&nbsp; Mila BV, Series 2025-1, Class B, (1-mo. EURIBOR + <br> 0.85%), 2.84%, 10/12/42<br>|  | 100 | &nbsp;&nbsp; 115499 |
|  |  |  | &nbsp;&nbsp; 592381 |
| **Portugal**<sup>(a)(b)</sup> **— 0.1%** | **Portugal**<sup>(a)(b)</sup> **— 0.1%** | **Portugal**<sup>(a)(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; GAMMA Sociedade de Titularizacao de Creditos SA <br> Consumer Totta 3<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3, Class A, (3-mo. EURIBOR + 0.75%), 2.78%, <br> 10/25/35<br>|  | 183 | &nbsp;&nbsp; 211840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3, Class B, (3-mo. EURIBOR + 1.20%), 3.23%, <br> 10/25/35<br>|  | 92 | &nbsp;&nbsp; 106180 |
| &nbsp;&nbsp;&nbsp; TAGUS-Sociedade de Titularizacao de Creditos <br> SA/Vasco Finance No. 3, Series 3, Class A, (1-mo. <br> EURIBOR + 0.93%), 2.86%, 10/27/43<br>|  | 800 | &nbsp;&nbsp; 926361 |
|  |  |  | &nbsp;&nbsp; 1244381 |
| **Spain**<sup>(a)(b)</sup> **— 0.1%** | **Spain**<sup>(a)(b)</sup> **— 0.1%** | **Spain**<sup>(a)(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Autonoria Spain FT, Series 2021-SP, Class B, (1-mo. <br> EURIBOR + 0.80%), 2.74%, 01/31/39<br>|  | 33 | &nbsp;&nbsp; 37587 |
| Bbva Consumer 2026-1 Fondo de Titulizacion |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class B, (3-mo. EURIBOR + 0.95%), <br> 2.96%, 05/20/39<br>|  | 200 | &nbsp;&nbsp; 230226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class D, (3-mo. EURIBOR + 2.50%), <br> 4.51%, 05/20/39<br>|  | 100 | &nbsp;&nbsp; 114272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class E, (3-mo. EURIBOR + 3.50%), <br> 5.51%, 05/20/39<br>|  | 100 | &nbsp;&nbsp; 115324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1, Class F, (3-mo. EURIBOR + 5.10%), <br> 7.11%, 05/20/39<br>|  | 100 | &nbsp;&nbsp; 114519 |
| Santander Consumo 10 FT |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 10, Class C, (3-mo. EURIBOR + 1.50%), <br> 3.74%, 05/22/41<br>|  | 100 | &nbsp;&nbsp; 115589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 10, Class D, (3-mo. EURIBOR + 1.90%), <br> 4.14%, 05/22/41<br>|  | 100 | &nbsp;&nbsp; 115589 |
| &nbsp;&nbsp;&nbsp; Santander Consumo Fondo de Titulizacion, Series 8, <br> Class B, (3-mo. EURIBOR + 1.20%), 3.23%, <br> 01/21/40<br>|  | 100 | &nbsp;&nbsp; 116196 |
|  |  |  | &nbsp;&nbsp; 959302 |
| **United Kingdom**<sup>(a)</sup> **— 0.7%** | **United Kingdom**<sup>(a)</sup> **— 0.7%** | **United Kingdom**<sup>(a)</sup> **— 0.7%** |  |
| Asimi Funding PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A, (1-day SONIA GBP 0.95%), <br> 4.68%, 05/16/32<br>| GBP | 87 | &nbsp;&nbsp; 114994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class A, (1-day SONIA GBP 0.82%), <br> 4.55%, 12/16/32<br>|  | 260 | &nbsp;&nbsp; 344584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B, (1-day SONIA GBP 1.20%), <br> 4.93%, 12/16/32<br>|  | 152 | &nbsp;&nbsp; 202174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class E, (1-day SONIA GBP 2.80%), <br> 6.53%, 12/16/32<br>|  | 86 | &nbsp;&nbsp; 114539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class F, (1-day SONIA GBP 4.80%), <br> 8.53%, 12/16/32<br>|  | 87 | &nbsp;&nbsp; 114234 |
| &nbsp;&nbsp;&nbsp; Atlas Funding PLC, Series 2023-1, Class B, (1-day <br> SONIA GBP 1.90%), 5.63%, 01/20/61<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 133047 |
| Dowson PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B, (1-day SONIA GBP 1.25%), <br> 4.98%, 08/20/31<br>|  | 149 | &nbsp;&nbsp; 197426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class D, (1-day SONIA GBP 1.90%), <br> 5.63%, 12/20/32<br>|  | 91 | &nbsp;&nbsp; 120700 |
| &nbsp;&nbsp;&nbsp; Edenbrook Mortgage Funding PLC, Series 2024-1, <br> Class A, (1-day SONIA GBP 0.87%), 4.62%, <br> 03/22/57<sup>(b)</sup><br>|  | 206 | &nbsp;&nbsp; 272887 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |  |
| &nbsp;&nbsp;&nbsp; Elstree Funding No. 5 PLC, Series 2005, Class A, (1-day <br> SONIA GBP 0.85%), 4.58%, 08/21/61<sup>(b)</sup><br>| GBP | 216 | &nbsp;&nbsp; $285878 |
| Hermitage PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class A, (1-day SONIA GBP 0.90%), <br> 4.63%, 04/21/33<br>|  | 125 | &nbsp;&nbsp; 165592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B, (1-day SONIA GBP 1.25%), <br> 4.98%, 04/21/33<br>|  | 42 | &nbsp;&nbsp; 55232 |
| &nbsp;&nbsp;&nbsp; Hops Hill PLC, Series 5, Class B, (1-day SONIA GBP <br> 1.00%), 4.73%, 06/21/56<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 131839 |
| London Cards No. 3 PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3X, Class A, (1-day SONIA GBP 0.90%), <br> 4.63%, 12/15/35<br>|  | 628 | &nbsp;&nbsp; 832300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3X, Class B, (1-day SONIA GBP 1.50%), <br> 5.23%, 12/15/35<br>|  | 439 | &nbsp;&nbsp; 581240 |
| &nbsp;&nbsp;&nbsp; Morglas ABS PLC, Series 2025-1, Class A, (1-day <br> SONIA GBP 0.80%), 4.53%, 09/15/40<sup>(b)</sup><br>|  | 648 | &nbsp;&nbsp; 857271 |
| &nbsp;&nbsp;&nbsp; Mortimer Mix PLC, Series 2024-MIX, Class B, (1-day <br> SONIA GBP 1.15%), 4.88%, 09/22/67<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 132360 |
| Newday Funding Master Issuer PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2X, Class A, (1-day SONIA GBP 0.90%), <br> 4.63%, 07/15/32<br>|  | 275 | &nbsp;&nbsp; 364135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3X, Class B, (1-day SONIA GBP 1.30%), <br> 5.03%, 11/15/32<br>|  | 100 | &nbsp;&nbsp; 132830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2X, Class B, (1-day SONIA GBP 1.05%), <br> 4.78%, 07/15/33<br>|  | 134 | &nbsp;&nbsp; 176991 |
| &nbsp;&nbsp;&nbsp; Pavillion Consumer PLC, Series 2025-1X, Class C, (1-<br> day SONIA GBP 1.60%), 5.33%, 01/25/36<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 132100 |
| &nbsp;&nbsp;&nbsp; PCL Funding IX PLC, Series 2024-1, Class A, (1-day <br> SONIA GBP 0.90%), 4.63%, 07/16/29<sup>(b)</sup><br>|  | 318 | &nbsp;&nbsp; 421491 |
| &nbsp;&nbsp;&nbsp; Polaris PLC, Series 2023-1, Class B, (1-day SONIA GBP <br> 2.75%), 6.48%, 02/23/61<sup>(b)</sup><br>|  | 160 | &nbsp;&nbsp; 213349 |
| &nbsp;&nbsp;&nbsp; Unique Pub Finance Co. PLC, Series 02, Class N, <br> 6.46%, 03/30/32<br>|  | 56 | &nbsp;&nbsp; 75638 |
| &nbsp;&nbsp;&nbsp; Winchester PLC, Series 2001, Class B, (1-day SONIA <br> GBP 1.20%), 4.94%, 10/21/56<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 132386 |
|  |  |  | &nbsp;&nbsp; 6305217 |
| **United States — 4.5%** | **United States — 4.5%** | **United States — 4.5%** |  |
| Affirm Asset Securitization Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class C, 5.34%, 04/15/30 | USD | 100 | &nbsp;&nbsp; 100131 |
| &nbsp;&nbsp;&nbsp; Series 2025-X2, Class A, 4.45%, 10/15/30 |  | 301 | &nbsp;&nbsp; 301507 |
| &nbsp;&nbsp;&nbsp; Affirm Master Trust, Series 2025-1A, Class A, 4.99%, <br> 02/15/33<sup>(c)</sup><br>|  | 225 | &nbsp;&nbsp; 226363 |
| &nbsp;&nbsp;&nbsp; Aqua Finance Trust, Series 2021-A, Class A, 1.54%, <br> 07/17/46<sup>(c)</sup><br>|  | 19 | &nbsp;&nbsp; 17177 |
| BHG Securitization Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class A, 1.42%, 11/17/33 |  | 7 | &nbsp;&nbsp; 7037 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class B, 2.79%, 11/17/33 |  | 100 | &nbsp;&nbsp; 98073 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC, Series 2023-B, <br> Class A1A, 6.50%, 06/25/54<sup>(c)</sup><br>|  | 253 | &nbsp;&nbsp; 262873 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans Trust, Series 2024-A, <br> Class A1B, (30-day Avg SOFR + 1.75%), 5.41%, <br> 06/25/54<sup>(b)(c)</sup><br>|  | 284 | &nbsp;&nbsp; 288070 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer III LLC, Series 2026-1A, <br> Class A21, 4.90%, 02/25/56<sup>(c)</sup><br>|  | 575 | &nbsp;&nbsp; 570219 |
| &nbsp;&nbsp;&nbsp; Concord Music Royalties LLC, Series 2024-1A, Class A, <br> 5.64%, 10/20/74<sup>(c)</sup><br>|  | 895 | &nbsp;&nbsp; 898469 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance <br> Holdco LLC, Series 2025-4A, Class B, 5.77%, <br> 12/20/55<sup>(c)</sup><br>|  | 758 | &nbsp;&nbsp; 760908 |
| Domain Greenbough Partner 2, 14.57%, 01/23/32<sup>(f)</sup> |  | 319 | &nbsp;&nbsp; 318828 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |  |
| &nbsp;&nbsp;&nbsp; ELFI Graduate Loan Program LLC, Series 2023-A, <br> Class A, 6.37%, 02/04/48<sup>(c)</sup><br>| USD | 482 | &nbsp;&nbsp; $496843 |
| &nbsp;&nbsp;&nbsp; Enterprise Fleet Financing LLC, Series 2024-4, Class A4, <br> 4.70%, 06/20/31<sup>(c)</sup><br>|  | 65 | &nbsp;&nbsp; 65558 |
| FIGRE Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-HE3, Class A, 5.56%, 05/25/55 |  | 1649 | &nbsp;&nbsp; 1654897 |
| &nbsp;&nbsp;&nbsp; Series 2026-HE2, Class A, 5.05%, 01/25/56 |  | 315 | &nbsp;&nbsp; 312403 |
| &nbsp;&nbsp;&nbsp; Flatiron CLO LLC, Series 2023-1A, Class DR, (3-mo. <br> CME Term SOFR + 2.70%), 6.37%, 04/17/36<sup>(b)(c)</sup><br>|  | 700 | &nbsp;&nbsp; 698121 |
| &nbsp;&nbsp;&nbsp; FNA 8 LLC, Series 2025-1, Class A, 5.62%, <br> 03/15/45<sup>(b)(c)</sup><br>|  | 211 | &nbsp;&nbsp; 210287 |
| Foundation Finance Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class A, 2.19%, 01/15/42 |  | 73 | &nbsp;&nbsp; 69254 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, 6.53%, 06/15/49 |  | 185 | &nbsp;&nbsp; 191726 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 4.93%, 03/15/50 |  | 79 | &nbsp;&nbsp; 79109 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, 4.56%, 08/15/52 |  | 339 | &nbsp;&nbsp; 336120 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class B, 4.87%, 08/15/52 |  | 270 | &nbsp;&nbsp; 267567 |
| Goldman Home Improvement Trust Issuer Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-GRN1, Class A, 4.50%, 06/25/52 |  | 241 | &nbsp;&nbsp; 240809 |
| &nbsp;&nbsp;&nbsp; Series 2022-GRN2, Class A, 6.80%, 10/25/52 |  | 35 | &nbsp;&nbsp; 35460 |
| GoodLeap Home Improvement Solutions Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.35%, 10/20/46 |  | 481 | &nbsp;&nbsp; 484813 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 5.38%, 02/20/49 |  | 408 | &nbsp;&nbsp; 408923 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 6.27%, 02/20/49 |  | 18 | &nbsp;&nbsp; 18784 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, 5.32%, 06/20/49 |  | 745 | &nbsp;&nbsp; 749506 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 5.98%, 06/20/49 |  | 248 | &nbsp;&nbsp; 250196 |
| &nbsp;&nbsp;&nbsp; GoodLeap Sustainable Home Solutions Trust, <br> Series 2021-3CS, Class A, 2.10%, 05/20/48<sup>(c)</sup><br>|  | 194 | &nbsp;&nbsp; 150366 |
| &nbsp;&nbsp;&nbsp; GreenSky Home Improvement Trust, Series 2024-1, <br> Class A4, 5.67%, 06/25/59<sup>(c)</sup><br>|  | 210 | &nbsp;&nbsp; 213459 |
| Huntington Bank Auto Credit-Linked Notes<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B2, (30-day Avg SOFR + <br> 1.40%), 5.07%, 05/20/32<br>|  | 114 | &nbsp;&nbsp; 113916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class B2, (30-day Avg SOFR + <br> 1.35%), 5.02%, 10/20/32<br>|  | 210 | &nbsp;&nbsp; 210365 |
| Lendmark Funding Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, 2.37%, 04/20/32 |  | 178 | &nbsp;&nbsp; 167394 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, 5.88%, 06/21/32 |  | 100 | &nbsp;&nbsp; 100909 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class B, 4.86%, 02/21/34 |  | 100 | &nbsp;&nbsp; 99952 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.94%, 09/20/34 |  | 316 | &nbsp;&nbsp; 317088 |
| Lyra Music Assets Delaware LP<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, 5.76%, 12/22/64 |  | 388 | &nbsp;&nbsp; 390537 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 5.60%, 09/20/65 |  | 262 | &nbsp;&nbsp; 263680 |
| &nbsp;&nbsp;&nbsp; M&T Bank RV Trust, Series 2026-1A, Class A, 4.35%, <br> 01/15/46<sup>(c)</sup><br>|  | 513 | &nbsp;&nbsp; 507200 |
| Mariner Finance Issuance Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-AA, Class A, 5.13%, 09/22/36 |  | 241 | &nbsp;&nbsp; 242942 |
| &nbsp;&nbsp;&nbsp; Series 2024-BA, Class D, 6.36%, 11/20/38 |  | 100 | &nbsp;&nbsp; 101824 |
| &nbsp;&nbsp;&nbsp; Series 2025-AA, Class A, 4.98%, 05/20/38 |  | 469 | &nbsp;&nbsp; 472490 |
| &nbsp;&nbsp;&nbsp; Series 2025-AA, Class B, 5.33%, 05/20/38 |  | 172 | &nbsp;&nbsp; 173356 |
| &nbsp;&nbsp;&nbsp; Mosaic Solar Loan Trust, Series 2023-4, Class A, 6.40%, <br> 05/20/53<sup>(c)</sup><br>|  | 176 | &nbsp;&nbsp; 174986 |
| Navient Private Education Refi Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CA, Class A2B, (1 mo. Term SOFR + <br> 1.71%), 5.39%, 11/15/68<sup>(b)</sup><br>|  | 292 | &nbsp;&nbsp; 294543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class A, (Prime -1.99%), 4.76%, <br> 04/15/60<sup>(b)</sup><br>|  | 123 | &nbsp;&nbsp; 119483 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, 5.66%, 10/15/72 |  | 448 | &nbsp;&nbsp; 454491 |
| Navient Student Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B, Class A1B, (30-day Avg SOFR + <br> 1.70%), 5.37%, 03/15/72<sup>(b)</sup><br>|  | 110 | &nbsp;&nbsp; 110095 |
| &nbsp;&nbsp;&nbsp; Series 2023-BA, Class A1A, 6.48%, 03/15/72 |  | 76 | &nbsp;&nbsp; 78023 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |  |
| Nelnet Student Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class B1, 2.85%, 04/20/62 | USD | 136 | &nbsp;&nbsp; $123058 |
| &nbsp;&nbsp;&nbsp; Series 2021-DA, Class B, 2.90%, 04/20/62 |  | 700 | &nbsp;&nbsp; 631280 |
| &nbsp;&nbsp;&nbsp; Series 2021-DA, Class C, 3.50%, 04/20/62 |  | 100 | &nbsp;&nbsp; 87615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-PL1A, Class A1A, (30-day Avg SOFR + <br> 2.25%), 5.91%, 11/25/53<sup>(b)</sup><br>|  | 72 | &nbsp;&nbsp; 73069 |
| &nbsp;&nbsp;&nbsp; Series 2025-AA, Class A1A, 5.07%, 03/15/57 |  | 1096 | &nbsp;&nbsp; 1102955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AA, Class A1B, (30-day Avg SOFR + <br> 1.10%), 4.77%, 03/15/57<sup>(b)</sup><br>|  | 511 | &nbsp;&nbsp; 509742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BA, Class A1B, (30-day Avg SOFR + <br> 1.35%), 5.02%, 05/17/55<sup>(b)</sup><br>|  | 921 | &nbsp;&nbsp; 925317 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class D, 6.04%, 05/17/55 |  | 345 | &nbsp;&nbsp; 339359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CA, Class A1B, (30-day Avg SOFR + <br> 1.35%), 5.02%, 06/22/65<sup>(b)</sup><br>|  | 1436 | &nbsp;&nbsp; 1445833 |
| &nbsp;&nbsp;&nbsp; OHS Issuer LLC, Series 2026-1, Class A2, 5.98%, <br> 02/25/61<sup>(c)</sup><br>|  | 429 | &nbsp;&nbsp; 420251 |
| OneMain Financial Issuance Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-2A, Class B, 5.24%, 10/14/34 |  | 189 | &nbsp;&nbsp; 189221 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 7.52%, 09/15/36 |  | 552 | &nbsp;&nbsp; 569285 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.79%, 05/14/41 |  | 764 | &nbsp;&nbsp; 799757 |
| &nbsp;&nbsp;&nbsp; Point Broadband Funding LLC, Series 2025-1A, <br> Class A2, 5.34%, 07/20/55<sup>(c)</sup><br>|  | 271 | &nbsp;&nbsp; 271199 |
| QTS Issuer ABS II LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 5.04%, 10/05/55 |  | 998 | &nbsp;&nbsp; 977559 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, 5.36%, 01/05/56 |  | 809 | &nbsp;&nbsp; 790645 |
| &nbsp;&nbsp;&nbsp; Series 2026-4A, Class A2, 5.70%, 03/05/56 |  | 829 | &nbsp;&nbsp; 822750 |
| Regional Management Issuance Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class B, 2.35%, 08/15/33 |  | 990 | &nbsp;&nbsp; 930693 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A, 5.11%, 12/15/33 |  | 100 | &nbsp;&nbsp; 100384 |
| Republic Finance Issuance Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class A, 5.42%, 11/20/37 |  | 424 | &nbsp;&nbsp; 429358 |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class B, 5.86%, 11/20/37 |  | 152 | &nbsp;&nbsp; 154374 |
| Service Experts Issuer LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A, 2.67%, 02/02/32 |  | 67 | &nbsp;&nbsp; 65926 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 6.39%, 11/20/35 |  | 116 | &nbsp;&nbsp; 118267 |
| Sesac Finance LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A2, 6.42%, 01/25/54 |  | 50 | &nbsp;&nbsp; 50059 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A2, 5.50%, 07/25/55 |  | 364 | &nbsp;&nbsp; 356821 |
| SMB Private Education Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-A, Class A1B, (30-day Avg SOFR + <br> 1.45%), 5.12%, 03/15/56<sup>(b)</sup><br>|  | 620 | &nbsp;&nbsp; 625475 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 5.88%, 03/15/56 |  | 408 | &nbsp;&nbsp; 414215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-C, Class A1B, (30-day Avg SOFR + <br> 1.10%), 4.77%, 06/17/52<sup>(b)</sup><br>|  | 127 | &nbsp;&nbsp; 127128 |
| Sofi Consumer Loan Program Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class A, 4.40%, 02/25/36 |  | 433 | &nbsp;&nbsp; 432962 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class B, 4.90%, 02/25/36 |  | 455 | &nbsp;&nbsp; 454506 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class C, 5.20%, 02/25/36 |  | 413 | &nbsp;&nbsp; 412446 |
| &nbsp;&nbsp;&nbsp; Series 2026-B, Class D, 5.56%, 02/25/36 |  | 405 | &nbsp;&nbsp; 404525 |
| SoFi Consumer Loan Program Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A, 4.80%, 02/27/34 |  | 350 | &nbsp;&nbsp; 350631 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class B, 5.12%, 02/27/34 |  | 100 | &nbsp;&nbsp; 100888 |
| SoFi Personal Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class R1, 0.00%, 02/12/31 |  | 10 | &nbsp;&nbsp; 192364 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 6.06%, 02/12/31 |  | 79 | &nbsp;&nbsp; 78819 |
| &nbsp;&nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, Class A2II, <br> 6.27%, 07/30/54<sup>(c)</sup><br>|  | 230 | &nbsp;&nbsp; 232086 |
| &nbsp;&nbsp;&nbsp; Summit Issuer LLC, Series 2025-1A, Class A2, 5.21%, <br> 11/20/55<sup>(c)</sup><br>|  | 624 | &nbsp;&nbsp; 622433 |
| Towd Point Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-CES1, Class A2, 7.25%, 07/25/63 |  | 963 | &nbsp;&nbsp; 964358 |
| &nbsp;&nbsp;&nbsp; Series 2024-CES1, Class A1A, 5.85%, 01/25/64 |  | 908 | &nbsp;&nbsp; 909892 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |  |
| Towd Point Mortgage Trust<sup>(b)(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CES2, Class A1A, 6.13%, 02/25/64 | USD | 965 | &nbsp;&nbsp; $968577 |
| &nbsp;&nbsp;&nbsp; UPG HI Issuer Trust, Series 2025-2, Class A, 5.00%, <br> 09/25/47<sup>(c)</sup><br>|  | 210 | &nbsp;&nbsp; 208322 |
| Upgrade Master Pass-Thru Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ST4, Class A, 5.50%, 08/16/32 |  | 144 | &nbsp;&nbsp; 144478 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST6, Class A, 4.61%, 10/15/32 |  | 473 | &nbsp;&nbsp; 473033 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST7, Class A, 4.55%, 11/15/32 |  | 363 | &nbsp;&nbsp; 363251 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST7, Class B, 4.98%, 11/15/32 |  | 204 | &nbsp;&nbsp; 203901 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST8, Class B, 5.07%, 12/15/33 |  | 890 | &nbsp;&nbsp; 888241 |
| &nbsp;&nbsp;&nbsp; Series 2026-ST1, Class A, 4.24%, 03/15/34 |  | 303 | &nbsp;&nbsp; 302212 |
| &nbsp;&nbsp;&nbsp; UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%, <br> 01/25/47<sup>(c)</sup><br>|  | 358 | &nbsp;&nbsp; 356627 |
| &nbsp;&nbsp;&nbsp; US Bank NA, Series 2026-RVM1, Class B1, 4.96%, <br> 12/25/46<sup>(c)</sup><br>|  | 645 | &nbsp;&nbsp; 641999 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer LLC, Series 2025-2A, <br> Class A2, 5.24%, 11/15/55<sup>(c)</sup><br>|  | 388 | &nbsp;&nbsp; 382113 |
| &nbsp;&nbsp;&nbsp; VB-S1 Issuer LLC, Series 2026-1A, Class F, 6.84%, <br> 03/15/56<sup>(c)</sup><br>|  | 381 | &nbsp;&nbsp; 382608 |
|  |  |  | &nbsp;&nbsp; 39099997 |
| **Total Asset-Backed Securities — 9.8%** <br>**(Cost: $85,979,382)** | **Total Asset-Backed Securities — 9.8%** <br>**(Cost: $85,979,382)** | **Total Asset-Backed Securities — 9.8%** <br>**(Cost: $85,979,382)** | &nbsp;&nbsp; 86059858 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Brazil — 0.0%** | **Brazil — 0.0%** |  |
| Azul SA, ADR<sup>(f)(g)</sup> | 9871 | &nbsp;&nbsp; 162872 |
| **Canada — 0.1%** | **Canada — 0.1%** |  |
| Algoma Steel Group, Inc. | 26292 | &nbsp;&nbsp; 108586 |
| Methanex Corp. | 4841 | &nbsp;&nbsp; 288233 |
|  |  | &nbsp;&nbsp; 396819 |
| **Chile — 0.0%** | **Chile — 0.0%** |  |
| Wom New Holdco<sup>(f)(g)</sup> | 1029 | &nbsp;&nbsp; 23667 |
| **China — 0.1%** | **China — 0.1%** |  |
| Alibaba Group Holding Ltd., ADR | 822 | &nbsp;&nbsp; 103128 |
| Alibaba Health Information Technology Ltd.<sup>(g)</sup> | 18000 | &nbsp;&nbsp; 10854 |
| Baidu, Inc., Class A<sup>(g)</sup> | 1050 | &nbsp;&nbsp; 14677 |
| BYD Co. Ltd., Class H | 4666 | &nbsp;&nbsp; 63791 |
| BYD Electronic International Co. Ltd. | 3000 | &nbsp;&nbsp; 10791 |
| Contemporary Amperex Technology Co. Ltd., Class H | 1618 | &nbsp;&nbsp; 128968 |
| Meitu, Inc.<sup>(c)</sup> | 16250 | &nbsp;&nbsp; 9053 |
| Minth Group Ltd. | 2500 | &nbsp;&nbsp; 10444 |
| Tencent Holdings Ltd. | 1024 | &nbsp;&nbsp; 64586 |
| Trip.com Group Ltd. | 300 | &nbsp;&nbsp; 14826 |
| Xiaomi Corp., Class B<sup>(c)(g)</sup> | 3600 | &nbsp;&nbsp; 14870 |
|  |  | &nbsp;&nbsp; 445988 |
| **France — 0.0%** | **France — 0.0%** |  |
| Airbus SE | 196 | &nbsp;&nbsp; 37058 |
| Altice France Lux 3<sup>(g)</sup> | 517 | &nbsp;&nbsp; 8605 |
|  |  | &nbsp;&nbsp; 45663 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |  |
| ASMPT Ltd. | 1050 | &nbsp;&nbsp; 13591 |
| **Italy — 0.0%** | **Italy — 0.0%** |  |
| Intesa Sanpaolo SpA | 10630 | &nbsp;&nbsp; 64289 |
| UniCredit SpA | 1819 | &nbsp;&nbsp; 130502 |
|  |  | &nbsp;&nbsp; 194791 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Japan — 0.0%** | **Japan — 0.0%** |  |
| Doutor Nichires Holdings Co. Ltd. | 400 | &nbsp;&nbsp; $7429 |
| IDOM, Inc. | 900 | &nbsp;&nbsp; 7221 |
| Keihan Holdings Co. Ltd. | 400 | &nbsp;&nbsp; 8174 |
| Keisei Electric Railway Co. Ltd. | 1400 | &nbsp;&nbsp; 10475 |
| MonotaRO Co. Ltd. | 700 | &nbsp;&nbsp; 7588 |
| Nagoya Railroad Co. Ltd. | 600 | &nbsp;&nbsp; 6555 |
| Nishimatsuya Chain Co. Ltd. | 800 | &nbsp;&nbsp; 10636 |
| Ohsho Food Service Corp. | 400 | &nbsp;&nbsp; 7843 |
| Ryohin Keikaku Co. Ltd. | 600 | &nbsp;&nbsp; 12804 |
| Saizeriya Co. Ltd. | 300 | &nbsp;&nbsp; 12149 |
|  |  | &nbsp;&nbsp; 90874 |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |  |
| New Kleo Holdco<sup>(f)(g)</sup> | 8085 | &nbsp;&nbsp; 12149 |
| **Spain — 0.0%** | **Spain — 0.0%** |  |
| CaixaBank SA | 10555 | &nbsp;&nbsp; 126530 |
| **United Kingdom**<sup>(g)</sup> **— 0.0%** | **United Kingdom**<sup>(g)</sup> **— 0.0%** |  |
| Fluidstack Ltd., Seres A<sup>(f)</sup> | 3757 | &nbsp;&nbsp; 278364 |
| Genius Sports Ltd. | 16197 | &nbsp;&nbsp; 71753 |
|  |  | &nbsp;&nbsp; 350117 |
| **United States — 1.2%** | **United States — 1.2%** |  |
| Advanced Drainage Systems, Inc. | 290 | &nbsp;&nbsp; 39768 |
| Alphabet, Inc., Class C | 750 | &nbsp;&nbsp; 215145 |
| Amazon.com, Inc.<sup>(g)</sup> | 746 | &nbsp;&nbsp; 155369 |
| AMC Networks, Inc., Class A<sup>(g)</sup> | 12756 | &nbsp;&nbsp; 86613 |
| Anduril Industries, Inc., Series G, Preference Shares<sup>(f)(g)</sup> | 3592 | &nbsp;&nbsp; 237180 |
| Anthropic PBC, Series G<sup>(f)(g)</sup> | 818 | &nbsp;&nbsp; 211974 |
| APA Corp. | 4600 | &nbsp;&nbsp; 195224 |
| Apple, Inc. | 354 | &nbsp;&nbsp; 89842 |
| Boeing Co.<sup>(g)</sup> | 323 | &nbsp;&nbsp; 64287 |
| Boston Scientific Corp.<sup>(g)</sup> | 882 | &nbsp;&nbsp; 55345 |
| Broadcom, Inc. | 136 | &nbsp;&nbsp; 42093 |
| Builders FirstSource, Inc.<sup>(g)</sup> | 414 | &nbsp;&nbsp; 34085 |
| Cadence Design Systems, Inc.<sup>(g)</sup> | 401 | &nbsp;&nbsp; 111426 |
| Caesars Entertainment, Inc.<sup>(g)</sup> | 3619 | &nbsp;&nbsp; 95650 |
| Carrier Global Corp. | 802 | &nbsp;&nbsp; 45161 |
| Century Communities, Inc. | 2891 | &nbsp;&nbsp; 165886 |
| Cirkul, Inc.<sup>(g)</sup> | 3 | &nbsp;&nbsp; — |
| Citigroup, Inc. | 566 | &nbsp;&nbsp; 64190 |
| Coreweave, Inc., Class A<sup>(g)</sup> | 2711 | &nbsp;&nbsp; 210021 |
| D.R. Horton, Inc. | 819 | &nbsp;&nbsp; 112383 |
| Delta Air Lines, Inc. | 1881 | &nbsp;&nbsp; 125049 |
| DF Residential III LP<sup>(f)(g)</sup> | 480173 | &nbsp;&nbsp; 528190 |
| EchoStar Corp., Class A<sup>(g)</sup> | 4929 | &nbsp;&nbsp; 577038 |
| Eli Lilly & Co. | 51 | &nbsp;&nbsp; 46908 |
| Fifth Third Bancorp | 3609 | &nbsp;&nbsp; 167674 |
| Flagstar Bank NA | 47137 | &nbsp;&nbsp; 620794 |
| Freeport-McMoRan, Inc. | 1006 | &nbsp;&nbsp; 59133 |
| Freewire Equity<sup>(f)(g)</sup> | 6 | &nbsp;&nbsp; — |
| GE Vernova, Inc. | 168 | &nbsp;&nbsp; 146647 |
| General Electric Co. | 666 | &nbsp;&nbsp; 188991 |
| Goldman Sachs Group, Inc. | 141 | &nbsp;&nbsp; 119285 |
| &nbsp;&nbsp;&nbsp; HNG Hospitality Offshore LP, (Acquired 02/16/24, Cost: <br> $538,000)<sup>(f)(g)(h)</sup><br>| 538000 | &nbsp;&nbsp; 322800 |
| Home Depot, Inc. | 31 | &nbsp;&nbsp; 10196 |
| James Hardie Industries PLC<sup>(g)</sup> | 2073 | &nbsp;&nbsp; 39263 |
| KB Home | 1659 | &nbsp;&nbsp; 85853 |
| KLA Corp. | 62 | &nbsp;&nbsp; 91289 |
| Lam Research Corp. | 444 | &nbsp;&nbsp; 94865 |
| Lowe's Cos., Inc. | 43 | &nbsp;&nbsp; 10160 |
| Marathon Petroleum Corp. | 707 | &nbsp;&nbsp; 172635 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| Meritage Homes Corp. | 2317 | &nbsp;&nbsp; $143283 |
| Micron Technology, Inc. | 538 | &nbsp;&nbsp; 181758 |
| NRG Energy, Inc. | 529 | &nbsp;&nbsp; 77308 |
| OpenAI, Series C<sup>(f)(g)</sup> | 336 | &nbsp;&nbsp; 231063 |
| Palladyne AI Corp.<sup>(g)</sup> | 305 | &nbsp;&nbsp; 1851 |
| PBF Energy, Inc., Class A | 3687 | &nbsp;&nbsp; 175575 |
| QXO, Inc.<sup>(g)</sup> | 3691 | &nbsp;&nbsp; 71679 |
| Six Flags Entertainment Corp.<sup>(g)</sup> | 5335 | &nbsp;&nbsp; 94696 |
| SM Energy Co. | 8977 | &nbsp;&nbsp; 279903 |
| Solaris Energy Infrastructure, Inc., Class A | 2322 | &nbsp;&nbsp; 131216 |
| Sonder Holdings, Inc., Class A<sup>(g)</sup> | 2292 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Space Exploration Technologies Corp., Class A, <br> (Acquired 08/21/23, Cost: $85,374)<sup>(f)(g)(h)</sup><br>| 1054 | &nbsp;&nbsp; 555026 |
| &nbsp;&nbsp;&nbsp; Space Exploration Technologies Corp., Class C, <br> (Acquired 08/21/23, Cost: $91,692)<sup>(f)(g)(h)</sup><br>| 1132 | &nbsp;&nbsp; 596100 |
| Synopsys, Inc.<sup>(g)</sup> | 295 | &nbsp;&nbsp; 116962 |
| Tesla, Inc.<sup>(g)</sup> | 320 | &nbsp;&nbsp; 118960 |
| Toll Brothers, Inc. | 525 | &nbsp;&nbsp; 71647 |
| TopBuild Corp.<sup>(g)</sup> | 73 | &nbsp;&nbsp; 25645 |
| Trane Technologies PLC | 133 | &nbsp;&nbsp; 55426 |
| True Anomaly, Inc., Series D<sup>(g)</sup> | 24219 | &nbsp;&nbsp; 633999 |
| United Airlines Holdings, Inc.<sup>(g)</sup> | 750 | &nbsp;&nbsp; 69052 |
| USA Rare Earth, Inc., Class A<sup>(g)</sup> | 8191 | &nbsp;&nbsp; 123971 |
| Valero Energy Corp. | 365 | &nbsp;&nbsp; 90184 |
| Vertiv Holdings Co., Class A | 1119 | &nbsp;&nbsp; 280399 |
| Vistance Networks, Inc.<sup>(g)</sup> | 10661 | &nbsp;&nbsp; 194030 |
| Vistra Corp. | 144 | &nbsp;&nbsp; 21648 |
| Vobile Group Ltd.<sup>(g)</sup> | 16000 | &nbsp;&nbsp; 7101 |
| Walt Disney Co. | 1841 | &nbsp;&nbsp; 177436 |
| Wealthfront Corp.<sup>(g)</sup> | 8573 | &nbsp;&nbsp; 79300 |
| Williams Cos., Inc. | 1900 | &nbsp;&nbsp; 138282 |
| Zeitview, Series E3<sup>(f)(g)</sup> | 92744 | &nbsp;&nbsp; 94097 |
|  |  | &nbsp;&nbsp; 10476009 |
| **Total Common Stocks — 1.4%** <br>**(Cost: $10,627,788)** | **Total Common Stocks — 1.4%** <br>**(Cost: $10,627,788)** | &nbsp;&nbsp; 12339070 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Angola — 0.0%** | **Angola — 0.0%** | **Angola — 0.0%** | **Angola — 0.0%** |
| Azule Energy Finance PLC, 8.25%, 01/22/31<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 201908 |
| **Argentina**<sup>(c)</sup> **— 0.0%** | **Argentina**<sup>(c)</sup> **— 0.0%** | **Argentina**<sup>(c)</sup> **— 0.0%** | **Argentina**<sup>(c)</sup> **— 0.0%** |
| Telecom Argentina SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 05/28/33 |  | 177 | &nbsp;&nbsp; 183041 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/20/36 |  | 67 | &nbsp;&nbsp; 66831 |
| Vista Energy Argentina SAU, 8.50%, 06/10/33 |  | 9 | &nbsp;&nbsp; 9413 |
|  |  |  | &nbsp;&nbsp; 259285 |
| **Australia — 0.6%** | **Australia — 0.6%** | **Australia — 0.6%** | **Australia — 0.6%** |
| AGL Energy Ltd., 5.77%, 09/30/35<sup>(a)</sup> | AUD | 200 | &nbsp;&nbsp; 131358 |
| &nbsp;&nbsp;&nbsp; Ampol Ltd., (3-Month BBSW + 2.00%), 5.85%, <br> 10/30/55<sup>(a)(b)</sup><br>|  | 310 | &nbsp;&nbsp; 202230 |
| &nbsp;&nbsp;&nbsp; AusNet Services Holdings Pty. Ltd., (3-Month BBSW + <br> 1.77%), 5.70%, 02/04/56<sup>(a)(b)</sup><br>|  | 260 | &nbsp;&nbsp; 176700 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group Ltd., (3-Month <br> BBSW + 1.25%), 5.24%, 02/23/37<sup>(b)</sup><br>|  | 500 | &nbsp;&nbsp; 342146 |
| Fortescue Treasury Pty. Ltd., 4.38%, 04/01/31<sup>(c)</sup> | USD | 56 | &nbsp;&nbsp; 52911 |
| &nbsp;&nbsp;&nbsp; Macquarie Bank Ltd., (3-Month BBSW + 1.32%), 5.31%, <br> 08/20/36<sup>(b)</sup><br>| AUD | 560 | &nbsp;&nbsp; 382570 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Australia (continued)** | **Australia (continued)** | **Australia (continued)** | **Australia (continued)** |
| Mineral Resources Ltd.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/28 | USD | 77 | &nbsp;&nbsp; $79782 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/01/30 |  | 84 | &nbsp;&nbsp; 86335 |
| National Australia Bank Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (3-Month BBSW + 1.70%), 5.77%, 07/30/40 | AUD | 500 | &nbsp;&nbsp; 328899 |
| &nbsp;&nbsp;&nbsp; (3-Month BBSW + 2.00%), 6.34%, 06/06/39 |  | 200 | &nbsp;&nbsp; 137489 |
| &nbsp;&nbsp;&nbsp; NSW Electricity Networks Finance Property Ltd., (3-<br> Month BBSW + 2.20%), 6.30%, 11/20/55<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 164983 |
| Oceana Australian Fixed Income Trust, A Note Upsize<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/31/28 |  | 348 | &nbsp;&nbsp; 236813 |
| &nbsp;&nbsp;&nbsp; Class A, 12.50%, 07/31/26 |  | 248 | &nbsp;&nbsp; 171963 |
| &nbsp;&nbsp;&nbsp; Class A, 12.50%, 07/31/27 |  | 414 | &nbsp;&nbsp; 290295 |
| Pacific National Finance Pty. Ltd., 7.75%, 12/11/54<sup>(a)(b)</sup> |  | 960 | &nbsp;&nbsp; 662452 |
| &nbsp;&nbsp;&nbsp; Patrick Terminals Finance Property Ltd., 5.55%, <br> 10/22/35<sup>(a)</sup><br>|  | 480 | &nbsp;&nbsp; 312037 |
| Tabcorp Finance Pty. Ltd., 5.99%, 05/28/31<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 335664 |
| Vicinity Centres Trust, 5.84%, 03/03/36<sup>(a)</sup> |  | 330 | &nbsp;&nbsp; 220291 |
| Westpac Banking Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.14%, 11/13/45<sup>(a)</sup> |  | 460 | &nbsp;&nbsp; 302756 |
| &nbsp;&nbsp;&nbsp; (3-Month BBSW + 1.33%), 6.09%, 02/12/41<sup>(b)</sup> |  | 460 | &nbsp;&nbsp; 308427 |
|  |  |  | &nbsp;&nbsp; 4926101 |
| **Austria — 0.0%** | **Austria — 0.0%** | **Austria — 0.0%** | **Austria — 0.0%** |
| ams-OSRAM AG, 10.50%, 03/30/29<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 121012 |
| **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc., 4.90%, 02/01/46<br>| USD | 233 | &nbsp;&nbsp; 209973 |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch InBev Worldwide, Inc., 5.80%, <br> 01/23/59<br>|  | 119 | &nbsp;&nbsp; 119287 |
|  |  |  | &nbsp;&nbsp; 329260 |
| **Brazil — 0.2%** | **Brazil — 0.2%** | **Brazil — 0.2%** | **Brazil — 0.2%** |
| 3R Lux SARL, 9.75%, 02/05/31<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 204750 |
| Ambipar Lux SARL, 10.88%, 02/05/25<sup>(a)(g)(i)</sup> |  | 310 | &nbsp;&nbsp; 42154 |
| &nbsp;&nbsp;&nbsp; MC Brazil Downstream Trading SARL, 7.25%, <br> 06/30/31<sup>(c)</sup><br>|  | 200 | &nbsp;&nbsp; 178995 |
| Petrobras Global Finance BV, 6.75%, 01/27/41 |  | 16 | &nbsp;&nbsp; 15581 |
| Raizen Fuels Finance SA, 6.70%, 02/25/37<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 108500 |
| Samarco Mineracao SA<sup>(j)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (9.00% Cash or 9.00% PIK), 9.50%, 06/30/31<sup>(a)</sup> |  | 566 | &nbsp;&nbsp; 557319 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.50%, 06/30/31<sup>(c)</sup> |  | 7 | &nbsp;&nbsp; 6666 |
| Suzano Austria GmbH |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 |  | 200 | &nbsp;&nbsp; 204240 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 |  | 200 | &nbsp;&nbsp; 197270 |
| Vale Overseas Ltd., 6.40%, 06/28/54 |  | 174 | &nbsp;&nbsp; 175075 |
|  |  |  | &nbsp;&nbsp; 1690550 |
| **Canada — 0.5%** | **Canada — 0.5%** | **Canada — 0.5%** | **Canada — 0.5%** |
| &nbsp;&nbsp;&nbsp; Air Canada Pass-Through Trust, Series 2020-1, Class C, <br> 10.50%, 07/15/26<sup>(c)</sup><br>|  | 302 | &nbsp;&nbsp; 305330 |
| Bombardier, Inc., 8.75%, 11/15/30<sup>(c)</sup> |  | 86 | &nbsp;&nbsp; 91465 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/27 |  | 74 | &nbsp;&nbsp; 73903 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/29 |  | 65 | &nbsp;&nbsp; 61672 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 |  | 93 | &nbsp;&nbsp; 85386 |
| &nbsp;&nbsp;&nbsp; Burger King (Restaurant Brands International, Inc.)/New <br> Red Finance, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/15/29 |  | 100 | &nbsp;&nbsp; 101617 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/30 |  | 84 | &nbsp;&nbsp; 78954 |
| Garda World Security Corp., 8.25%, 08/01/32<sup>(c)</sup> |  | 94 | &nbsp;&nbsp; 93016 |
| HR Ottawa LP, 11.00%, 03/31/31<sup>(c)</sup> |  | 1893 | &nbsp;&nbsp; 2104176 |
| NOVA Chemicals Corp., 5.25%, 06/01/27<sup>(c)</sup> |  | 158 | &nbsp;&nbsp; 157759 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| Open Text Corp., 3.88%, 12/01/29<sup>(c)</sup> | USD | 100 | &nbsp;&nbsp; $89365 |
| Prime Investment Partners Ltd., 11.00%, 05/01/30<sup>(f)</sup> |  | 943 | &nbsp;&nbsp; 978005 |
| &nbsp;&nbsp;&nbsp; Rogers Communications, Inc., (5-year CMT + 2.65%), <br> 7.00%, 04/15/55<sup>(b)</sup><br>|  | 74 | &nbsp;&nbsp; 74291 |
| &nbsp;&nbsp;&nbsp; South Bow Canadian Infrastructure Holdings Ltd., (5-<br> year CMT + 3.95%), 7.63%, 03/01/55<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 102957 |
| &nbsp;&nbsp;&nbsp; TELUS Corp., (5-year CMT + 2.77%), 6.63%, <br> 10/15/55<sup>(b)</sup><br>|  | 15 | &nbsp;&nbsp; 15005 |
| &nbsp;&nbsp;&nbsp; Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo <br> U.S. LLC, 9.50%, 05/15/30<sup>(c)</sup><br>|  | 191 | &nbsp;&nbsp; 168678 |
|  |  |  | &nbsp;&nbsp; 4581579 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| Corp. Nacional del Cobre de Chile |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/14/30<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 187524 |
| &nbsp;&nbsp;&nbsp; 5.53%, 01/30/37<sup>(c)</sup> |  | 209 | &nbsp;&nbsp; 204757 |
| &nbsp;&nbsp;&nbsp; WOM Chile Holdco SpA, (5.00% PIK), 5.00%, <br> 04/01/32<sup>(c)(j)(k)</sup><br>|  | 548 | &nbsp;&nbsp; 496722 |
| &nbsp;&nbsp;&nbsp; WOM Mobile SA, (5.50% Cash and 6.25% PIK), 11.00%, <br> 04/01/31<sup>(c)(j)</sup><br>|  | 316 | &nbsp;&nbsp; 320030 |
|  |  |  | &nbsp;&nbsp; 1209033 |
| **China — 0.3%** | **China — 0.3%** | **China — 0.3%** | **China — 0.3%** |
| Alibaba Group Holding Ltd., 0.50%, 06/01/31<sup>(k)</sup> |  | 61 | &nbsp;&nbsp; 84607 |
| &nbsp;&nbsp;&nbsp; Fantasia Holdings Group Co. Ltd., 11.88%, <br> 06/01/23<sup>(a)(g)(i)</sup><br>|  | 200 | &nbsp;&nbsp; 2250 |
| Fortune Star BVI Ltd.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/02/26 | EUR | 1200 | &nbsp;&nbsp; 1380085 |
| &nbsp;&nbsp;&nbsp; 6.80%, 09/09/29 | USD | 800 | &nbsp;&nbsp; 755940 |
| Prosus NV<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.68%, 01/21/30 |  | 200 | &nbsp;&nbsp; 188530 |
| &nbsp;&nbsp;&nbsp; 3.06%, 07/13/31 |  | 200 | &nbsp;&nbsp; 178714 |
|  |  |  | &nbsp;&nbsp; 2590126 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| &nbsp;&nbsp;&nbsp; ABRA Global Finance, (6.00% Cash + 8.00% PIK), <br> 14.00%, 10/22/29<sup>(c)(j)</sup><br>|  | 505 | &nbsp;&nbsp; 477280 |
| Ecopetrol SA, 8.88%, 01/13/33 |  | 26 | &nbsp;&nbsp; 27443 |
| Gran Tierra Energy, Inc., 9.50%, 10/15/29<sup>(c)</sup> |  | 212 | &nbsp;&nbsp; 180200 |
| &nbsp;&nbsp;&nbsp; Promigas SA ESP/Gases del Pacifico SAC, 3.75%, <br> 10/16/29<sup>(a)</sup><br>|  | 400 | &nbsp;&nbsp; 368260 |
|  |  |  | &nbsp;&nbsp; 1053183 |
| **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** | **Cyprus — 0.0%** |
| ASG Finance DAC, 9.75%, 05/15/29<sup>(a)</sup> |  | 311 | &nbsp;&nbsp; 247245 |
| **Czech Republic**<sup>(a)</sup> **— 0.1%** | **Czech Republic**<sup>(a)</sup> **— 0.1%** | **Czech Republic**<sup>(a)</sup> **— 0.1%** | **Czech Republic**<sup>(a)</sup> **— 0.1%** |
| EP Infrastructure AS |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.82%, 03/02/31 | EUR | 455 | &nbsp;&nbsp; 468409 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/27/33 |  | 503 | &nbsp;&nbsp; 558631 |
|  |  |  | &nbsp;&nbsp; 1027040 |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |
| &nbsp;&nbsp;&nbsp; SGL Group ApS, (3-mo. EURIBOR + 4.75%), 6.78%, <br> 04/22/30<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 107496 |
| **Finland**<sup>(a)</sup> **— 0.1%** | **Finland**<sup>(a)</sup> **— 0.1%** | **Finland**<sup>(a)</sup> **— 0.1%** | **Finland**<sup>(a)</sup> **— 0.1%** |
| Citycon Treasury BV, 5.38%, 07/08/31 |  | 100 | &nbsp;&nbsp; 106490 |
| Mehilainen Yhtiot OYJ, 5.13%, 06/30/32 |  | 300 | &nbsp;&nbsp; 345548 |
|  |  |  | &nbsp;&nbsp; 452038 |
| **France — 0.7%** | **France — 0.7%** | **France — 0.7%** | **France — 0.7%** |
| Altice France SA, 5.63%, 07/15/32<sup>(a)</sup> |  | 76 | &nbsp;&nbsp; 83872 |
| Atos SE, 9.73%, 12/18/29<sup>(a)(l)</sup> |  | 259 | &nbsp;&nbsp; 337504 |
| &nbsp;&nbsp;&nbsp; BNP Paribas SA, (3-mo. EURIBOR + 1.05%), 3.74%, <br> 04/20/34<sup>(a)(b)</sup><br>|  | 800 | &nbsp;&nbsp; 903755 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **France (continued)** | **France (continued)** | **France (continued)** | **France (continued)** |
| &nbsp;&nbsp;&nbsp; Credit Agricole SA, (3-mo. EURIBOR + 0.60%), 0.63%, <br> 01/12/28<sup>(a)(b)</sup><br>| EUR | 100 | &nbsp;&nbsp; $113517 |
| Electricite de France SA, 5.13%, 09/22/50<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; 104129 |
| Elior Group SA, 5.63%, 03/15/30<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; 233319 |
| &nbsp;&nbsp;&nbsp; Figeac Aero SA, (Acquired 07/16/25, Cost: $395,607), <br> 7.79%, 07/23/30<sup>(f)(h)</sup><br>|  | 340 | &nbsp;&nbsp; 385640 |
| Forvia SE, 5.50%, 06/15/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 114440 |
| Goldstory SAS, 6.75%, 02/01/30<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 112998 |
| iliad SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/29 |  | 100 | &nbsp;&nbsp; 119201 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/30 |  | 200 | &nbsp;&nbsp; 242023 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/09/32 |  | 100 | &nbsp;&nbsp; 113185 |
| &nbsp;&nbsp;&nbsp; Lion/Polaris Lux Midco SARL, (3-mo. EURIBOR + <br> 3.63%), 5.75%, 07/01/29<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 115348 |
| Loxam SAS, 4.25%, 02/15/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 112162 |
| New Immo Holding SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/17/28 |  | 100 | &nbsp;&nbsp; 115799 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/08/28 |  | 100 | &nbsp;&nbsp; 112886 |
| Opal Bidco SAS, 5.50%, 03/31/32<sup>(a)</sup> |  | 105 | &nbsp;&nbsp; 118455 |
| Paprec Holding SA, 4.13%, 07/15/30<sup>(a)</sup> |  | 113 | &nbsp;&nbsp; 128083 |
| Renault SA, 3.88%, 09/30/30<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 113547 |
| &nbsp;&nbsp;&nbsp; Sabena technics SAS, (3-mo. EURIBOR + 5.00%), <br> (Acquired , Cost: $293,841), 7.13%, 09/30/29<sup>(f)(h)</sup><br>|  | 298 | &nbsp;&nbsp; 343806 |
| Worldline SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/12/28 |  | 1000 | &nbsp;&nbsp; 1050282 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/27/29 |  | 1200 | &nbsp;&nbsp; 1197381 |
|  |  |  | &nbsp;&nbsp; 6271332 |
| **Germany — 0.5%** | **Germany — 0.5%** | **Germany — 0.5%** | **Germany — 0.5%** |
| alstria SARL, 5.50%, 03/20/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 114447 |
| Amprion GmbH, 4.58%, 01/15/46<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 451907 |
| APCOA Group GmbH, 6.00%, 04/15/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 113199 |
| &nbsp;&nbsp;&nbsp; Aroundtown Finance SARL, (5-year EURIBOR ICE Swap <br> + 3.43%), 5.25%<sup>(a)(b)(m)</sup><br>|  | 356 | &nbsp;&nbsp; 374435 |
| Aroundtown SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 07/16/26 |  | 100 | &nbsp;&nbsp; 114571 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/30 |  | 100 | &nbsp;&nbsp; 110695 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, (5-year EURIBOR ICE Swap + <br> 5.26%), 8.13%<sup>(a)(b)(m)</sup><br>|  | 200 | &nbsp;&nbsp; 242753 |
| Dynamo Newco II GmbH, 6.25%, 10/15/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 102509 |
| &nbsp;&nbsp;&nbsp; Grand City Properties SA, (5-year EURIBOR ICE Swap <br> + 2.18%), 1.50%<sup>(a)(b)(m)</sup><br>|  | 100 | &nbsp;&nbsp; 113252 |
| Gruenenthal GmbH, 4.63%, 11/15/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 113270 |
| HT Troplast GmbH, 9.38%, 07/15/28<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 117012 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (8.75% Cash or 9.50% PIK), <br> 8.75%, 05/15/28<sup>(a)(j)</sup><br>|  | 200 | &nbsp;&nbsp; 236592 |
| &nbsp;&nbsp;&nbsp; Lanxess AG, (6-mo. EURIBOR at 0.00% Floor + 9.50% <br> and 12.00% Cash or 12.00% PIK), 12.00%, <br> 04/01/31<sup>(b)(f)(j)</sup><br>|  | 419 | &nbsp;&nbsp; 392968 |
| Mahle GmbH, 6.50%, 05/02/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 116873 |
| Nidda Healthcare Holding GmbH<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/30 |  | 100 | &nbsp;&nbsp; 115060 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.25%), 5.23%, 10/15/32<sup>(b)</sup> |  | 153 | &nbsp;&nbsp; 175438 |
| &nbsp;&nbsp;&nbsp; PrestigeBidCo GmbH, (3-mo. EURIBOR + 3.75%), <br> 5.77%, 07/01/29<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 115440 |
| ProGroup AG, 5.13%, 04/15/29<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 115120 |
| TUI Cruises GmbH, 5.00%, 05/15/30<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 112515 |
| Vonovia SE, Series B, 0.88%, 05/20/32<sup>(a)(k)</sup> |  | 100 | &nbsp;&nbsp; 109475 |
| &nbsp;&nbsp;&nbsp; Wintershall Dea Finance 2 BV, (5-year EURIBOR ICE <br> Swap + 3.94%), 6.12%<sup>(a)(b)(m)</sup><br>|  | 103 | &nbsp;&nbsp; 120310 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Germany (continued)** | **Germany (continued)** | **Germany (continued)** | **Germany (continued)** |
| ZF Europe Finance BV<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/12/30 | EUR | 200 | &nbsp;&nbsp; $235810 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/17/32 |  | 100 | &nbsp;&nbsp; 109047 |
| ZF North America Capital, Inc., 7.13%, 04/14/30<sup>(c)</sup> | USD | 150 | &nbsp;&nbsp; 147894 |
|  |  |  | &nbsp;&nbsp; 4070592 |
| **Greece**<sup>(a)(b)</sup> **— 0.0%** | **Greece**<sup>(a)(b)</sup> **— 0.0%** | **Greece**<sup>(a)(b)</sup> **— 0.0%** | **Greece**<sup>(a)(b)</sup> **— 0.0%** |
| &nbsp;&nbsp;&nbsp; Eurobank SA, (1-year EURIBOR ICE Swap + 1.70%), <br> 4.00%, 02/07/36<br>| EUR | 100 | &nbsp;&nbsp; 112299 |
| &nbsp;&nbsp;&nbsp; National Bank of Greece SA, (5-year EURIBOR ICE <br> Swap + 3.15%), 5.88%, 06/28/35<br>|  | 211 | &nbsp;&nbsp; 255060 |
|  |  |  | &nbsp;&nbsp; 367359 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| Elect Global Investments Ltd., 4.85%<sup>(a)(m)</sup> | USD | 200 | &nbsp;&nbsp; 149500 |
| Melco Resorts Finance Ltd., 7.63%, 04/17/32<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 203047 |
| &nbsp;&nbsp;&nbsp; Peak RE Bvi Holding Ltd., (5-year CMT + 3.00%), <br> 5.63%<sup>(a)(b)(m)</sup><br>|  | 285 | &nbsp;&nbsp; 278587 |
|  |  |  | &nbsp;&nbsp; 631134 |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |
| MVM Energetika Zrt, 7.50%, 06/09/28<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 415232 |
| **India — 1.0%** | **India — 1.0%** | **India — 1.0%** | **India — 1.0%** |
| &nbsp;&nbsp;&nbsp; Acropolis Trade & Investments Ltd., (11.04% PIK), <br> 11.04%, 04/02/30<sup>(c)(f)(j)</sup><br>|  | 1219 | &nbsp;&nbsp; 1251035 |
| &nbsp;&nbsp;&nbsp; Clean Renewable Power Mauritius Pte. Ltd., 4.25%, <br> 03/25/27<sup>(a)</sup><br>|  | 735 | &nbsp;&nbsp; 716992 |
| Continuum Energy Aura Pte. Ltd., 9.50%, 02/24/27<sup>(a)</sup> |  | 1000 | &nbsp;&nbsp; 1005937 |
| Continuum Energy Pte. Ltd., 5.00%, 09/11/27<sup>(c)(f)</sup> |  | 440 | &nbsp;&nbsp; 438849 |
| &nbsp;&nbsp;&nbsp; Continuum Green Energy India Pvt./Co-Issuers, 7.50%, <br> 06/26/33<sup>(a)</sup><br>|  | 306 | &nbsp;&nbsp; 302014 |
| &nbsp;&nbsp;&nbsp; Greenko Wind Projects Mauritius Ltd., 7.25%, <br> 09/27/28<sup>(a)</sup><br>|  | 488 | &nbsp;&nbsp; 483065 |
| India Cleantech Energy, 4.70%, 08/10/26<sup>(a)</sup> |  | 741 | &nbsp;&nbsp; 735939 |
| Muthoot Finance Ltd.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/23/29 |  | 300 | &nbsp;&nbsp; 297840 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/02/30 |  | 435 | &nbsp;&nbsp; 428475 |
| ReNew Pvt Ltd., 5.88%, 03/05/27<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 197292 |
| Resurgent Trade & Investment Ltd., 9.52%, 12/01/27<sup>(f)</sup> |  | 1007 | &nbsp;&nbsp; 1003274 |
| Sammaan Capital Ltd., 7.50%, 10/16/30<sup>(a)</sup> |  | 815 | &nbsp;&nbsp; 790754 |
| Vedanta Resources Finance II PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.88%, 09/17/29<sup>(a)</sup> |  | 700 | &nbsp;&nbsp; 732900 |
| &nbsp;&nbsp;&nbsp; 10.88%, 09/17/29<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 209400 |
| &nbsp;&nbsp;&nbsp; 11.25%, 12/03/31<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 212812 |
|  |  |  | &nbsp;&nbsp; 8806578 |
| **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** |
| Freeport Indonesia PT<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.76%, 04/14/27 |  | 200 | &nbsp;&nbsp; 199576 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/14/52 |  | 800 | &nbsp;&nbsp; 775145 |
| &nbsp;&nbsp;&nbsp; Garuda Indonesia Persero Tbk PT, (6.50% Cash or <br> 7.25% PIK), 6.50%, 12/28/31<sup>(a)(j)</sup><br>|  | 231 | &nbsp;&nbsp; 192928 |
| Medco Maple Tree Pte. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.96%, 04/27/29<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 512826 |
| &nbsp;&nbsp;&nbsp; 8.96%, 04/27/29<sup>(c)</sup> |  | 104 | &nbsp;&nbsp; 106668 |
| Nickel Industries Ltd., 9.00%, 09/30/30<sup>(a)</sup> |  | 520 | &nbsp;&nbsp; 518700 |
|  |  |  | &nbsp;&nbsp; 2305843 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Ireland — 0.0%** | **Ireland — 0.0%** | **Ireland — 0.0%** | **Ireland — 0.0%** |
| &nbsp;&nbsp;&nbsp; Cedacri SpA, (3-mo. EURIBOR + 5.50%), 7.48%, <br> 05/15/28<sup>(a)(b)</sup><br>| EUR | 150 | &nbsp;&nbsp; $168741 |
| GGAM Finance Ltd., 6.88%, 04/15/29<sup>(c)</sup> | USD | 78 | &nbsp;&nbsp; 79735 |
|  |  |  | &nbsp;&nbsp; 248476 |
| **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** |
| Energean Israel Finance Ltd., 8.50%, 09/30/33<sup>(a)(c)</sup> |  | 88 | &nbsp;&nbsp; 90131 |
| Energean PLC, 5.63%, 05/12/31<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 112455 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, 7.88%, <br> 09/15/29<br>| USD | 200 | &nbsp;&nbsp; 213974 |
|  |  |  | &nbsp;&nbsp; 416560 |
| **Italy — 0.2%** | **Italy — 0.2%** | **Italy — 0.2%** | **Italy — 0.2%** |
| Bubbles Bidco SpA, 6.50%, 09/30/31<sup>(a)</sup> | EUR | 122 | &nbsp;&nbsp; 140925 |
| &nbsp;&nbsp;&nbsp; Duomo Bidco SpA, (3-mo. EURIBOR + 3.25%), 5.31%, <br> 01/15/32<sup>(a)(b)</sup><br>|  | 111 | &nbsp;&nbsp; 126192 |
| &nbsp;&nbsp;&nbsp; Fedrigoni SpA, (3-mo. EURIBOR + 4.00%), 6.13%, <br> 01/15/30<sup>(a)(b)</sup><br>|  | 200 | &nbsp;&nbsp; 218550 |
| Gruppo San Donato SPA, 6.50%, 10/31/31<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 112117 |
| &nbsp;&nbsp;&nbsp; IMA Industria Macchine Automatiche SpA, (3-mo. <br> EURIBOR + 3.75%), 5.77%, 04/15/29<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 115599 |
| Itelyum Regeneration SpA, 5.75%, 04/15/30<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 114012 |
| &nbsp;&nbsp;&nbsp; Pachelbel Bidco SpA, (3-mo. EURIBOR + 4.25%), <br> 6.28%, 05/17/31<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 115100 |
| Rossini SARL<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/31/29 |  | 100 | &nbsp;&nbsp; 118794 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.88%), 6.00%, 12/31/29<sup>(b)</sup> |  | 43 | &nbsp;&nbsp; 49661 |
| TeamSystem SpA, 5.00%, 07/01/31<sup>(a)</sup> |  | 172 | &nbsp;&nbsp; 183488 |
| Telecom Italia Capital SA, 7.72%, 06/04/38 | USD | 11 | &nbsp;&nbsp; 12251 |
| Unipol Assicurazioni SpA, 4.90%, 05/23/34<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 118189 |
|  |  |  | &nbsp;&nbsp; 1424878 |
| **Jamaica — 0.0%** | **Jamaica — 0.0%** | **Jamaica — 0.0%** | **Jamaica — 0.0%** |
| &nbsp;&nbsp;&nbsp; Digicel Group Holdings Ltd., Series 2B14, 0.00%, <br> 12/31/30<sup>(c)(f)(n)</sup><br>| USD | 71 | &nbsp;&nbsp; 4262 |
| **Japan — 0.2%** | **Japan — 0.2%** | **Japan — 0.2%** | **Japan — 0.2%** |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/29<sup>(a)</sup> | EUR | 192 | &nbsp;&nbsp; 219679 |
| &nbsp;&nbsp;&nbsp; 4.81%, 09/17/30<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 181573 |
| SoftBank Group Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/08/29 | EUR | 100 | &nbsp;&nbsp; 116034 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/10/29 |  | 100 | &nbsp;&nbsp; 113693 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/10/33 |  | 700 | &nbsp;&nbsp; 776301 |
|  |  |  | &nbsp;&nbsp; 1407280 |
| **Jersey — 0.0%** | **Jersey — 0.0%** | **Jersey — 0.0%** | **Jersey — 0.0%** |
| Aston Martin Capital Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 03/31/29<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 150500 |
| &nbsp;&nbsp;&nbsp; 10.38%, 03/31/29<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; 101573 |
| Deepocean Ltd., 6.00%, 04/08/31<sup>(a)</sup> | EUR | 112 | &nbsp;&nbsp; 131663 |
|  |  |  | &nbsp;&nbsp; 383736 |
| **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** |
| Hikma Finance USA LLC, 5.13%, 07/08/30<sup>(a)</sup> | USD | 200 | &nbsp;&nbsp; 198938 |
| **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** | **Kazakhstan — 0.0%** |
| Kaspi.KZ JSC, 6.25%, 03/26/30<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 200534 |
| KazMunayGas National Co. JSC, 6.38%, 10/24/48<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 197508 |
|  |  |  | &nbsp;&nbsp; 398042 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** |
| &nbsp;&nbsp;&nbsp; Adler Financing SARL, Series 1L, (8.25% PIK), 8.25%, <br> 12/31/28<sup>(j)</sup><br>| EUR | 249 | &nbsp;&nbsp; $318163 |
| Breakwater Energy Holdings SARL, 9.25%, 11/15/30<sup>(a)</sup> | USD | 250 | &nbsp;&nbsp; 262546 |
| Ephios Subco 3 SARL, 7.88%, 01/31/31<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 121049 |
| Essendi SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/32 |  | 100 | &nbsp;&nbsp; 111818 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.75%), 5.73%, 05/15/32<sup>(b)</sup> |  | 200 | &nbsp;&nbsp; 229249 |
| Garfunkelux Holdco 3 SA, 9.00%, 09/01/28<sup>(a)</sup> |  | 111 | &nbsp;&nbsp; 128937 |
| INEOS Finance PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/29 |  | 100 | &nbsp;&nbsp; 108819 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/31/31 |  | 100 | &nbsp;&nbsp; 105065 |
| ION Platform Finance SARL<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/01/29 |  | 126 | &nbsp;&nbsp; 135304 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/30 |  | 131 | &nbsp;&nbsp; 125490 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/30/32 |  | 109 | &nbsp;&nbsp; 100502 |
| Kleopatra Finco SARL, (6.00% PIK), 6.00%, 01/30/31<sup>(j)</sup> |  | 80 | &nbsp;&nbsp; 82542 |
| Maxam Prill SARL, 6.00%, 07/15/30<sup>(a)</sup> |  | 154 | &nbsp;&nbsp; 175910 |
| Summer BC Holdco B SARL, 5.88%, 02/15/30<sup>(a)</sup> |  | 102 | &nbsp;&nbsp; 101410 |
| Vivion Investments SARL<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/08/30 |  | 100 | &nbsp;&nbsp; 108029 |
| &nbsp;&nbsp;&nbsp; (6.50% PIK), 6.50%, 02/28/29<sup>(j)</sup> |  | 123 | &nbsp;&nbsp; 141937 |
|  |  |  | &nbsp;&nbsp; 2356770 |
| **Macau — 0.2%** | **Macau — 0.2%** | **Macau — 0.2%** | **Macau — 0.2%** |
| SJM International Ltd., 6.50%, 01/15/31<sup>(a)</sup> | USD | 500 | &nbsp;&nbsp; 477885 |
| Studio City Finance Ltd., 5.00%, 01/15/29<sup>(a)</sup> |  | 488 | &nbsp;&nbsp; 457437 |
| Wynn Macau Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28<sup>(a)</sup> |  | 704 | &nbsp;&nbsp; 692006 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 196592 |
|  |  |  | &nbsp;&nbsp; 1823920 |
| **Mexico — 0.1%** | **Mexico — 0.1%** | **Mexico — 0.1%** | **Mexico — 0.1%** |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco Actinver SA Institucion de <br> Banca Multiple, 7.25%, 01/31/41<sup>(c)</sup><br>|  | 198 | &nbsp;&nbsp; 198101 |
| Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/29<sup>(a)</sup> | EUR | 164 | &nbsp;&nbsp; 188288 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 | USD | 42 | &nbsp;&nbsp; 44561 |
| &nbsp;&nbsp;&nbsp; 6.84%, 01/23/30 |  | 28 | &nbsp;&nbsp; 28095 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 273 | &nbsp;&nbsp; 262899 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 |  | 58 | &nbsp;&nbsp; 56768 |
|  |  |  | &nbsp;&nbsp; 778712 |
| **Morocco**<sup>(c)</sup> **— 0.1%** | **Morocco**<sup>(c)</sup> **— 0.1%** | **Morocco**<sup>(c)</sup> **— 0.1%** | **Morocco**<sup>(c)</sup> **— 0.1%** |
| OCP SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/02/34 |  | 202 | &nbsp;&nbsp; 210359 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/02/54 |  | 200 | &nbsp;&nbsp; 209663 |
|  |  |  | &nbsp;&nbsp; 420022 |
| **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** | **Netherlands — 0.2%** |
| Boels Topholding BV, 5.75%, 05/15/30<sup>(a)</sup> | EUR | 246 | &nbsp;&nbsp; 285681 |
| Q-Park Holding I BV, 5.13%, 03/01/29<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 116339 |
| Sunrise FinCo I BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/31<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 190408 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/32<sup>(a)</sup> | EUR | 243 | &nbsp;&nbsp; 274436 |
| Trivium Packaging Finance BV, 12.25%, 01/15/31<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 216542 |
| VZ Secured Financing BV |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/32<sup>(c)</sup> |  | 201 | &nbsp;&nbsp; 172296 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33<sup>(a)</sup> | EUR | 423 | &nbsp;&nbsp; 450745 |
| VZ Vendor Financing II BV, 2.88%, 01/15/29<sup>(a)</sup> |  | 170 | &nbsp;&nbsp; 179060 |
|  |  |  | &nbsp;&nbsp; 1885507 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Nigeria — 0.0%** | **Nigeria — 0.0%** | **Nigeria — 0.0%** | **Nigeria — 0.0%** |
| IHS Holding Ltd., 6.25%, 11/29/28<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; $198032 |
| **Peru**<sup>(c)</sup> **— 0.0%** | **Peru**<sup>(c)</sup> **— 0.0%** | **Peru**<sup>(c)</sup> **— 0.0%** | **Peru**<sup>(c)</sup> **— 0.0%** |
| &nbsp;&nbsp;&nbsp; Pluspetrol Camisea SA/Pluspetrol Lote 56 SA, 6.24%, <br> 07/03/36<br>|  | 50 | &nbsp;&nbsp; 51813 |
| Volcan Cia Minera SAA, 8.50%, 10/28/32 |  | 16 | &nbsp;&nbsp; 16278 |
|  |  |  | &nbsp;&nbsp; 68091 |
| **Philippines**<sup>(a)(m)</sup> **— 0.2%** | **Philippines**<sup>(a)(m)</sup> **— 0.2%** | **Philippines**<sup>(a)(m)</sup> **— 0.2%** | **Philippines**<sup>(a)(m)</sup> **— 0.2%** |
| ACEN Finance Ltd., 4.00% |  | 267 | &nbsp;&nbsp; 167417 |
| Petron Corp., (5-year CMT + 7.57%), 5.95%<sup>(b)</sup> |  | 444 | &nbsp;&nbsp; 442921 |
| San Miguel Global Power Holdings Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 6.40%), 8.13% |  | 450 | &nbsp;&nbsp; 438260 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 7.12%), 8.38% |  | 300 | &nbsp;&nbsp; 293766 |
|  |  |  | &nbsp;&nbsp; 1342364 |
| **Portugal — 0.0%** | **Portugal — 0.0%** | **Portugal — 0.0%** | **Portugal — 0.0%** |
| &nbsp;&nbsp;&nbsp; EDP Servicios Financieros Espana SA, 3.25%, <br> 02/04/32<sup>(a)</sup><br>| EUR | 100 | &nbsp;&nbsp; 112830 |
| **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** |
| &nbsp;&nbsp;&nbsp; Al Rajhi Sukuk Ltd., (6 year USD CMT + 1.59%), <br> 6.25%<sup>(a)(b)(m)</sup><br>| USD | 200 | &nbsp;&nbsp; 195758 |
| Saudi Arabian Oil Co., 4.75%, 06/02/30<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 197750 |
| Saudi Electricity Sukuk Programme Co.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/13/29 |  | 200 | &nbsp;&nbsp; 199408 |
| &nbsp;&nbsp;&nbsp; 5.23%, 02/18/30 |  | 200 | &nbsp;&nbsp; 200308 |
|  |  |  | &nbsp;&nbsp; 793224 |
| **Singapore — 0.0%** | **Singapore — 0.0%** | **Singapore — 0.0%** | **Singapore — 0.0%** |
| Puma International Financing SA, 7.75%, 04/25/29<sup>(a)</sup> |  | 235 | &nbsp;&nbsp; 239629 |
| **South Africa**<sup>(a)</sup> **— 0.1%** | **South Africa**<sup>(a)</sup> **— 0.1%** | **South Africa**<sup>(a)</sup> **— 0.1%** | **South Africa**<sup>(a)</sup> **— 0.1%** |
| Sappi Papier Holding GmbH, 4.50%, 03/15/32 | EUR | 200 | &nbsp;&nbsp; 206265 |
| Sasol Financing USA LLC, 8.75%, 05/03/29 | USD | 200 | &nbsp;&nbsp; 207870 |
| Transnet, 8.25%, 02/06/28 |  | 200 | &nbsp;&nbsp; 206800 |
|  |  |  | &nbsp;&nbsp; 620935 |
| **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** |
| Hyundai Card Co. Ltd., 5.75%, 04/24/29<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 206124 |
| **Spain**<sup>(a)</sup> **— 0.1%** | **Spain**<sup>(a)</sup> **— 0.1%** | **Spain**<sup>(a)</sup> **— 0.1%** | **Spain**<sup>(a)</sup> **— 0.1%** |
| &nbsp;&nbsp;&nbsp; Abanca Corp. Bancaria SA, (5-year EURIBOR ICE Swap <br> + 2.45%), 4.63%, 12/11/36<sup>(b)</sup><br>| EUR | 100 | &nbsp;&nbsp; 115607 |
| &nbsp;&nbsp;&nbsp; Arena Luxembourg Finance SARL, (3-mo. EURIBOR + <br> 2.50%), 4.52%, 05/01/30<sup>(b)</sup><br>|  | 103 | &nbsp;&nbsp; 118708 |
| &nbsp;&nbsp;&nbsp; CaixaBank SA, (5-year EURIBOR ICE Swap + 3.94%), <br> 6.25%<sup>(b)(m)</sup><br>|  | 200 | &nbsp;&nbsp; 235193 |
| Cellnex Finance Co. SA, 3.88%, 01/19/36 |  | 200 | &nbsp;&nbsp; 221602 |
| &nbsp;&nbsp;&nbsp; Cirsa Finance International SARL, (3-mo. EURIBOR + <br> 3.00%), 5.15%, 10/15/32<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 115046 |
| &nbsp;&nbsp;&nbsp; Telefonica Emisiones SA, (5-year EURIBOR ICE Swap + <br> 1.84%), 4.38%<sup>(b)(m)</sup><br>|  | 100 | &nbsp;&nbsp; 111643 |
|  |  |  | &nbsp;&nbsp; 917799 |
| **Sweden — 0.0%** | **Sweden — 0.0%** | **Sweden — 0.0%** | **Sweden — 0.0%** |
| &nbsp;&nbsp;&nbsp; Intrum Investments And Financing AB, 8.00%, <br> 09/11/27<sup>(a)</sup><br>|  | 100 | &nbsp;&nbsp; 114906 |
| **Switzerland**<sup>(a)</sup> **— 0.1%** | **Switzerland**<sup>(a)</sup> **— 0.1%** | **Switzerland**<sup>(a)</sup> **— 0.1%** | **Switzerland**<sup>(a)</sup> **— 0.1%** |
| Allwyn Entertainment Financing U.K. PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/31 |  | 171 | &nbsp;&nbsp; 185965 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/15/31 |  | 100 | &nbsp;&nbsp; 110778 |
| gategroup Finance Luxembourg SA, 3.00%, 02/28/27 | CHF | 125 | &nbsp;&nbsp; 156902 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** | **Switzerland (continued)** |
| UBS Group AG |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 01/18/33 | EUR | 158 | &nbsp;&nbsp; $146664 |
| &nbsp;&nbsp;&nbsp; 0.63%, 02/24/33 |  | 220 | &nbsp;&nbsp; 203091 |
|  |  |  | &nbsp;&nbsp; 803400 |
| **Thailand**<sup>(a)</sup> **— 0.2%** | **Thailand**<sup>(a)</sup> **— 0.2%** | **Thailand**<sup>(a)</sup> **— 0.2%** | **Thailand**<sup>(a)</sup> **— 0.2%** |
| Muangthai Capital PCL |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/30/28 | USD | 1000 | &nbsp;&nbsp; 989220 |
| &nbsp;&nbsp;&nbsp; 7.55%, 07/21/30 |  | 300 | &nbsp;&nbsp; 297000 |
|  |  |  | &nbsp;&nbsp; 1286220 |
| **Turkey**<sup>(a)</sup> **— 0.1%** | **Turkey**<sup>(a)</sup> **— 0.1%** | **Turkey**<sup>(a)</sup> **— 0.1%** | **Turkey**<sup>(a)</sup> **— 0.1%** |
| Sisecam U.K. PLC, 8.25%, 05/02/29 |  | 200 | &nbsp;&nbsp; 202470 |
| TAV Havalimanlari Holding A/S, 8.50%, 12/07/28 |  | 200 | &nbsp;&nbsp; 203937 |
| Turkcell Iletisim Hizmetleri A/S, 7.65%, 01/24/32 |  | 200 | &nbsp;&nbsp; 203252 |
|  |  |  | &nbsp;&nbsp; 609659 |
| **Ukraine — 0.1%** | **Ukraine — 0.1%** | **Ukraine — 0.1%** | **Ukraine — 0.1%** |
| &nbsp;&nbsp;&nbsp; NAK Naftogaz Ukraine via Kondor Finance PLC, (7.13% <br> PIK), 7.13%, 07/19/26<sup>(a)(j)</sup><br>| EUR | 367 | &nbsp;&nbsp; 347842 |
| VF Ukraine PAT via VFU Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.63%, 02/11/27<sup>(c)</sup> | USD | 150 | &nbsp;&nbsp; 147795 |
| &nbsp;&nbsp;&nbsp; 9.63%, 02/11/27<sup>(a)</sup> |  | 150 | &nbsp;&nbsp; 147794 |
|  |  |  | &nbsp;&nbsp; 643431 |
| **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** |
| Alpha Star Holding VIII Ltd., 8.38%, 04/12/27<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 198040 |
| **United Kingdom — 0.9%** | **United Kingdom — 0.9%** | **United Kingdom — 0.9%** | **United Kingdom — 0.9%** |
| Amber Finco PLC, 6.63%, 07/15/29<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 118611 |
| Ardonagh Finco Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/31<sup>(a)</sup> |  | 218 | &nbsp;&nbsp; 250237 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/15/31<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 202343 |
| Avianca Midco 2 PLC, 9.00%, 12/01/28<sup>(a)</sup> |  | 19 | &nbsp;&nbsp; 18325 |
| Barclays PLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.22%, 05/09/34 |  | 400 | &nbsp;&nbsp; 419481 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.50%), 7.44%, 11/02/33 |  | 391 | &nbsp;&nbsp; 437126 |
| BCP V Modular Services Finance II PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/30/28 | GBP | 223 | &nbsp;&nbsp; 275940 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/10/31 | EUR | 280 | &nbsp;&nbsp; 274984 |
| Bellis Acquisition Co. PLC, 8.13%, 05/14/30<sup>(a)</sup> | GBP | 150 | &nbsp;&nbsp; 183088 |
| Biffa Group Holdings Ltd., 5.25%, 06/15/31<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 111815 |
| &nbsp;&nbsp;&nbsp; California Buyer Ltd./Atlantica Sustainable Infrastructure <br> PLC, 5.63%, 02/15/32<sup>(a)</sup><br>|  | 300 | &nbsp;&nbsp; 335182 |
| CD&R Firefly Bidco PLC, 8.63%, 04/30/29<sup>(a)</sup> | GBP | 300 | &nbsp;&nbsp; 403679 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, 9.00%, <br> 09/15/29<sup>(c)</sup><br>| USD | 200 | &nbsp;&nbsp; 210108 |
| ContourGlobal Power Holdings SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30 | EUR | 200 | &nbsp;&nbsp; 231158 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/31/31 |  | 102 | &nbsp;&nbsp; 111646 |
| Deuce Finco PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/20/31 | GBP | 100 | &nbsp;&nbsp; 130338 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 3.50%), 5.65%, 11/20/32<sup>(b)</sup> | EUR | 100 | &nbsp;&nbsp; 115304 |
| EC Finance PLC, 3.25%, 10/15/26<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 226568 |
| Edge Finco PLC, 8.13%, 08/15/31<sup>(a)</sup> | GBP | 206 | &nbsp;&nbsp; 281262 |
| Froneri Lux FinCo SARL, 4.75%, 08/01/32<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 109185 |
| Heathrow Finance PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/27<sup>(l)</sup> | GBP | 100 | &nbsp;&nbsp; 129811 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/01/29 |  | 130 | &nbsp;&nbsp; 160468 |
| Ithaca Energy North Sea PLC, 5.50%, 10/01/31<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; 231215 |
| Market Bidco Finco PLC, 8.75%, 01/31/31<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; 125581 |
| Mobico Group PLC, 4.88%, 09/26/31<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 89477 |
| Motability Operations Group PLC, 4.13%, 02/04/38<sup>(a)</sup> |  | 120 | &nbsp;&nbsp; 135241 |
| Ocado Group PLC, 10.50%, 08/08/29<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; 130265 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| OEG Finance PLC, 7.25%, 09/27/29<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; $238102 |
| Pinewood Finco PLC, 6.00%, 03/27/30<sup>(a)</sup> | GBP | 155 | &nbsp;&nbsp; 200153 |
| &nbsp;&nbsp;&nbsp; SCC Power PLC, (4.00% Cash or 4.00% PIK), 4.00%, <br> 05/17/32<sup>(c)(j)</sup><br>| USD | 13 | &nbsp;&nbsp; 3154 |
| Severn Trent Utilities Finance PLC, 4.25%, 01/29/40<sup>(a)</sup> | EUR | 220 | &nbsp;&nbsp; 247229 |
| &nbsp;&nbsp;&nbsp; Standard Chartered PLC, (5-year CMT + 2.87%), <br> 7.00%<sup>(b)(c)(m)</sup><br>| USD | 800 | &nbsp;&nbsp; 783656 |
| Synthomer PLC, 7.38%, 05/02/29<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 74023 |
| Thames Water Utilities Finance PLC, 4.00%, 06/19/27<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; 89585 |
| Virgin Media Secured Finance PLC, 4.50%, 08/15/30<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 177370 |
| Vmed O2 U.K. Financing I PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/31 | GBP | 107 | &nbsp;&nbsp; 118692 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/32 | EUR | 109 | &nbsp;&nbsp; 115414 |
| &nbsp;&nbsp;&nbsp; Vodafone Group PLC, (5-year CMT + 2.77%), 4.13%, <br> 06/04/81<sup>(b)</sup><br>| USD | 361 | &nbsp;&nbsp; 330428 |
|  |  |  | &nbsp;&nbsp; 7826244 |
| **United States — 8.8%** | **United States — 8.8%** | **United States — 8.8%** | **United States — 8.8%** |
| Abbott Laboratories |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/31 |  | 117 | &nbsp;&nbsp; 115146 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/33 |  | 117 | &nbsp;&nbsp; 114503 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/36 |  | 117 | &nbsp;&nbsp; 114409 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/38 |  | 117 | &nbsp;&nbsp; 113456 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/56 |  | 117 | &nbsp;&nbsp; 114722 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/66 |  | 117 | &nbsp;&nbsp; 114045 |
| AbbVie, Inc., 4.25%, 11/21/49 |  | 420 | &nbsp;&nbsp; 340928 |
| Acadia Healthcare Co., Inc., 7.38%, 03/15/33<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 102382 |
| Acrisure LLC/Acrisure Finance, Inc., 6.75%, 07/01/32<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 96362 |
| Advance Auto Parts, Inc., 3.90%, 04/15/30 |  | 100 | &nbsp;&nbsp; 91837 |
| AES Corp., (5-year CMT + 2.89%), 6.95%, 07/15/55<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 93298 |
| Aethon III BR LLC, 9.80%, 01/10/27<sup>(c)(f)</sup> |  | 313 | &nbsp;&nbsp; 313177 |
| Albertsons Cos., Inc., 5.63%, 03/31/32<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 98452 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings Co-<br> Issuer, 7.38%, 10/01/32<sup>(c)</sup><br>|  | 200 | &nbsp;&nbsp; 198090 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp., 6.00%, 06/01/29<sup>(c)</sup><br>|  | 200 | &nbsp;&nbsp; 193255 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp./Atlas Luxco 4 SARL<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/01/28 | EUR | 100 | &nbsp;&nbsp; 112588 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 | GBP | 200 | &nbsp;&nbsp; 256178 |
| Alpha Generation LLC, 6.75%, 10/15/32<sup>(c)</sup> | USD | 90 | &nbsp;&nbsp; 91317 |
| Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/29 |  | 136 | &nbsp;&nbsp; 134831 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/31 |  | 115 | &nbsp;&nbsp; 114201 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 |  | 95 | &nbsp;&nbsp; 93817 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 |  | 167 | &nbsp;&nbsp; 166285 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/46 |  | 135 | &nbsp;&nbsp; 133915 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 |  | 246 | &nbsp;&nbsp; 238178 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/56 |  | 66 | &nbsp;&nbsp; 65788 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/66 |  | 88 | &nbsp;&nbsp; 87150 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 |  | 120 | &nbsp;&nbsp; 116300 |
| Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/31 |  | 70 | &nbsp;&nbsp; 69484 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/13/33 |  | 50 | &nbsp;&nbsp; 49519 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/13/36 |  | 50 | &nbsp;&nbsp; 49544 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/13/46 |  | 85 | &nbsp;&nbsp; 84706 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 |  | 156 | &nbsp;&nbsp; 101942 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/13/56 |  | 45 | &nbsp;&nbsp; 44964 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 |  | 175 | &nbsp;&nbsp; 108552 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 |  | 79 | &nbsp;&nbsp; 58922 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/16/64 | EUR | 460 | &nbsp;&nbsp; 527027 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | USD | 76 | &nbsp;&nbsp; 71808 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Amazon.com, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/13/66 | USD | 55 | &nbsp;&nbsp; $55180 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/13/76 |  | 85 | &nbsp;&nbsp; 84502 |
| AMC Networks, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29 |  | 226 | &nbsp;&nbsp; 190401 |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/32<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 98692 |
| American Airlines Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33 |  | 57 | &nbsp;&nbsp; 53381 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class B, 3.85%, 08/15/29 |  | 41 | &nbsp;&nbsp; 39640 |
| &nbsp;&nbsp;&nbsp; American Airlines Trust, Series 2025-1, Class B, 5.65%, <br> 05/11/36<br>|  | 109 | &nbsp;&nbsp; 109477 |
| American Axle & Manufacturing, Inc., 5.00%, 10/01/29 |  | 84 | &nbsp;&nbsp; 80131 |
| &nbsp;&nbsp;&nbsp; American Express Co., (1-day SOFR + 1.22%), 4.92%, <br> 07/20/33<sup>(b)</sup><br>|  | 826 | &nbsp;&nbsp; 827509 |
| American International Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 |  | 88 | &nbsp;&nbsp; 88884 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 |  | 45 | &nbsp;&nbsp; 45434 |
| American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 |  | 548 | &nbsp;&nbsp; 565974 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 |  | 912 | &nbsp;&nbsp; 937201 |
| Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 |  | 131 | &nbsp;&nbsp; 109905 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 |  | 221 | &nbsp;&nbsp; 212581 |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 103032 |
| Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 |  | 230 | &nbsp;&nbsp; 201282 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 |  | 94 | &nbsp;&nbsp; 56889 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 |  | 70 | &nbsp;&nbsp; 42871 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 |  | 189 | &nbsp;&nbsp; 143919 |
| Aramark International Finance SARL, 4.38%, 04/15/33<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; 220205 |
| Arches Buyer, Inc., 4.25%, 06/01/28<sup>(c)</sup> | USD | 93 | &nbsp;&nbsp; 89539 |
| Ardagh Group SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.50%, 12/01/30<sup>(a)</sup> |  | 149 | &nbsp;&nbsp; 156426 |
| &nbsp;&nbsp;&nbsp; (4.50% Cash + 7.50% PIK), 12.00%, 12/01/30<sup>(a)(j)</sup> | EUR | 100 | &nbsp;&nbsp; 94901 |
| &nbsp;&nbsp;&nbsp; (5.50% Cash + 6.50% PIK), 12.00%, 12/01/30<sup>(c)(j)</sup> | USD | 468 | &nbsp;&nbsp; 393284 |
| Aretec Group, Inc., 10.00%, 08/15/30<sup>(c)</sup> |  | 64 | &nbsp;&nbsp; 67979 |
| Arizona Public Service Co., 5.10%, 03/15/36 |  | 15 | &nbsp;&nbsp; 14748 |
| Arsenal AIC Parent LLC, 11.50%, 10/01/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 108050 |
| Asbury Automotive Group, Inc., 5.00%, 02/15/32<sup>(c)</sup> |  | 11 | &nbsp;&nbsp; 10417 |
| Ascension Health, Series 2025, 4.92%, 11/15/35 |  | 150 | &nbsp;&nbsp; 148211 |
| Ashton Woods USA LLC/Ashton Woods Finance Co.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 37 | &nbsp;&nbsp; 34955 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/01/30 |  | 97 | &nbsp;&nbsp; 90029 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/01/33 |  | 66 | &nbsp;&nbsp; 63673 |
| AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 |  | 727 | &nbsp;&nbsp; 499110 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 |  | 170 | &nbsp;&nbsp; 110562 |
| ATI, Inc., 7.25%, 08/15/30 |  | 15 | &nbsp;&nbsp; 15555 |
| Avantor Funding, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/28 |  | 26 | &nbsp;&nbsp; 25376 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/29 |  | 100 | &nbsp;&nbsp; 93819 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC/Avis Budget Finance, Inc., <br> 8.00%, 02/15/31<sup>(c)</sup><br>|  | 55 | &nbsp;&nbsp; 54363 |
| Azorra Finance Ltd., 7.25%, 01/15/31<sup>(c)</sup> |  | 40 | &nbsp;&nbsp; 40388 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, <br> Inc.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/11/29 |  | 30 | &nbsp;&nbsp; 29847 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/31 |  | 50 | &nbsp;&nbsp; 49344 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/33 |  | 50 | &nbsp;&nbsp; 49211 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/36 |  | 40 | &nbsp;&nbsp; 39272 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/56 |  | 45 | &nbsp;&nbsp; 44034 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Bank of America Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.46%, 02/06/32 | USD | 91 | &nbsp;&nbsp; $89861 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.05%, 02/06/37 |  | 91 | &nbsp;&nbsp; 89789 |
| Beach Acquisition Bidco LLC, 5.25%, 07/15/32<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 110857 |
| Becton Dickinson & Co., 4.69%, 02/13/28 | USD | 44 | &nbsp;&nbsp; 44210 |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(c)</sup> |  | 4640 | &nbsp;&nbsp; 4766073 |
| Block, Inc., 5.63%, 08/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 99447 |
| Booking Holdings, Inc., 3.25%, 11/21/32 | EUR | 137 | &nbsp;&nbsp; 152692 |
| Boyd Gaming Corp., 4.75%, 06/15/31<sup>(c)</sup> | USD | 53 | &nbsp;&nbsp; 50393 |
| Bracelet Holdings, Inc., 9.25%, 07/02/28<sup>(c)</sup> |  | 536 | &nbsp;&nbsp; 520787 |
| Bristol-Myers Squibb Co., 3.90%, 03/15/62 |  | 82 | &nbsp;&nbsp; 58067 |
| Broadcom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 |  | 247 | &nbsp;&nbsp; 253380 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 |  | 348 | &nbsp;&nbsp; 351041 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 |  | 1524 | &nbsp;&nbsp; 1535885 |
| Buckeye Partners LP, 6.88%, 07/01/29<sup>(c)</sup> |  | 58 | &nbsp;&nbsp; 59695 |
| Builders FirstSource, Inc., 5.00%, 03/01/30<sup>(c)</sup> |  | 56 | &nbsp;&nbsp; 54541 |
| Caesars Entertainment, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/30 |  | 104 | &nbsp;&nbsp; 105284 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/32 |  | 17 | &nbsp;&nbsp; 16802 |
| California Resources Corp., 7.00%, 01/15/34<sup>(c)</sup> |  | 132 | &nbsp;&nbsp; 133077 |
| Capital One Financial Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 4.49%, 09/11/31 |  | 66 | &nbsp;&nbsp; 64803 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.63%), 5.20%, 09/11/36 |  | 47 | &nbsp;&nbsp; 45563 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.86%), 6.38%, 06/08/34 |  | 80 | &nbsp;&nbsp; 84309 |
| Caterpillar, Inc., 5.20%, 05/15/35 |  | 129 | &nbsp;&nbsp; 132151 |
| CCO Holdings LLC/CCO Holdings Capital Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29 |  | 80 | &nbsp;&nbsp; 80246 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/30 |  | 141 | &nbsp;&nbsp; 133791 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 |  | 43 | &nbsp;&nbsp; 38879 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33 |  | 18 | &nbsp;&nbsp; 18050 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/33 |  | 130 | &nbsp;&nbsp; 113181 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34 |  | 100 | &nbsp;&nbsp; 85549 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36 |  | 100 | &nbsp;&nbsp; 99585 |
| Celanese U.S. Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/30 |  | 62 | &nbsp;&nbsp; 63271 |
| &nbsp;&nbsp;&nbsp; 7.05%, 11/15/30 |  | 52 | &nbsp;&nbsp; 54968 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/33 |  | 100 | &nbsp;&nbsp; 102596 |
| Centene Corp., 4.25%, 12/15/27 |  | 217 | &nbsp;&nbsp; 213162 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 |  | 383 | &nbsp;&nbsp; 245991 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 |  | 336 | &nbsp;&nbsp; 197420 |
| Chemours Co., 4.63%, 11/15/29<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 93776 |
| Cheniere Energy, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/36 |  | 15 | &nbsp;&nbsp; 14847 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/30/56 |  | 10 | &nbsp;&nbsp; 9965 |
| CHS/Community Health Systems, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/31 |  | 97 | &nbsp;&nbsp; 89427 |
| &nbsp;&nbsp;&nbsp; 10.88%, 01/15/32 |  | 80 | &nbsp;&nbsp; 85829 |
| Churchill Downs, Inc., 5.50%, 04/01/27<sup>(c)</sup> |  | 150 | &nbsp;&nbsp; 149809 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(c)</sup> |  | 32 | &nbsp;&nbsp; 33153 |
| Citigroup, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/09/30 |  | 3095 | &nbsp;&nbsp; 3032249 |
| &nbsp;&nbsp;&nbsp; 5.92%, 12/11/30 |  | 765 | &nbsp;&nbsp; 726753 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.52%, 11/03/32 |  | 363 | &nbsp;&nbsp; 320065 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33 |  | 919 | &nbsp;&nbsp; 862072 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 1.03%), 3.49%, 10/22/34 | EUR | 243 | &nbsp;&nbsp; 269638 |
| Clarios Global LP/Clarios U.S. Finance Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/31<sup>(a)</sup> |  | 111 | &nbsp;&nbsp; 125973 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/32<sup>(c)</sup> | USD | 100 | &nbsp;&nbsp; 100800 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc., 7.13%, <br> 02/15/31<sup>(c)</sup><br>| USD | 70 | &nbsp;&nbsp; $73339 |
| Cleveland-Cliffs, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/32 |  | 63 | &nbsp;&nbsp; 60956 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33 |  | 100 | &nbsp;&nbsp; 97827 |
| Cloud Software Group, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/31/29 |  | 96 | &nbsp;&nbsp; 93655 |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29 |  | 167 | &nbsp;&nbsp; 161100 |
| Clydesdale Acquisition Holdings, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 04/15/30 |  | 106 | &nbsp;&nbsp; 98906 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/32 |  | 76 | &nbsp;&nbsp; 71907 |
| Coca-Cola Co., 2.50%, 03/15/51 |  | 25 | &nbsp;&nbsp; 14688 |
| &nbsp;&nbsp;&nbsp; Cogent Communications Group LLC/Cogent Finance, <br> Inc., 7.00%, 06/15/27<sup>(c)</sup><br>|  | 31 | &nbsp;&nbsp; 30664 |
| Columbus McKinnon Corp., 7.13%, 02/01/33<sup>(c)</sup> |  | 6 | &nbsp;&nbsp; 5997 |
| Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53 |  | 50 | &nbsp;&nbsp; 44208 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 |  | 97 | &nbsp;&nbsp; 51361 |
| Comstock Resources, Inc., 6.75%, 03/01/29<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 98815 |
| Core Scientific, Inc., 0.00%, 06/15/31<sup>(c)(k)(n)</sup> |  | 44 | &nbsp;&nbsp; 48070 |
| CoreWeave, Inc., 9.25%, 06/01/30<sup>(c)</sup> |  | 67 | &nbsp;&nbsp; 65101 |
| Credit Acceptance Corp., 9.25%, 12/15/28<sup>(c)</sup> |  | 3 | &nbsp;&nbsp; 3109 |
| Crescent Energy Finance LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/33 |  | 219 | &nbsp;&nbsp; 218945 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/15/34 |  | 57 | &nbsp;&nbsp; 59588 |
| &nbsp;&nbsp;&nbsp; Crown Americas LLC/Crown Americas Capital Corp. V, <br> 4.25%, 09/30/26<br>|  | 72 | &nbsp;&nbsp; 71725 |
| CSC Holdings LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 05/15/28 |  | 200 | &nbsp;&nbsp; 163429 |
| &nbsp;&nbsp;&nbsp; 11.75%, 01/31/29 |  | 200 | &nbsp;&nbsp; 144629 |
| CSX Corp., 4.10%, 11/15/32 |  | 325 | &nbsp;&nbsp; 314598 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 6.75%, <br> 05/15/28<sup>(c)</sup><br>|  | 36 | &nbsp;&nbsp; 36052 |
| CVR Energy, Inc., 7.50%, 02/15/31<sup>(c)</sup> |  | 35 | &nbsp;&nbsp; 35261 |
| CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 |  | 92 | &nbsp;&nbsp; 92074 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 |  | 174 | &nbsp;&nbsp; 174677 |
| Darling Global Finance BV, 4.50%, 07/15/32<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 115014 |
| Darling Ingredients, Inc., 6.00%, 06/15/30<sup>(c)</sup> | USD | 100 | &nbsp;&nbsp; 100699 |
| DaVita, Inc., 4.63%, 06/01/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 96152 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics Finance <br> Corp., 8.63%, 03/15/29<sup>(c)</sup><br>|  | 17 | &nbsp;&nbsp; 17591 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(c)</sup> |  | 65 | &nbsp;&nbsp; 64855 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, Inc., <br> 10.00%, 02/15/31<sup>(c)</sup><br>|  | 100 | &nbsp;&nbsp; 102083 |
| Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 |  | 100 | &nbsp;&nbsp; 72298 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 |  | 100 | &nbsp;&nbsp; 73282 |
| Discovery Global Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 |  | 475 | &nbsp;&nbsp; 469176 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/29 |  | 100 | &nbsp;&nbsp; 96750 |
| DISH Network Corp., 3.38%, 08/15/26<sup>(k)</sup> |  | 72 | &nbsp;&nbsp; 69408 |
| DTE Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.85%, 03/01/36 |  | 15 | &nbsp;&nbsp; 14719 |
| &nbsp;&nbsp;&nbsp; Series B, 5.55%, 03/01/56 |  | 15 | &nbsp;&nbsp; 14503 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp., (6.75% Cash or 6.75% PIK), 6.75%, <br> 11/30/30<sup>(j)</sup><br>|  | 104 | &nbsp;&nbsp; 104724 |
| Elevance Health, Inc., 5.13%, 02/15/53 |  | 230 | &nbsp;&nbsp; 201652 |
| EMRLD Borrower LP/Emerald Co-Issuer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/30<sup>(a)</sup> | EUR | 108 | &nbsp;&nbsp; 127063 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/31<sup>(c)</sup> | USD | 38 | &nbsp;&nbsp; 39081 |
| Encompass Health Corp., 4.75%, 02/01/30 |  | 57 | &nbsp;&nbsp; 55762 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Encore Capital Group, Inc., 4.25%, 06/01/28<sup>(a)</sup> | GBP | 101 | &nbsp;&nbsp; $127415 |
| Energizer Holdings, Inc., 4.38%, 03/31/29<sup>(c)</sup> | USD | 79 | &nbsp;&nbsp; 75170 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP, (5-year CMT + 4.02%), 8.00%, <br> 05/15/54<sup>(b)</sup><br>|  | 20 | &nbsp;&nbsp; 20948 |
| Entegris, Inc., 5.95%, 06/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 100631 |
| Equinix Asia Financing Corp. Pte Ltd., 4.40%, 03/15/31 |  | 25 | &nbsp;&nbsp; 24470 |
| Equinix Europe 2 Financing Corp. LLC, 4.70%, 03/15/33 |  | 31 | &nbsp;&nbsp; 30151 |
| Equinix, Inc., 3.90%, 04/15/32 |  | 591 | &nbsp;&nbsp; 557933 |
| EquipmentShare.com, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 05/15/28 |  | 49 | &nbsp;&nbsp; 50614 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/15/33 |  | 31 | &nbsp;&nbsp; 32007 |
| Exelon Corp., 4.95%, 03/15/36 |  | 28 | &nbsp;&nbsp; 27157 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc., 6.75%, 01/15/30<sup>(c)</sup><br>|  | 51 | &nbsp;&nbsp; 47637 |
| Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/10/28 |  | 40 | &nbsp;&nbsp; 39888 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/10/29 |  | 68 | &nbsp;&nbsp; 67679 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/10/31 |  | 55 | &nbsp;&nbsp; 54568 |
| FirstCash, Inc., 6.88%, 03/01/32<sup>(c)</sup> |  | 72 | &nbsp;&nbsp; 73384 |
| FirstEnergy Transmission LLC, 4.55%, 04/01/49<sup>(c)</sup> |  | 83 | &nbsp;&nbsp; 68788 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(c)</sup> |  | 27 | &nbsp;&nbsp; 26936 |
| Florida Power & Light Co., 2.88%, 12/04/51 |  | 236 | &nbsp;&nbsp; 146759 |
| Focus Financial Partners LLC, 6.75%, 09/15/31<sup>(c)</sup> |  | 26 | &nbsp;&nbsp; 25822 |
| Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.95%, 06/10/26 |  | 210 | &nbsp;&nbsp; 210494 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/01/26 |  | 200 | &nbsp;&nbsp; 199720 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/05/26 |  | 340 | &nbsp;&nbsp; 340703 |
| Freedom Mortgage Holdings LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 02/01/29 |  | 100 | &nbsp;&nbsp; 101359 |
| &nbsp;&nbsp;&nbsp; 9.13%, 05/15/31 |  | 29 | &nbsp;&nbsp; 29479 |
| FTAI Aviation Investors LLC, 7.00%, 05/01/31<sup>(c)</sup> |  | 68 | &nbsp;&nbsp; 69709 |
| Full House Resorts, Inc., 8.25%, 02/15/28<sup>(c)</sup> |  | 50 | &nbsp;&nbsp; 45500 |
| Gap, Inc., 3.88%, 10/01/31<sup>(c)</sup> |  | 80 | &nbsp;&nbsp; 72469 |
| Gen Digital, Inc., 6.75%, 09/30/27<sup>(c)</sup> |  | 94 | &nbsp;&nbsp; 94095 |
| &nbsp;&nbsp;&nbsp; Genesis Energy LP/Genesis Energy Finance Corp., <br> 8.00%, 05/15/33<br>|  | 60 | &nbsp;&nbsp; 61998 |
| GEO Group, Inc., 8.63%, 04/15/29 |  | 100 | &nbsp;&nbsp; 103853 |
| GFL Environmental, Inc., 4.00%, 08/01/28<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 97212 |
| Gilead Sciences, Inc., 2.80%, 10/01/50 |  | 230 | &nbsp;&nbsp; 142528 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Bank USA, Series BKNT, 6.60%, <br> 09/12/30<sup>(b)(f)</sup><br>|  | 3095 | &nbsp;&nbsp; 2960677 |
| Goldman Sachs Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 4.52%, 01/21/32 |  | 144 | &nbsp;&nbsp; 141817 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37 |  | 48 | &nbsp;&nbsp; 46928 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.54%, 01/28/36 |  | 597 | &nbsp;&nbsp; 606842 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31 |  | 1987 | &nbsp;&nbsp; 2020511 |
| Goodyear Tire & Rubber Co., 5.63%, 04/30/33 |  | 165 | &nbsp;&nbsp; 144678 |
| Granite Ridge Resources, Inc., 8.88%, 11/05/29<sup>(c)</sup> |  | 1170 | &nbsp;&nbsp; 1142870 |
| Gray Media, Inc., 9.63%, 07/15/32<sup>(c)</sup> |  | 160 | &nbsp;&nbsp; 159990 |
| Group 1 Automotive, Inc., 6.38%, 01/15/30<sup>(c)</sup> |  | 69 | &nbsp;&nbsp; 69463 |
| GS Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/31 |  | 2200 | &nbsp;&nbsp; 2111430 |
| &nbsp;&nbsp;&nbsp; 6.11%, 02/17/31 |  | 592 | &nbsp;&nbsp; 575009 |
| &nbsp;&nbsp;&nbsp; 7.35%, 02/17/31 |  | 1231 | &nbsp;&nbsp; 1198067 |
| Harvest Midstream I LP, 7.50%, 09/01/28<sup>(c)</sup> |  | 97 | &nbsp;&nbsp; 97941 |
| HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 |  | 133 | &nbsp;&nbsp; 131742 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 |  | 117 | &nbsp;&nbsp; 112950 |
| Herc Holdings, Inc., 7.00%, 06/15/30<sup>(c)</sup> |  | 147 | &nbsp;&nbsp; 150729 |
| Hess Midstream Operations LP, 5.88%, 03/01/28<sup>(c)</sup> |  | 113 | &nbsp;&nbsp; 113725 |
| Hilcorp Energy I LP/Hilcorp Finance Co.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/31 |  | 94 | &nbsp;&nbsp; 91362 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 |  | 111 | &nbsp;&nbsp; 108446 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Hilton Domestic Operating Co., Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/32 | USD | 20 | &nbsp;&nbsp; $18173 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/33 |  | 145 | &nbsp;&nbsp; 145885 |
| &nbsp;&nbsp;&nbsp; Hilton Grand Vacations Borrower LLC/Hilton Grand <br> Vacations Borrower, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/29 |  | 99 | &nbsp;&nbsp; 94004 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/01/31 |  | 2 | &nbsp;&nbsp; 1805 |
| Home Depot, Inc., 5.40%, 06/25/64 |  | 257 | &nbsp;&nbsp; 241277 |
| Honeywell Aerospace, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/16/28 |  | 47 | &nbsp;&nbsp; 46654 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/16/29 |  | 47 | &nbsp;&nbsp; 46561 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/16/31 |  | 62 | &nbsp;&nbsp; 61329 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/16/33 |  | 47 | &nbsp;&nbsp; 46461 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/16/36 |  | 80 | &nbsp;&nbsp; 79376 |
| &nbsp;&nbsp;&nbsp; 5.62%, 03/16/46 |  | 35 | &nbsp;&nbsp; 34491 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/16/56 |  | 65 | &nbsp;&nbsp; 64249 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/16/66 |  | 45 | &nbsp;&nbsp; 44637 |
| HUB International Ltd., 7.25%, 06/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 102440 |
| Humana, Inc., 3.70%, 03/23/29 |  | 44 | &nbsp;&nbsp; 42769 |
| Huntsman International LLC, 2.95%, 06/15/31 |  | 100 | &nbsp;&nbsp; 82944 |
| iHeartCommunications, Inc., 7.75%, 08/15/30<sup>(c)</sup> |  | 75 | &nbsp;&nbsp; 59711 |
| Infinity Natural Resources LLC, 7.63%, 04/01/31<sup>(c)</sup> |  | 81 | &nbsp;&nbsp; 81428 |
| Intel Corp., 5.20%, 02/10/33 |  | 83 | &nbsp;&nbsp; 83650 |
| ION Platform Finance U.S., Inc., 7.88%, 09/30/32<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 154805 |
| IQVIA, Inc., 5.00%, 10/15/26<sup>(c)</sup> |  | 203 | &nbsp;&nbsp; 202780 |
| Iron Mountain, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(c)</sup> |  | 70 | &nbsp;&nbsp; 71345 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/32<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 97077 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(a)</sup> | EUR | 117 | &nbsp;&nbsp; 125838 |
| ITT Holdings LLC, 6.50%, 08/01/29<sup>(c)</sup> | USD | 11 | &nbsp;&nbsp; 10696 |
| &nbsp;&nbsp;&nbsp; Jane Street Group/JSG Finance, Inc., 7.13%, <br> 04/30/31<sup>(c)</sup><br>|  | 116 | &nbsp;&nbsp; 119243 |
| &nbsp;&nbsp;&nbsp; Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, <br> 08/15/28<sup>(c)</sup><br>|  | 200 | &nbsp;&nbsp; 186372 |
| Jefferson Capital Holdings LLC, 8.25%, 05/15/30<sup>(c)</sup> |  | 18 | &nbsp;&nbsp; 18733 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(c)</sup><br>|  | 100 | &nbsp;&nbsp; 94506 |
| &nbsp;&nbsp;&nbsp; JetBlue Pass-Through Trust, Series 2019-1, Class AA, <br> 2.75%, 11/15/33<br>|  | 58 | &nbsp;&nbsp; 51016 |
| JPMorgan Chase & Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.35%, 01/22/32 |  | 27 | &nbsp;&nbsp; 26619 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 4.90%, 01/22/37 |  | 19 | &nbsp;&nbsp; 18592 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.58%, 07/23/36 |  | 71 | &nbsp;&nbsp; 71902 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.58%), 5.72%, 09/14/33 |  | 55 | &nbsp;&nbsp; 56945 |
| &nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.52%), 2.96%, 05/13/31 |  | 47 | &nbsp;&nbsp; 43793 |
| &nbsp;&nbsp;&nbsp; KeHE Distributors LLC/KeHE Finance Corp./NextWave <br> Distribution, Inc., 9.00%, 02/15/29<sup>(c)</sup><br>|  | 53 | &nbsp;&nbsp; 55176 |
| KLA Corp., 5.25%, 07/15/62 |  | 84 | &nbsp;&nbsp; 76623 |
| Kohl's Corp., 5.13%, 05/01/31 |  | 115 | &nbsp;&nbsp; 86553 |
| Kronos International, Inc., 9.50%, 03/15/29<sup>(a)</sup> | EUR | 105 | &nbsp;&nbsp; 104263 |
| Lamar Media Corp., 4.88%, 01/15/29 | USD | 113 | &nbsp;&nbsp; 111654 |
| LCM Investments Holdings II LLC, 8.25%, 08/01/31<sup>(c)</sup> |  | 55 | &nbsp;&nbsp; 57131 |
| Leidos, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 |  | 30 | &nbsp;&nbsp; 29703 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/36 |  | 31 | &nbsp;&nbsp; 29971 |
| Lessen Holdings, Inc., 12.18%, 01/05/28<sup>(c)(f)</sup> |  | 792 | &nbsp;&nbsp; 594884 |
| Level 3 Financing, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34 |  | 10 | &nbsp;&nbsp; 10236 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/36 |  | 250 | &nbsp;&nbsp; 260853 |
| LGI Homes, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28 |  | 131 | &nbsp;&nbsp; 134030 |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/15/32 |  | 304 | &nbsp;&nbsp; 281877 |
| LifePoint Health, Inc., 11.00%, 10/15/30<sup>(c)</sup> |  | 74 | &nbsp;&nbsp; 79585 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Light & Wonder International, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/29 | USD | 31 | &nbsp;&nbsp; $31601 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/31 |  | 90 | &nbsp;&nbsp; 92367 |
| Live Nation Entertainment, Inc., 4.75%, 10/15/27<sup>(c)</sup> |  | 50 | &nbsp;&nbsp; 49689 |
| Magnera Corp., 7.25%, 11/15/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 92560 |
| Marriott International, Inc., 5.10%, 05/01/38 |  | 31 | &nbsp;&nbsp; 29471 |
| Mastercard, Inc., 3.85%, 03/26/50 |  | 103 | &nbsp;&nbsp; 78348 |
| Match Group Holdings II LLC, 4.13%, 08/01/30<sup>(c)</sup> |  | 56 | &nbsp;&nbsp; 51897 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co., 9.25%, <br> 04/15/30<sup>(c)</sup><br>|  | 120 | &nbsp;&nbsp; 111500 |
| McDonald's Corp., 5.00%, 02/13/36 |  | 136 | &nbsp;&nbsp; 135423 |
| McGraw-Hill Education, Inc., 7.38%, 09/01/31<sup>(c)</sup> |  | 80 | &nbsp;&nbsp; 81503 |
| Medtronic Global Holdings SCA, 1.75%, 07/02/49 | EUR | 100 | &nbsp;&nbsp; 69505 |
| Meta Platforms, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | USD | 478 | &nbsp;&nbsp; 370059 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 |  | 180 | &nbsp;&nbsp; 167513 |
| Michaels Cos., Inc., 8.50%, 03/15/33<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 97349 |
| Microsoft Corp., 2.50%, 09/15/50 |  | 408 | &nbsp;&nbsp; 242394 |
| MKS, Inc., 4.25%, 02/15/34<sup>(a)</sup> | EUR | 144 | &nbsp;&nbsp; 159020 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 11.88%, 04/15/31<sup>(c)</sup><br>| USD | 94 | &nbsp;&nbsp; 97926 |
| Molina Healthcare, Inc., 3.88%, 11/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 89403 |
| Morgan Stanley<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.78%), 5.90%, 03/13/47 |  | 82 | &nbsp;&nbsp; 81620 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.87%), 5.25%, 04/21/34 |  | 1514 | &nbsp;&nbsp; 1518728 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.99%, 10/15/26 | EUR | 105 | &nbsp;&nbsp; 116159 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/32<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 113749 |
| NCL Corp. Ltd., 6.75%, 02/01/32<sup>(c)</sup> | USD | 100 | &nbsp;&nbsp; 99241 |
| NCR Atleos Corp., 9.50%, 04/01/29<sup>(c)</sup> |  | 21 | &nbsp;&nbsp; 22479 |
| Neptune Bidco U.S., Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.38%, 05/15/31 |  | 91 | &nbsp;&nbsp; 91820 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/15/33 |  | 100 | &nbsp;&nbsp; 97024 |
| &nbsp;&nbsp;&nbsp; New Generation Gas Gathering LLC, 9.41%, <br> 09/30/29<sup>(c)(f)</sup><br>|  | 832 | &nbsp;&nbsp; 837677 |
| Newell Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/15/29 |  | 16 | &nbsp;&nbsp; 15617 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/30 |  | 100 | &nbsp;&nbsp; 95991 |
| NextEra Energy Capital Holdings, Inc., 5.30%, 03/15/32 |  | 511 | &nbsp;&nbsp; 523335 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Operating Partners LP, 7.25%, <br> 01/15/29<sup>(c)</sup><br>|  | 100 | &nbsp;&nbsp; 102917 |
| Nissan Motor Acceptance Co. LLC, 5.63%, 09/29/28<sup>(c)</sup> |  | 47 | &nbsp;&nbsp; 46123 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 102959 |
| Northern Oil & Gas, Inc., 7.88%, 10/15/33<sup>(c)</sup> |  | 83 | &nbsp;&nbsp; 85876 |
| Northern States Power Co., 4.85%, 05/15/36 |  | 30 | &nbsp;&nbsp; 29621 |
| Novelis Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/30/30 |  | 100 | &nbsp;&nbsp; 100867 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/31 |  | 25 | &nbsp;&nbsp; 22266 |
| NRG Energy, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/29 |  | 40 | &nbsp;&nbsp; 39506 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/29 |  | 200 | &nbsp;&nbsp; 199701 |
| OAK-Eagle Acquireco, Inc., 07/01/33<sup>(c)(e)</sup> |  | 47 | &nbsp;&nbsp; 48696 |
| Olympus Water U.S. Holding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/28<sup>(c)</sup> |  | 201 | &nbsp;&nbsp; 191983 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33<sup>(a)</sup> | EUR | 104 | &nbsp;&nbsp; 115545 |
| ONE Gas, Inc., 2.00%, 05/15/30 | USD | 35 | &nbsp;&nbsp; 31805 |
| Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/04/31 |  | 19 | &nbsp;&nbsp; 18590 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/04/36 |  | 12 | &nbsp;&nbsp; 11538 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 |  | 76 | &nbsp;&nbsp; 71754 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 |  | 486 | &nbsp;&nbsp; 375932 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/04/56 |  | 18 | &nbsp;&nbsp; 16706 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 |  | 399 | &nbsp;&nbsp; 234801 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; Outfront Media Capital LLC/Outfront Media Capital <br> Corp., 4.63%, 03/15/30<sup>(c)</sup><br>| USD | 83 | &nbsp;&nbsp; $80081 |
| &nbsp;&nbsp;&nbsp; Owens-Brockway Glass Container, Inc., 7.25%, <br> 05/15/31<sup>(c)</sup><br>|  | 12 | &nbsp;&nbsp; 11491 |
| Pacific Gas and Electric Co., 5.90%, 10/01/54 |  | 259 | &nbsp;&nbsp; 241349 |
| Panther Escrow Issuer LLC, 7.13%, 06/01/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 100336 |
| &nbsp;&nbsp;&nbsp; Paramount Global, (3-mo. SOFR US + 4.16%), 6.25%, <br> 02/28/57<sup>(b)</sup><br>|  | 78 | &nbsp;&nbsp; 52260 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property <br> LLC/PK Finance Co-Issuer<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 |  | 166 | &nbsp;&nbsp; 159343 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 |  | 76 | &nbsp;&nbsp; 76931 |
| PennyMac Financial Services, Inc., 7.13%, 11/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 99377 |
| Permian Resources Operating LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/15/27 |  | 180 | &nbsp;&nbsp; 180153 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/32 |  | 100 | &nbsp;&nbsp; 103549 |
| Pfizer Investment Enterprises Pte. Ltd., 5.34%, 05/19/63 |  | 356 | &nbsp;&nbsp; 323364 |
| Pilgrim's Pride Corp., 3.50%, 03/01/32 |  | 131 | &nbsp;&nbsp; 118914 |
| PNC Financial Services Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35 |  | 241 | &nbsp;&nbsp; 244060 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.42%, 01/25/41 |  | 35 | &nbsp;&nbsp; 34288 |
| Post Holdings, Inc., 6.38%, 03/01/33<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 98514 |
| Prestige Brands, Inc., 3.75%, 04/01/31<sup>(c)</sup> |  | 94 | &nbsp;&nbsp; 86161 |
| Prologis LP, 5.25%, 05/15/35 |  | 446 | &nbsp;&nbsp; 453347 |
| Quikrete Holdings, Inc., 6.38%, 03/01/32<sup>(c)</sup> |  | 87 | &nbsp;&nbsp; 88218 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(c)</sup> |  | 30 | &nbsp;&nbsp; 30600 |
| &nbsp;&nbsp;&nbsp; Resort Communities LoanCo LP, (13.00% PIK), 13.00%, <br> 11/21/28<sup>(c)(f)(j)</sup><br>|  | 2522 | &nbsp;&nbsp; 2482983 |
| Reworld Holding Corp., 4.88%, 12/01/29<sup>(c)</sup> |  | 52 | &nbsp;&nbsp; 48748 |
| &nbsp;&nbsp;&nbsp; RHP Hotel Properties LP/RHP Finance Corp., 6.50%, <br> 04/01/32<sup>(c)</sup><br>|  | 85 | &nbsp;&nbsp; 86540 |
| RLJ Lodging Trust LP, 3.75%, 07/01/26<sup>(c)</sup> |  | 104 | &nbsp;&nbsp; 103493 |
| Rocket Cos., Inc., 7.13%, 02/01/32<sup>(c)</sup> |  | 126 | &nbsp;&nbsp; 129872 |
| &nbsp;&nbsp;&nbsp; Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., <br> 3.88%, 03/01/31<sup>(c)</sup><br>|  | 35 | &nbsp;&nbsp; 32297 |
| Ryan Specialty LLC, 4.38%, 02/01/30<sup>(c)</sup> |  | 39 | &nbsp;&nbsp; 37782 |
| Salesforce, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/31 |  | 82 | &nbsp;&nbsp; 81884 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/33 |  | 82 | &nbsp;&nbsp; 81860 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/36 |  | 82 | &nbsp;&nbsp; 81745 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/46 |  | 82 | &nbsp;&nbsp; 82568 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/56 |  | 82 | &nbsp;&nbsp; 82284 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/15/66 |  | 82 | &nbsp;&nbsp; 83346 |
| SBA Communications Corp., 3.88%, 02/15/27 |  | 88 | &nbsp;&nbsp; 87105 |
| &nbsp;&nbsp;&nbsp; SCIL IV LLC/SCIL USA Holdings LLC, 9.50%, <br> 07/15/28<sup>(a)</sup><br>| EUR | 150 | &nbsp;&nbsp; 178646 |
| Scotts Miracle-Gro Co., 4.00%, 04/01/31 | USD | 82 | &nbsp;&nbsp; 75755 |
| &nbsp;&nbsp;&nbsp; Seagate Data Storage Technology Pte. Ltd., 9.63%, <br> 12/01/32<sup>(c)</sup><br>|  | 43 | &nbsp;&nbsp; 47791 |
| Sealed Air Corp., 5.00%, 04/15/29<sup>(c)</sup> |  | 10 | &nbsp;&nbsp; 10075 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(c)</sup> |  | 71 | &nbsp;&nbsp; 67670 |
| Sempra, 5.25%, 03/15/36 |  | 23 | &nbsp;&nbsp; 22676 |
| Sensata Technologies, Inc., 4.38%, 02/15/30<sup>(c)</sup> |  | 75 | &nbsp;&nbsp; 71725 |
| Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/28<sup>(c)(n)</sup> |  | 222 | &nbsp;&nbsp; 201975 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/29 |  | 100 | &nbsp;&nbsp; 90570 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32 |  | 392 | &nbsp;&nbsp; 388526 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., <br> 5.50%, 05/15/33<sup>(a)</sup><br>| EUR | 109 | &nbsp;&nbsp; 118776 |
| Sinclair Television Group, Inc., 8.13%, 02/15/33<sup>(c)</sup> | USD | 100 | &nbsp;&nbsp; 101656 |
| Sirius XM Radio LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 |  | 65 | &nbsp;&nbsp; 64909 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/28 |  | 100 | &nbsp;&nbsp; 96526 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Sirius XM Radio LLC<sup>(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/01/31 | USD | 35 | &nbsp;&nbsp; $31777 |
| Six Flags Entertainment Corp., 7.25%, 05/15/31<sup>(c)</sup> |  | 33 | &nbsp;&nbsp; 31773 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp/Canada's Wonderland <br> Co/Millennium Operations LLC, 8.63%, 01/15/32<sup>(c)</sup><br>|  | 52 | &nbsp;&nbsp; 52084 |
| SM Energy Co.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/26 |  | 308 | &nbsp;&nbsp; 307498 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/29 |  | 30 | &nbsp;&nbsp; 30454 |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/01/30 |  | 121 | &nbsp;&nbsp; 127665 |
| &nbsp;&nbsp;&nbsp; 7.00%, 08/01/32 |  | 102 | &nbsp;&nbsp; 104152 |
| Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/31<sup>(c)</sup> |  | 34 | &nbsp;&nbsp; 35061 |
| Snap, Inc., 6.88%, 03/01/33<sup>(c)</sup> |  | 14 | &nbsp;&nbsp; 13220 |
| Solaris Energy Infrastructure, Inc.<sup>(k)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/01/30 |  | 261 | &nbsp;&nbsp; 619353 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/01/31 |  | 841 | &nbsp;&nbsp; 1050199 |
| Solventum Corp., 5.60%, 03/23/34 |  | 130 | &nbsp;&nbsp; 132900 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (7.00% PIK), 7.00%, <br> 12/10/27<sup>(f)(g)(i)(j)</sup><br>|  | 952 | &nbsp;&nbsp; — |
| Sonic Automotive, Inc., 4.88%, 11/15/31<sup>(c)</sup> |  | 56 | &nbsp;&nbsp; 53078 |
| Spirit Airlines Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1A, Class A, 4.10%, 10/01/29 |  | 7 | &nbsp;&nbsp; 6871 |
| &nbsp;&nbsp;&nbsp; Series 2015-1A, Class A, 3.65%, 08/15/31<sup>(g)(i)</sup> |  | 206 | &nbsp;&nbsp; 188466 |
| &nbsp;&nbsp;&nbsp; Series 2017-1AA, Class AA, 3.38%, 08/15/31 |  | 79 | &nbsp;&nbsp; 73761 |
| SS&C Technologies, Inc., 5.50%, 09/30/27<sup>(c)</sup> |  | 23 | &nbsp;&nbsp; 23015 |
| Standard Building Solutions, Inc., 6.25%, 08/01/33<sup>(c)</sup> |  | 152 | &nbsp;&nbsp; 150291 |
| Starwood Property Trust, Inc., 3.63%, 07/15/26<sup>(c)</sup> |  | 121 | &nbsp;&nbsp; 120258 |
| Stem, Inc., 0.50%, 12/01/28<sup>(c)(k)</sup> |  | 27 | &nbsp;&nbsp; 11055 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(c)</sup> |  | 95 | &nbsp;&nbsp; 98148 |
| Sunoco LP<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/01/30 |  | 68 | &nbsp;&nbsp; 65441 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 |  | 117 | &nbsp;&nbsp; 117510 |
| SV RNO Property Owner 1 LLC, 5.88%, 03/01/31<sup>(c)</sup> |  | 75 | &nbsp;&nbsp; 74137 |
| Synchrony Financial<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.40%), 5.02%, 07/29/29 |  | 93 | &nbsp;&nbsp; 92909 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30 |  | 79 | &nbsp;&nbsp; 80268 |
| Talen Energy Supply LLC, 8.63%, 06/01/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 104908 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy Finance <br> Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/28 |  | 14 | &nbsp;&nbsp; 13882 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/31/30 |  | 80 | &nbsp;&nbsp; 79592 |
| Tenet Healthcare Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 |  | 154 | &nbsp;&nbsp; 152621 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/30 |  | 100 | &nbsp;&nbsp; 96858 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 99644 |
| T-Mobile USA, Inc., 5.65%, 01/15/53 |  | 368 | &nbsp;&nbsp; 348028 |
| TransDigm, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/29 |  | 100 | &nbsp;&nbsp; 101866 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32 |  | 176 | &nbsp;&nbsp; 179497 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33 |  | 67 | &nbsp;&nbsp; 66643 |
| Transocean International Ltd., 8.25%, 05/15/29<sup>(c)</sup> |  | 60 | &nbsp;&nbsp; 61995 |
| Travel & Leisure Co., 6.63%, 07/31/26<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 100085 |
| &nbsp;&nbsp;&nbsp; U.S. Bancorp, (3-mo. EURIBOR + 0.80%), 2.82%, <br> 05/21/28<sup>(b)</sup><br>| EUR | 400 | &nbsp;&nbsp; 462807 |
| U.S. Foods, Inc., 6.88%, 09/15/28<sup>(c)</sup> | USD | 118 | &nbsp;&nbsp; 120603 |
| Uber Technologies, Inc., 5.35%, 09/15/54 |  | 47 | &nbsp;&nbsp; 43278 |
| UKG, Inc., 6.88%, 02/01/31<sup>(c)</sup> |  | 64 | &nbsp;&nbsp; 62548 |
| &nbsp;&nbsp;&nbsp; United Airlines Pass-Through Trust, Series 2019-2, <br> Class A, 2.90%, 11/01/29<br>|  | 34 | &nbsp;&nbsp; 32658 |
| United Rentals North America, Inc., 3.75%, 01/15/32 |  | 138 | &nbsp;&nbsp; 126475 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| United Wholesale Mortgage LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | USD | 119 | &nbsp;&nbsp; $117121 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/29 |  | 30 | &nbsp;&nbsp; 28080 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC, 4.75%, 04/15/28<sup>(c)</sup><br>|  | 72 | &nbsp;&nbsp; 71626 |
| Univision Communications, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/29 |  | 95 | &nbsp;&nbsp; 89252 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/30 |  | 56 | &nbsp;&nbsp; 54876 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/01/32 |  | 16 | &nbsp;&nbsp; 16490 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/29 |  | 12 | &nbsp;&nbsp; 12278 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/33 |  | 23 | &nbsp;&nbsp; 22928 |
| UWM Holdings LLC, 6.25%, 03/15/31<sup>(c)</sup> |  | 67 | &nbsp;&nbsp; 61016 |
| Valero Energy Corp., 5.15%, 03/10/36 |  | 20 | &nbsp;&nbsp; 19715 |
| Venture Global Calcasieu Pass LLC, 6.25%, 01/15/30<sup>(c)</sup> |  | 45 | &nbsp;&nbsp; 46027 |
| Venture Global LNG, Inc.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/30 |  | 113 | &nbsp;&nbsp; 115379 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31 |  | 109 | &nbsp;&nbsp; 113357 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32 |  | 100 | &nbsp;&nbsp; 107399 |
| Venture Global Plaquemines LNG LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/33 |  | 89 | &nbsp;&nbsp; 97829 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36 |  | 128 | &nbsp;&nbsp; 135571 |
| Verisk Analytics, Inc., 4.45%, 03/15/31 |  | 10 | &nbsp;&nbsp; 9834 |
| Verizon Communications, Inc., 3.70%, 03/22/61 |  | 778 | &nbsp;&nbsp; 518402 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(c)</sup> |  | 26 | &nbsp;&nbsp; 26608 |
| VF Corp., 0.25%, 02/25/28 | EUR | 100 | &nbsp;&nbsp; 105805 |
| Viasat, Inc., 5.63%, 04/15/27<sup>(c)</sup> | USD | 98 | &nbsp;&nbsp; 97338 |
| Viking Cruises Ltd., 7.00%, 02/15/29<sup>(c)</sup> |  | 159 | &nbsp;&nbsp; 159292 |
| Vistra Operations Co. LLC<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/27 |  | 100 | &nbsp;&nbsp; 100000 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/31 |  | 81 | &nbsp;&nbsp; 84846 |
| Vital Energy, Inc., 7.88%, 04/15/32<sup>(c)</sup> |  | 40 | &nbsp;&nbsp; 40866 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(c)</sup> |  | 243 | &nbsp;&nbsp; 250973 |
| Voyager Parent LLC, 9.25%, 07/01/32<sup>(c)</sup> |  | 82 | &nbsp;&nbsp; 85134 |
| Wayfair LLC, 7.25%, 10/31/29<sup>(c)</sup> |  | 54 | &nbsp;&nbsp; 55122 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC/Weekley Finance Corp., 4.88%, <br> 09/15/28<sup>(c)</sup><br>|  | 4 | &nbsp;&nbsp; 3873 |
| WESCO Distribution, Inc., 6.38%, 03/15/33<sup>(c)</sup> |  | 96 | &nbsp;&nbsp; 97801 |
| Westbay, 11.00%, 02/06/30<sup>(f)</sup> |  | 1688 | &nbsp;&nbsp; 1666900 |
| Whirlpool Corp., 6.50%, 06/15/33 |  | 100 | &nbsp;&nbsp; 94743 |
| Williams Scotsman, Inc., 4.63%, 08/15/28<sup>(c)</sup> |  | 27 | &nbsp;&nbsp; 26561 |
| Windstream Services LLC, 7.50%, 10/15/33<sup>(c)</sup> |  | 22 | &nbsp;&nbsp; 22872 |
| &nbsp;&nbsp;&nbsp; Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., <br> 5.13%, 10/01/29<sup>(c)</sup><br>|  | 15 | &nbsp;&nbsp; 14806 |
| Xerox Corp., 10.25%, 10/15/30<sup>(c)</sup> |  | 347 | &nbsp;&nbsp; 260250 |
| XHR LP, 4.88%, 06/01/29<sup>(c)</sup> |  | 25 | &nbsp;&nbsp; 24219 |
| Yum! Brands, Inc., 4.63%, 01/31/32 |  | 100 | &nbsp;&nbsp; 95493 |
|  |  |  | &nbsp;&nbsp; 77745691 |
| **Uzbekistan — 0.1%** | **Uzbekistan — 0.1%** | **Uzbekistan — 0.1%** | **Uzbekistan — 0.1%** |
| Navoi Mining & Metallurgical Combinat |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.70%, 10/17/28<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 203440 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/14/30<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 205540 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/17/31<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 208000 |
|  |  |  | &nbsp;&nbsp; 616980 |
| **Venezuela — 0.0%** | **Venezuela — 0.0%** | **Venezuela — 0.0%** | **Venezuela — 0.0%** |
| Petroleos de Venezuela SA, 6.00%, 11/15/26<sup>(a)(g)(i)</sup> |  | 185 | &nbsp;&nbsp; 63230 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Vietnam — 0.0%** | **Vietnam — 0.0%** | **Vietnam — 0.0%** | **Vietnam — 0.0%** |
| Mong Duong Finance Holdings BV, 5.13%, 05/07/29<sup>(a)</sup> | USD | 290 | &nbsp;&nbsp; $284711 |
| **Total Corporate Bonds — 16.9%** <br>**(Cost: $150,181,921)** | **Total Corporate Bonds — 16.9%** <br>**(Cost: $150,181,921)** | **Total Corporate Bonds — 16.9%** <br>**(Cost: $150,181,921)** | &nbsp;&nbsp; 148102569 |
| **Floating Rate Loan Interests**<sup>(b)</sup> | **Floating Rate Loan Interests**<sup>(b)</sup> | **Floating Rate Loan Interests**<sup>(b)</sup> | **Floating Rate Loan Interests**<sup>(b)</sup> |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |
| &nbsp;&nbsp;&nbsp; Usavflow II Ltd., Term Loan B, (1-mo. CME Term SOFR <br> + 6.50%), 10.17%, 08/16/29<sup>(f)</sup><br>|  | 297 | &nbsp;&nbsp; 297011 |
| **France — 0.1%** | **France — 0.1%** | **France — 0.1%** | **France — 0.1%** |
| &nbsp;&nbsp;&nbsp; Vivalto Sante Investissement SA, 2025 EUR Term Loan <br> B, (3-mo. EURIBOR at 0.00% Floor + 3.50%), 5.63%, <br> 07/21/31<br>| EUR | 1000 | &nbsp;&nbsp; 1153781 |
| **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |
| Al Mansart (Luxembourg) Bidco SCS<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Upsize Term Loan, (6-mo. CME Term SOFR + <br> 5.25%), 8.99%, 09/01/28<br>| USD | 119 | &nbsp;&nbsp; 118755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (6-mo. CME Term SOFR + 5.25%), <br> 8.99%, 06/23/28<br>|  | 168 | &nbsp;&nbsp; 167425 |
| &nbsp;&nbsp;&nbsp; Cobham Ultra SeniorCo SARL, EUR Term Loan B, <br> 08/06/29<sup>(o)</sup><br>| EUR | 1000 | &nbsp;&nbsp; 1150799 |
|  |  |  | &nbsp;&nbsp; 1436979 |
| **Netherlands — 0.3%** | **Netherlands — 0.3%** | **Netherlands — 0.3%** | **Netherlands — 0.3%** |
| &nbsp;&nbsp;&nbsp; Nobian Finance BV, 2025 EUR Term Loan B, (3-mo. <br> EURIBOR at 0.00% Floor + 3.40%), 5.42%, 07/01/30<br>|  | 1000 | &nbsp;&nbsp; 1084927 |
| &nbsp;&nbsp;&nbsp; QSRP Finco BV, 2025 EUR 1st Lien Term Loan B, (6-<br> mo. EURIBOR at 0.00% Floor + 3.75%), 5.91%, <br> 06/19/31<br>|  | 1000 | &nbsp;&nbsp; 1125995 |
|  |  |  | &nbsp;&nbsp; 2210922 |
| **Spain — 0.2%** | **Spain — 0.2%** | **Spain — 0.2%** | **Spain — 0.2%** |
| &nbsp;&nbsp;&nbsp; Financiere Pax SAS, 2025 EUR Repriced Term Loan B, <br> (6-mo. EURIBOR at 0.00% Floor + 3.50%), 5.64%, <br> 12/31/29<br>|  | 1133 | &nbsp;&nbsp; 1284262 |
| **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** | **Sweden — 0.1%** |
| &nbsp;&nbsp;&nbsp; Quimper AB, 2026 EUR Term Loan B, (3-mo. EURIBOR <br> at 0.00% Floor + 3.00%), 4.99%, 03/31/30<br>|  | 1000 | &nbsp;&nbsp; 1137218 |
| **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** | **United Kingdom — 0.7%** |
| &nbsp;&nbsp;&nbsp; Boots Group Bidco Ltd., EUR Term Loan, (3-mo. <br> EURIBOR at 0.00% Floor + 3.25%), 5.40%, 08/30/32<br>|  | 1400 | &nbsp;&nbsp; 1616896 |
| &nbsp;&nbsp;&nbsp; CD&R Firefly Bidco PLC, 2025 EUR Term Loan, (3-mo. <br> EURIBOR at 0.00% Floor + 3.25%), 5.28%, 04/30/29<br>|  | 1000 | &nbsp;&nbsp; 1154116 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco SARL, 2025 EUR Term Loan, (6-mo. <br> EURIBOR at 0.00% Floor + 2.75%), 4.90%, 09/30/32<br>|  | 2035 | &nbsp;&nbsp; 2311919 |
| &nbsp;&nbsp;&nbsp; Rubix Group Midco 3 Limited, 2026 EUR Term Loan B, <br> (3-mo. EURIBOR at 0.00% Floor + 3.50%), 5.48%, <br> 09/30/31<br>|  | 1000 | &nbsp;&nbsp; 1128399 |
|  |  |  | &nbsp;&nbsp; 6211330 |
| **United States — 0.9%** | **United States — 0.9%** | **United States — 0.9%** | **United States — 0.9%** |
| Argento LLC, Term Loan A, 04/30/31<sup>(o)</sup> | USD | 364 | &nbsp;&nbsp; 349440 |
| &nbsp;&nbsp;&nbsp; Cirkul, Inc., 2nd Lien PIK Term Loan, (9.22% PIK), <br> 9.22%, 04/23/28<sup>(f)(j)</sup><br>|  | 383 | &nbsp;&nbsp; 299274 |
| &nbsp;&nbsp;&nbsp; ConnectWise LLC, 2021 Term Loan B, (3-mo. CME Term <br> SOFR at 0.50% Floor + 3.76%), 7.46%, 09/29/28<br>|  | 234 | &nbsp;&nbsp; 215686 |
| &nbsp;&nbsp;&nbsp; Coreweave Compute Acquisition Co. II, LLC, Delayed <br> Draw Term Loan, (3-mo. CME Term SOFR at 0.00% <br> Floor + 9.62%), 13.40%, 07/31/28<sup>(f)</sup><br>|  | 846 | &nbsp;&nbsp; 844134 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Coreweave Compute Acquisition Co. IV, LLC<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Delayed Draw Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 6.00%), 9.73%, 05/16/29<br>| USD | 883 | &nbsp;&nbsp; $884899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 5th Amendment Delayed Draw Term Loan, (3-<br> mo. CME Term SOFR at 0.00% Floor + 4.25%), <br> 7.95%, 09/30/30<br>|  | 598 | &nbsp;&nbsp; 581964 |
| &nbsp;&nbsp;&nbsp; CPV Fairview LLC, 2025 Term Loan, (3-mo. CME Term <br> SOFR at 0.00% Floor + 2.50%), 6.20%, 08/14/31<br>|  | 237 | &nbsp;&nbsp; 235645 |
| &nbsp;&nbsp;&nbsp; Crescent Midstream Operating LLC, Term Loan B, (3-<br> mo. CME Term SOFR at 0.00% Floor + 3.75%), <br> 7.42%, 02/18/33<br>|  | 560 | &nbsp;&nbsp; 561165 |
| &nbsp;&nbsp;&nbsp; CSC Holdings LLC, 2019 Term Loan B5, (Prime + <br> 1.50%), 8.25%, 04/15/27<br>|  | 89 | &nbsp;&nbsp; 78450 |
| &nbsp;&nbsp;&nbsp; Digital Room Holdings, Inc., 2021 Term Loan, (1-mo. <br> CME Term SOFR at 0.50% Floor + 5.35%), 9.02%, <br> 12/21/28<br>|  | 132 | &nbsp;&nbsp; 126862 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, 2025 Term Loan B, (3-mo. CME <br> Term SOFR at 0.75% Floor + 5.50%), 9.17%, <br> 02/17/31<br>|  | 306 | &nbsp;&nbsp; 305896 |
| &nbsp;&nbsp;&nbsp; ECL Entertainment LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 08/30/30<br>|  | 457 | &nbsp;&nbsp; 453645 |
| EIS Group, Inc.<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Revolver, (1-mo. CME Term SOFR at 0.75% Floor + <br> 7.00%), 10.67%, 07/10/28<br>|  | 53 | &nbsp;&nbsp; 48195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Term Loan, (1-mo. CME Term SOFR at 0.75% Floor + <br> 7.00%), 10.67%, 07/10/28<br>|  | 532 | &nbsp;&nbsp; 481948 |
| &nbsp;&nbsp;&nbsp; Flexsys Holdings, Inc., 2025 Second Out Refinancing <br> Term Loan, (3-mo. CME Term SOFR at 0.75% Floor + <br> 5.51%), 9.17%, 08/01/29<br>|  | 87 | &nbsp;&nbsp; 5266 |
| &nbsp;&nbsp;&nbsp; Hydrofarm Holdings LLC, 2021 Term Loan, (3-mo. CME <br> Term SOFR at 1.00% Floor + 5.76%), 9.43%, <br> 10/25/28<sup>(f)</sup><br>|  | 91 | &nbsp;&nbsp; 45757 |
| &nbsp;&nbsp;&nbsp; ITG Communications LLC, Term Loan B, (3-mo. CME <br> Term SOFR at 0.00% Floor + 4.75%), 8.45%, <br> 07/09/31<sup>(f)</sup><br>|  | 454 | &nbsp;&nbsp; 431437 |
| &nbsp;&nbsp;&nbsp; Jack Ohio Finance LLC, 2025 Term Loan B, (1-mo. CME <br> Term SOFR at 0.50% Floor + 4.00%), 7.67%, <br> 02/02/32<br>|  | 63 | &nbsp;&nbsp; 62410 |
| &nbsp;&nbsp;&nbsp; Kestrel Acquisition, LLC, 2025 Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 3.00%), 6.76%, <br> 11/06/31<br>|  | 198 | &nbsp;&nbsp; 198052 |
| &nbsp;&nbsp;&nbsp; Maverick Gaming LLC, 2024 Second Out Term Loan, <br> 0.00%, 04/01/28<sup>(f)(g)(i)</sup><br>|  | 119 | &nbsp;&nbsp; 4656 |
| &nbsp;&nbsp;&nbsp; Medical Solutions Holdings, Inc., 2021 2nd Lien Term <br> Loan, (3-mo. CME Term SOFR at 0.50% Floor + <br> 7.10%), 10.77%, 11/01/29<br>|  | 74 | &nbsp;&nbsp; 5920 |
| Montage Hotels & Resorts LLC<sup>(f)(j)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK Revolver, (3-mo. CME Term SOFR + 6.00%), <br> 9.69%, 02/16/29<br>|  | 90 | &nbsp;&nbsp; 84541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PIK Term Loan, (3-mo. CME Term SOFR + 6.00%), <br> 9.65%, 02/16/29<br>|  | 260 | &nbsp;&nbsp; 245102 |
| &nbsp;&nbsp;&nbsp; Ohio Power Partners LLC, Term Loan, (1-mo. CME Term <br> SOFR at 0.00% Floor + 2.75%), 6.42%, 11/12/32<sup>(f)</sup><br>|  | 194 | &nbsp;&nbsp; 194028 |
| &nbsp;&nbsp;&nbsp; PAI Holdco, Inc., 2020 Term Loan B, (3-mo. CME Term <br> SOFR + 4.01%), 7.68%, 10/28/27<br>|  | 232 | &nbsp;&nbsp; 217105 |
| &nbsp;&nbsp;&nbsp; Peninsula Pacific Entertainment LLC, 2025 Term Loan B, <br> (3-mo. CME Term SOFR at 0.00% Floor + 4.75%), <br> 8.45%, 10/01/32<br>|  | 517 | &nbsp;&nbsp; 513718 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| RunItOneTime LLC<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2nd Amendment Final New Money DIP Term Loan, <br> (1-mo. CME Term SOFR at 2.00% Floor + 12.50%), <br> 16.17%, 04/16/26<br>| USD | 42 | &nbsp;&nbsp; $41523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2nd Amendment Roll Up Term Loan, (1-mo. CME <br> Term SOFR at 2.00% Floor + 1.00% and 11.50% <br> PIK), 16.17%, 04/16/26<sup>(j)</sup><br>|  | 72 | &nbsp;&nbsp; 71134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roll-Up DIP Term Loan, (1-mo. CME Term SOFR at <br> 2.00% Floor + 1.00% and 11.50% PIK), 16.17%, <br> 04/16/26<sup>(j)</sup><br>|  | 3 | &nbsp;&nbsp; 3474 |
| Sabre GLBL, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024 Term Loan B1, (1-mo. CME Term SOFR at <br> 0.50% Floor + 6.10%), 9.77%, 11/15/29<br>|  | 52 | &nbsp;&nbsp; 40995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 11th Amendment Term Loan B2, (1-mo. CME <br> Term SOFR at 0.50% Floor + 6.35%), 10.02%, <br> 07/30/29<br>|  | 31 | &nbsp;&nbsp; 24219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan B1, (1-mo. CME Term SOFR at <br> 0.50% Floor + 6.35%), 10.02%, 07/30/29<br>|  | 127 | &nbsp;&nbsp; 99305 |
| &nbsp;&nbsp;&nbsp; Vaco Holdings LLC, 2022 Term Loan, (3-mo. CME Term <br> SOFR at 0.75% Floor + 5.15%), 8.85%, 01/22/29<br>|  | 64 | &nbsp;&nbsp; 41609 |
| &nbsp;&nbsp;&nbsp; West Deptford Energy Holdings LLC, 2025 Term Loan, <br> (1-mo. CME Term SOFR at 0.00% Floor + 4.00%), <br> 7.78%, 07/24/32<br>|  | 181 | &nbsp;&nbsp; 179506 |
| &nbsp;&nbsp;&nbsp; Xerox Corp., 2023 Non-CoOp Term Loan, (6-mo. CME <br> Term SOFR + 4.00%), 7.70%, 11/19/29<br>|  | 98 | &nbsp;&nbsp; 61600 |
|  |  |  | &nbsp;&nbsp; 8038560 |
| **Total Floating Rate Loan Interests — 2.5%** <br>**(Cost: $22,727,076)** | **Total Floating Rate Loan Interests — 2.5%** <br>**(Cost: $22,727,076)** | **Total Floating Rate Loan Interests — 2.5%** <br>**(Cost: $22,727,076)** | &nbsp;&nbsp; 21770063 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Angola**<sup>(a)</sup> **— 0.1%** | **Angola**<sup>(a)</sup> **— 0.1%** | **Angola**<sup>(a)</sup> **— 0.1%** |  |
| Angola Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 05/09/28 |  | 200 | &nbsp;&nbsp; 201600 |
| &nbsp;&nbsp;&nbsp; 9.24%, 01/15/31 |  | 200 | &nbsp;&nbsp; 202188 |
|  |  |  | &nbsp;&nbsp; 403788 |
| **Argentina — 0.1%** | **Argentina — 0.1%** | **Argentina — 0.1%** |  |
| Argentina Treasury Bond BONCER, 0.00%, 12/15/27<sup>(n)</sup> | ARS | 184390 | &nbsp;&nbsp; 310295 |
| Argentine Republic Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 | USD | 9 | &nbsp;&nbsp; 7678 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/09/30<sup>(l)</sup> |  | 25 | &nbsp;&nbsp; 20997 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/09/35<sup>(l)</sup> |  | 120 | &nbsp;&nbsp; 86760 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(l)</sup> |  | 216 | &nbsp;&nbsp; 144859 |
| &nbsp;&nbsp;&nbsp; Bonos Para La Reconstruccion De Una Argentina Libre, <br> Series 4B, 3.00%, 10/31/28<br>|  | 116 | &nbsp;&nbsp; 98029 |
|  |  |  | &nbsp;&nbsp; 668618 |
| **Australia**<sup>(a)</sup> **— 0.0%** | **Australia**<sup>(a)</sup> **— 0.0%** | **Australia**<sup>(a)</sup> **— 0.0%** |  |
| Australia Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/21/37 | AUD | 80 | &nbsp;&nbsp; 49265 |
| &nbsp;&nbsp;&nbsp; Series 136, 4.75%, 04/21/27 |  | 220 | &nbsp;&nbsp; 151966 |
| &nbsp;&nbsp;&nbsp; Series 149, 2.25%, 05/21/28 |  | 90 | &nbsp;&nbsp; 59075 |
|  |  |  | &nbsp;&nbsp; 260306 |
| **Barbados — 0.0%** | **Barbados — 0.0%** | **Barbados — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Barbados Government International Bonds, 8.00%, <br> 06/26/35<sup>(c)</sup><br>| USD | 181 | &nbsp;&nbsp; 184801 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Kingdom of Belgium Government Bonds, Series 85, <br> 0.80%, 06/22/28<sup>(a)(c)</sup><br>| EUR | 5 | &nbsp;&nbsp; $5539 |
| **Benin**<sup>(a)</sup> **— 0.0%** | **Benin**<sup>(a)</sup> **— 0.0%** | **Benin**<sup>(a)</sup> **— 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Benin Government International Bonds, 4.95%, <br> 01/22/35<br>|  | 100 | &nbsp;&nbsp; 100917 |
| Benin Sukuk SA, 6.20%, 01/29/33 | USD | 200 | &nbsp;&nbsp; 185654 |
|  |  |  | &nbsp;&nbsp; 286571 |
| **Brazil — 0.9%** | **Brazil — 0.9%** | **Brazil — 0.9%** |  |
| Brazil Notas do Tesouro Nacional |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.00%, 01/01/27 | BRL | 25 | &nbsp;&nbsp; 4602892 |
| &nbsp;&nbsp;&nbsp; 10.00%, 01/01/29 |  | — <br><sup>(d)</sup><br>| &nbsp;&nbsp; 10858 |
| &nbsp;&nbsp;&nbsp; Brazilian Government International Bonds, 3.75%, <br> 09/12/31<br>| USD | 3900 | &nbsp;&nbsp; 3588000 |
|  |  |  | &nbsp;&nbsp; 8201750 |
| **Bulgaria — 0.0%** | **Bulgaria — 0.0%** | **Bulgaria — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Bulgaria Government International Bonds, Series 13Y, <br> 5.00%, 03/05/37<sup>(a)</sup><br>|  | 22 | &nbsp;&nbsp; 21188 |
| **Canada — 0.0%** | **Canada — 0.0%** | **Canada — 0.0%** |  |
| Canadian Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | CAD | 76 | &nbsp;&nbsp; 54081 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 |  | 140 | &nbsp;&nbsp; 96775 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/01/48 |  | 210 | &nbsp;&nbsp; 126358 |
|  |  |  | &nbsp;&nbsp; 277214 |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |  |
| Kyrgyz Republic International Bonds, 7.75%, 06/03/30<sup>(a)</sup> | USD | 200 | &nbsp;&nbsp; 199408 |
| **China — 6.3%** | **China — 6.3%** | **China — 6.3%** |  |
| China Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.67%, 06/15/26 | CNY | 127370 | &nbsp;&nbsp; 18504909 |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/29 |  | 74580 | &nbsp;&nbsp; 11054800 |
| &nbsp;&nbsp;&nbsp; 2.68%, 05/21/30 |  | 12080 | &nbsp;&nbsp; 1840705 |
| &nbsp;&nbsp;&nbsp; 3.02%, 05/27/31 |  | 105780 | &nbsp;&nbsp; 16563010 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/25/33 |  | 15000 | &nbsp;&nbsp; 2359072 |
| &nbsp;&nbsp;&nbsp; 2.11%, 08/25/34 |  | 8780 | &nbsp;&nbsp; 1311054 |
| &nbsp;&nbsp;&nbsp; 3.19%, 04/15/53 |  | 21580 | &nbsp;&nbsp; 3640621 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/22/28 |  | 100 | &nbsp;&nbsp; 15322 |
|  |  |  | &nbsp;&nbsp; 55289493 |
| **Colombia — 1.0%** | **Colombia — 1.0%** | **Colombia — 1.0%** |  |
| Colombian TES |  |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 5.75%, 11/03/27 | COP | 15101900 | &nbsp;&nbsp; 3648141 |
| &nbsp;&nbsp;&nbsp; Series B, 12.50%, 02/27/30 |  | 2818700 | &nbsp;&nbsp; 728672 |
| &nbsp;&nbsp;&nbsp; Series B, 7.75%, 09/18/30 |  | 15568600 | &nbsp;&nbsp; 3392977 |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 06/30/32 |  | 1569500 | &nbsp;&nbsp; 311879 |
| &nbsp;&nbsp;&nbsp; Series B, 7.25%, 10/26/50 |  | 2147800 | &nbsp;&nbsp; 339828 |
| &nbsp;&nbsp;&nbsp; Series B, 12.00%, 03/13/58 |  | 119600 | &nbsp;&nbsp; 29288 |
|  |  |  | &nbsp;&nbsp; 8450785 |
| **Costa Rica — 0.0%** | **Costa Rica — 0.0%** | **Costa Rica — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Costa Rica Government International Bonds, 7.30%, <br> 11/13/54<sup>(a)</sup><br>| USD | 351 | &nbsp;&nbsp; 380835 |
| **Czech Republic — 0.3%** | **Czech Republic — 0.3%** | **Czech Republic — 0.3%** |  |
| Czech Republic Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/04/44 | CZK | 16770 | &nbsp;&nbsp; 677567 |
| &nbsp;&nbsp;&nbsp; Series 154, 4.50%, 11/11/32 |  | 37780 | &nbsp;&nbsp; 1760398 |
| &nbsp;&nbsp;&nbsp; Series 49, 4.20%, 12/04/36<sup>(a)</sup> |  | 5530 | &nbsp;&nbsp; 245176 |
|  |  |  | &nbsp;&nbsp; 2683141 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Denmark Government Bonds, Series 31Y, 4.50%, <br> 11/15/39<br>| DKK | 450 | &nbsp;&nbsp; $80728 |
| **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** |  |
| Dominican Republic International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/25/27<sup>(a)</sup> | USD | 136 | &nbsp;&nbsp; 136680 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/30<sup>(c)</sup> |  | 150 | &nbsp;&nbsp; 142500 |
| &nbsp;&nbsp;&nbsp; 10.75%, 06/01/36<sup>(c)</sup> | DOP | 61550 | &nbsp;&nbsp; 1065881 |
| &nbsp;&nbsp;&nbsp; 10.75%, 06/01/36<sup>(a)</sup> |  | 8000 | &nbsp;&nbsp; 138538 |
|  |  |  | &nbsp;&nbsp; 1483599 |
| **Ecuador — 0.0%** | **Ecuador — 0.0%** | **Ecuador — 0.0%** |  |
| Ecuador Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 01/29/34<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 196350 |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/31/35<sup>(a)</sup> |  | 33 | &nbsp;&nbsp; 28768 |
|  |  |  | &nbsp;&nbsp; 225118 |
| **Egypt — 0.3%** | **Egypt — 0.3%** | **Egypt — 0.3%** |  |
| Egypt Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 23.44%, 07/01/28 | EGP | 24515 | &nbsp;&nbsp; 436246 |
| &nbsp;&nbsp;&nbsp; Series 3Y, 25.32%, 08/13/27 |  | 582 | &nbsp;&nbsp; 10577 |
| &nbsp;&nbsp;&nbsp; Series 3Y, 24.46%, 10/01/27 |  | 16551 | &nbsp;&nbsp; 297836 |
| &nbsp;&nbsp;&nbsp; Series 3Y, 24.14%, 12/03/27 |  | 3453 | &nbsp;&nbsp; 61916 |
| &nbsp;&nbsp;&nbsp; Series 3Y, 21.38%, 02/04/28 |  | 18123 | &nbsp;&nbsp; 318595 |
| &nbsp;&nbsp;&nbsp; Series 3Y, 21.95%, 03/04/28 |  | 2225 | &nbsp;&nbsp; 39591 |
| Egypt Government International Bonds<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 01/31/27 | USD | 200 | &nbsp;&nbsp; 200794 |
| &nbsp;&nbsp;&nbsp; 6.59%, 02/21/28 |  | 200 | &nbsp;&nbsp; 198490 |
| &nbsp;&nbsp;&nbsp; 8.63%, 02/04/30 |  | 200 | &nbsp;&nbsp; 206578 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/16/30 | EUR | 281 | &nbsp;&nbsp; 303374 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/31/47 | USD | 200 | &nbsp;&nbsp; 172375 |
| &nbsp;&nbsp;&nbsp; 7.90%, 02/21/48 |  | 200 | &nbsp;&nbsp; 161887 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/16/61 |  | 200 | &nbsp;&nbsp; 152080 |
|  |  |  | &nbsp;&nbsp; 2560339 |
| **El Salvador — 0.0%** | **El Salvador — 0.0%** | **El Salvador — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; El Salvador Government International Bonds, 8.63%, <br> 02/28/29<sup>(a)</sup><br>|  | 110 | &nbsp;&nbsp; 114785 |
| **Ethiopia — 0.0%** | **Ethiopia — 0.0%** | **Ethiopia — 0.0%** |  |
| Ethiopia International Bonds, 6.63%, 12/11/24<sup>(a)(g)(i)</sup> |  | 200 | &nbsp;&nbsp; 204000 |
| **France — 0.0%** | **France — 0.0%** | **France — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; French Republic Government Bond OAT, 3.20%, <br> 05/25/35<sup>(a)(c)</sup><br>| EUR | 2 | &nbsp;&nbsp; 2228 |
| **Gabon — 0.0%** | **Gabon — 0.0%** | **Gabon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Gabon Government International Bonds, Series 4Y, <br> 9.50%, 02/18/29<sup>(a)</sup><br>| USD | 400 | &nbsp;&nbsp; 374244 |
| **Germany — 4.1%** | **Germany — 4.1%** | **Germany — 4.1%** |  |
| Bundesschatzanweisungen, 2.00%, 12/16/27<sup>(a)</sup> | EUR | 31140 | &nbsp;&nbsp; 35623742 |
| **Ghana**<sup>(a)</sup> **— 0.1%** | **Ghana**<sup>(a)</sup> **— 0.1%** | **Ghana**<sup>(a)</sup> **— 0.1%** |  |
| Ghana Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/29<sup>(l)</sup> | USD | 456 | &nbsp;&nbsp; 433357 |
| &nbsp;&nbsp;&nbsp; 0.00%, 01/03/30<sup>(n)</sup> |  | 8 | &nbsp;&nbsp; 7060 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/35<sup>(l)</sup> |  | 56 | &nbsp;&nbsp; 47781 |
|  |  |  | &nbsp;&nbsp; 488198 |
| **Greece**<sup>(a)(c)</sup> **— 0.2%** | **Greece**<sup>(a)(c)</sup> **— 0.2%** | **Greece**<sup>(a)(c)</sup> **— 0.2%** |  |
| Hellenic Republic Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/22/27 | EUR | 92 | &nbsp;&nbsp; 105913 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/18/30 |  | 1740 | &nbsp;&nbsp; 1886913 |
|  |  |  | &nbsp;&nbsp; 1992826 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Guatemala — 0.0%** | **Guatemala — 0.0%** | **Guatemala — 0.0%** |  |
| Guatemala Government Bonds, 6.60%, 06/13/36<sup>(c)</sup> | USD | 205 | &nbsp;&nbsp; $214574 |
| **Hungary — 0.2%** | **Hungary — 0.2%** | **Hungary — 0.2%** |  |
| Hungary Government Bonds, 7.00%, 10/24/35 | HUF | 410800 | &nbsp;&nbsp; 1218998 |
| Hungary Government International Bonds<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/16/34 | USD | 200 | &nbsp;&nbsp; 197344 |
| &nbsp;&nbsp;&nbsp; Series 4Y, 5.00%, 02/22/27 | EUR | 186 | &nbsp;&nbsp; 218108 |
| Magyar Export-Import Bank Zrt, 6.00%, 05/16/29<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 242372 |
| MFB Magyar Fejlesztesi Bank Zrt, 6.50%, 06/29/28<sup>(a)</sup> | USD | 200 | &nbsp;&nbsp; 203794 |
|  |  |  | &nbsp;&nbsp; 2080616 |
| **Indonesia — 0.4%** | **Indonesia — 0.4%** | **Indonesia — 0.4%** |  |
| Indonesia Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/15/27 | IDR | 38658000 | &nbsp;&nbsp; 2301464 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/30 |  | 18311000 | &nbsp;&nbsp; 1073863 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/32 |  | 473000 | &nbsp;&nbsp; 29725 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/33 |  | 3641000 | &nbsp;&nbsp; 215210 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/33 |  | 2445000 | &nbsp;&nbsp; 142031 |
|  |  |  | &nbsp;&nbsp; 3762293 |
| **Ireland**<sup>(a)</sup> **— 1.1%** | **Ireland**<sup>(a)</sup> **— 1.1%** | **Ireland**<sup>(a)</sup> **— 1.1%** |  |
| Ireland Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/18/34 | EUR | 6134 | &nbsp;&nbsp; 6819354 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/18/55 |  | 2325 | &nbsp;&nbsp; 2422793 |
|  |  |  | &nbsp;&nbsp; 9242147 |
| **Italy — 0.1%** | **Italy — 0.1%** | **Italy — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Italy Buoni Poliennali Del Tesoro, Series 30Y, 3.85%, <br> 09/01/49<sup>(a)(c)</sup><br>|  | 700 | &nbsp;&nbsp; 741042 |
| **Ivory Coast**<sup>(a)</sup> **— 0.0%** | **Ivory Coast**<sup>(a)</sup> **— 0.0%** | **Ivory Coast**<sup>(a)</sup> **— 0.0%** |  |
| Ivory Coast Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/03/28 | USD | 133 | &nbsp;&nbsp; 134201 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/17/31 | EUR | 100 | &nbsp;&nbsp; 112753 |
|  |  |  | &nbsp;&nbsp; 246954 |
| **Japan — 0.9%** | **Japan — 0.9%** | **Japan — 0.9%** |  |
| &nbsp;&nbsp;&nbsp; Japan Government Forty Year Bonds, Series 15, 1.00%, <br> 03/20/62<br>| JPY | 1882200 | &nbsp;&nbsp; 5598983 |
| Japan Government Thirty Year Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 86, 2.40%, 03/20/55 |  | 246700 | &nbsp;&nbsp; 1201346 |
| &nbsp;&nbsp;&nbsp; Series 88, 3.20%, 09/20/55 |  | 124500 | &nbsp;&nbsp; 718077 |
|  |  |  | &nbsp;&nbsp; 7518406 |
| **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Jordan Government International Bonds, 7.50%, <br> 01/13/29<sup>(a)</sup><br>| USD | 200 | &nbsp;&nbsp; 205637 |
| **Kenya — 0.0%** | **Kenya — 0.0%** | **Kenya — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government International Bonds, <br> 9.75%, 02/16/31<sup>(a)</sup><br>|  | 200 | &nbsp;&nbsp; 205190 |
| **Lebanon**<sup>(a)(g)(i)</sup> **— 0.1%** | **Lebanon**<sup>(a)(g)(i)</sup> **— 0.1%** | **Lebanon**<sup>(a)(g)(i)</sup> **— 0.1%** |  |
| Lebanon Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/04/24 |  | 185 | &nbsp;&nbsp; 43568 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/26/25 |  | 466 | &nbsp;&nbsp; 109743 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/03/28 |  | 112 | &nbsp;&nbsp; 26376 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/04/49 |  | 146 | &nbsp;&nbsp; 34383 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 6.00%, 01/27/23 |  | 108 | &nbsp;&nbsp; 25434 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 6.85%, 03/23/27 |  | 464 | &nbsp;&nbsp; 109272 |
| &nbsp;&nbsp;&nbsp; Series 15YR, 7.00%, 03/23/32 |  | 146 | &nbsp;&nbsp; 34675 |
| &nbsp;&nbsp;&nbsp; Series 8Y, 6.65%, 04/22/24 |  | 257 | &nbsp;&nbsp; 60523 |
|  |  |  | &nbsp;&nbsp; 443974 |
| **Mexico — 2.3%** | **Mexico — 2.3%** | **Mexico — 2.3%** |  |
| Eagle Funding Luxco SARL, 5.50%, 08/17/30<sup>(c)</sup> |  | 250 | &nbsp;&nbsp; 250625 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |  |
| Mexican Bonos |  |  |  |
| &nbsp;&nbsp;&nbsp; Series M, 7.00%, 09/03/26 | MXN | 889 | &nbsp;&nbsp; $4963996 |
| &nbsp;&nbsp;&nbsp; Series M, 8.50%, 03/01/29 |  | 415 | &nbsp;&nbsp; 2315086 |
| &nbsp;&nbsp;&nbsp; Series M, 8.50%, 05/31/29 |  | 1084 | &nbsp;&nbsp; 60353 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 05/29/31 |  | 763 | &nbsp;&nbsp; 4052173 |
| &nbsp;&nbsp;&nbsp; Series M, 8.00%, 02/21/36 |  | 76 | &nbsp;&nbsp; 387856 |
| &nbsp;&nbsp;&nbsp; Series M, 7.75%, 11/13/42 |  | 276 | &nbsp;&nbsp; 1276960 |
| Mexico Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | USD | 4265 | &nbsp;&nbsp; 4407878 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/19/34 | EUR | 408 | &nbsp;&nbsp; 457972 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | USD | 321 | &nbsp;&nbsp; 310407 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/19/38 | EUR | 100 | &nbsp;&nbsp; 111568 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | USD | 182 | &nbsp;&nbsp; 176540 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/16/40 | EUR | 377 | &nbsp;&nbsp; 419689 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | USD | 1158 | &nbsp;&nbsp; 1215900 |
|  |  |  | &nbsp;&nbsp; 20407003 |
| **Mongolia**<sup>(a)</sup> **— 0.1%** | **Mongolia**<sup>(a)</sup> **— 0.1%** | **Mongolia**<sup>(a)</sup> **— 0.1%** |  |
| City of Ulaanbaatar Mongolia, 7.75%, 08/21/27 |  | 300 | &nbsp;&nbsp; 301500 |
| Development Bank of Mongolia LLC, 8.50%, 07/03/28 |  | 200 | &nbsp;&nbsp; 201150 |
|  |  |  | &nbsp;&nbsp; 502650 |
| **Morocco — 0.0%** | **Morocco — 0.0%** | **Morocco — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Morocco Government International Bonds, 4.75%, <br> 04/02/35<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 113736 |
| **Nigeria**<sup>(a)</sup> **— 0.1%** | **Nigeria**<sup>(a)</sup> **— 0.1%** | **Nigeria**<sup>(a)</sup> **— 0.1%** |  |
| Nigeria Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/28/28 | USD | 200 | &nbsp;&nbsp; 198400 |
| &nbsp;&nbsp;&nbsp; 8.38%, 03/24/29 |  | 200 | &nbsp;&nbsp; 209500 |
|  |  |  | &nbsp;&nbsp; 407900 |
| **Pakistan**<sup>(a)</sup> **— 0.1%** | **Pakistan**<sup>(a)</sup> **— 0.1%** | **Pakistan**<sup>(a)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Pakistan Global Sukuk Programme Co. Ltd., 7.95%, <br> 01/31/29<br>|  | 200 | &nbsp;&nbsp; 197250 |
| Pakistan Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/05/27 |  | 200 | &nbsp;&nbsp; 197100 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/08/31 |  | 200 | &nbsp;&nbsp; 185400 |
|  |  |  | &nbsp;&nbsp; 579750 |
| **Paraguay — 0.1%** | **Paraguay — 0.1%** | **Paraguay — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Paraguay Government International Bonds, 8.50%, <br> 04/04/38<sup>(c)</sup><br>| PYG | 5503000 | &nbsp;&nbsp; 838181 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |  |
| Peru Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | USD | 11 | &nbsp;&nbsp; 10043 |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 |  | 18 | &nbsp;&nbsp; 14832 |
| &nbsp;&nbsp;&nbsp; 7.60%, 08/12/39<sup>(c)</sup> | PEN | 1334 | &nbsp;&nbsp; 396853 |
| &nbsp;&nbsp;&nbsp; 7.60%, 08/12/39<sup>(a)</sup> |  | 1231 | &nbsp;&nbsp; 366212 |
|  |  |  | &nbsp;&nbsp; 787940 |
| **Philippines — 1.1%** | **Philippines — 1.1%** | **Philippines — 1.1%** |  |
| Philippines Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/27/30 | PHP | 109320 | &nbsp;&nbsp; 1784613 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/30 |  | 283250 | &nbsp;&nbsp; 4553142 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/28/35 |  | 194750 | &nbsp;&nbsp; 3098641 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/23/36 |  | 30000 | &nbsp;&nbsp; 459169 |
|  |  |  | &nbsp;&nbsp; 9895565 |
| **Poland — 1.1%** | **Poland — 1.1%** | **Poland — 1.1%** |  |
| Republic of Poland Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/35 | PLN | 10373 | &nbsp;&nbsp; 2616512 |
| &nbsp;&nbsp;&nbsp; Series 0130, 5.00%, 01/25/30 |  | 2394 | &nbsp;&nbsp; 643582 |
| &nbsp;&nbsp;&nbsp; Series 0429, 5.75%, 04/25/29 |  | 9897 | &nbsp;&nbsp; 2730606 |
| &nbsp;&nbsp;&nbsp; Series 0729, 4.75%, 07/25/29 |  | 5527 | &nbsp;&nbsp; 1475281 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Poland (continued)** | **Poland (continued)** | **Poland (continued)** |  |
| Republic of Poland Government Bonds (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 1034, 5.00%, 10/25/34 | PLN | 6395 | &nbsp;&nbsp; $1639195 |
| Republic of Poland Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 4.88%, 10/04/33 | USD | 5 | &nbsp;&nbsp; 4989 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 5.50%, 04/04/53 |  | 23 | &nbsp;&nbsp; 21148 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 4.88%, 02/12/30 |  | 147 | &nbsp;&nbsp; 150087 |
|  |  |  | &nbsp;&nbsp; 9281400 |
| **Qatar — 0.0%** | **Qatar — 0.0%** | **Qatar — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Qatar Government International Bonds, 3.25%, <br> 06/02/26<sup>(a)</sup><br>|  | 200 | &nbsp;&nbsp; 199500 |
| **Romania — 0.2%** | **Romania — 0.2%** | **Romania — 0.2%** |  |
| Romanian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(a)</sup> |  | 118 | &nbsp;&nbsp; 117909 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(c)</sup> |  | 16 | &nbsp;&nbsp; 15988 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/28<sup>(a)</sup> |  | 16 | &nbsp;&nbsp; 16330 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/29<sup>(a)</sup> |  | 708 | &nbsp;&nbsp; 711667 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/10/30<sup>(a)</sup> | EUR | 127 | &nbsp;&nbsp; 148921 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/16/30<sup>(c)</sup> | USD | 30 | &nbsp;&nbsp; 29873 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/31<sup>(a)</sup> |  | 24 | &nbsp;&nbsp; 21071 |
| &nbsp;&nbsp;&nbsp; 2.12%, 07/16/31<sup>(a)</sup> | EUR | 31 | &nbsp;&nbsp; 30752 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/27/32<sup>(a)</sup> | USD | 48 | &nbsp;&nbsp; 42069 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/32<sup>(a)</sup> | EUR | 154 | &nbsp;&nbsp; 175612 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/04/33<sup>(c)</sup> |  | 18 | &nbsp;&nbsp; 19414 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/07/33<sup>(c)</sup> |  | 38 | &nbsp;&nbsp; 42687 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/10/34<sup>(c)</sup> |  | 25 | &nbsp;&nbsp; 29257 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/07/37<sup>(c)</sup> |  | 38 | &nbsp;&nbsp; 42512 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/11/39<sup>(c)</sup> |  | 11 | &nbsp;&nbsp; 12668 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/14/41<sup>(a)</sup> |  | 32 | &nbsp;&nbsp; 23145 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/07/45<sup>(c)</sup> |  | 49 | &nbsp;&nbsp; 54105 |
|  |  |  | &nbsp;&nbsp; 1533980 |
| **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** | **Saudi Arabia — 0.1%** |  |
| Saudi Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/13/28<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 201400 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/18/28<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 200075 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/18/53<sup>(c)</sup> |  | 221 | &nbsp;&nbsp; 186632 |
|  |  |  | &nbsp;&nbsp; 588107 |
| **Senegal — 0.0%** | **Senegal — 0.0%** | **Senegal — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Senegal Government International Bonds, 4.75%, <br> 03/13/28<sup>(a)</sup><br>| EUR | 155 | &nbsp;&nbsp; 111285 |
| **South Africa — 1.7%** | **South Africa — 1.7%** | **South Africa — 1.7%** |  |
| Republic of South Africa Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2030, 8.00%, 01/31/30 | ZAR | 94249 | &nbsp;&nbsp; 5508425 |
| &nbsp;&nbsp;&nbsp; Series 2035, 8.88%, 02/28/35 |  | 364 | &nbsp;&nbsp; 21131 |
| &nbsp;&nbsp;&nbsp; Series 2037, 8.50%, 01/31/37 |  | 54932 | &nbsp;&nbsp; 3032479 |
| &nbsp;&nbsp;&nbsp; Series R213, 7.00%, 02/28/31 |  | 109651 | &nbsp;&nbsp; 6071738 |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government International <br> Bonds, 7.25%, 12/11/55<sup>(c)</sup><br>| USD | 200 | &nbsp;&nbsp; 182900 |
|  |  |  | &nbsp;&nbsp; 14816673 |
| **South Korea — 0.2%** | **South Korea — 0.2%** | **South Korea — 0.2%** |  |
| Korea Treasury Bonds, 2.63%, 09/10/55 | KRW | 3664860 | &nbsp;&nbsp; 1902575 |
| **Spain — 3.7%** | **Spain — 3.7%** | **Spain — 3.7%** |  |
| Spain Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/31/30 | EUR | 3 | &nbsp;&nbsp; 3445 |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/31/30<sup>(a)(c)</sup> |  | 1 | &nbsp;&nbsp; 1074 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/31/31 |  | 767 | &nbsp;&nbsp; 869544 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/30/35<sup>(a)(c)</sup> |  | 25377 | &nbsp;&nbsp; 28725806 |
| &nbsp;&nbsp;&nbsp; 3.20%, 10/31/35<sup>(a)(c)</sup> |  | 740 | &nbsp;&nbsp; 837109 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/30/39<sup>(a)(c)</sup> |  | 462 | &nbsp;&nbsp; 541556 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Spain (continued)** | **Spain (continued)** | **Spain (continued)** |  |
| Spain Government Bonds (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/31/46<sup>(a)(c)</sup> | EUR | 866 | &nbsp;&nbsp; $848319 |
| &nbsp;&nbsp;&nbsp; 3.45%, 07/30/66<sup>(a)(c)</sup> |  | 688 | &nbsp;&nbsp; 686040 |
|  |  |  | &nbsp;&nbsp; 32512893 |
| **Sri Lanka — 0.1%** | **Sri Lanka — 0.1%** | **Sri Lanka — 0.1%** |  |
| Sri Lanka Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/28<sup>(a)</sup> | USD | 135 | &nbsp;&nbsp; 129512 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/28<sup>(c)</sup> |  | 41 | &nbsp;&nbsp; 39215 |
| &nbsp;&nbsp;&nbsp; 3.35%, 01/15/30<sup>(c)(l)</sup> |  | 43 | &nbsp;&nbsp; 39625 |
| &nbsp;&nbsp;&nbsp; 3.35%, 01/15/30<sup>(a)(l)</sup> |  | 4 | &nbsp;&nbsp; 3690 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/33<sup>(c)(l)</sup> |  | 85 | &nbsp;&nbsp; 70916 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35<sup>(a)(l)</sup> |  | 166 | &nbsp;&nbsp; 125615 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35<sup>(c)(l)</sup> |  | 58 | &nbsp;&nbsp; 43918 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/15/36<sup>(c)(l)</sup> |  | 39 | &nbsp;&nbsp; 34387 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/15/38<sup>(c)(l)</sup> |  | 79 | &nbsp;&nbsp; 70472 |
|  |  |  | &nbsp;&nbsp; 557350 |
| **Sweden**<sup>(a)</sup> **— 0.0%** | **Sweden**<sup>(a)</sup> **— 0.0%** | **Sweden**<sup>(a)</sup> **— 0.0%** |  |
| Sweden Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 1053, 3.50%, 03/30/39 | SEK | 250 | &nbsp;&nbsp; 27933 |
| &nbsp;&nbsp;&nbsp; Series 1059, 1.00%, 11/12/26 |  | 960 | &nbsp;&nbsp; 100700 |
|  |  |  | &nbsp;&nbsp; 128633 |
| **Trinidad And Tobago — 0.0%** | **Trinidad And Tobago — 0.0%** | **Trinidad And Tobago — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Trinidad & Tobago Government International Bonds, <br> 6.40%, 06/26/34<sup>(a)</sup><br>| USD | 200 | &nbsp;&nbsp; 198800 |
| **Tunisia — 0.0%** | **Tunisia — 0.0%** | **Tunisia — 0.0%** |  |
| Tunisian Republic, 6.38%, 07/15/26<sup>(a)</sup> | EUR | 316 | &nbsp;&nbsp; 363032 |
| **Turkey — 0.2%** | **Turkey — 0.2%** | **Turkey — 0.2%** |  |
| Turkiye Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 27.70%, 09/27/34 | TRY | 18171 | &nbsp;&nbsp; 362271 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 26.20%, 10/05/33 |  | 13115 | &nbsp;&nbsp; 250404 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 31.08%, 11/08/28 |  | 14196 | &nbsp;&nbsp; 284941 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 30.00%, 09/12/29 |  | 12103 | &nbsp;&nbsp; 234696 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 33.90%, 10/02/30 |  | 1000 | &nbsp;&nbsp; 21568 |
| Turkiye Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.13%, 07/13/30 | USD | 200 | &nbsp;&nbsp; 218350 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 9.38%, 01/19/33 |  | 200 | &nbsp;&nbsp; 222040 |
|  |  |  | &nbsp;&nbsp; 1594270 |
| **Ukraine**<sup>(l)</sup> **— 0.1%** | **Ukraine**<sup>(l)</sup> **— 0.1%** | **Ukraine**<sup>(l)</sup> **— 0.1%** |  |
| Ukraine Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/29<sup>(a)</sup> |  | 21 | &nbsp;&nbsp; 14700 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30<sup>(c)</sup> |  | 7 | &nbsp;&nbsp; 3911 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/32<sup>(a)</sup> |  | 204 | &nbsp;&nbsp; 146650 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/34<sup>(a)</sup> |  | 40 | &nbsp;&nbsp; 17040 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/34<sup>(a)</sup> |  | 27 | &nbsp;&nbsp; 14337 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/35<sup>(a)</sup> |  | 364 | &nbsp;&nbsp; 166700 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/35<sup>(c)</sup> |  | 14 | &nbsp;&nbsp; 6487 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/35<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 104404 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/36<sup>(a)</sup> |  | 491 | &nbsp;&nbsp; 224509 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/36<sup>(a)</sup> |  | 105 | &nbsp;&nbsp; 53440 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/36<sup>(c)</sup> |  | 16 | &nbsp;&nbsp; 8401 |
|  |  |  | &nbsp;&nbsp; 760579 |
| **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** | **United Arab Emirates — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Abu Dhabi Government International Bonds, 4.88%, <br> 04/30/29<sup>(a)</sup><br>|  | 200 | &nbsp;&nbsp; 202200 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United Kingdom**<sup>(a)</sup> **— 0.4%** | **United Kingdom**<sup>(a)</sup> **— 0.4%** | **United Kingdom**<sup>(a)</sup> **— 0.4%** |  |
| U.K. Gilts |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/07/37 | GBP | 60 | &nbsp;&nbsp; $56934 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/38 |  | 30 | &nbsp;&nbsp; 38278 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/44 |  | 165 | &nbsp;&nbsp; 164043 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/22/45 |  | 700 | &nbsp;&nbsp; 714625 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/22/47 |  | 1040 | &nbsp;&nbsp; 688823 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/22/53 |  | 244 | &nbsp;&nbsp; 241013 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/22/61 |  | 4373 | &nbsp;&nbsp; 1364341 |
|  |  |  | &nbsp;&nbsp; 3268057 |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** | **Uruguay — 0.1%** |  |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | USD | 22 | &nbsp;&nbsp; 19912 |
| Uruguay Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/20/33 | UYU | 11488 | &nbsp;&nbsp; 313021 |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/29/35 |  | 26179 | &nbsp;&nbsp; 651812 |
|  |  |  | &nbsp;&nbsp; 984745 |
| **Uzbekistan**<sup>(a)</sup> **— 0.1%** | **Uzbekistan**<sup>(a)</sup> **— 0.1%** | **Uzbekistan**<sup>(a)</sup> **— 0.1%** |  |
| Republic of Uzbekistan International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/29/27 | EUR | 151 | &nbsp;&nbsp; 175627 |
| &nbsp;&nbsp;&nbsp; 7.85%, 10/12/28 | USD | 200 | &nbsp;&nbsp; 208625 |
|  |  |  | &nbsp;&nbsp; 384252 |
| **Venezuela**<sup>(g)(i)</sup> **— 0.0%** | **Venezuela**<sup>(g)(i)</sup> **— 0.0%** | **Venezuela**<sup>(g)(i)</sup> **— 0.0%** |  |
| Venezuela Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 09/15/27 |  | 106 | &nbsp;&nbsp; 50350 |
| &nbsp;&nbsp;&nbsp; 11.95%, 08/05/31<sup>(a)</sup> |  | 269 | &nbsp;&nbsp; 136921 |
|  |  |  | &nbsp;&nbsp; 187271 |
| **Zambia — 0.0%** | **Zambia — 0.0%** | **Zambia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Zambia Government International Bonds, 7.50%, <br> 06/30/33<sup>(a)(l)</sup><br>|  | 66 | &nbsp;&nbsp; 62007 |
| **Total Foreign Agency Obligations — 28.3%** <br>**(Cost: $252,812,420)** | **Total Foreign Agency Obligations — 28.3%** <br>**(Cost: $252,812,420)** | **Total Foreign Agency Obligations — 28.3%** <br>**(Cost: $252,812,420)** | &nbsp;&nbsp; 248294411 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Grantor Trust** | **Grantor Trust** | **Grantor Trust** |
| **United States**<sup>(g)(q)</sup> **— 0.2%** | **United States**<sup>(g)(q)</sup> **— 0.2%** |  |
| iShares Bitcoin Trust ETF<sup>(p)</sup> | 23922 | &nbsp;&nbsp; 919083 |
| iShares Ethereum Trust ETF<sup>(p)</sup> | 16400 | &nbsp;&nbsp; 259612 |
| SPDR Gold Shares | 1420 | &nbsp;&nbsp; 611012 |
| **Total Grantor Trust — 0.2%** <br>**(Cost: $1,969,163)** | **Total Grantor Trust — 0.2%** <br>**(Cost: $1,969,163)** | &nbsp;&nbsp; 1789707 |
| **Investment Companies** | **Investment Companies** | **Investment Companies** |
| **United States — 6.0%** | **United States — 6.0%** |  |
| iShares China Large-Cap ETF<sup>(p)</sup> | 9138 | &nbsp;&nbsp; 328054 |
| iShares Flexible Income Active ETF<sup>(p)</sup> | 344000 | &nbsp;&nbsp; 17863920 |
| iShares iBoxx $ High Yield Corporate Bond ETF<sup>(p)</sup> | 113900 | &nbsp;&nbsp; 9061884 |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond <br> ETF<sup>(p)</sup><br>| 209200 | &nbsp;&nbsp; 22800708 |
| iShares JP Morgan USD Emerging Markets Bond ETF<sup>(p)</sup> | 17814 | &nbsp;&nbsp; 1673269 |
| iShares MSCI Brazil ETF<sup>(p)</sup> | 4886 | &nbsp;&nbsp; 187574 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **United States (continued)** | **United States (continued)** |  |
| iShares Russell 2000 ETF<sup>(p)</sup> | 2700 | &nbsp;&nbsp; $669600 |
| VanEck Semiconductor ETF | 842 | &nbsp;&nbsp; 322823 |
| **Total Investment Companies — 6.0%** <br>**(Cost: $53,219,804)** | **Total Investment Companies — 6.0%** <br>**(Cost: $53,219,804)** | &nbsp;&nbsp; 52907832 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **Arizona — 0.0%** | **Arizona — 0.0%** | **Arizona — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Maricopa County Industrial Development Authority, RB, <br> 7.38%, 10/01/29<sup>(c)</sup><br>| USD | 170 | &nbsp;&nbsp; 179220 |
| **California — 0.0%** | **California — 0.0%** | **California — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; California Pollution Control Financing Authority, RB, AMT, <br> 5.00%, 11/21/45<sup>(c)</sup><br>|  | 180 | &nbsp;&nbsp; 180011 |
| **Puerto Rico — 0.1%** | **Puerto Rico — 0.1%** | **Puerto Rico — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Puerto Rico, Notes, 0.00%, <br> 11/01/51<sup>(b)(g)(i)</sup><br>|  | 1721 | &nbsp;&nbsp; 1049744 |
| **Texas — 0.1%** | **Texas — 0.1%** | **Texas — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Port of Beaumont Navigation District, Refunding ARB, <br> Series B, 10.00%, 07/01/26<sup>(c)</sup><br>|  | 210 | &nbsp;&nbsp; 210179 |
| **Total Municipal Bonds — 0.2%** <br>**(Cost: $1,320,323)** | **Total Municipal Bonds — 0.2%** <br>**(Cost: $1,320,323)** | **Total Municipal Bonds — 0.2%** <br>**(Cost: $1,320,323)** | &nbsp;&nbsp; 1619154 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Australia**<sup>(b)</sup> **— 0.5%** | **Australia**<sup>(b)</sup> **— 0.5%** | **Australia**<sup>(b)</sup> **— 0.5%** | **Australia**<sup>(b)</sup> **— 0.5%** |
| &nbsp;&nbsp;&nbsp; AFG Trust, Series 2026-1, Class A1L, (1-Month BBSW + <br> 0.95%), 4.79%, 10/10/57<sup>(a)</sup><br>| AUD | 1000 | &nbsp;&nbsp; 686321 |
| &nbsp;&nbsp;&nbsp; La Trobe Financial Capital Markets Trust, Series 2025-1, <br> Class A1L, (1-Month BBSW + 1.05%), 5.00%, <br> 05/15/57<br>|  | 472 | &nbsp;&nbsp; 324826 |
| Pepper Prime Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A1A, (1-Month BBSW + 0.95%), <br> 4.90%, 04/12/67<br>|  | 500 | &nbsp;&nbsp; 343440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A2, (1-Month BBSW + 1.10%), <br> 5.05%, 04/12/67<br>|  | 500 | &nbsp;&nbsp; 342536 |
| &nbsp;&nbsp;&nbsp; Sapphire XXXII Trust, Series 2025-1, Class A1L, (1-<br> Month BBSW + 1.10%), 5.05%, 06/14/66<br>|  | 788 | &nbsp;&nbsp; 543249 |
| SAPPHIRE XXXII Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class A1L, (1-Month BBSW + 1.00%), <br> 4.95%, 02/12/67<br>|  | 1540 | &nbsp;&nbsp; 1057965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class A2, (1-Month BBSW + 1.10%), <br> 5.05%, 02/12/67<br>|  | 500 | &nbsp;&nbsp; 343343 |
| &nbsp;&nbsp;&nbsp; Triton Bond Trust, Series 2026-1, Class A2, (1-Month <br> BBSW + 1.15%), 4.99%, 02/15/58<br>|  | 500 | &nbsp;&nbsp; 341453 |
| &nbsp;&nbsp;&nbsp; Turquoise V Trust, Series 2026-1, Class A2, (1-Month <br> BBSW + 1.20%), 5.15%, 06/12/67<sup>(a)</sup><br>|  | 500 | &nbsp;&nbsp; 344444 |
|  |  |  | &nbsp;&nbsp; 4327577 |
| **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** | **Cayman Islands — 0.0%** |
| &nbsp;&nbsp;&nbsp; AREIT Ltd., Series 2024-CRE9, Class A, (1 mo. Term <br> SOFR + 1.69%), 5.36%, 05/17/41<sup>(b)(c)</sup><br>| USD | 172 | &nbsp;&nbsp; 171982 |
| **Ireland**<sup>(a)(b)</sup> **— 0.3%** | **Ireland**<sup>(a)(b)</sup> **— 0.3%** | **Ireland**<sup>(a)(b)</sup> **— 0.3%** | **Ireland**<sup>(a)(b)</sup> **— 0.3%** |
| &nbsp;&nbsp;&nbsp; Lagarino European Loan Conduit No 40 DAC, <br> Series 40X, Class A, (3-mo. EURIBOR + 1.50%), <br> 3.61%, 06/22/37<br>| EUR | 362 | &nbsp;&nbsp; 417568 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** | **Ireland (continued)** |
| &nbsp;&nbsp;&nbsp; Last Mile Securities PE DAC, Series 2021-1X, Class A1, <br> (3-mo. EURIBOR + 0.90%), 2.90%, 08/17/31<br>| EUR | 300 | &nbsp;&nbsp; $346623 |
| &nbsp;&nbsp;&nbsp; Taurus, Series 2025-UK2X, Class A, (1-day SONIA GBP <br> 1.50%), 5.24%, 02/18/35<br>| GBP | 269 | &nbsp;&nbsp; 356349 |
| &nbsp;&nbsp;&nbsp; Thunder Logistics DAC, Series 2024-1X, Class A, (3-mo. <br> EURIBOR + 1.50%), 3.50%, 11/17/36<br>| EUR | 113 | &nbsp;&nbsp; 130599 |
| &nbsp;&nbsp;&nbsp; U.K. Logistics DAC, Series 2025-2X, Class A, (1-day <br> SONIA GBP 1.33%), 5.08%, 08/17/35<br>| GBP | 911 | &nbsp;&nbsp; 1208987 |
|  |  |  | &nbsp;&nbsp; 2460126 |
| **Japan — 0.0%** | **Japan — 0.0%** | **Japan — 0.0%** | **Japan — 0.0%** |
| &nbsp;&nbsp;&nbsp; Japan Housing Finance Agency/Kiko, Series 180, <br> Class 1, 0.50%, 05/10/57<br>| JPY | 80672 | &nbsp;&nbsp; 373623 |
| **Luxembourg**<sup>(a)(b)</sup> **— 0.1%** | **Luxembourg**<sup>(a)(b)</sup> **— 0.1%** | **Luxembourg**<sup>(a)(b)</sup> **— 0.1%** | **Luxembourg**<sup>(a)(b)</sup> **— 0.1%** |
| Vanir Logistics Finance SARL |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1X, Class A, (3-mo. EURIBOR + 1.30%), <br> 3.37%, 07/23/37<br>| EUR | 266 | &nbsp;&nbsp; 306915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1X, Class B, (3-mo. EURIBOR + 1.60%), <br> 3.67%, 07/23/37<br>|  | 106 | &nbsp;&nbsp; 122110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1X, Class C, (3-mo. EURIBOR + 1.90%), <br> 3.97%, 07/23/37<br>|  | 100 | &nbsp;&nbsp; 115155 |
|  |  |  | &nbsp;&nbsp; 544180 |
| **Netherlands**<sup>(a)(b)</sup> **— 0.1%** | **Netherlands**<sup>(a)(b)</sup> **— 0.1%** | **Netherlands**<sup>(a)(b)</sup> **— 0.1%** | **Netherlands**<sup>(a)(b)</sup> **— 0.1%** |
| Fairbridge BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A, (3-mo. EURIBOR + 0.95%), <br> 2.97%, 02/24/62<br>|  | 514 | &nbsp;&nbsp; 594454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, (3-mo. EURIBOR + 1.25%), <br> 3.27%, 02/24/62<br>|  | 90 | &nbsp;&nbsp; 103162 |
|  |  |  | &nbsp;&nbsp; 697616 |
| **Spain**<sup>(a)(b)</sup> **— 0.0%** | **Spain**<sup>(a)(b)</sup> **— 0.0%** | **Spain**<sup>(a)(b)</sup> **— 0.0%** | **Spain**<sup>(a)(b)</sup> **— 0.0%** |
| Santander Residential |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1, Class A, (3-mo. EURIBOR + 0.85%), 2.95%, <br> 10/18/68<br>|  | 200 | &nbsp;&nbsp; 231448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 1, Class B, (3-mo. EURIBOR + 1.10%), 3.20%, <br> 10/18/68<br>|  | 100 | &nbsp;&nbsp; 115018 |
|  |  |  | &nbsp;&nbsp; 346466 |
| **United Kingdom**<sup>(a)(b)</sup> **— 1.6%** | **United Kingdom**<sup>(a)(b)</sup> **— 1.6%** | **United Kingdom**<sup>(a)(b)</sup> **— 1.6%** | **United Kingdom**<sup>(a)(b)</sup> **— 1.6%** |
| Atlas Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class A, (1-day SONIA GBP 0.85%), <br> 4.58%, 09/20/61<br>| GBP | 187 | &nbsp;&nbsp; 248060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B, (1-day SONIA GBP 1.10%), <br> 4.83%, 07/20/67<br>|  | 100 | &nbsp;&nbsp; 132258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class E, (1-day SONIA GBP 3.07%), <br> 6.80%, 07/20/67<br>|  | 100 | &nbsp;&nbsp; 131969 |
| Braccan Mortgage Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class A, (1-day SONIA GBP 0.84%), <br> 4.59%, 02/15/67<br>|  | 347 | &nbsp;&nbsp; 459248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1X, Class A, (1-day SONIA GBP 0.84%), <br> 4.58%, 05/17/67<br>|  | 266 | &nbsp;&nbsp; 351976 |
| Braccan Mortgage Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2X, Class A, (1-day SONIA GBP 0.86%), <br> 4.68%, 01/17/68<br>|  | 1000 | &nbsp;&nbsp; 1323614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2X, Class B, (1-day SONIA GBP 1.10%), <br> 4.92%, 01/17/68<br>|  | 136 | &nbsp;&nbsp; 180186 |
| &nbsp;&nbsp;&nbsp; Castell PLC, Series 2025-1, Class A, (1-day SONIA GBP <br> 0.97%), 4.70%, 01/27/62<br>|  | 186 | &nbsp;&nbsp; 246379 |
| &nbsp;&nbsp;&nbsp; Citadel PLC, Series 2024-1, Class A, (1-day SONIA GBP <br> 1.02%), 4.75%, 04/28/60<br>|  | 226 | &nbsp;&nbsp; 299269 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** | **United Kingdom (continued)** |
| East One PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A, (1-day SONIA GBP 0.97%), <br> 4.70%, 02/25/58<br>| GBP | 689 | &nbsp;&nbsp; $912226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class C, (1-day SONIA GBP 1.90%), <br> 5.63%, 02/25/58<br>|  | 100 | &nbsp;&nbsp; 132500 |
| Exmoor Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class A, (1-day SONIA GBP 0.88%), <br> 4.63%, 03/25/94<br>|  | 197 | &nbsp;&nbsp; 261292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B, (1-day SONIA GBP 1.50%), <br> 5.25%, 03/25/94<br>|  | 100 | &nbsp;&nbsp; 133039 |
| Meridian Funding PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A, (1-day SONIA GBP 0.85%), <br> 4.58%, 02/20/68<br>|  | 984 | &nbsp;&nbsp; 1300659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, (1-day SONIA GBP 1.30%), <br> 5.03%, 02/20/68<br>|  | 200 | &nbsp;&nbsp; 264426 |
| Mortimer PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class A, (1-day SONIA GBP 0.81%), <br> 4.56%, 09/22/70<br>|  | 889 | &nbsp;&nbsp; 1175346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class B, (1-day SONIA GBP 1.25%), <br> 5.00%, 09/22/70<br>|  | 138 | &nbsp;&nbsp; 183076 |
| &nbsp;&nbsp;&nbsp; PMF PLC, Series 2024-1, Class A, (1-day SONIA GBP <br> 0.98%), 4.71%, 07/16/60<br>|  | 207 | &nbsp;&nbsp; 274380 |
| Polaris PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B, (1-day SONIA GBP 1.05%), <br> 4.78%, 08/25/68<br>|  | 100 | &nbsp;&nbsp; 131892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3X, Class A, (1-day SONIA GBP 0.82%), <br> 4.55%, 10/27/69<br>|  | 874 | &nbsp;&nbsp; 1155067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3X, Class B, (1-day SONIA GBP 1.10%), <br> 4.83%, 10/27/69<br>|  | 100 | &nbsp;&nbsp; 132035 |
| Sage AR Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1X, Class A, (1-day SONIA GBP 1.25%), <br> 5.12%, 05/18/38<br>|  | 880 | &nbsp;&nbsp; 1160589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1X, Class B, (1-day SONIA GBP 1.50%), <br> 5.37%, 05/18/38<br>|  | 1000 | &nbsp;&nbsp; 1315765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1X, Class C, (1-day SONIA GBP 1.75%), <br> 5.62%, 05/18/38<br>|  | 358 | &nbsp;&nbsp; 470787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-1X, Class D, (1-day SONIA GBP 2.50%), <br> 6.37%, 05/18/38<br>|  | 157 | &nbsp;&nbsp; 206364 |
| &nbsp;&nbsp;&nbsp; Stratton Mortgage Funding, Series 2024-3, Class A, <br> (1-day SONIA GBP 0.98%), 4.72%, 06/25/49<br>|  | 134 | &nbsp;&nbsp; 176839 |
| Together Asset Backed Securitisation PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-1, Class A, (1-day SONIA GBP 1.23%), <br> 4.96%, 04/20/65<br>|  | 182 | &nbsp;&nbsp; 242487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1ST2X, Class A, (1-day SONIA GBP <br> 0.96%), 4.69%, 10/12/65<br>|  | 240 | &nbsp;&nbsp; 317929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2ND1X, Class A, (1-day SONIA GBP <br> 0.93%), 4.66%, 09/12/56<br>|  | 108 | &nbsp;&nbsp; 142925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CRE1, Class A, (1-day SONIA GBP <br> 1.20%), 4.93%, 01/15/57<br>|  | 413 | &nbsp;&nbsp; 548962 |
| &nbsp;&nbsp;&nbsp; U.K. Logistics DAC, Series 2024-2X, Class A, (1-day <br> SONIA GBP 1.35%), 5.10%, 02/17/35<br>|  | 236 | &nbsp;&nbsp; 312494 |
|  |  |  | &nbsp;&nbsp; 14324038 |
| **United States — 10.9%** | **United States — 10.9%** | **United States — 10.9%** | **United States — 10.9%** |
| &nbsp;&nbsp;&nbsp; 1345 Trust, Series 2025-AOA, Class A, (1 mo. Term <br> SOFR + 1.60%), 5.27%, 06/15/42<sup>(b)(c)</sup><br>| USD | 600 | &nbsp;&nbsp; 598125 |
| &nbsp;&nbsp;&nbsp; 245 Park Avenue Trust, Series 2017-245P, Class E, <br> 3.66%, 06/05/37<sup>(b)(c)</sup><br>|  | 250 | &nbsp;&nbsp; 241410 |
| &nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2025-7, Class A1, <br> 5.51%, 06/25/70<sup>(c)</sup><br>|  | 902 | &nbsp;&nbsp; 905395 |
| Arbor Multifamily Mortgage Securities Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class E, 1.75%, 05/15/53 |  | 1326 | &nbsp;&nbsp; 1088652 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Arbor Multifamily Mortgage Securities Trust<sup>(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-MF1, Class XA, 0.92%, 05/15/53<sup>(b)</sup> | USD | 14326 | &nbsp;&nbsp; $432437 |
| &nbsp;&nbsp;&nbsp; ARES, Series 2024-IND2, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 10/15/34<sup>(b)(c)</sup><br>|  | 590 | &nbsp;&nbsp; 590000 |
| ARES Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-IND, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.36%, 07/15/41<br>|  | 340 | &nbsp;&nbsp; 340106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-AZURE, Class B, (1 mo. Term SOFR + <br> 1.60%), 5.25%, 03/15/38<br>|  | 245 | &nbsp;&nbsp; 245000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-AZURE, Class C, (1 mo. Term SOFR + <br> 1.90%), 5.55%, 03/15/38<br>|  | 100 | &nbsp;&nbsp; 100000 |
| Atrium Hotel Portfolio Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-ATRM, Class D, (1 mo. Term SOFR + <br> 2.25%), 5.92%, 12/15/36<br>|  | 200 | &nbsp;&nbsp; 191000 |
| &nbsp;&nbsp;&nbsp; Series 2024-ATRM, Class A, 5.05%, 11/10/29 |  | 170 | &nbsp;&nbsp; 171647 |
| &nbsp;&nbsp;&nbsp; Series 2024-ATRM, Class E, 8.60%, 11/10/29 |  | 420 | &nbsp;&nbsp; 431382 |
| BAHA Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-MAR, Class A, 5.57%, 12/10/41 |  | 1140 | &nbsp;&nbsp; 1163248 |
| &nbsp;&nbsp;&nbsp; Series 2024-MAR, Class C, 7.01%, 12/10/41 |  | 360 | &nbsp;&nbsp; 370296 |
| &nbsp;&nbsp;&nbsp; BAMLL Trust, Series 2024-BHP, Class A, (1 mo. Term <br> SOFR + 2.35%), 6.02%, 08/15/39<sup>(b)(c)</sup><br>|  | 250 | &nbsp;&nbsp; 250035 |
| Bank, Series 2024-5YR6, Class A3, 6.23%, 05/15/57 |  | 940 | &nbsp;&nbsp; 977798 |
| &nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2025-NQM3, <br> Class A1, 5.64%, 05/25/65<sup>(b)(c)</sup><br>|  | 751 | &nbsp;&nbsp; 753842 |
| BBCMS Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-C1, Class AS, 3.90%, 02/15/50 |  | 1200 | &nbsp;&nbsp; 1177487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-TALL, Class A, (1 mo. Term SOFR + <br> 0.92%), 4.59%, 03/15/37<sup>(b)(c)</sup><br>|  | 625 | &nbsp;&nbsp; 592210 |
| &nbsp;&nbsp;&nbsp; Series 2025-C35, Class D, 4.50%, 07/15/58<sup>(c)</sup> |  | 357 | &nbsp;&nbsp; 278182 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, Series 2020-B21, Class XA, <br> 1.40%, 12/17/53<sup>(b)</sup><br>|  | 4739 | &nbsp;&nbsp; 241051 |
| BFLD Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-UNIV, Class A, (1 mo. Term SOFR + <br> 1.49%), 5.17%, 11/15/41<br>|  | 710 | &nbsp;&nbsp; 710222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-UNIV, Class D, (1 mo. Term SOFR + <br> 2.69%), 6.36%, 11/15/41<br>|  | 360 | &nbsp;&nbsp; 360113 |
| &nbsp;&nbsp;&nbsp; Series 2025-5MW, Class D, 6.37%, 10/10/42 |  | 501 | &nbsp;&nbsp; 507559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-660F, Class A, (1 mo. Term SOFR + <br> 1.50%), 5.17%, 11/15/42<br>|  | 231 | &nbsp;&nbsp; 230712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-660F, Class D, (1 mo. Term SOFR + <br> 2.75%), 6.42%, 11/15/42<br>|  | 467 | &nbsp;&nbsp; 465832 |
| &nbsp;&nbsp;&nbsp; BFLD Trust, Series 2025-FPM, Class B, 5.22%, <br> 10/10/40<sup>(b)(c)</sup><br>|  | 665 | &nbsp;&nbsp; 668565 |
| &nbsp;&nbsp;&nbsp; BHMS Commercial Mortgage Trust, Series 2025-ATLS, <br> Class A, (1 mo. Term SOFR + 1.85%), 5.52%, <br> 08/15/42<sup>(b)(c)</sup><br>|  | 615 | &nbsp;&nbsp; 615395 |
| &nbsp;&nbsp;&nbsp; BMP, Series 2024-MF23, Class E, (1 mo. Term SOFR + <br> 3.39%), 7.06%, 06/15/41<sup>(b)(c)</sup><br>|  | 310 | &nbsp;&nbsp; 308838 |
| BPR Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-STAR, Class A, 4.62%, 11/05/42 |  | 1580 | &nbsp;&nbsp; 1566550 |
| &nbsp;&nbsp;&nbsp; Series 2025-STAR, Class B, 5.02%, 11/05/42 |  | 470 | &nbsp;&nbsp; 466969 |
| &nbsp;&nbsp;&nbsp; BSTN Commercial Mortgage Trust, Series 2025-HUB, <br> Class A, 4.57%, 04/13/41<sup>(b)(c)</sup><br>|  | 230 | &nbsp;&nbsp; 229704 |
| BX Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIR2, Class A, (1 mo. Term SOFR + <br> 1.49%), 5.17%, 10/15/41<br>|  | 144 | &nbsp;&nbsp; 144012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIRC, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.36%, 08/15/41<br>|  | 260 | &nbsp;&nbsp; 260419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BRBK, Class A, (1 mo. Term SOFR + <br> 2.88%), 6.56%, 10/15/41<br>|  | 560 | &nbsp;&nbsp; 558600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BRBK, Class B, (1 mo. Term SOFR + <br> 3.93%), 7.60%, 10/15/41<br>|  | 120 | &nbsp;&nbsp; 119250 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| BX Commercial Mortgage Trust<sup>(b)(c)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MDHS, Class A, (1 mo. Term SOFR + <br> 1.64%), 5.31%, 05/15/41<br>| USD | 338 | &nbsp;&nbsp; $337913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class E, (1 mo. Term SOFR + <br> 3.74%), 7.41%, 02/15/39<br>|  | 664 | &nbsp;&nbsp; 662550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-XL4, Class D, (1 mo. Term SOFR + <br> 3.14%), 6.81%, 02/15/39<br>|  | 520 | &nbsp;&nbsp; 520768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-VLT9, Class A, (1 mo. Term SOFR + <br> 1.70%), 5.37%, 03/15/45<br>|  | 1108 | &nbsp;&nbsp; 1102637 |
| BX Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LBA, Class GJV, (1 mo. Term SOFR + <br> 3.36%), 7.04%, 02/15/36<br>|  | 134 | &nbsp;&nbsp; 133331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LBA, Class GV, (1 mo. Term SOFR + <br> 3.36%), 7.04%, 02/15/36<br>|  | 712 | &nbsp;&nbsp; 709505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BIO, Class A, (1 mo. Term SOFR + <br> 1.64%), 5.31%, 02/15/41<br>|  | 435 | &nbsp;&nbsp; 433909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNYN, Class E, (1 mo. Term SOFR + <br> 3.69%), 7.36%, 04/15/41<br>|  | 535 | &nbsp;&nbsp; 532136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-PALM, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.21%, 06/15/37<br>|  | 519 | &nbsp;&nbsp; 518906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class A, (1 mo. Term SOFR + <br> 1.49%), 5.16%, 06/15/41<br>|  | 647 | &nbsp;&nbsp; 642956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class F, (1 mo. Term SOFR + <br> 3.94%), 7.61%, 06/15/41<br>|  | 375 | &nbsp;&nbsp; 371109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-TAIL, Class A, (1 mo. Term SOFR + <br> 1.40%), 5.07%, 06/15/35<br>|  | 840 | &nbsp;&nbsp; 840000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VLT6, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 03/15/42<br>|  | 530 | &nbsp;&nbsp; 526356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, (1 mo. Term SOFR + <br> 1.70%), 5.37%, 12/15/44<br>|  | 1435 | &nbsp;&nbsp; 1430516 |
| BXP Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-CC, Class D, 3.55%, 08/13/37 |  | 110 | &nbsp;&nbsp; 91600 |
| &nbsp;&nbsp;&nbsp; Series 2017-CC, Class E, 3.55%, 08/13/37 |  | 220 | &nbsp;&nbsp; 172579 |
| &nbsp;&nbsp;&nbsp; Cali, Series 2024-SUN, Class A, (1 mo. Term SOFR + <br> 1.89%), 5.56%, 07/15/41<sup>(b)(c)</sup><br>|  | 140 | &nbsp;&nbsp; 140000 |
| &nbsp;&nbsp;&nbsp; CFCRE Commercial Mortgage Trust, Series 2016-C4, <br> Class AM, 3.69%, 05/10/58<br>|  | 1700 | &nbsp;&nbsp; 1692333 |
| &nbsp;&nbsp;&nbsp; CFSP Mortgage Trust, Series 2024-AHP1, Class A, <br> 6.50%, 04/15/37<br>|  | 310 | &nbsp;&nbsp; 296288 |
| Citigroup Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-C2, Class B, 3.18%, 08/10/49 |  | 750 | &nbsp;&nbsp; 741188 |
| &nbsp;&nbsp;&nbsp; Series 2020-420K, Class D, 3.31%, 11/10/42<sup>(b)(c)</sup> |  | 360 | &nbsp;&nbsp; 321544 |
| &nbsp;&nbsp;&nbsp; Series 2020-420K, Class X, 0.80%, 11/10/42<sup>(b)(c)</sup> |  | 20000 | &nbsp;&nbsp; 643312 |
| &nbsp;&nbsp;&nbsp; COLT Mortgage Loan Trust, Series 2025-5, Class A1, <br> 5.54%, 05/25/70<sup>(c)</sup><br>|  | 1555 | &nbsp;&nbsp; 1560951 |
| Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-DC2, Class B, 4.73%, 02/10/49<sup>(b)</sup> |  | 80 | &nbsp;&nbsp; 80191 |
| &nbsp;&nbsp;&nbsp; Series 2016-DC2, Class C, 4.73%, 02/10/49<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98298 |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class B, 5.93%, 08/10/40<sup>(c)</sup> |  | 324 | &nbsp;&nbsp; 322059 |
| &nbsp;&nbsp;&nbsp; Series 2025-SBX, Class B, 5.55%, 08/10/41<sup>(b)(c)</sup> |  | 823 | &nbsp;&nbsp; 817931 |
| CONE Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class A, (1 mo. Term SOFR + <br> 1.64%), 5.31%, 08/15/41<br>|  | 130 | &nbsp;&nbsp; 129066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class E, (1 mo. Term SOFR + <br> 3.89%), 7.56%, 08/15/41<br>|  | 160 | &nbsp;&nbsp; 158535 |
| &nbsp;&nbsp;&nbsp; CSAIL Commercial Mortgage Trust, Series 2018-CX12, <br> Class C, 4.72%, 08/15/51<sup>(b)</sup><br>|  | 750 | &nbsp;&nbsp; 706235 |
| &nbsp;&nbsp;&nbsp; CSMC, Series 2021-BHAR, Class A, (1 mo. Term SOFR <br> + 1.26%), 4.94%, 11/15/38<sup>(b)(c)</sup><br>|  | 1850 | &nbsp;&nbsp; 1825719 |
| CSTL Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-GATE, Class A, 4.76%, 11/10/41 |  | 245 | &nbsp;&nbsp; 244350 |
| &nbsp;&nbsp;&nbsp; Series 2026-GATE3, Class D, 5.52%, 02/10/43 |  | 100 | &nbsp;&nbsp; 98338 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| DBC Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DBC, Class C, (1 mo. Term SOFR + <br> 2.05%), 5.72%, 11/15/42<br>| USD | 1253 | &nbsp;&nbsp; $1248304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DBC, Class D, (1 mo. Term SOFR + <br> 2.60%), 6.27%, 11/15/42<br>|  | 405 | &nbsp;&nbsp; 403482 |
| &nbsp;&nbsp;&nbsp; DBGS, Series 2024-SBL, Class A, (1 mo. Term SOFR + <br> 1.88%), 5.56%, 08/15/34<sup>(b)(c)</sup><br>|  | 190 | &nbsp;&nbsp; 189763 |
| &nbsp;&nbsp;&nbsp; DBSG Mortgage Trust, Series 2024-ALTA, Class A, <br> 5.95%, 06/10/37<sup>(b)(c)</sup><br>|  | 312 | &nbsp;&nbsp; 314921 |
| &nbsp;&nbsp;&nbsp; DC Trust, Series 2024-HLTN, Class F, 10.31%, <br> 04/13/40<sup>(b)(c)</sup><br>|  | 750 | &nbsp;&nbsp; 741607 |
| DK Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-SPBX, Class E, (1 mo. Term SOFR + <br> 4.00%), 7.67%, 03/15/34<br>|  | 1100 | &nbsp;&nbsp; 1101328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class B, (1 mo. Term SOFR + <br> 1.84%), 5.52%, 08/15/37<br>|  | 268 | &nbsp;&nbsp; 268000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class C, (1 mo. Term SOFR + <br> 2.24%), 5.92%, 08/15/37<br>|  | 287 | &nbsp;&nbsp; 287000 |
| &nbsp;&nbsp;&nbsp; Durst Commercial Mortgage Trust, Series 2025-151, <br> Class A, 4.80%, 08/10/42<sup>(b)(c)</sup><br>|  | 647 | &nbsp;&nbsp; 652971 |
| ELM Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class A10, 5.41%, 06/10/39 |  | 330 | &nbsp;&nbsp; 330651 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class A15, 5.41%, 06/10/39 |  | 330 | &nbsp;&nbsp; 330651 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class E10, 7.27%, 06/10/39 |  | 350 | &nbsp;&nbsp; 350360 |
| &nbsp;&nbsp;&nbsp; EQT Trust, Series 2024-EXTR, Class A, 5.33%, <br> 07/05/41<sup>(c)</sup><br>|  | 1187 | &nbsp;&nbsp; 1200853 |
| Fontainebleau Miami Beach Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-FBLU, Class A, (1 mo. Term SOFR + <br> 1.45%), 5.12%, 12/15/39<br>|  | 410 | &nbsp;&nbsp; 409872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-FBLU, Class F, (1 mo. Term SOFR + <br> 4.25%), 7.92%, 12/15/39<br>|  | 410 | &nbsp;&nbsp; 411281 |
| &nbsp;&nbsp;&nbsp; FS Trust, Series 2026-ORL, Class D, (1 mo. Term SOFR <br> + 2.40%), 6.07%, 02/15/41<sup>(b)(c)</sup><br>|  | 542 | &nbsp;&nbsp; 540984 |
| &nbsp;&nbsp;&nbsp; Great Wolf Trust, Series 2024-WOLF, Class A, (1 mo. <br> Term SOFR + 1.54%), 5.21%, 03/15/39<sup>(b)(c)</sup><br>|  | 1100 | &nbsp;&nbsp; 1099656 |
| GS Mortgage Securities Corp. Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ROSS, Class A, (1 mo. Term SOFR + <br> 1.41%), 5.09%, 05/15/26<br>|  | 100 | &nbsp;&nbsp; 95250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-FUN, Class B, (1 mo. Term SOFR + <br> 2.79%), 6.46%, 03/15/28<br>|  | 1500 | &nbsp;&nbsp; 1504687 |
| &nbsp;&nbsp;&nbsp; Series 2024-RVR, Class E, 6.97%, 08/10/41 |  | 250 | &nbsp;&nbsp; 248167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-800D, Class A, (1 mo. Term SOFR + <br> 2.65%), 6.33%, 11/25/41<br>|  | 394 | &nbsp;&nbsp; 393585 |
| &nbsp;&nbsp;&nbsp; GS Mortgage Securities Trust, Series 2020-GSA2, <br> Class XA, 1.65%, 12/12/53<sup>(b)(c)</sup><br>|  | 3395 | &nbsp;&nbsp; 196236 |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, Series 2025-<br> NQM4, Class A1, 6.01%, 10/25/65<sup>(c)</sup><br>|  | 380 | &nbsp;&nbsp; 378969 |
| &nbsp;&nbsp;&nbsp; GWT, Series 2024-WLF2, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.36%, 05/15/41<sup>(b)(c)</sup><br>|  | 1100 | &nbsp;&nbsp; 1100000 |
| HIH Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2061P, Class A, (1 mo. Term SOFR + <br> 1.84%), 5.51%, 10/15/41<br>|  | 102 | &nbsp;&nbsp; 101853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2061P, Class D, (1 mo. Term SOFR + <br> 3.64%), 7.31%, 10/15/41<br>|  | 389 | &nbsp;&nbsp; 388893 |
| &nbsp;&nbsp;&nbsp; HILT Commercial Mortgage Trust, Series 2024-ORL, <br> Class D, (1 mo. Term SOFR + 3.19%), 6.86%, <br> 05/15/37<sup>(b)(c)</sup><br>|  | 750 | &nbsp;&nbsp; 749531 |
| Homes Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class A2, 6.74%, 01/25/68 |  | 564 | &nbsp;&nbsp; 561446 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, 5.63%, 02/25/70<sup>(b)</sup> |  | 1919 | &nbsp;&nbsp; 1928173 |
| &nbsp;&nbsp;&nbsp; Hono Lulu Mortgage Trust, Series 2021-LULU, Class A, <br> (1 mo. Term SOFR + 1.26%), 4.94%, 10/15/36<sup>(b)(c)</sup><br>|  | 695 | &nbsp;&nbsp; 687616 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; HTL Commercial Mortgage Trust, Series 2024-T53, <br> Class E, 10.26%, 05/10/39<sup>(b)(c)</sup><br>| USD | 750 | &nbsp;&nbsp; $762253 |
| &nbsp;&nbsp;&nbsp; INV Mortgage Trust, Series 2024-IND, Class A, (1 mo. <br> Term SOFR + 1.74%), 5.41%, 11/15/41<sup>(b)(c)</sup><br>|  | 940 | &nbsp;&nbsp; 927662 |
| &nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities <br> Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-NINE, Class B, 2.85%, 09/06/38 |  | 450 | &nbsp;&nbsp; 446083 |
| &nbsp;&nbsp;&nbsp; Series 2024-IGLG, Class D, 6.48%, 11/09/39 |  | 370 | &nbsp;&nbsp; 369378 |
| &nbsp;&nbsp;&nbsp; Series 2024-OMNI, Class A, 5.80%, 10/05/39 |  | 250 | &nbsp;&nbsp; 252280 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust, Series 2025-VIS3, Class A1, <br> 5.06%, 02/25/66<sup>(b)(c)</sup><br>|  | 1270 | &nbsp;&nbsp; 1264063 |
| &nbsp;&nbsp;&nbsp; JP Morgan Seasoned Mortgage Trust, Series 2014-1, <br> Class B4, 4.30%, 05/25/33<sup>(b)(c)</sup><br>|  | 1415 | &nbsp;&nbsp; 1358226 |
| JW Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class A, (1 mo. Term SOFR + <br> 1.62%), 5.29%, 06/15/39<br>|  | 814 | &nbsp;&nbsp; 814000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class D, (1 mo. Term SOFR + <br> 3.19%), 6.86%, 06/15/39<br>|  | 375 | &nbsp;&nbsp; 374062 |
| &nbsp;&nbsp;&nbsp; KSL Commercial Mortgage Trust, Series 2024-HT2, <br> Class A, (1 mo. Term SOFR + 1.54%), 5.21%, <br> 12/15/39<sup>(b)(c)</sup><br>|  | 143 | &nbsp;&nbsp; 142326 |
| &nbsp;&nbsp;&nbsp; LEX Trust, Series 2026-450, Class D, (1 mo. Term SOFR <br> + 2.35%), 6.02%, 03/15/43<sup>(b)(c)</sup><br>|  | 553 | &nbsp;&nbsp; 547984 |
| MAIN Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-OLAS, Class D, (1 mo. Term SOFR + <br> 3.15%), 6.82%, 01/15/41<br>|  | 710 | &nbsp;&nbsp; 709994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-OLAS, Class E, (1 mo. Term SOFR + <br> 4.25%), 7.92%, 01/15/41<br>|  | 220 | &nbsp;&nbsp; 219997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-OLAS, Class F, (1 mo. Term SOFR + <br> 5.25%), 8.92%, 01/15/41<br>|  | 270 | &nbsp;&nbsp; 269996 |
| MCM Trust<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/25/31<sup>(c)(n)</sup> |  | 854 | &nbsp;&nbsp; 656597 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/25/31 |  | 1200 | &nbsp;&nbsp; 1153383 |
| MCR Mortgage Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HF1, Class A, (1 mo. Term SOFR + <br> 1.79%), 5.47%, 12/15/41<sup>(b)</sup><br>|  | 542 | &nbsp;&nbsp; 542344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HTL, Class E, (1 mo. Term SOFR + <br> 4.65%), 8.33%, 02/15/37<sup>(b)</sup><br>|  | 604 | &nbsp;&nbsp; 597669 |
| &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class A, 5.92%, 06/12/39 |  | 160 | &nbsp;&nbsp; 161140 |
| &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class E, 8.73%, 06/12/39 |  | 235 | &nbsp;&nbsp; 235709 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2025-NQM2, Class A1, 5.68%, <br> 05/27/70<sup>(c)</sup><br>|  | 1291 | &nbsp;&nbsp; 1296590 |
| &nbsp;&nbsp;&nbsp; MHP Trust, Series 2021-STOR, Class G, (1 mo. Term <br> SOFR + 2.86%), 6.54%, 07/15/38<sup>(b)(c)</sup><br>|  | 760 | &nbsp;&nbsp; 759525 |
| &nbsp;&nbsp;&nbsp; MLTI Trust, Series 2026-SF75, Class B, (1 mo. Term <br> SOFR + 1.70%), 5.37%, 03/15/31<sup>(b)(c)</sup><br>|  | 682 | &nbsp;&nbsp; 678590 |
| Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-ASHF, Class F, (1 mo. Term SOFR + <br> 4.65%), 8.32%, 11/15/34<sup>(b)(c)</sup><br>|  | 260 | &nbsp;&nbsp; 256750 |
| &nbsp;&nbsp;&nbsp; Series 2018-MP, Class A, 4.28%, 07/11/40<sup>(b)(c)</sup> |  | 1000 | &nbsp;&nbsp; 924427 |
| &nbsp;&nbsp;&nbsp; Series 2021-L5, Class A2, 1.52%, 05/15/54 |  | 661 | &nbsp;&nbsp; 656398 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-DSC1, Class A1, 5.56%, 03/25/70 |  | 1461 | &nbsp;&nbsp; 1465391 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, 5.59%, 06/25/70 |  | 1141 | &nbsp;&nbsp; 1145706 |
| NCMF Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-MFS, Class A, 4.88%, 06/10/33 |  | 910 | &nbsp;&nbsp; 906681 |
| &nbsp;&nbsp;&nbsp; Series 2025-MFS, Class B, 5.51%, 06/10/33 |  | 593 | &nbsp;&nbsp; 594951 |
| NYC Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-11X, Class A, (1 mo. Term SOFR + <br> 1.74%), 5.42%, 10/15/40<br>|  | 540 | &nbsp;&nbsp; 540169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3BP, Class A, (1 mo. Term SOFR + <br> 1.21%), 4.89%, 02/15/42<br>|  | 604 | &nbsp;&nbsp; 600225 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| &nbsp;&nbsp;&nbsp; NYCT Trust, Series 2024-3ELV, Class A, (1 mo. Term <br> SOFR + 1.99%), 5.66%, 08/15/29<sup>(b)(c)</sup><br>| USD | 140 | &nbsp;&nbsp; $140221 |
| Olympic Tower Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-OT, Class D, 3.95%, 05/10/39 |  | 130 | &nbsp;&nbsp; 119054 |
| &nbsp;&nbsp;&nbsp; Series 2017-OT, Class E, 3.95%, 05/10/39 |  | 160 | &nbsp;&nbsp; 142120 |
| &nbsp;&nbsp;&nbsp; One Market Plaza Trust, Series 2017-1MKT, Class D, <br> 4.15%, 02/10/32<sup>(c)</sup><br>|  | 850 | &nbsp;&nbsp; 782432 |
| &nbsp;&nbsp;&nbsp; One New York Plaza Trust, Series 2020-1NYP, Class D, <br> (1 mo. Term SOFR + 2.86%), 6.54%, 01/15/36<sup>(b)(c)</sup><br>|  | 270 | &nbsp;&nbsp; 249750 |
| &nbsp;&nbsp;&nbsp; ORL Trust, Series 2024-GLKS, Class A, (1 mo. Term <br> SOFR + 1.49%), 5.17%, 12/15/39<sup>(b)(c)</sup><br>|  | 220 | &nbsp;&nbsp; 220000 |
| &nbsp;&nbsp;&nbsp; Park Avenue Mortgage Trust, Series 2017-280P, <br> Class E, (1 mo. Term SOFR + 2.42%), 6.09%, <br> 09/15/34<sup>(b)(c)</sup><br>|  | 635 | &nbsp;&nbsp; 621858 |
| &nbsp;&nbsp;&nbsp; PENN Commercial Mortgage Trust, Series 2025-P11, <br> Class A, 5.34%, 08/10/42<sup>(c)</sup><br>|  | 279 | &nbsp;&nbsp; 283485 |
| &nbsp;&nbsp;&nbsp; PGA Trust, Series 2024-RSR2, Class A, (1 mo. Term <br> SOFR + 1.89%), 5.56%, 06/15/39<sup>(b)(c)</sup><br>|  | 750 | &nbsp;&nbsp; 747422 |
| &nbsp;&nbsp;&nbsp; PLYM Commercial Mortgage Trust, Series 2026-IND, <br> Class D, (1 mo. Term SOFR + 2.15%), 5.82%, <br> 03/15/43<sup>(b)(c)</sup><br>|  | 680 | &nbsp;&nbsp; 673229 |
| PRKCM Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC1, Class A2, 7.00%, 02/25/58 |  | 319 | &nbsp;&nbsp; 317830 |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC2, Class A1, 6.48%, 06/25/58 |  | 395 | &nbsp;&nbsp; 394123 |
| &nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, Series 2023-CES1, Class M2, <br> 7.98%, 06/25/43<sup>(b)(c)</sup><br>|  | 740 | &nbsp;&nbsp; 740536 |
| ROCK Trust<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-CNTR, Class A, 5.39%, 11/13/41 |  | 346 | &nbsp;&nbsp; 351739 |
| &nbsp;&nbsp;&nbsp; Series 2024-CNTR, Class E, 8.82%, 11/13/41 |  | 150 | &nbsp;&nbsp; 156060 |
| SELF Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-STRG, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.21%, 11/15/34<br>|  | 57 | &nbsp;&nbsp; 56464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-STRG, Class E, (1 mo. Term SOFR + <br> 4.19%), 7.86%, 11/15/34<br>|  | 287 | &nbsp;&nbsp; 286222 |
| Sequoia Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-HYB1, Class A1A, 4.67%, 04/25/56 |  | 890 | &nbsp;&nbsp; 874608 |
| &nbsp;&nbsp;&nbsp; Series 2026-MED1, Class A1A, 5.12%, 04/25/56 |  | 810 | &nbsp;&nbsp; 797823 |
| SHR Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-LXRY, Class A, (1 mo. Term SOFR + <br> 1.95%), 5.62%, 10/15/41<br>|  | 420 | &nbsp;&nbsp; 419475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-LXRY, Class E, (1 mo. Term SOFR + <br> 4.45%), 8.12%, 10/15/41<br>|  | 270 | &nbsp;&nbsp; 269661 |
| SLG Commercial Mortgage Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-PAT, Class B, 4.71%, 02/15/39 |  | 670 | &nbsp;&nbsp; 664260 |
| &nbsp;&nbsp;&nbsp; Series 2026-PAT, Class C, 4.93%, 02/15/39 |  | 204 | &nbsp;&nbsp; 201082 |
| TVC DSCR<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, 0.00%, 03/25/28<sup>(c)</sup> |  | 314 | &nbsp;&nbsp; 239224 |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class A, 2.38%, 02/01/51 |  | 483 | &nbsp;&nbsp; 456077 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, Series 2017-C4, <br> Class AS, 3.84%, 10/15/50<sup>(b)</sup><br>|  | 1700 | &nbsp;&nbsp; 1649833 |
| &nbsp;&nbsp;&nbsp; VEGAS, Series 2024-GCS, Class C, 6.22%, <br> 07/10/36<sup>(b)(c)</sup><br>|  | 600 | &nbsp;&nbsp; 606243 |
| Velocity Commercial Capital Loan Trust<sup>(b)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class M3, 3.19%, 02/25/50 |  | 44 | &nbsp;&nbsp; 35191 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A, 5.87%, 06/25/55 |  | 2017 | &nbsp;&nbsp; 2023279 |
| &nbsp;&nbsp;&nbsp; Series 2026-1, Class A, 5.10%, 02/25/56 |  | 462 | &nbsp;&nbsp; 455535 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust, Series 2023-3, Class A1, <br> 5.93%, 03/25/68<sup>(c)</sup><br>|  | 1096 | &nbsp;&nbsp; 1092539 |
| &nbsp;&nbsp;&nbsp; VRTX Trust, Series 2025-HQ, Class B, 5.49%, <br> 08/05/42<sup>(b)(c)</sup><br>|  | 710 | &nbsp;&nbsp; 706064 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-NXS5, Class B, 4.91%, 01/15/59<sup>(b)</sup> |  | 836 | &nbsp;&nbsp; 809689 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** | **United States (continued)** |
| Wells Fargo Commercial Mortgage Trust (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-C50, Class XA, 1.39%, 05/15/52<sup>(b)</sup> | USD | 12018 | &nbsp;&nbsp; $382738 |
| &nbsp;&nbsp;&nbsp; Series 2021-C59, Class XA, 1.48%, 04/15/54<sup>(b)</sup> |  | 971 | &nbsp;&nbsp; 51701 |
| &nbsp;&nbsp;&nbsp; Series 2024-1CHI, Class A, 4.95%, 07/15/35<sup>(b)(c)</sup> |  | 106 | &nbsp;&nbsp; 106452 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class C, 6.43%, 07/15/43<sup>(c)</sup> |  | 400 | &nbsp;&nbsp; 400788 |
| &nbsp;&nbsp;&nbsp; WHARF Commercial Mortgage Trust, Series 2025-DC, <br> Class B, 5.17%, 07/15/40<sup>(b)(c)</sup><br>|  | 108 | &nbsp;&nbsp; 108917 |
|  |  |  | &nbsp;&nbsp; 95735515 |
| **Total Non-Agency Mortgage-Backed Securities — 13.5%** <br>**(Cost: $119,260,962)** | **Total Non-Agency Mortgage-Backed Securities — 13.5%** <br>**(Cost: $119,260,962)** | **Total Non-Agency Mortgage-Backed Securities — 13.5%** <br>**(Cost: $119,260,962)** | &nbsp;&nbsp; 118981123 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 0.9%**<sup>(b)</sup> | **Capital Trusts — 0.9%**<sup>(b)</sup> | **Capital Trusts — 0.9%**<sup>(b)</sup> | **Capital Trusts — 0.9%**<sup>(b)</sup> |
| **Denmark — 0.0%** | **Denmark — 0.0%** | **Denmark — 0.0%** |  |
| Orsted A/S, 2.50%, 12/31/99<sup>(a)</sup> | GBP | 200 | &nbsp;&nbsp; 200566 |
| **France**<sup>(a)(m)</sup> **— 0.1%** | **France**<sup>(a)(m)</sup> **— 0.1%** | **France**<sup>(a)(m)</sup> **— 0.1%** |  |
| Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38% | EUR | 200 | &nbsp;&nbsp; 217390 |
| &nbsp;&nbsp;&nbsp; 5.63% |  | 200 | &nbsp;&nbsp; 236391 |
| Unibail-Rodamco-Westfield SE, 4.75% |  | 100 | &nbsp;&nbsp; 114337 |
|  |  |  | &nbsp;&nbsp; 568118 |
| **Germany**<sup>(a)</sup> **— 0.0%** | **Germany**<sup>(a)</sup> **— 0.0%** | **Germany**<sup>(a)</sup> **— 0.0%** |  |
| Bayer AG, Series NC8, 7.00%, 09/25/83 |  | 100 | &nbsp;&nbsp; 122533 |
| Volkswagen International Finance NV, 5.99%<sup>(m)</sup> |  | 200 | &nbsp;&nbsp; 231056 |
|  |  |  | &nbsp;&nbsp; 353589 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |  |
| Cas Capital No. 2 Ltd., 6.25%<sup>(a)(m)</sup> | USD | 200 | &nbsp;&nbsp; 196720 |
| **India — 0.1%**  | **India — 0.1%**  | **India — 0.1%**  |  |
| Axis Bank Ltd., 4.10%<sup>(a)(m)</sup> |  | 1000 | &nbsp;&nbsp; 987500 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |  |
| Bank Negara Indonesia Persero Tbk PT, 4.30%<sup>(a)(m)</sup> |  | 500 | &nbsp;&nbsp; 483125 |
| **Japan**<sup>(m)</sup> **— 0.1%** | **Japan**<sup>(m)</sup> **— 0.1%** | **Japan**<sup>(m)</sup> **— 0.1%** |  |
| Rakuten Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; 224145 |
| &nbsp;&nbsp;&nbsp; 8.13%<sup>(c)</sup> | USD | 200 | &nbsp;&nbsp; 198344 |
|  |  |  | &nbsp;&nbsp; 422489 |
| **Norway — 0.0%** | **Norway — 0.0%** | **Norway — 0.0%** |  |
| Var Energi ASA, 7.86%, 11/15/83<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 124665 |
| **Singapore**<sup>(a)(m)</sup> **— 0.1%** | **Singapore**<sup>(a)(m)</sup> **— 0.1%** | **Singapore**<sup>(a)(m)</sup> **— 0.1%** |  |
| Lendlease Asia Treasury Pte. Ltd., 3.90% | SGD | 250 | &nbsp;&nbsp; 192016 |
| United Overseas Bank Ltd., 3.00%, 12/31/99 |  | 1000 | &nbsp;&nbsp; 776814 |
|  |  |  | &nbsp;&nbsp; 968830 |
| **Spain — 0.0%** | **Spain — 0.0%** | **Spain — 0.0%** |  |
| Telefonica Emisiones SA, 4.88%<sup>(a)(m)</sup> | EUR | 100 | &nbsp;&nbsp; 109794 |
| **Switzerland — 0.0%** | **Switzerland — 0.0%** | **Switzerland — 0.0%** |  |
| UBS Group AG, 7.13%<sup>(a)(m)</sup> | AUD | 400 | &nbsp;&nbsp; 267579 |
| **Thailand**<sup>(a)(m)</sup> **— 0.1%** | **Thailand**<sup>(a)(m)</sup> **— 0.1%** | **Thailand**<sup>(a)(m)</sup> **— 0.1%** |  |
| GC Treasury Center Co. Ltd., 6.50% | USD | 250 | &nbsp;&nbsp; 242075 |
| Thaioil Treasury Center Co. Ltd., 6.10% |  | 315 | &nbsp;&nbsp; 303205 |
|  |  |  | &nbsp;&nbsp; 545280 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United Kingdom — 0.1%** | **United Kingdom — 0.1%** | **United Kingdom — 0.1%** |  |
| British Telecommunications PLC, 8.38%, 12/20/83<sup>(a)</sup> | GBP | 100 | &nbsp;&nbsp; $138876 |
| Centrica PLC, 6.50%, 05/21/55<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 132691 |
| NatWest Group PLC, 7.50%<sup>(m)</sup> |  | 200 | &nbsp;&nbsp; 263125 |
|  |  |  | &nbsp;&nbsp; 534692 |
| **United States — 0.2%** | **United States — 0.2%** | **United States — 0.2%** |  |
| CVS Health Corp., 7.00%, 03/10/55 | USD | 105 | &nbsp;&nbsp; 108212 |
| Dentsply Sirona, Inc., 8.38%, 09/12/55 |  | 100 | &nbsp;&nbsp; 97653 |
| Edison International, 8.13%, 06/15/53 |  | 121 | &nbsp;&nbsp; 123191 |
| FMC Corp., 8.45%, 11/01/55 |  | 90 | &nbsp;&nbsp; 57947 |
| NextEra Energy Capital Holdings, Inc., 4.75%, 02/26/56 | EUR | 800 | &nbsp;&nbsp; 890592 |
| PG&E Corp., 7.38%, 03/15/55 | USD | 27 | &nbsp;&nbsp; 27173 |
| Stellantis NV<sup>(a)(m)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25% | EUR | 150 | &nbsp;&nbsp; 165487 |
| &nbsp;&nbsp;&nbsp; 6.88% |  | 125 | &nbsp;&nbsp; 136196 |
| &nbsp;&nbsp;&nbsp; 8.25% | GBP | 100 | &nbsp;&nbsp; 126490 |
| Sunoco LP, 7.88%<sup>(c)(m)</sup> | USD | 135 | &nbsp;&nbsp; 137838 |
| Venture Global LNG, Inc., 9.00%<sup>(c)(m)</sup> |  | 149 | &nbsp;&nbsp; 148411 |
|  |  |  | &nbsp;&nbsp; 2019190 |
|  |  |  | &nbsp;&nbsp; 7782137 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Preferred Stocks — 0.8%** | **Preferred Stocks — 0.8%** | **Preferred Stocks — 0.8%** |
| **United States — 0.8%** | **United States — 0.8%** |  |
| &nbsp;&nbsp;&nbsp; Anthropic PBC, Series F, (Acquired 08/18/25, Cost: <br> $378,216)<sup>(f)(g)(h)</sup><br>| 2683 | &nbsp;&nbsp; 695263 |
| Boeing Co., 6.00%, 10/15/27<sup>(g)(k)</sup> | 1700 | &nbsp;&nbsp; 110296 |
| Cap Hill Brands, Series B-2<sup>(f)(g)</sup> | 265896 | &nbsp;&nbsp; 3 |
| CoreWeave, Inc., Series C, 03/25/49<sup>(f)</sup> | 418000 | &nbsp;&nbsp; 397100 |
| Davidson Homes, Inc.<sup>(f)(g)</sup> | 1474 | &nbsp;&nbsp; 1625557 |
| Dream Finders Homes, Inc., Series A<sup>(f)(m)</sup> | 1320 | &nbsp;&nbsp; 1308450 |
| Lessen Holdings, Inc., Series CX<sup>(f)(g)</sup> | 10022 | &nbsp;&nbsp; — |
| Verger Capital Fund LLC<sup>(f)(g)</sup> | 34837 | &nbsp;&nbsp; 5574 |
| Veritas Newco<sup>(f)(g)</sup> <br>|  |  |
| &nbsp;&nbsp;&nbsp; Series G | 1131 | &nbsp;&nbsp; 21489 |
| &nbsp;&nbsp;&nbsp; Series G-1 | 780 | &nbsp;&nbsp; 14820 |
| &nbsp;&nbsp;&nbsp; Versa Networks, Inc., Series E, (Acquired 10/14/22, <br> Cost: $491,084), 10/07/32<sup>(f)(g)(h)</sup><br>| 168283 | &nbsp;&nbsp; 900314 |
| X.Ai Holdings Corp., Series C<sup>(f)(g)</sup> | 28169 | &nbsp;&nbsp; 2125633 |
|  |  | &nbsp;&nbsp; 7204499 |
| **Total Preferred Securities — 1.7%** <br>**(Cost: $12,894,273)** | **Total Preferred Securities — 1.7%** <br>**(Cost: $12,894,273)** | &nbsp;&nbsp; 14986636 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** | **U.S. Government Sponsored Agency Securities** |
| **Agency Obligations — 0.1%** | **Agency Obligations — 0.1%** | **Agency Obligations — 0.1%** |  |
| Tennessee Valley Authority, 5.25%, 02/01/55 | USD | 675 | &nbsp;&nbsp; 664545 |
| **Collateralized Mortgage Obligations**<sup>(b)</sup> **— 2.1%** | **Collateralized Mortgage Obligations**<sup>(b)</sup> **— 2.1%** | **Collateralized Mortgage Obligations**<sup>(b)</sup> **— 2.1%** |  |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-35, Class FC, (30-day Avg SOFR + <br> 1.10%), 4.76%, 08/25/53<br>|  | 418 | &nbsp;&nbsp; 419958 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**(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)** |  |
| Fannie Mae REMICS (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-68, Class FB, (30-day Avg SOFR + <br> 1.05%), 4.71%, 01/25/54<br>| USD | 411 | &nbsp;&nbsp; $413136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-30, Class FC, (30-day Avg SOFR + <br> 1.05%), 4.71%, 06/25/54<br>|  | 901 | &nbsp;&nbsp; 904474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-38, Class FE, (30-day Avg SOFR + <br> 1.05%), 4.71%, 06/25/54<br>|  | 843 | &nbsp;&nbsp; 846085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-5469, Class F, (30-day Avg SOFR + <br> 1.10%), 4.76%, 09/25/54<br>|  | 386 | &nbsp;&nbsp; 386935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-63, Class FH, (30-day Avg SOFR + <br> 1.10%), 4.76%, 09/25/54<br>|  | 296 | &nbsp;&nbsp; 298039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-75, Class FC, (30-day Avg SOFR + <br> 0.95%), 4.61%, 10/25/54<br>|  | 1081 | &nbsp;&nbsp; 1082241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-88, Class FC, (30-day Avg SOFR + <br> 1.40%), 5.06%, 12/25/54<br>|  | 242 | &nbsp;&nbsp; 244240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-96, Class FA, (30-day Avg SOFR + <br> 1.40%), 5.06%, 12/25/54<br>|  | 411 | &nbsp;&nbsp; 414162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class FX, (30-day Avg SOFR + <br> 1.35%), 5.01%, 02/25/55<br>|  | 252 | &nbsp;&nbsp; 253570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-13, Class FB, (30-day Avg SOFR + <br> 1.30%), 4.96%, 03/25/55<br>|  | 295 | &nbsp;&nbsp; 297510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-31, Class FA, (30-day Avg SOFR + <br> 1.30%), 4.96%, 06/25/54<br>|  | 1788 | &nbsp;&nbsp; 1799518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-32, Class FA, (30-day Avg SOFR + <br> 1.25%), 4.91%, 05/25/55<br>|  | 1454 | &nbsp;&nbsp; 1462313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-63, Class DF, (30-day Avg SOFR + <br> 1.40%), 5.06%, 08/25/55<br>|  | 203 | &nbsp;&nbsp; 204471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9, Class FG, (30-day Avg SOFR + <br> 1.35%), 5.01%, 03/25/55<br>|  | 163 | &nbsp;&nbsp; 164659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5458, Class DF, (30-day Avg SOFR + 1.10%), <br> 4.76%, 10/25/54<br>|  | 186 | &nbsp;&nbsp; 186869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5458, Class FB, (30-day Avg SOFR + 1.15%), <br> 4.81%, 10/25/54<br>|  | 1555 | &nbsp;&nbsp; 1560741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5467, Class FC, (30-day Avg SOFR + 1.06%), <br> 4.72%, 10/25/54<br>|  | 1545 | &nbsp;&nbsp; 1548782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5470, Class AF, (30-day Avg SOFR + 1.10%), <br> 4.76%, 11/25/54<br>|  | 527 | &nbsp;&nbsp; 529031 |
| Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5386, Class FD, (30-day Avg SOFR + 1.25%), <br> 4.91%, 03/25/54<br>|  | 320 | &nbsp;&nbsp; 322821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5424, Class FA, (30-day Avg SOFR + 1.20%), <br> 4.86%, 06/25/54<br>|  | 690 | &nbsp;&nbsp; 695244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5468, Class WF, (30-day Avg SOFR + 1.10%), <br> 4.76%, 11/25/54<br>|  | 317 | &nbsp;&nbsp; 318207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5478, Class FD, (30-day Avg SOFR + 1.40%), <br> 5.06%, 02/25/54<br>|  | 199 | &nbsp;&nbsp; 200762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5482, Class FB, (30-day Avg SOFR + 1.50%), <br> 5.16%, 12/25/54<br>|  | 363 | &nbsp;&nbsp; 366998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5500, Class DF, (30-day Avg SOFR + 1.35%), <br> 5.01%, 10/25/54<br>|  | 259 | &nbsp;&nbsp; 261128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5502, Class EF, (30-day Avg SOFR + 1.40%), <br> 5.06%, 02/25/55<br>|  | 206 | &nbsp;&nbsp; 207816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5503, Class FB, (30-day Avg SOFR + 1.35%), <br> 5.01%, 02/25/55<br>|  | 240 | &nbsp;&nbsp; 242146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5508, Class FE, (30-day Avg SOFR + 1.60%), <br> 5.26%, 02/25/55<br>|  | 280 | &nbsp;&nbsp; 282894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5543, Class FH, (30-day Avg SOFR + 1.50%), <br> 5.16%, 06/25/55<br>|  | 286 | &nbsp;&nbsp; 288640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5563, Class FA, (30-day Avg SOFR + 1.35%), <br> 5.01%, 08/25/55<br>|  | 557 | &nbsp;&nbsp; 560565 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |  |
| Freddie Mac REMICS (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5574, Class FB, (30-day Avg SOFR + 1.35%), <br> 5.01%, 09/25/55<br>| USD | 249 | &nbsp;&nbsp; $251310 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Strips, Series 413, Class F26, (30-day Avg <br> SOFR + 1.20%), 4.86%, 05/25/54<br>|  | 627 | &nbsp;&nbsp; 631986 |
| Ginnie Mae |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-51, Class TF, (30-day Avg SOFR + <br> 1.00%), 4.67%, 03/20/54<br>|  | 297 | &nbsp;&nbsp; 298013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-96, Class FL, (30-day Avg SOFR + <br> 1.15%), 4.82%, 06/20/54<br>|  | 523 | &nbsp;&nbsp; 525004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9, Class FE, (30-day Avg SOFR + <br> 1.25%), 4.92%, 01/20/55<br>|  | 254 | &nbsp;&nbsp; 255073 |
|  |  |  | &nbsp;&nbsp; 18725341 |
| **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 0.1%** | **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 0.1%** | **Commercial Mortgage-Backed Securities**<sup>(b)</sup> **— 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through <br> Certificates<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series K121, Class X1, 1.01%, 10/25/30 |  | 3944 | &nbsp;&nbsp; 145710 |
| &nbsp;&nbsp;&nbsp; Series KW09, Class X1, 0.76%, 05/25/29 |  | 12969 | &nbsp;&nbsp; 233093 |
| &nbsp;&nbsp;&nbsp; FREMF Mortgage Trust, Series 2020-K104, Class B, <br> 3.53%, 02/25/52<sup>(c)</sup><br>|  | 750 | &nbsp;&nbsp; 718259 |
|  |  |  | &nbsp;&nbsp; 1097062 |
| **Mortgage-Backed Securities — 20.5%** | **Mortgage-Backed Securities — 20.5%** | **Mortgage-Backed Securities — 20.5%** |  |
| Fannie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/38 |  | 4 | &nbsp;&nbsp; 3873 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/39 |  | 17 | &nbsp;&nbsp; 17341 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/41 |  | 1 | &nbsp;&nbsp; 818 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/44 |  | 28 | &nbsp;&nbsp; 25643 |
| Freddie Mac Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/29 - 04/01/31 |  | 31 | &nbsp;&nbsp; 29840 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/31 - 01/01/48 |  | 100 | &nbsp;&nbsp; 96814 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/32 - 12/01/46 |  | 108 | &nbsp;&nbsp; 99670 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/38 - 11/01/48 |  | 38 | &nbsp;&nbsp; 38443 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/39 |  | 11 | &nbsp;&nbsp; 11167 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/40 - 12/01/45 |  | 10 | &nbsp;&nbsp; 8920 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 - 08/01/48 |  | 103 | &nbsp;&nbsp; 101750 |
| Ginnie Mae Mortgage-Backed Securities<sup>(r)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/40 - 04/21/56 |  | 1477 | &nbsp;&nbsp; 1393390 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/42 - 04/21/56 |  | 1982 | &nbsp;&nbsp; 1833742 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/20/44 - 04/21/56 |  | 2661 | &nbsp;&nbsp; 2635284 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/45 - 04/21/56 |  | 2518 | &nbsp;&nbsp; 2248087 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/47 - 04/21/56 |  | 1798 | &nbsp;&nbsp; 1738484 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/50 - 04/21/56 |  | 3511 | &nbsp;&nbsp; 2900651 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/51 - 04/21/56 |  | 3528 | &nbsp;&nbsp; 3035510 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/55 |  | 643 | &nbsp;&nbsp; 668225 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/21/56 |  | 2755 | &nbsp;&nbsp; 2772546 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/21/56 |  | 1526 | &nbsp;&nbsp; 1551646 |
| Uniform Mortgage-Backed Securities<sup>(r)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/27 - 04/13/56 |  | 23924 | &nbsp;&nbsp; 20319271 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 - 04/13/56 |  | 6414 | &nbsp;&nbsp; 5723314 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 - 05/13/56 |  | 78838 | &nbsp;&nbsp; 72279820 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/31 - 04/13/56 |  | 17446 | &nbsp;&nbsp; 14431598 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/33 - 04/13/56 |  | 4196 | &nbsp;&nbsp; 3991032 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 - 04/13/56<sup>(s)</sup> |  | 4975 | &nbsp;&nbsp; 4925623 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/38 - 04/13/56<sup>(s)</sup> |  | 15215 | &nbsp;&nbsp; 15301937 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/40 - 04/13/56 |  | 7752 | &nbsp;&nbsp; 7517050 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/16/41 - 11/01/51 |  | 4289 | &nbsp;&nbsp; 3593379 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |  |
| Uniform Mortgage-Backed Securities<sup>(r)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/52 - 05/13/56 | USD | 7916 | &nbsp;&nbsp; $8084610 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/54 - 04/13/56 |  | 2628 | &nbsp;&nbsp; 2719388 |
|  |  |  | &nbsp;&nbsp; 180098866 |
| **Total U.S. Government Sponsored Agency Securities — 22.8%** <br>**(Cost: $204,436,470)** | **Total U.S. Government Sponsored Agency Securities — 22.8%** <br>**(Cost: $204,436,470)** | **Total U.S. Government Sponsored Agency Securities — 22.8%** <br>**(Cost: $204,436,470)** | &nbsp;&nbsp; 200585814 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Warrants** | **Warrants** | **Warrants** |
| **United States**<sup>(g)</sup> **— 0.0%** | **United States**<sup>(g)</sup> **— 0.0%** |  |
| Cirkul, Inc., (Expires 04/25/35, Strike Price USD 0.01)<sup>(f)</sup> | 2016 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Davidson Homes, Inc., Class A, (Issued 05/16/24, <br> Expires 05/16/34, Strike Price USD 8.47)<sup>(f)</sup><br>| 10230 | &nbsp;&nbsp; 6956 |
| &nbsp;&nbsp;&nbsp; Latch, Inc., (Issued/Exercisable 12/29/20, 1 Share for <br> 1 Warrant, Expires 06/04/26, Strike Price USD 11.50)<br>| 12334 | &nbsp;&nbsp; 5 |
| &nbsp;&nbsp;&nbsp; New York Community Bancorp, Inc., Series C, PIPE, <br> (Acquired 03/07/24, Cost: $0), (Issued/Exercisable <br> 03/11/24, 1,000 Shares for 1 Warrant, Expires <br> 03/11/31, Strike Price USD 2.50)<sup>(f)(h)</sup><br>| 74 | &nbsp;&nbsp; 194678 |
| &nbsp;&nbsp;&nbsp; Offerpad Solutions, Inc., (Issued/Exercisable 10/13/20, <br> 1 Share for 1 Warrant, Expires 09/01/26, Strike Price <br> USD 11.50)<br>| 8529 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp; Palladyne AI Corp., (Issued/Exercisable 12/21/20, <br> 1 Share for 1 Warrant, Expires 09/24/26, Strike Price <br> USD 11.50)<br>| 28519 | &nbsp;&nbsp; 1788 |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (Expires 04/11/30, Strike Price <br> USD 1.00)<sup>(f)</sup><br>| 22714 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Sonder Holdings, Inc., (Expires 12/30/29, Strike Price <br> USD 0.01)<sup>(f)</sup><br>| 2277 | &nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Versa Networks, Inc., Series E, (Acquired 10/14/22, Cost: <br> $0), (Exercisable 10/14/22, 1 Share for 1 Warrant, <br> Expires 10/07/32, Strike Price USD 0.01)<sup>(f)(h)</sup><br>| 20741 | &nbsp;&nbsp; 81720 |
| &nbsp;&nbsp;&nbsp; Volato Group, Inc., (Acquired 12/03/23, Cost: $6,834), <br> (Issued 12/04/23, Expires 12/03/28, Strike Price USD <br> 11.50)<sup>(h)</sup><br>| 6834 | &nbsp;&nbsp; 55 |
|  |  | &nbsp;&nbsp; 285267 |
| **Venezuela — 0.0%** | **Venezuela — 0.0%** |  |
| Venezuela Government International Bonds<sup>(b)(g)(m)</sup> | 3000 | &nbsp;&nbsp; 6000 |
| **Total Warrants — 0.0%** <br>**(Cost: $84,980)** | **Total Warrants — 0.0%** <br>**(Cost: $84,980)** | &nbsp;&nbsp; 291267 |
| **Total Long-Term Investments — 103.3%** <br>**(Cost: $915,514,562)** | **Total Long-Term Investments — 103.3%** <br>**(Cost: $915,514,562)** | &nbsp;&nbsp; 907727504 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Foreign Agency Obligations — 1.0%** | **Foreign Agency Obligations — 1.0%** | **Foreign Agency Obligations — 1.0%** |  |
| **Brazil**<sup>(t)</sup> **— 0.9%** | **Brazil**<sup>(t)</sup> **— 0.9%** | **Brazil**<sup>(t)</sup> **— 0.9%** |  |
| Brazil Letras do Tesouro Nacional |  |  |  |
| &nbsp;&nbsp;&nbsp; 14.02%, 07/01/26 | BRL | 8 | &nbsp;&nbsp; 1443369 |
| &nbsp;&nbsp;&nbsp; 14.01%, 10/01/26 |  | 35 | &nbsp;&nbsp; 6312301 |
|  |  |  | &nbsp;&nbsp; 7755670 |
| **Egypt**<sup>(t)</sup> **— 0.1%** | **Egypt**<sup>(t)</sup> **— 0.1%** | **Egypt**<sup>(t)</sup> **— 0.1%** |  |
| Egypt Treasury Bills |  |  |  |
| &nbsp;&nbsp;&nbsp; 21.43%, 05/05/26 | EGP | 2775 | &nbsp;&nbsp; 49826 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Egypt (continued)** | **Egypt (continued)** | **Egypt (continued)** |  |
| Egypt Treasury Bills (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 22.29%, 06/02/26 | EGP | 1050 | &nbsp;&nbsp; $18523 |
| &nbsp;&nbsp;&nbsp; 23.18%, 06/23/26 |  | 59725 | &nbsp;&nbsp; 1039870 |
| &nbsp;&nbsp;&nbsp; 24.89%, 07/21/26 |  | 600 | &nbsp;&nbsp; 10265 |
| &nbsp;&nbsp;&nbsp; 25.19%, 11/17/26 |  | 4075 | &nbsp;&nbsp; 64609 |
|  |  |  | &nbsp;&nbsp; 1183093 |
| **Ghana — 0.0%** | **Ghana — 0.0%** | **Ghana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Ghana Government International Bonds, 6.41%, <br> 07/03/26<sup>(a)(t)</sup><br>|  | 2 | &nbsp;&nbsp; 1848 |
| **Lebanon — 0.0%** | **Lebanon — 0.0%** | **Lebanon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Lebanon Government International Bonds, 6.60%, <br> 11/27/26<sup>(a)(g)(i)</sup><br>|  | 507 | &nbsp;&nbsp; 119399 |
|  |  |  | &nbsp;&nbsp; 9060010 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Money Market Funds — 5.0%** | **Money Market Funds — 5.0%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares, 3.55%<sup>(p)(u)</sup><br>| 43345240 | &nbsp;&nbsp; 43345240 |
| **Total Short-Term Securities — 6.0%** <br>**(Cost: $52,512,285)** | **Total Short-Term Securities — 6.0%** <br>**(Cost: $52,512,285)** | &nbsp;&nbsp; 52405250 |
| **Options Purchased — 0.0%** <br>**(Cost: $1,305,495)** | **Options Purchased — 0.0%** <br>**(Cost: $1,305,495)** | &nbsp;&nbsp; 551465 |
| **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 109.3%** <br>**(Cost: $969,332,342)** | **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 109.3%** <br>**(Cost: $969,332,342)** | &nbsp;&nbsp; 960684219 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> | **TBA Sale Commitments**<sup>(r)</sup> |
| **United States — (5.5)%** | **United States — (5.5)%** | **United States — (5.5)%** |  |
| Ginnie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/21/56 | USD | (40)<br>| &nbsp;&nbsp; (33034)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 04/21/56 |  | (37)<br>| &nbsp;&nbsp; (31826)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 04/21/56 |  | (31)<br>| &nbsp;&nbsp; (27671)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 04/21/56 |  | (26)<br>| &nbsp;&nbsp; (24351)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 04/21/56 |  | (29)<br>| &nbsp;&nbsp; (28719)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 04/21/56 |  | (68)<br>| &nbsp;&nbsp; (68433)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 04/21/56 |  | (31)<br>| &nbsp;&nbsp; (31521)<br>|
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/16/41 - 04/13/56 |  | (130)<br>| &nbsp;&nbsp; (109830)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 04/16/41 - 04/13/56 |  | (72)<br>| &nbsp;&nbsp; (62290)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 04/16/41 - 04/13/56 |  | (51)<br>| &nbsp;&nbsp; (45555)<br>|
| &nbsp;&nbsp;&nbsp; 3.50%, 04/13/56 |  | (49021)<br>| &nbsp;&nbsp; (44934514)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/56 |  | (12)<br>| &nbsp;&nbsp; (11322)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **United States (continued)** | **United States (continued)** | **United States (continued)** |  |
| Uniform Mortgage-Backed Securities (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/13/56 | USD | (2583)<br>| &nbsp;&nbsp; $(2632924)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 04/13/56 |  | (52)<br>| &nbsp;&nbsp; (53794)<br>|
| **Total TBA Sale Commitments — (5.5)%** <br>**(Proceeds: $(47982587))** | **Total TBA Sale Commitments — (5.5)%** <br>**(Proceeds: $(47982587))** | **Total TBA Sale Commitments — (5.5)%** <br>**(Proceeds: $(47982587))** | &nbsp;&nbsp; (48095784)<br>|
| **Options Written — (0.5)%** <br>**(Premiums Received: $(3307067))** | **Options Written — (0.5)%** <br>**(Premiums Received: $(3307067))** | **Options Written — (0.5)%** <br>**(Premiums Received: $(3307067))** | &nbsp;&nbsp; (4503110)<br>|
| **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 103.3%** <br>**(Cost: $918,042,688)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 103.3%** <br>**(Cost: $918,042,688)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 103.3%** <br>**(Cost: $918,042,688)** | &nbsp;&nbsp; 908085325 |
| **Liabilities in Excess of Other Assets — (3.3)%** | **Liabilities in Excess of Other Assets — (3.3)%** | **Liabilities in Excess of Other Assets — (3.3)%** | &nbsp;&nbsp; (28978237)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $879107088 |

---

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

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

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

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

<sup>(d)</sup> Rounds to less than 1,000.

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

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

<sup>(f)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

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

<sup>(h)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $4,075,402, representing 0.5% of its net assets as of period end, and an original cost of $2,280,648. 

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

<sup>(j)</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>(k)</sup> Convertible security.

<sup>(l)</sup> Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step- down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. 

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

<sup>(n)</sup> Zero-coupon bond.

<sup>(o)</sup> Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate. 

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

<sup>(q)</sup> All or a portion of the security is held by a wholly-owned subsidiary.

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

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

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

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

**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>| *Proceeds* <br>*from Sales*<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 | $4278715 | $39066525 <br><sup>(a)</sup><br>| &nbsp;&nbsp; $— | $— | $— | $43345240 | 43345240 | $158554 | $— |
| iShares Bitcoin Trust ETF | 1901347 |  | &nbsp;&nbsp; (592159)<br>| (279112)<br>| (110993)<br>| 919083 | 23922 |  |  |
| iShares China Large-Cap ETF | 349894 |  | &nbsp;&nbsp; — |  | (21840)<br>| 328054 | 9138 |  |  |
| iShares Ethereum Trust ETF | 367852 |  | &nbsp;&nbsp; — |  | (108240)<br>| 259612 | 16400 |  |  |
| iShares iBoxx $ High Yield Corporate Bond ETF | 11993712 | 2251060 | &nbsp;&nbsp; (5032579)<br>| (33781)<br>| (116528)<br>| 9061884 | 113900 | 117873 |  |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | 11867463 | 11118815 | &nbsp;&nbsp; — |  | (185570)<br>| 22800708 | 209200 | 85156 |  |
| iShares JP Morgan USD Emerging Markets Bond ETF | 1715132 |  | &nbsp;&nbsp; — |  | (41863)<br>| 1673269 | 17814 | 14564 |  |
| iShares MSCI Brazil ETF | 155228 |  | &nbsp;&nbsp; — |  | 32346 | 187574 | 4886 |  |  |
| iShares Russell 2000 ETF |  | 667640 | &nbsp;&nbsp; — |  | 1960 | 669600 | 2700 |  |  |
|  |  |  |  | $(312893)<br>| $(550728)<br>| $79245024 |  | $376147 | $— |

---

&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; 30-Year Euro Buxl Bond | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; $255 | &nbsp;&nbsp;&nbsp;&nbsp; $(2)<br>|
| &nbsp;&nbsp;&nbsp; Euro BOBL | &nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 33355 | &nbsp;&nbsp;&nbsp;&nbsp; (407639)<br>|
| &nbsp;&nbsp;&nbsp; Euro BTP | &nbsp;&nbsp; 202 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27149 | &nbsp;&nbsp;&nbsp;&nbsp; (854735)<br>|
| &nbsp;&nbsp;&nbsp; Euro OAT | &nbsp;&nbsp; 257 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35257 | &nbsp;&nbsp;&nbsp;&nbsp; (846846)<br>|
| &nbsp;&nbsp;&nbsp; Short Term Euro BTP | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2936 | &nbsp;&nbsp;&nbsp;&nbsp; (23697)<br>|
| &nbsp;&nbsp;&nbsp; KOSDAQ 150 Index | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; (4333)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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>|
| Long Contracts (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | &nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; $6468 | &nbsp;&nbsp;&nbsp;&nbsp; $(63331)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | &nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37770 | &nbsp;&nbsp;&nbsp;&nbsp; (453422)<br>|
| &nbsp;&nbsp;&nbsp; 3-Year Australian Treasury Bonds | &nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp; 06/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9154 | &nbsp;&nbsp;&nbsp;&nbsp; (47592)<br>|
| &nbsp;&nbsp;&nbsp; NASDAQ 100 E-Mini Index | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8609 | &nbsp;&nbsp;&nbsp;&nbsp; (352128)<br>|
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4659 | &nbsp;&nbsp;&nbsp;&nbsp; (26551)<br>|
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8840 | &nbsp;&nbsp;&nbsp;&nbsp; 44388 |
| &nbsp;&nbsp;&nbsp; 10-Year Canadian Bond | &nbsp;&nbsp; 243 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 20964 | &nbsp;&nbsp;&nbsp;&nbsp; (422332)<br>|
| &nbsp;&nbsp;&nbsp; Euro Stoxx Banks Index | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 338 | &nbsp;&nbsp;&nbsp;&nbsp; (9689)<br>|
| &nbsp;&nbsp;&nbsp; Long Gilt | &nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp; 06/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10458 | &nbsp;&nbsp;&nbsp;&nbsp; (553800)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 1089 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225933 | &nbsp;&nbsp;&nbsp;&nbsp; (479518)<br>|
| &nbsp;&nbsp;&nbsp; 30-Day Federal Funds | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 07/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1606 | &nbsp;&nbsp;&nbsp;&nbsp; (4590)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp; 03/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 36706 | &nbsp;&nbsp;&nbsp;&nbsp; (37957)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 36668 | &nbsp;&nbsp;&nbsp;&nbsp; 7680 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (4536094)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Euro Bund | &nbsp;&nbsp; 242 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35074 | &nbsp;&nbsp;&nbsp;&nbsp; 766810 |
| &nbsp;&nbsp;&nbsp; Euro-Schatz | &nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; 06/08/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5989 | &nbsp;&nbsp;&nbsp;&nbsp; 53758 |
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 06/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp; 16632 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 908 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100774 | &nbsp;&nbsp;&nbsp;&nbsp; 1617485 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4424 | &nbsp;&nbsp;&nbsp;&nbsp; 82546 |
| &nbsp;&nbsp;&nbsp; E-mini Russell 2000 Index | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 |
| &nbsp;&nbsp;&nbsp; S&P 500 E-Mini Index | &nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 28583 | &nbsp;&nbsp;&nbsp;&nbsp; 711111 |
| &nbsp;&nbsp;&nbsp; Euro Stoxx 50 Index | &nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; 06/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1397 | &nbsp;&nbsp;&nbsp;&nbsp; 14390 |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 3120 | &nbsp;&nbsp;&nbsp;&nbsp; 06/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 337496 | &nbsp;&nbsp;&nbsp;&nbsp; 2616924 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 5880694 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $1344600 |

---

**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>|
| CZK | 310000 | USD | 14551 | Morgan Stanley & Co. International PLC | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $49 |
| BRL | 950768 | USD | 182000 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1551 |
| BRL | 3718509 | USD | 712440 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5440 |
| BRL | 4628464 | USD | 886000 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7552 |
| BRL | 43247673 | USD | 8285947 | BNP Paribas SA | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63266 |
| BRL | 59594255 | USD | 11349276 | BNP Paribas SA | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155739 |
| BRL | 1398840 | USD | 267000 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3054 |
| BRL | 3248242 | USD | 620000 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7092 |
| BRL | 3611116 | USD | 691864 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5283 |
| BRL | 45348663 | USD | 8688482 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66340 |
| BRL | 8168997 | USD | 1538910 | Deutsche Bank AG | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38162 |
| BRL | 18336000 | USD | 3513047 | Deutsche Bank AG | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26823 |
| BRL | 5946263 | USD | 1122000 | HSBC Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25961 |
| BRL | 24390 | USD | 4673 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| BRL | 1788195 | USD | 337077 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8144 |
| BRL | 8138412 | USD | 1566194 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4974 |
| BRL | 12217000 | USD | 2340691 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17872 |
| BRL | 1409948 | USD | 270136 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2063 |
| BRL | 3430172 | USD | 657197 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5018 |
| BRL | 1847311 | USD | 352587 | State Street Bank and Trust Co. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4047 |
| CNH | 229549600 | USD | 33194549 | Canadian Imperial Bank of Commerce | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133161 |
| USD | 698050 | BRL | 3611116 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 903 |
| USD | 8756174 | BRL | 45348663 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1352 |
| USD | 33501662 | CNH | 229549600 | Deutsche Bank AG | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173952 |
| USD | 248296 | HKD | 1940000 | BNP Paribas SA | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 248674 | HKD | 1943000 | Natwest Markets PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $880 |
| USD | 354891 | INR | 33572280 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
| USD | 357000 | INR | 33122531 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7786 |
| AUD | 16647071 | USD | 11409093 | State Street Bank and Trust Co. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75783 |
| EUR | 14820000 | USD | 17104731 | Wells Fargo Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28959 |
| GBP | 5696784 | USD | 7518647 | Deutsche Bank AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21530 |
| JPY | 2850328000 | USD | 17866771 | Societe Generale | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100747 |
| NOK | 1910000 | USD | 195191 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2064 |
| SGD | 1470000 | USD | 1138954 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4799 |
| TRY | 47470000 | USD | 1049335 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13083 |
| USD | 575588 | AUD | 810000 | Standard Chartered Bank | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16766 |
| USD | 303668 | AUD | 430000 | State Street Bank and Trust Co. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7009 |
| USD | 541606 | AUD | 770000 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10381 |
| USD | 197460 | AUD | 280000 | Wells Fargo Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4287 |
| USD | 392239 | AUD | 560000 | Wells Fargo Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5893 |
| USD | 9809844 | AUD | 13797071 | Wells Fargo Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291193 |
| USD | 153427 | CAD | 210000 | JPMorgan Chase Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2427 |
| USD | 94989 | CAD | 130000 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1513 |
| USD | 1006085 | CAD | 1380000 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13797 |
| USD | 267282 | EUR | 230000 | Bank of America N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1375 |
| USD | 2497966 | EUR | 2150000 | Bank of America N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12309 |
| USD | 6424519 | GBP | 4766784 | Natwest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115276 |
| USD | 335774 | GBP | 250000 | Societe Generale | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4877 |
| USD | 905814 | GBP | 680000 | UBS AG | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5777 |
| USD | 1336568 | JPY | 212000000 | Bank of America N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| USD | 16810046 | JPY | 2612458000 | Barclays Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341981 |
| USD | 50012 | MXN | 890000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| USD | 53999 | MXN | 960000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 441 |
| USD | 90368 | MXN | 1610000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
| USD | 201004 | NOK | 1910000 | Barclays Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3749 |
| USD | 1164517 | SGD | 1470000 | State Street Bank and Trust Co. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20763 |
| USD | 3170000 | THB | 104039400 | Bank of America N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14217 |
| USD | 3180985 | THB | 98740000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185947 |
| USD | 68960 | ZAR | 1100000 | State Street Bank and Trust Co. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3978 |
| ZAR | 1100000 | USD | 64124 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 859 |
| USD | 806195 | THB | 25431421 | Citibank N.A. | 04/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34681 |
| USD | 102072 | EUR | 87095 | JPMorgan Chase Bank N.A. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| USD | 969 | EUR | 827 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| USD | 53116 | EUR | 45321 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697 |
| USD | 103902 | EUR | 88652 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1366 |
| USD | 117058 | EUR | 99881 | Morgan Stanley & Co. International PLC | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1534 |
| USD | 21086 | EUR | 17986 | State Street Bank and Trust Co. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
| ARS | 484040150 | USD | 312143 | Citibank N.A. | 04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33487 |
| CNH | 51139948 | USD | 7430975 | UBS AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5628 |
| COP | 1244695179 | GBP | 250100 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6067 |
| COP | 981024000 | USD | 264000 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1682 |
| COP | 3065700000 | USD | 825000 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5257 |
| COP | 5241247021 | USD | 1402340 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17101 |
| HUF | 29978003 | EUR | 77000 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914 |
| HUF | 206602450 | USD | 617000 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3310 |
| HUF | 1123348199 | USD | 3327946 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44832 |
| THB | 6015646 | USD | 182000 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
| THB | 14642479 | USD | 443000 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1731 |
| USD | 456354 | AUD | 649500 | Australia & New Zealand Bank Group | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8349 |
| USD | 321579 | AUD | 459950 | Bank of America N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4320 |
| USD | 264230 | AUD | 383000 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| USD | 610557 | AUD | 885000 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 112 |
| USD | 274000 | CAD | 374807 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4294 |
| USD | 1120000 | CAD | 1536045 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14686 |
| USD | 220234 | GBP | 164000 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3170 |
| USD | 875765 | GBP | 654500 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9494 |
| USD | 274000 | SGD | 348541 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2482 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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>|
| ZAR | 10536756 | USD | 617000 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $4674 |
| IDR | 8201445542 | USD | 481779 | Royal Bank of Canada | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307 |
| IDR | 21439112862 | USD | 1258476 | Royal Bank of Canada | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4342 |
| MXN | 5787091 | USD | 319328 | UBS AG | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2991 |
| TRY | 13027240 | USD | 281506 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
| USD | 282647 | CZK | 5830808 | Canadian Imperial Bank of Commerce | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7966 |
| USD | 282567 | CZK | 5812684 | Deutsche Bank AG | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8739 |
| USD | 2087874 | CZK | 43095346 | State Street Bank and Trust Co. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57712 |
| USD | 1306455 | HUF | 427545723 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23050 |
| USD | 4802568 | IDR | 81400646755 | BNP Paribas SA | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7864 |
| USD | 1738605 | INR | 160785110 | Bank of America N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28844 |
| USD | 13913631 | MXN | 245227741 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255389 |
| USD | 783385 | MXN | 13881552 | State Street Bank and Trust Co. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10236 |
| USD | 1946383 | PEN | 6542961 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68432 |
| USD | 517152 | PHP | 30000000 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22681 |
| USD | 2784695 | PHP | 165561227 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55854 |
| USD | 6191403 | PHP | 366942811 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143319 |
| USD | 123213 | PLN | 455382 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
| USD | 8351117 | PLN | 29901668 | Natwest Markets PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296476 |
| USD | 2993463 | THB | 92944036 | JPMorgan Chase Bank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169842 |
| USD | 4849081 | THB | 150559129 | JPMorgan Chase Bank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275126 |
| USD | 327452 | UYU | 12537826 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18144 |
| CZK | 17667717 | USD | 829047 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3265 |
| EUR | 392948 | USD | 451001 | Canadian Imperial Bank of Commerce | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3749 |
| EUR | 145136 | USD | 166821 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1142 |
| IDR | 2816847996 | USD | 165462 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
| USD | 1322585 | CZK | 27151937 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43480 |
| USD | 94046 | EUR | 79532 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2005 |
| USD | 110426 | EUR | 93384 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2355 |
| USD | 271379 | EUR | 229497 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5787 |
| USD | 312598 | EUR | 264377 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6640 |
| USD | 350746 | EUR | 296616 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7479 |
| USD | 464659 | EUR | 392948 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9908 |
| USD | 957139 | EUR | 809493 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20330 |
| USD | 214048 | EUR | 184056 | Deutsche Bank AG | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1044 |
| USD | 96363 | EUR | 81354 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213 |
| USD | 890 | GBP | 667 | UBS AG | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8 |
| USD | 596089 | IDR | 10083380574 | Citibank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2166 |
| USD | 169416 | INR | 15496573 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4666 |
| USD | 219849 | MXN | 3904187 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2419 |
| USD | 674321 | MXN | 11679725 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23860 |
| USD | 266935 | PEN | 898237 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9138 |
| USD | 585496 | PHP | 35112204 | JPMorgan Chase Bank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6808 |
| USD | 19241 | PLN | 71153 | Citibank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| USD | 1304208 | PLN | 4664952 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47607 |
| USD | 5643 | TWD | 179700 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| USD | 971828 | ZAR | 16121782 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20915 |
| USD | 2360607 | ZAR | 37949944 | Natwest Markets PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122201 |
| USD | 13248259 | ZAR | 215954569 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510584 |
| USD | 226112 | ZAR | 3668430 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9736 |
| USD | 276000 | PEN | 955374 | HSBC Bank PLC | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888 |
| BRL | 3741970 | USD | 704530 | Barclays Bank PLC | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13495 |
| BRL | 43519879 | USD | 8236193 | BNP Paribas SA | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114585 |
| CAD | 943000 | USD | 677334 | Bank of America N.A. | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1617 |
| CZK | 20470000 | USD | 956600 | Societe Generale | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7824 |
| EUR | 150000 | JPY | 27416841 | JPMorgan Chase Bank N.A. | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
| EUR | 85694261 | USD | 98362341 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 851703 |
| HUF | 77070000 | USD | 228369 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2817 |
| MXN | 245630000 | USD | 13541688 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127463 |
| NZD | 140000 | USD | 79966 | BNP Paribas SA | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579 |
| PLN | 2784000 | USD | 742571 | Canadian Imperial Bank of Commerce | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7338 |
| SEK | 4156000 | USD | 434929 | Natwest Markets PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4881 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 496292 | HKD | 3883000 | Morgan Stanley & Co. International PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $122 |
| USD | 3003498 | THB | 98740000 | Goldman Sachs International | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1438 |
| USD | 158914 | EGP | 8716440 | Citibank N.A. | 05/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5853 |
| USD | 218778 | EGP | 11999996 | Citibank N.A. | 05/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8057 |
| INR | 7292547 | USD | 76520 | Citibank N.A. | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
| INR | 611755782 | USD | 6419095 | Citibank N.A. | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52713 |
| USD | 269000 | INR | 25409605 | Citibank N.A. | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| USD | 1303000 | INR | 123080728 | Citibank N.A. | 05/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 920 |
| BRL | 1169748 | USD | 210417 | JPMorgan Chase Bank N.A. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12452 |
| USD | 115834 | CLP | 102741010 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4837 |
| USD | 647613 | CNH | 4433849 | UBS AG | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| USD | 447886 | CZK | 9374433 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6067 |
| USD | 899232 | CZK | 18911748 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7918 |
| USD | 326439 | CZK | 6749051 | Morgan Stanley & Co. International PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8355 |
| USD | 147424 | HUF | 48024033 | Societe Generale | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3687 |
| USD | 647613 | IDR | 10961484686 | HSBC Bank PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3090 |
| USD | 716618 | IDR | 12125893178 | Standard Chartered Bank | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3629 |
| USD | 642348 | INR | 59416548 | Goldman Sachs International | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14991 |
| USD | 716618 | INR | 66566646 | Standard Chartered Bank | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13766 |
| USD | 647613 | MXN | 11305808 | HSBC Bank PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20251 |
| USD | 647613 | MYR | 2540197 | Barclays Bank PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18970 |
| USD | 115834 | PEN | 390581 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3977 |
| USD | 447886 | PEN | 1542743 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6064 |
| USD | 899232 | PLN | 3320710 | BNP Paribas SA | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4895 |
| USD | 468598 | PLN | 1692410 | Canadian Imperial Bank of Commerce | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12796 |
| USD | 447886 | PLN | 1642031 | HSBC Bank PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5652 |
| USD | 579167 | THB | 18173508 | Deutsche Bank AG | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25122 |
| USD | 899232 | THB | 28487670 | Morgan Stanley & Co. International PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30745 |
| USD | 458068 | ZAR | 7434379 | Wells Fargo Bank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20959 |
| BRL | 4131017 | USD | 783250 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 978 |
| BRL | 24837640 | USD | 4651470 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63680 |
| BRL | 19445000 | USD | 3640909 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50508 |
| BRL | 24000000 | USD | 4493793 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62340 |
| BRL | 4800253 | USD | 895837 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15438 |
| BRL | 9426700 | USD | 1762000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27554 |
| CNH | 10993 | AUD | 2278 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| CNH | 23416 | JPY | 534673 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| CNH | 113990000 | USD | 16567750 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69627 |
| CNH | 128435000 | USD | 18667243 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78450 |
| CNH | 34964316 | USD | 5082313 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20893 |
| CNH | 136151351 | USD | 19790000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81931 |
| COP | 3000000000 | USD | 784794 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18543 |
| COP | 16943925000 | USD | 4432496 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104730 |
| EUR | 1843672 | AUD | 3053328 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34108 |
| EUR | 5678200 | USD | 6565532 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20423 |
| JPY | 549745026 | AUD | 4988467 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48077 |
| JPY | 520467473 | USD | 3297458 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2936 |
| NOK | 13264603 | CAD | 1854366 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31673 |
| TRY | 1079210 | USD | 22000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
| TRY | 267000 | USD | 5513 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| USD | 2286450 | AUD | 3261246 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38851 |
| USD | 2790000 | AUD | 3979705 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47251 |
| USD | 8204 | CHF | 6328 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| USD | 1928609 | CZK | 40654956 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12367 |
| USD | 2599447 | EUR | 2238857 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2672 |
| USD | 5311251 | EUR | 4571000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9500 |
| USD | 9377100 | EUR | 8076111 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9887 |
| USD | 4650000 | EUR | 4004750 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5024 |
| USD | 43561694 | EUR | 37515000 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49293 |
| USD | 57138467 | EUR | 49207625 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64179 |
| USD | 987960 | GBP | 740000 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8716 |
| USD | 2193692 | GBP | 1642976 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19538 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 4266904 | GBP | 3195991 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $37641 |
| USD | 98234 | HKD | 765564 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| USD | 60090 | HKD | 468520 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| USD | 57817 | HKD | 450000 | Standard Chartered Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| USD | 455707 | IDR | 7670000000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4875 |
| USD | 434976 | IDR | 7396679885 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| USD | 1578511 | IDR | 26842263853 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
| USD | 3612971 | IDR | 61437850000 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1741 |
| USD | 147744 | IDR | 2504700000 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| USD | 227610 | IDR | 3830000000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2488 |
| USD | 458024 | IDR | 7720000000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4254 |
| USD | 228283 | IDR | 3850000000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1986 |
| USD | 676053 | INR | 62900000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12716 |
| USD | 4298880 | INR | 400604029 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74150 |
| USD | 4980362 | INR | 464110000 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85904 |
| USD | 391660 | JPY | 60600000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7383 |
| USD | 93417 | JPY | 14714669 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| USD | 17679233 | JPY | 2779206843 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55697 |
| USD | 4340000 | JPY | 682232072 | Wells Fargo Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13823 |
| USD | 22043336 | JPY | 3465276565 | Wells Fargo Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69288 |
| USD | 2091015 | KRW | 3084100000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36386 |
| USD | 21596941 | MXN | 387127629 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130150 |
| USD | 621382 | MXN | 11193265 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
| USD | 434976 | MXN | 7832468 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 654 |
| USD | 8704765 | MXN | 156800363 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9956 |
| USD | 4047971 | NOK | 39109662 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11188 |
| USD | 2000612 | PHP | 119858675 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32102 |
| USD | 386779 | PLN | 1432744 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
| USD | 180570 | SEK | 1662911 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4237 |
| USD | 434976 | ZAR | 7311062 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5390 |
| USD | 10330946 | ZAR | 173635472 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128410 |
| USD | 7156500 | ZAR | 120290759 | Canadian Imperial Bank of Commerce | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88412 |
| USD | 5071558 | AUD | 7100000 | Natwest Markets PLC | 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178440 |
| USD | 11576 | IDR | 196930000 | BNP Paribas SA | 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| INR | 16721250 | USD | 175000 | Citibank N.A. | 07/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 837 |
| INR | 58954350 | USD | 617000 | Citibank N.A. | 07/06/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2952 |
| COP | 150046535 | USD | 39004 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995 |
| NGN | 145165613 | USD | 97182 | Citibank N.A. | 07/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3175 |
| NGN | 534399519 | USD | 357757 | Citibank N.A. | 07/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11689 |
| MXN | 1505300 | USD | 82245 | Goldman Sachs International | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 774 |
| MXN | 5012800 | USD | 272765 | Goldman Sachs International | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3696 |
| MXN | 102662000 | USD | 5451873 | Morgan Stanley & Co. International PLC | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210032 |
| USD | 6125970 | MXN | 109180100 | HSBC Bank PLC | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104586 |
| USD | 3365979 | HKD | 26000000 | Citibank N.A. | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19422 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8417442 |
| BRL | 2708299 | USD | 523530 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (677)<br>|
| BRL | 32421853 | USD | 6260193 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (967)<br>|
| HKD | 3883000 | USD | 495319 | Morgan Stanley & Co. International PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114)<br>|
| INR | 33572280 | USD | 357000 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3044)<br>|
| INR | 33122531 | USD | 350137 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (923)<br>|
| USD | 182160 | BRL | 950768 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1391)<br>|
| USD | 704530 | BRL | 3718509 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13350)<br>|
| USD | 886781 | BRL | 4628464 | Barclays Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6771)<br>|
| USD | 8236193 | BRL | 43247673 | BNP Paribas SA | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (113020)<br>|
| USD | 11417836 | BRL | 59594255 | BNP Paribas SA | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (87179)<br>|
| USD | 268008 | BRL | 1398840 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2046)<br>|
| USD | 518891 | BRL | 2708299 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3962)<br>|
| USD | 622340 | BRL | 3248242 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4752)<br>|
| USD | 6211797 | BRL | 32421853 | Citibank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (47429)<br>|
| USD | 1565122 | BRL | 8168997 | Deutsche Bank AG | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11950)<br>|
| USD | 3280319 | BRL | 18336000 | Deutsche Bank AG | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (259552)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 1139262 | BRL | 5946263 | HSBC Bank PLC | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(8699)<br>|
| USD | 4625 | BRL | 24390 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84)<br>|
| USD | 342605 | BRL | 1788195 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2616)<br>|
| USD | 1559262 | BRL | 8138412 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11906)<br>|
| USD | 2199993 | BRL | 12217000 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (158570)<br>|
| USD | 268000 | BRL | 1409948 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4199)<br>|
| USD | 652000 | BRL | 3430172 | Societe Generale | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10215)<br>|
| CAD | 2663000 | USD | 1951270 | Toronto-Dominion Bank | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36442)<br>|
| CZK | 24200000 | USD | 1179115 | Morgan Stanley & Co. International PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39352)<br>|
| EUR | 150000 | JPY | 27564336 | Barclays Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (338)<br>|
| EUR | 73254261 | USD | 86635690 | BNP Paribas SA | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1945012)<br>|
| HUF | 172690000 | USD | 541161 | BNP Paribas SA | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22056)<br>|
| JPY | 27448056 | EUR | 150000 | JPMorgan Chase Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395)<br>|
| MXN | 249090000 | USD | 14401965 | JPMorgan Chase Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (505343)<br>|
| NZD | 140000 | USD | 83911 | Natwest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3447)<br>|
| PLN | 2784000 | USD | 778184 | Natwest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28229)<br>|
| SEK | 4156000 | USD | 460695 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21563)<br>|
| THB | 98409480 | USD | 3170000 | Citibank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184987)<br>|
| THB | 98740000 | USD | 3005784 | Goldman Sachs International | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10745)<br>|
| USD | 676459 | CAD | 943000 | Bank of America N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1604)<br>|
| USD | 45578 | CZK | 970000 | Natwest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106)<br>|
| USD | 956271 | CZK | 20470000 | Societe Generale | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7818)<br>|
| USD | 129950 | CZK | 2760000 | Standard Chartered Bank | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (40)<br>|
| USD | 98221725 | EUR | 85694261 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (851079)<br>|
| USD | 125827 | HUF | 42530000 | Canadian Imperial Bank of Commerce | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2018)<br>|
| USD | 228809 | HUF | 77070000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2863)<br>|
| USD | 155439 | HUF | 53090000 | JPMorgan Chase Bank N.A. | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4149)<br>|
| USD | 162826 | JPY | 25870000 | Barclays Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (250)<br>|
| USD | 13577019 | MXN | 245630000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (126571)<br>|
| USD | 79883 | NZD | 140000 | BNP Paribas SA | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (581)<br>|
| USD | 742613 | PLN | 2784000 | Canadian Imperial Bank of Commerce | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7342)<br>|
| USD | 434259 | SEK | 4156000 | Natwest Markets PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4873)<br>|
| USD | 1060533 | TRY | 47470000 | HSBC Bank PLC | 04/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1886)<br>|
| EUR | 470 | USD | 550 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7)<br>|
| EUR | 711 | USD | 833 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11)<br>|
| EUR | 1285 | USD | 1506 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20)<br>|
| EUR | 1873 | USD | 2195 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29)<br>|
| EUR | 9742 | USD | 11417 | Canadian Imperial Bank of Commerce | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (150)<br>|
| EUR | 101772 | USD | 118507 | Wells Fargo Bank N.A. | 04/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (796)<br>|
| THB | 10097225 | USD | 326138 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19626)<br>|
| THB | 10232162 | USD | 330496 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19888)<br>|
| THB | 20257217 | USD | 654303 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39374)<br>|
| THB | 20527929 | USD | 663047 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39900)<br>|
| THB | 33803752 | USD | 1090838 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64690)<br>|
| THB | 34255497 | USD | 1105415 | Barclays Bank PLC | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (65555)<br>|
| THB | 10060593 | USD | 324535 | Citibank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19136)<br>|
| THB | 10124345 | USD | 326908 | Citibank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19573)<br>|
| THB | 10195041 | USD | 328872 | Citibank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19391)<br>|
| THB | 10259645 | USD | 331277 | Citibank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19835)<br>|
| THB | 10122531 | USD | 326691 | JPMorgan Chase Bank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19411)<br>|
| THB | 10257806 | USD | 331057 | JPMorgan Chase Bank N.A. | 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19671)<br>|
| EGP | 7690501 | USD | 156470 | Societe Generale | 04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18274)<br>|
| EGP | 29273789 | USD | 595601 | Societe Generale | 04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69561)<br>|
| CHF | 212166 | USD | 271000 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5015)<br>|
| CHF | 522830 | USD | 665000 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9546)<br>|
| CLP | 832896000 | USD | 900000 | UBS AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (422)<br>|
| CLP | 3326308992 | USD | 3594300 | UBS AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1685)<br>|
| CNH | 4159938 | USD | 605420 | UBS AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (496)<br>|
| CZK | 59408171 | USD | 2811890 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13355)<br>|
| CZK | 11381932 | USD | 541070 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4902)<br>|
| EUR | 582800 | HUF | 227751101 | Canadian Imperial Bank of Commerce | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9475)<br>|
| EUR | 77000 | HUF | 29703458 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (89)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 396712 | USD | 461421 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(2402)<br>|
| EUR | 1113485 | USD | 1290487 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2121)<br>|
| IDR | 3468358278 | USD | 204930 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (620)<br>|
| IDR | 115183360954 | USD | 6805677 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20606)<br>|
| INR | 40628627 | USD | 433520 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1189)<br>|
| INR | 601584726 | USD | 6419095 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (17605)<br>|
| JPY | 106117286 | USD | 670000 | Bank of America N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102)<br>|
| KRW | 664362670 | USD | 443000 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1102)<br>|
| KRW | 1011390936 | USD | 674400 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1678)<br>|
| MXN | 123082309 | USD | 6903659 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (46724)<br>|
| MXN | 29514346 | USD | 1658179 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13930)<br>|
| MYR | 1832576 | USD | 468450 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15470)<br>|
| MYR | 38024386 | USD | 9719935 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (320987)<br>|
| PEN | 620212 | USD | 179000 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (960)<br>|
| PLN | 18759730 | USD | 5084887 | Canadian Imperial Bank of Commerce | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (31532)<br>|
| RON | 6019741 | USD | 1367820 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4602)<br>|
| SGD | 348591 | USD | 274000 | Canadian Imperial Bank of Commerce | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2443)<br>|
| THB | 33173553 | USD | 1014730 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7161)<br>|
| THB | 257361949 | USD | 7872322 | HSBC Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (55555)<br>|
| USD | 264000 | CLP | 246180000 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1889)<br>|
| USD | 822000 | CLP | 766515000 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5883)<br>|
| USD | 34840 | COP | 130214500 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (425)<br>|
| USD | 624000 | IDR | 10598016000 | Standard Chartered Bank | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (294)<br>|
| USD | 357000 | INR | 33647250 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1042)<br>|
| USD | 76520 | INR | 7251035 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639)<br>|
| USD | 6419095 | INR | 608273423 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (53569)<br>|
| USD | 350000 | MXN | 6350470 | Goldman Sachs International | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3786)<br>|
| USD | 128851 | MXN | 2326648 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (767)<br>|
| USD | 451525 | MXN | 8153154 | JPMorgan Chase Bank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2689)<br>|
| USD | 224149 | MXN | 4043072 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1091)<br>|
| USD | 785475 | MXN | 14167933 | Morgan Stanley & Co. International PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3822)<br>|
| USD | 614000 | PEN | 2148969 | Deutsche Bank AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2889)<br>|
| USD | 263000 | PHP | 16040370 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1443)<br>|
| USD | 815000 | PHP | 49706850 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4471)<br>|
| USD | 350000 | THB | 11534250 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (326)<br>|
| USD | 815000 | THB | 26858325 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (759)<br>|
| USD | 145800 | TRY | 6684726 | UBS AG | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (551)<br>|
| USD | 350000 | ZAR | 6028820 | Bank of America N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5704)<br>|
| ZAR | 20418633 | USD | 1213540 | Barclays Bank PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8830)<br>|
| ZAR | 4477334 | USD | 265000 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (835)<br>|
| ZAR | 13871288 | USD | 821000 | Citibank N.A. | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2587)<br>|
| ZAR | 102609696 | USD | 6064932 | Natwest Markets PLC | 04/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10906)<br>|
| IDR | 14247348378 | USD | 844874 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5669)<br>|
| INR | 163123963 | USD | 1756287 | BNP Paribas SA | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21656)<br>|
| MXN | 1164136 | USD | 66983 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2145)<br>|
| MXN | 14644209 | USD | 842686 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27060)<br>|
| MXN | 12579258 | USD | 702766 | UBS AG | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2150)<br>|
| PEN | 1578225 | USD | 469850 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16870)<br>|
| PEN | 2775500 | USD | 826534 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (29914)<br>|
| PHP | 11049227 | USD | 186863 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4746)<br>|
| PHP | 29620686 | USD | 489517 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1298)<br>|
| PHP | 20746064 | USD | 343194 | Goldman Sachs International | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1250)<br>|
| PHP | 20747616 | USD | 343418 | JPMorgan Chase Bank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1449)<br>|
| THB | 55686404 | USD | 1761163 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69422)<br>|
| USD | 1634000 | CNH | 11282360 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6981)<br>|
| USD | 1331502 | CNH | 9223545 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10032)<br>|
| USD | 5795704 | COP | 21842559292 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114413)<br>|
| USD | 891500 | IDR | 15175657332 | BNP Paribas SA | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2385)<br>|
| USD | 198013 | IDR | 3364440534 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (161)<br>|
| USD | 25500 | TRY | 1180058 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (234)<br>|
| USD | 83218 | TRY | 3851079 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (765)<br>|
| AUD | 69793 | USD | 49052 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (913)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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>|
| CLP | 38745300 | USD | 42605 | Standard Chartered Bank | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(755)<br>|
| EUR | 78522 | USD | 91085 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (214)<br>|
| EUR | 93384 | USD | 108341 | JPMorgan Chase Bank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (270)<br>|
| INR | 14660963 | USD | 157854 | Societe Generale | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1987)<br>|
| JPY | 15395438 | USD | 98022 | Barclays Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (801)<br>|
| MXN | 3946062 | USD | 221831 | HSBC Bank PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2069)<br>|
| MXN | 237600 | USD | 13415 | JPMorgan Chase Bank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182)<br>|
| PEN | 898237 | USD | 259546 | Citibank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1749)<br>|
| USD | 69861 | CNH | 481300 | UBS AG | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (147)<br>|
| USD | 28936 | COP | 110275967 | Citibank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (894)<br>|
| USD | 1563436 | COP | 5866482583 | Citibank N.A. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (23430)<br>|
| USD | 11019 | HUF | 3691000 | UBS AG | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60)<br>|
| ZAR | 15427204 | USD | 922559 | Goldman Sachs International | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12614)<br>|
| ZAR | 290995 | USD | 17512 | Morgan Stanley & Co. International PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (348)<br>|
| ZAR | 3510382 | USD | 208212 | Natwest Markets PLC | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1159)<br>|
| ZAR | 6680960 | USD | 405334 | UBS AG | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11270)<br>|
| PEN | 461348 | USD | 138000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5632)<br>|
| PEN | 461569 | USD | 138000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5569)<br>|
| PEN | 1875479 | USD | 561000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22895)<br>|
| PEN | 1876377 | USD | 561000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22638)<br>|
| USD | 279715 | TRY | 12990497 | Barclays Bank PLC | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1009)<br>|
| USD | 88000 | BRL | 460237 | BNP Paribas SA | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (312)<br>|
| USD | 11278289 | BRL | 59594255 | BNP Paribas SA | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (156908)<br>|
| USD | 438000 | BRL | 2305763 | Citibank N.A. | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4440)<br>|
| USD | 1019000 | BRL | 5364322 | Citibank N.A. | 05/05/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10329)<br>|
| THB | 104102800 | USD | 3170000 | Bank of America N.A. | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4891)<br>|
| TRY | 47470000 | USD | 1023002 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (397)<br>|
| USD | 11405201 | AUD | 16647071 | State Street Bank and Trust Co. | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75587)<br>|
| USD | 33277032 | CNH | 229549600 | Canadian Imperial Bank of Commerce | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133064)<br>|
| USD | 7518432 | GBP | 5696784 | Deutsche Bank AG | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21480)<br>|
| USD | 380163 | JPY | 60450000 | Bank of America N.A. | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1870)<br>|
| USD | 17912708 | JPY | 2850328000 | Societe Generale | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100846)<br>|
| USD | 195167 | NOK | 1910000 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2063)<br>|
| USD | 1141377 | SGD | 1470000 | UBS AG | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4832)<br>|
| USD | 63982 | ZAR | 1100000 | HSBC Bank PLC | 05/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (856)<br>|
| USD | 212885 | BRL | 1186963 | State Street Bank and Trust Co. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13263)<br>|
| USD | 704513 | BRL | 3925053 | State Street Bank and Trust Co. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43316)<br>|
| USD | 458068 | BRL | 2439126 | Bank of America N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5867)<br>|
| USD | 895772 | BRL | 4780735 | BNP Paribas SA | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13549)<br>|
| USD | 899232 | BRL | 4843983 | Morgan Stanley & Co. International PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22119)<br>|
| USD | 231666 | COP | 895760682 | Citibank N.A. | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8632)<br>|
| USD | 899232 | IDR | 15295936320 | Barclays Bank PLC | 06/09/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (152)<br>|
| AUD | 25302810 | USD | 17735668 | Wells Fargo Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (297373)<br>|
| CAD | 1931383 | USD | 1429473 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (36464)<br>|
| CAD | 6030068 | USD | 4463470 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (114289)<br>|
| CAD | 23262291 | USD | 17220000 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (442092)<br>|
| CHF | 462805 | USD | 600000 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (16379)<br>|
| CNH | 1580000 | USD | 230987 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (379)<br>|
| CZK | 11178993 | USD | 530000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3086)<br>|
| DKK | 2571718 | USD | 400000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (644)<br>|
| DKK | 7306228 | USD | 1136403 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1837)<br>|
| EUR | 3605000 | USD | 4185649 | Canadian Imperial Bank of Commerce | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4329)<br>|
| GBP | 5498769 | EUR | 6322998 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (57301)<br>|
| IDR | 11520000000 | USD | 678845 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1716)<br>|
| IDR | 26928247495 | USD | 1583567 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (763)<br>|
| INR | 42000000 | USD | 461082 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18155)<br>|
| INR | 59690735 | USD | 640541 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11048)<br>|
| INR | 463550000 | USD | 4974353 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85800)<br>|
| INR | 20900000 | USD | 228803 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8394)<br>|
| JPY | 3863521427 | EUR | 21166501 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (50918)<br>|
| JPY | 9025601052 | USD | 57415952 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (182717)<br>|
| KRW | 884958000 | USD | 600000 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10441)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**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 | 2045905000 | USD | 1387120 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(24137)<br>|
| MXN | 24194327 | USD | 1343756 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2145)<br>|
| MXN | 152771717 | USD | 8480988 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9574)<br>|
| MXN | 206615000 | USD | 11468332 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11229)<br>|
| MXN | 31621381 | USD | 1762000 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8548)<br>|
| NOK | 18361359 | USD | 1900000 | Wells Fargo Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4795)<br>|
| NZD | 283189 | USD | 167779 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4610)<br>|
| PLN | 6557981 | USD | 1770000 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3873)<br>|
| SEK | 33581512 | USD | 3646000 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (85048)<br>|
| SGD | 188100 | USD | 148374 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1294)<br>|
| SGD | 190950 | USD | 149722 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (413)<br>|
| SGD | 2288801 | USD | 1800000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10322)<br>|
| SGD | 290000 | USD | 230243 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3484)<br>|
| USD | 1898000 | BRL | 10068890 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13467)<br>|
| USD | 2390921 | BRL | 12766897 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32732)<br>|
| USD | 5470257 | BRL | 29215000 | Goldman Sachs International | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (75886)<br>|
| USD | 1952000 | BRL | 10377808 | UBS AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18111)<br>|
| USD | 923682 | CNH | 6355000 | Deutsche Bank AG | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3860)<br>|
| USD | 1712161 | CNH | 11779696 | JPMorgan Chase Bank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7141)<br>|
| USD | 908914 | COP | 3474470000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21476)<br>|
| USD | 6567330 | EUR | 5680000 | BNP Paribas SA | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20714)<br>|
| USD | 8903474 | EUR | 7690000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15901)<br>|
| USD | 515343 | EUR | 444616 | Natwest Markets PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (352)<br>|
| USD | 201319 | EUR | 173698 | Toronto-Dominion Bank | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (148)<br>|
| USD | 780721 | HUF | 269785000 | HSBC Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (26344)<br>|
| USD | 148928 | IDR | 2542650000 | Bank of America N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (525)<br>|
| USD | 1431 | TRY | 70221 | Barclays Bank PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (19)<br>|
| USD | 621382 | ZAR | 10637873 | Morgan Stanley & Co. International PLC | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3682)<br>|
| ZAR | 22721570 | USD | 1343756 | Citibank N.A. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8674)<br>|
| ZAR | 11372890 | USD | 676470 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8218)<br>|
| ZAR | 103055000 | USD | 6129770 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (74427)<br>|
| ZAR | 119223089 | USD | 7091542 | State Street Bank and Trust Co. | 06/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86188)<br>|
| USD | 3133000 | BRL | 16734763 | State Street Bank and Trust Co. | 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (43144)<br>|
| USD | 55147 | COP | 212176767 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1415)<br>|
| USD | 97237 | COP | 366243353 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (395)<br>|
| USD | 233508 | COP | 885812717 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2629)<br>|
| USD | 265392 | COP | 1008356748 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3413)<br>|
| USD | 273829 | COP | 1053556781 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7025)<br>|
| USD | 295811 | COP | 1149819110 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (10704)<br>|
| USD | 644522 | COP | 2438872952 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5625)<br>|
| USD | 105000 | INR | 10166100 | HSBC Bank PLC | 10/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (878)<br>|
| HKD | 2545600 | USD | 328337 | HSBC Bank PLC | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (684)<br>|
| HKD | 2546201 | USD | 328415 | HSBC Bank PLC | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (684)<br>|
| HKD | 5000000 | USD | 644845 | HSBC Bank PLC | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1276)<br>|
| HKD | 5000000 | USD | 644912 | UBS AG | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1343)<br>|
| HKD | 5092490 | USD | 656841 | UBS AG | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1368)<br>|
| HKD | 5815709 | USD | 750114 | UBS AG | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1552)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8797949)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(380507)<br>|

---

**Exchange-Traded Options Purchased** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp; 04/10/26 | USD | 608.00 | USD | 3290 | &nbsp;&nbsp;&nbsp;&nbsp; $1850 |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 114 | &nbsp;&nbsp;&nbsp;&nbsp; 665 |
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 280.00 | EUR | 119 | &nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 400.00 | USD | 132 | &nbsp;&nbsp;&nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 615.00 | USD | 1328 | &nbsp;&nbsp;&nbsp;&nbsp; 1231 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Exchange-Traded Options Purchased (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Call (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 90.00 | USD | 608 | &nbsp;&nbsp;&nbsp;&nbsp; $1026 |
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 1136 | &nbsp;&nbsp;&nbsp;&nbsp; 517 |
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 300.00 | USD | 142 | &nbsp;&nbsp;&nbsp;&nbsp; 72 |
| &nbsp;&nbsp;&nbsp; Safran SA | &nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 350.00 | EUR | 140 | &nbsp;&nbsp;&nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 700.00 | USD | 4032 | &nbsp;&nbsp;&nbsp;&nbsp; 690 |
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 115.00 | USD | 37 | &nbsp;&nbsp;&nbsp;&nbsp; 172 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. | &nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 75.00 | USD | 160 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note Future | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 112.50 | USD | 666 | &nbsp;&nbsp;&nbsp;&nbsp; 1219 |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note Future | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 108.50 | USD | 2055 | &nbsp;&nbsp;&nbsp;&nbsp; 6383 |
| &nbsp;&nbsp;&nbsp; U.S. Long Bond Future | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 115.00 | USD | 682 | &nbsp;&nbsp;&nbsp;&nbsp; 5250 |
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 05/08/26 | JPY | 56000.00 | JPY | 51064 | &nbsp;&nbsp;&nbsp;&nbsp; 3718 |
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 1000.00 | USD | 175 | &nbsp;&nbsp;&nbsp;&nbsp; 4650 |
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 85.00 | USD | 464 | &nbsp;&nbsp;&nbsp;&nbsp; 10464 |
| &nbsp;&nbsp;&nbsp; UniCredit SpA | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | EUR | 68.00 | EUR | 93 | &nbsp;&nbsp;&nbsp;&nbsp; 1556 |
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 320.00 | USD | 170 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 567 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 80.00 | USD | 4511 | &nbsp;&nbsp;&nbsp;&nbsp; 22364 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $69553 |

---

**OTC Barrier Options Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Type of Option* | *Counterparty* | &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp; *Barrier* <br>*Price/Range* | &nbsp;&nbsp; *Barrier* <br>*Price/Range* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Put  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | BNP Paribas SA | 04/03/26 | KRW | 1400.00 | KRW | 1400.00 | USD | 13 | &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | HSBC Bank PLC | 04/09/26 | KRW | 1415.00 | KRW | 1415.00 | USD | 215 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp; USD Currency | Up-and-in | BNP Paribas SA | 04/16/26 | JPY | 159.00 | JPY | 163.00 | USD | 993 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | Standard Chartered Bank | 05/11/26 | INR | 89.00 | INR | 89.00 | USD | 288 | &nbsp;&nbsp; 3964 |
| &nbsp;&nbsp;&nbsp; EUR Currency | One Touch | Bank of America N.A. | 05/14/26 | MXN | 19.80 | MXN | 19.80 | EUR | 118 | &nbsp;&nbsp; 3178 |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | BNP Paribas SA | 05/22/26 | JPY | 150.00 | JPY | 150.00 | USD | 60 | &nbsp;&nbsp; 4370 |
| &nbsp;&nbsp;&nbsp; EUR Currency | One Touch | Deutsche Bank AG | 06/04/26 | USD | 1.12 | USD | 1.125 | EUR | 342 | &nbsp;&nbsp; 53773 |
|  |  |  |  |  |  |  |  |  |  | &nbsp;&nbsp; $66439 |

---

**OTC Options Purchased** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | *Number of* <br>*Contracts*<br>| *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/01/26 | &nbsp;&nbsp; ZAR | 16.60 | &nbsp;&nbsp; USD | 2226 | &nbsp;&nbsp; $41829 |
| &nbsp;&nbsp;&nbsp; EUR Currency | Citibank N.A. | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/09/26 | &nbsp;&nbsp; BRL | 6.29 | &nbsp;&nbsp; EUR | 1033 | &nbsp;&nbsp; 560 |
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/09/26 | &nbsp;&nbsp; THB | 32.00 | &nbsp;&nbsp; USD | 1101 | &nbsp;&nbsp; 20208 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp; CLP | 910.00 | &nbsp;&nbsp; USD | 273 | &nbsp;&nbsp; 6383 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp; CLP | 910.00 | &nbsp;&nbsp; USD | 667 | &nbsp;&nbsp; 15595 |
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/15/26 | &nbsp;&nbsp; USD | 1.22 | &nbsp;&nbsp; EUR | 958 | &nbsp;&nbsp; 25 |
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/22/26 | &nbsp;&nbsp; MXN | 18.10 | &nbsp;&nbsp; USD | 1238 | &nbsp;&nbsp; 12028 |
| &nbsp;&nbsp;&nbsp; USD Currency | Standard Chartered Bank | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/22/26 | &nbsp;&nbsp; THB | 33.00 | &nbsp;&nbsp; USD | 1091 | &nbsp;&nbsp; 6734 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/27/26 | &nbsp;&nbsp; BRL | 5.45 | &nbsp;&nbsp; USD | 2799 | &nbsp;&nbsp; 12075 |
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/07/26 | &nbsp;&nbsp; IDR | 16900.00 | &nbsp;&nbsp; USD | 250 | &nbsp;&nbsp; 2754 |
| &nbsp;&nbsp;&nbsp; KOSPI 200 Index | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 05/14/26 | &nbsp;&nbsp; KRW | 870.00 | &nbsp;&nbsp; KRW | 186143 | &nbsp;&nbsp; 2613 |
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/22/26 | &nbsp;&nbsp; COP | 3850.00 | &nbsp;&nbsp; USD | 1773 | &nbsp;&nbsp; 17393 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | 3920.00 | &nbsp;&nbsp; USD | 20 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | 3920.00 | &nbsp;&nbsp; USD | 66 | &nbsp;&nbsp; 498 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | 3920.00 | &nbsp;&nbsp; USD | 1972 | &nbsp;&nbsp; 14908 |
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | &nbsp;&nbsp; — | &nbsp;&nbsp; 07/06/26 | &nbsp;&nbsp; USD | 0.69 | &nbsp;&nbsp; AUD | 81 | &nbsp;&nbsp; 1402 |
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | &nbsp;&nbsp; — | &nbsp;&nbsp; 07/06/26 | &nbsp;&nbsp; USD | 0.69 | &nbsp;&nbsp; AUD | 2348 | &nbsp;&nbsp; 40835 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; 195990 |
| Put  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; EUR Currency | Goldman Sachs International | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/01/26 | &nbsp;&nbsp; USD | 1.16 | &nbsp;&nbsp; EUR | 3085 | &nbsp;&nbsp; 27414 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/01/26 | &nbsp;&nbsp; HUF | 333.00 | &nbsp;&nbsp; USD | 2296 | &nbsp;&nbsp; 9326 |
| &nbsp;&nbsp;&nbsp; AUD Currency | BNP Paribas SA | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/02/26 | &nbsp;&nbsp; USD | 0.69 | &nbsp;&nbsp; AUD | 126 | &nbsp;&nbsp; 294 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Options Purchased (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | *Number of*<br> *Contracts*<br>| *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* |
| Put (continued) |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/08/26 | &nbsp;&nbsp; HUF | 335.00 | &nbsp;&nbsp; USD | 3425 | &nbsp;&nbsp; $49176 |
| &nbsp;&nbsp;&nbsp; USD Currency | Deutsche Bank AG | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp; CLP | 850.00 | &nbsp;&nbsp; USD | 940 | &nbsp;&nbsp; 57 |
| &nbsp;&nbsp;&nbsp; EUR Currency | Société Générale | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/15/26 | &nbsp;&nbsp; USD | 1.14 | &nbsp;&nbsp; EUR | 2684 | &nbsp;&nbsp; 6555 |
| &nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/22/26 | &nbsp;&nbsp; BRL | 5.16 | &nbsp;&nbsp; USD | 266 | &nbsp;&nbsp; 2513 |
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 04/28/26 | &nbsp;&nbsp; HUF | 333.00 | &nbsp;&nbsp; USD | 2296 | &nbsp;&nbsp; 52055 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 05/04/26 | &nbsp;&nbsp; IDR | 16400.00 | &nbsp;&nbsp; USD | 2218 | &nbsp;&nbsp; 353 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; — | &nbsp;&nbsp; 01/08/27 | &nbsp;&nbsp; INR | 92.40 | &nbsp;&nbsp; USD | 3122 | &nbsp;&nbsp; 19213 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; 166956 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; $362946 |

---

**OTC Dual Binary Options Purchased** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Description*<sup>(a)</sup> <br>| *Counterparty* | *Units* | *Expiration* <br>*Date*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Put  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Dual Binary Option payout at expiry if SPX˂6,536.76 and USO˃85.04 | Barclays Bank PLC | &nbsp;&nbsp; 180922 | 04/17/26 | &nbsp;&nbsp; USD | 1182644 | &nbsp;&nbsp; $2032 |

---

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

<sup>(a)</sup> Option only pays if both terms are met on the expiration date.

**OTC Interest Rate Swaptions Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Exercise* <br>*Rate*<br>| &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 30-Year Interest Rate Swap, 05/02/56 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.55% | Annual | Bank of America N.A. | 04/30/26 | 3.55<br> % <br>| USD | 19093 | $3126 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 05/09/27 | &nbsp;&nbsp; Tokyo <br> Overnight <br> Average Rate, <br> 0.73%<br>| Annual | 1.10% | Annual | Bank of America N.A. | 05/07/26 | 1.10 | JPY | 1269690 | 14 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 06/10/27<sup>(a)</sup> | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.00% | Annual | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 3.00 | USD | 95289 | 26100 |
| &nbsp;&nbsp;&nbsp; 3-Year Interest Rate Swap, 06/10/29 | &nbsp;&nbsp; 3-mo. BBSW, <br> 4.31%<br>| Quarterly | 4.40% | Quarterly | Bank of America N.A. | 06/09/26 | 4.40 | AUD | 4370 | 7709 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 10/01/27 | &nbsp;&nbsp; 3-mo. BBSW, <br> 4.31%<br>| Quarterly | 4.80% | Quarterly | Bank of America N.A. | 09/30/26 | 4.80 | AUD | 6190 | 11638 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 12/16/27 | &nbsp;&nbsp; 3-mo. KRW <br> CDC, 2.82%<br>| Quarterly | 2.85% | Quarterly | Citibank N.A. | 12/15/26 | 2.85 | KRW | 5932300 | 1908 |
|  |  |  |  |  |  |  |  |  |  | $50495 |

---

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

<sup>(a)</sup> Forward settling swaption.

**Exchange-Traded Options Written** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | &nbsp;&nbsp; 202 | &nbsp;&nbsp;&nbsp;&nbsp; 04/02/26 | USD | 113.00 | USD | 2202 | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 70.00 | USD | 1136 | &nbsp;&nbsp;&nbsp;&nbsp; (25)<br>|
| &nbsp;&nbsp;&nbsp; Safran SA | &nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 380.00 | EUR | 140 | &nbsp;&nbsp;&nbsp;&nbsp; (185)<br>|
| &nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 290.00 | USD | 150 | &nbsp;&nbsp;&nbsp;&nbsp; (1335)<br>|
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 1244 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 80.00 | USD | 9897 | &nbsp;&nbsp;&nbsp;&nbsp; (36014)<br>|
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ Investment Grade Corporate Bond ETF | &nbsp;&nbsp; 813 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 111.00 | USD | 8861 | &nbsp;&nbsp;&nbsp;&nbsp; (55950)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (93509)<br>|
| Put  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, Inc. | &nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 57.50 | USD | 114 | &nbsp;&nbsp;&nbsp;&nbsp; (1948)<br>|
| &nbsp;&nbsp;&nbsp; EssilorLuxottica SA | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 240.00 | EUR | 119 | &nbsp;&nbsp;&nbsp;&nbsp; (28638)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Exchange-Traded Options Written (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Put (continued) |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Home Depot, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 355.00 | USD | 132 | &nbsp;&nbsp;&nbsp;&nbsp; $(10820)<br>|
| &nbsp;&nbsp;&nbsp; InvesCo QQQ Trust, Series 1 | &nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 580.00 | USD | 1328 | &nbsp;&nbsp;&nbsp;&nbsp; (30271)<br>|
| &nbsp;&nbsp;&nbsp; iShares MSCI Emerging Markets ETF | &nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 59.00 | USD | 1136 | &nbsp;&nbsp;&nbsp;&nbsp; (58586)<br>|
| &nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 260.00 | USD | 142 | &nbsp;&nbsp;&nbsp;&nbsp; (14430)<br>|
| &nbsp;&nbsp;&nbsp; Safran SA | &nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | EUR | 310.00 | EUR | 140 | &nbsp;&nbsp;&nbsp;&nbsp; (18655)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 640.00 | USD | 4552 | &nbsp;&nbsp;&nbsp;&nbsp; (57627)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 128 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 645.00 | USD | 8324 | &nbsp;&nbsp;&nbsp;&nbsp; (125464)<br>|
| &nbsp;&nbsp;&nbsp; United Airlines Holdings, Inc. | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 95.00 | USD | 37 | &nbsp;&nbsp;&nbsp;&nbsp; (2900)<br>|
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. | &nbsp;&nbsp; 43 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | USD | 65.00 | USD | 313 | &nbsp;&nbsp;&nbsp;&nbsp; (860)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note Future | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 111.00 | USD | 666 | &nbsp;&nbsp;&nbsp;&nbsp; (4125)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note Future | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 107.00 | USD | 1190 | &nbsp;&nbsp;&nbsp;&nbsp; (1547)<br>|
| &nbsp;&nbsp;&nbsp; U.S. Long Bond Future | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 04/24/26 | USD | 112.00 | USD | 341 | &nbsp;&nbsp;&nbsp;&nbsp; (1734)<br>|
| &nbsp;&nbsp;&nbsp; Nikkei 225 Index | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 05/08/26 | JPY | 50000.00 | JPY | 51064 | &nbsp;&nbsp;&nbsp;&nbsp; (12728)<br>|
| &nbsp;&nbsp;&nbsp; GE Vernova, Inc. | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 780.00 | USD | 175 | &nbsp;&nbsp;&nbsp;&nbsp; (6590)<br>|
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 70.00 | USD | 464 | &nbsp;&nbsp;&nbsp;&nbsp; (6881)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | USD | 635.00 | USD | 1301 | &nbsp;&nbsp;&nbsp;&nbsp; (26034)<br>|
| &nbsp;&nbsp;&nbsp; UniCredit SpA | &nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | EUR | 56.00 | EUR | 93 | &nbsp;&nbsp;&nbsp;&nbsp; (4378)<br>|
| &nbsp;&nbsp;&nbsp; Cheniere Energy, Inc. | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 260.00 | USD | 170 | &nbsp;&nbsp;&nbsp;&nbsp; (6270)<br>|
| &nbsp;&nbsp;&nbsp; iShares Expanded Tech-Software Sector ETF | &nbsp;&nbsp; 76 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 75.00 | USD | 608 | &nbsp;&nbsp;&nbsp;&nbsp; (22153)<br>|
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 75.00 | USD | 565 | &nbsp;&nbsp;&nbsp;&nbsp; (3129)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 625.00 | USD | 3902 | &nbsp;&nbsp;&nbsp;&nbsp; (94330)<br>|
| &nbsp;&nbsp;&nbsp; SPDR S&P 500 ETF Trust | &nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 610.00 | USD | 3382 | &nbsp;&nbsp;&nbsp;&nbsp; (64422)<br>|
| &nbsp;&nbsp;&nbsp; VanEck Vectors Semiconductor ETF | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | USD | 320.00 | USD | 920 | &nbsp;&nbsp;&nbsp;&nbsp; (20448)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (624968)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(718477)<br>|

---

**OTC Barrier Options Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Type of Option* | *Counterparty* | &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Barrier* <br>*Price/Range* | *Barrier* <br>*Price/Range* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Put  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | BNP Paribas SA | 04/03/26 | KRW | 1365.00 | KRW | 1365.00 | USD | 13 | $— |

---

**OTC Options Written** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC |  | 04/09/26 | BRL | 6.29 | &nbsp;&nbsp; EUR | 1033 | &nbsp;&nbsp; $(560)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 04/09/26 | KRW | 1480.00 | &nbsp;&nbsp; USD | 1074 | &nbsp;&nbsp; (20478)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC |  | 04/15/26 | USD | 1.24 | &nbsp;&nbsp; EUR | 1916 | &nbsp;&nbsp; (13)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Société Générale |  | 04/23/26 | CNH | 6.88 | &nbsp;&nbsp; USD | 2343 | &nbsp;&nbsp; (7858)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 04/27/26 | BRL | 5.70 | &nbsp;&nbsp; USD | 4198 | &nbsp;&nbsp; (5894)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. |  | 05/04/26 | ZAR | 16.74 | &nbsp;&nbsp; USD | 5919 | &nbsp;&nbsp; (150875)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC |  | 05/04/26 | BRL | 5.65 | &nbsp;&nbsp; USD | 5917 | &nbsp;&nbsp; (16265)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/04/26 | MXN | 18.05 | &nbsp;&nbsp; USD | 5917 | &nbsp;&nbsp; (82427)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. |  | 05/07/26 | IDR | 17200.00 | &nbsp;&nbsp; USD | 250 | &nbsp;&nbsp; (1188)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Bank of America N.A. |  | 05/14/26 | MXN | 20.90 | &nbsp;&nbsp; EUR | 1175 | &nbsp;&nbsp; (16604)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Deutsche Bank AG |  | 05/14/26 | MXN | 20.50 | &nbsp;&nbsp; EUR | 233 | &nbsp;&nbsp; (5720)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | BNP Paribas SA |  | 05/14/26 | CLP | 910.00 | &nbsp;&nbsp; USD | 264 | &nbsp;&nbsp; (8272)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Standard Chartered Bank |  | 05/14/26 | INR | 92.80 | &nbsp;&nbsp; USD | 1572 | &nbsp;&nbsp; (29791)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Deutsche Bank AG |  | 05/15/26 | MXN | 20.55 | &nbsp;&nbsp; EUR | 2915 | &nbsp;&nbsp; (67528)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 05/15/26 | ZAR | 17.50 | &nbsp;&nbsp; USD | 2186 | &nbsp;&nbsp; (26770)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 05/15/26 | CLP | 905.00 | &nbsp;&nbsp; USD | 1457 | &nbsp;&nbsp; (50597)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/22/26 | COP | 4000.00 | &nbsp;&nbsp; USD | 886 | &nbsp;&nbsp; (3625)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/27/26 | COP | 4200.00 | &nbsp;&nbsp; USD | 2024 | &nbsp;&nbsp; (3546)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/27/26 | COP | 4200.00 | &nbsp;&nbsp; USD | 890 | &nbsp;&nbsp; (1559)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/27/26 | COP | 4200.00 | &nbsp;&nbsp; USD | 99 | &nbsp;&nbsp; (173)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/27/26 | COP | 4200.00 | &nbsp;&nbsp; USD | 30 | &nbsp;&nbsp; (52)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Options Written (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | &nbsp;&nbsp; *Number of*<br> *Contracts*<br>| &nbsp;&nbsp; *Expiration*<br> *Date*<br>| *Exercise Price* | *Exercise Price* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* |
| Call (continued) |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 06/04/26 | INR | 95.50 | &nbsp;&nbsp; USD | 350 | &nbsp;&nbsp; $(2963)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Morgan Stanley & Co. International PLC |  | 06/08/26 | HUF | 410.00 | &nbsp;&nbsp; EUR | 986 | &nbsp;&nbsp; (9065)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/29/26 | BRL | 5.35 | &nbsp;&nbsp; USD | 1457 | &nbsp;&nbsp; (34538)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/29/26 | BRL | 5.35 | &nbsp;&nbsp; USD | 1242 | &nbsp;&nbsp; (29442)<br>|
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International |  | 07/06/26 | USD | 0.73 | &nbsp;&nbsp; AUD | 4696 | &nbsp;&nbsp; (15769)<br>|
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International |  | 07/06/26 | USD | 0.73 | &nbsp;&nbsp; AUD | 161 | &nbsp;&nbsp; (541)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International |  | 09/28/26 | ZAR | 17.40 | &nbsp;&nbsp; USD | 134 | &nbsp;&nbsp; (4498)<br>|
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; (596611)<br>|
| Put  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC |  | 04/01/26 | HUF | 333.00 | &nbsp;&nbsp; USD | 2296 | &nbsp;&nbsp; (9326)<br>|
| &nbsp;&nbsp;&nbsp; AUD Currency | BNP Paribas SA |  | 04/02/26 | USD | 0.68 | &nbsp;&nbsp; AUD | 126 | &nbsp;&nbsp; (22)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 04/09/26 | KRW | 1445.00 | &nbsp;&nbsp; USD | 1074 | &nbsp;&nbsp; (380)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 04/13/26 | CLP | 850.00 | &nbsp;&nbsp; USD | 667 | &nbsp;&nbsp; (41)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 04/13/26 | CLP | 850.00 | &nbsp;&nbsp; USD | 273 | &nbsp;&nbsp; (17)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 04/16/26 | COP | 3700.00 | &nbsp;&nbsp; USD | 1089 | &nbsp;&nbsp; (13390)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Goldman Sachs International |  | 04/23/26 | BRL | 6.15 | &nbsp;&nbsp; EUR | 1321 | &nbsp;&nbsp; (41181)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC |  | 05/04/26 | BRL | 5.15 | &nbsp;&nbsp; USD | 5917 | &nbsp;&nbsp; (63357)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC |  | 05/04/26 | IDR | 16400.00 | &nbsp;&nbsp; USD | 2218 | &nbsp;&nbsp; (353)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC |  | 05/04/26 | COP | 3520.00 | &nbsp;&nbsp; USD | 1479 | &nbsp;&nbsp; (2254)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Deutsche Bank AG |  | 05/14/26 | MXN | 20.50 | &nbsp;&nbsp; EUR | 233 | &nbsp;&nbsp; (1489)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Société Générale |  | 05/14/26 | USD | 1.12 | &nbsp;&nbsp; EUR | 1342 | &nbsp;&nbsp; (3333)<br>|
| &nbsp;&nbsp;&nbsp; KOSPI 200 Index | JPMorgan Chase Bank N.A. | 1 | 05/14/26 | KRW | 750.00 | &nbsp;&nbsp; KRW | 186143 | &nbsp;&nbsp; (9572)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | BNP Paribas SA |  | 05/14/26 | CLP | 910.00 | &nbsp;&nbsp; USD | 264 | &nbsp;&nbsp; (3829)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/14/26 | ZAR | 16.30 | &nbsp;&nbsp; USD | 2378 | &nbsp;&nbsp; (12598)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/14/26 | MXN | 17.55 | &nbsp;&nbsp; USD | 2372 | &nbsp;&nbsp; (14854)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Deutsche Bank AG |  | 05/15/26 | MXN | 20.55 | &nbsp;&nbsp; EUR | 2915 | &nbsp;&nbsp; (22227)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 05/15/26 | HUF | 323.00 | &nbsp;&nbsp; USD | 1771 | &nbsp;&nbsp; (21406)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC |  | 05/15/26 | CLP | 905.00 | &nbsp;&nbsp; USD | 1457 | &nbsp;&nbsp; (18253)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/15/26 | BRL | 5.07 | &nbsp;&nbsp; USD | 1771 | &nbsp;&nbsp; (10817)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/15/26 | MXN | 17.27 | &nbsp;&nbsp; USD | 1771 | &nbsp;&nbsp; (4433)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/15/26 | ZAR | 16.13 | &nbsp;&nbsp; USD | 1771 | &nbsp;&nbsp; (5926)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Standard Chartered Bank |  | 05/18/26 | INR | 91.70 | &nbsp;&nbsp; USD | 1771 | &nbsp;&nbsp; (3834)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG |  | 05/18/26 | HUF | 330.00 | &nbsp;&nbsp; USD | 2296 | &nbsp;&nbsp; (47794)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 05/22/26 | COP | 3600.00 | &nbsp;&nbsp; USD | 886 | &nbsp;&nbsp; (7004)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Standard Chartered Bank |  | 05/22/26 | THB | 32.00 | &nbsp;&nbsp; USD | 1091 | &nbsp;&nbsp; (11210)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/24/26 | MXN | 17.32 | &nbsp;&nbsp; USD | 3525 | &nbsp;&nbsp; (23001)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/24/26 | BRL | 5.11 | &nbsp;&nbsp; USD | 3525 | &nbsp;&nbsp; (43157)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/29/26 | BRL | 5.25 | &nbsp;&nbsp; USD | 1457 | &nbsp;&nbsp; (35641)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC |  | 06/29/26 | BRL | 5.35 | &nbsp;&nbsp; USD | 1242 | &nbsp;&nbsp; (44556)<br>|
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; (475255)<br>|
|  |  |  |  |  |  |  |  | &nbsp;&nbsp; $(1071866)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Credit Default Swaptions Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the Fund* | *Received by the Fund* |  |  |  |  |  |  |  |  |
| *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Credit* <br>*Rating*<sup>(a)</sup> <br>| *Exercise* <br>*Price*<br>| *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* |
| Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bought Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| iTraxx.XO.44.V1 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 06/17/26 |  | EUR 3.00 | EUR | 3043 | $(28288)<br>|
| Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sold Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| iTraxx.XO.44.V1 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley <br> & Co. <br> International <br> PLC<br>| 05/20/26 | N/R | EUR 3.00 | EUR | 690 | (15432)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sold Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| iTraxx.XO.44.V1 | 5.00% | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 06/17/26 | N/R | EUR 3.00 | EUR | 3043 | (78754)<br>|
|  |  |  |  |  |  |  |  |  |  | (94186)<br>|
|  |  |  |  |  |  |  |  |  |  | $(122474)<br>|

---

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

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

**OTC Interest Rate Swaptions Written** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Exercise* <br>*Rate*<br>| &nbsp;&nbsp; *Notional* <br>*Amount (000)* | &nbsp;&nbsp; *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp; 10-Year Interest Rate Swap, <br> 04/30/36<br>| 3.27% | Annual | 1-day SOFR, <br> 0.00%<br>| Annual | Bank of America N.A. | 04/28/26 | 3.27<br> % <br>| USD | 14262 | $(1665)<br>|
| &nbsp;&nbsp; 30-Year Interest Rate Swap, <br> 05/02/56<br>| 3.25% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 04/30/26 | 3.25 | USD | 19093 | (325)<br>|
| &nbsp;&nbsp; 5-Year Interest Rate Swap, <br> 05/07/31<br>| 3.86% | Annual | 6-mo. <br> PRIBOR, <br> 3.62%<br>| Semi-Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 05/05/26 | 3.86 | CZK | 10331 | (241)<br>|
| &nbsp;&nbsp; 1-Year Interest Rate Swap, <br> 06/10/27<br>| 2.50% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 2.50 | USD | 95289 | (7941)<br>|
| &nbsp;&nbsp; 3-Year Interest Rate Swap, <br> 06/10/29<sup>(a)</sup><br>| 4.05% | Quarterly | 3-mo. BBSW, <br> 4.31%<br>| Quarterly | Bank of America N.A. | 06/09/26 | 4.05 | AUD | 8730 | (4514)<br>|
| &nbsp;&nbsp; 1-Year Interest Rate Swap, <br> 10/01/27<br>| 4.35% | Quarterly | 3-mo. BBSW, <br> 4.31%<br>| Quarterly | Bank of America N.A. | 09/30/26 | 4.35 | AUD | 9290 | (7427)<br>|
| &nbsp;&nbsp; 10-Year Interest Rate Swap, <br> 12/18/36<br>| 3.20% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Citibank N.A. | 12/16/26 | 3.20 | USD | 7515 | (39673)<br>|
|  |  |  |  |  |  |  |  |  |  | (61786)<br>|
| Put  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp; 10-Year Interest Rate Swap, <br> 04/25/36<br>| &nbsp;&nbsp; 6-mo. <br> EURIBOR, <br> 2.48%<br>| Semi-Annual | 2.94% | Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 04/23/26 | 2.94 | EUR | 7505 | (125525)<br>|
| &nbsp;&nbsp; 1-Year Interest Rate Swap, <br> 06/10/27<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.50% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 3.50 | USD | 95289 | (279963)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 07/02/28<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | Deutsche Bank AG | 06/30/26 | 4.00 | USD | 80439 | (117711)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 08/05/28<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.70% | Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 08/03/26 | 3.70 | USD | 74075 | (290113)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 08/06/28<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.60% | Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 08/04/26 | 3.60 | USD | 48174 | (232400)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 09/16/28<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.80% | Annual | Deutsche Bank AG | 09/14/26 | 3.80 | USD | 73207 | (273317)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 10/23/28<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.85% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 10/21/26 | 3.85 | USD | 89200 | (339346)<br>|
| &nbsp;&nbsp; 10-Year Interest Rate Swap, <br> 12/18/36<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.60% | Annual | Citibank N.A. | 12/16/26 | 4.60 | USD | 3758 | (26023)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 09/22/29<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.30% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 09/20/27 | 4.30 | USD | 100304 | (390567)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Interest Rate Swaptions Written (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |
| *Description* | *Rate* | *Frequency* | *Rate* | *Frequency* | *Counterparty* | *Expiration*<br> *Date*<br>| *Exercise*<br> *Rate*<br>| &nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* |
| Put (continued) |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 12/10/29<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | Deutsche Bank AG | 12/08/27 | 4.00<br> % <br>| USD | 40122 | $(236235)<br>|
| &nbsp;&nbsp; 2-Year Interest Rate Swap, <br> 12/18/29<br>| &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.50% | Annual | Deutsche Bank AG | 12/16/27 | 4.50 | USD | 60622 | (217307)<br>|
|  |  |  |  |  |  |  |  |  |  | (2528507)<br>|
|  |  |  |  |  |  |  |  |  |  | $(2590293)<br>|

---

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

<sup>(a)</sup> Forward settling swaption.

**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)* | &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.44.V2 | 5.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/30 | USD | 6658 | &nbsp;&nbsp;&nbsp;&nbsp; $(399550)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(414379)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $14829 |
| CDX.NA.HY.45.V2 | 5.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 3242 | &nbsp;&nbsp;&nbsp;&nbsp; (176350)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (205655)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 29305 |
| iTraxx.XO.44.V1 | 5.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | EUR | 1430 | &nbsp;&nbsp;&nbsp;&nbsp; (122657)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (160124)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 37467 |
| CDX.EM.45.V1 | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 176 | &nbsp;&nbsp;&nbsp;&nbsp; 7381 | &nbsp;&nbsp;&nbsp;&nbsp; 7554 | &nbsp;&nbsp;&nbsp;&nbsp; (173)<br>|
| CDX.NA.HY.46.V1 | 5.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 1705 | &nbsp;&nbsp;&nbsp;&nbsp; (84633)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (68034)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (16599)<br>|
| Federative Republic of Brazil | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 1726 | &nbsp;&nbsp;&nbsp;&nbsp; 31194 | &nbsp;&nbsp;&nbsp;&nbsp; 38722 | &nbsp;&nbsp;&nbsp;&nbsp; (7528)<br>|
| iTraxx.Asia.XJ.IG.45.V1 | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 69 | &nbsp;&nbsp;&nbsp;&nbsp; (273)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (476)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 203 |
| iTraxx.EUR.45.V1 | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | EUR | 721 | &nbsp;&nbsp;&nbsp;&nbsp; (11684)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11379)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (305)<br>|
| iTraxx.FINSR.45.V1 | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | EUR | 2265 | &nbsp;&nbsp;&nbsp;&nbsp; (28749)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (27222)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1527)<br>|
| iTraxx.XO.45.V1 | 5.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | EUR | 3304 | &nbsp;&nbsp;&nbsp;&nbsp; (245298)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (251589)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6291 |
| Kngdom of Morocco | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 275 | &nbsp;&nbsp;&nbsp;&nbsp; (257)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp; (269)<br>|
| Republic of Colombia | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 1197 | &nbsp;&nbsp;&nbsp;&nbsp; 69447 | &nbsp;&nbsp;&nbsp;&nbsp; 68333 | &nbsp;&nbsp;&nbsp;&nbsp; 1114 |
| Republic of Korea | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 320 | &nbsp;&nbsp;&nbsp;&nbsp; (9931)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10125)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 194 |
| Republic of Turkey | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 243 | &nbsp;&nbsp;&nbsp;&nbsp; 21704 | &nbsp;&nbsp;&nbsp;&nbsp; 20522 | &nbsp;&nbsp;&nbsp;&nbsp; 1182 |
| Sultanate of Oman | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 275 | &nbsp;&nbsp;&nbsp;&nbsp; (362)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (52)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (310)<br>|
| United Mexican States | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 06/20/31 | USD | 2274 | &nbsp;&nbsp;&nbsp;&nbsp; 9221 | &nbsp;&nbsp;&nbsp;&nbsp; 5662 | &nbsp;&nbsp;&nbsp;&nbsp; 3559 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(940797)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(1008230)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $67433 |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp;&nbsp; *Payment* <br>*Frequency*<br>| &nbsp;&nbsp;&nbsp; *Termination* <br>*Date*<br>| &nbsp;&nbsp;&nbsp; *Credit* <br>*Rating*<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<sup>(b)</sup>  | &nbsp;&nbsp;&nbsp; *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* | &nbsp;&nbsp; *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| &nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| CDX.NA.HY.43.V3 | 5.00<br> % <br>| Quarterly | 12/20/29 | CCC+ | USD | 779 | &nbsp;&nbsp;&nbsp; $46370 | &nbsp;&nbsp;&nbsp; $29870 | &nbsp;&nbsp;&nbsp; $16500 |
| CDX.NA.IG.43.V1 | 1.00 | Quarterly | 12/20/29 | BBB | USD | 1750 | &nbsp;&nbsp;&nbsp; 32166 | &nbsp;&nbsp;&nbsp; 28671 | &nbsp;&nbsp;&nbsp; 3495 |
| iTraxx.EUR.43.V1 | 1.00 | Quarterly | 06/20/30 | B+ | EUR | 3000 | &nbsp;&nbsp;&nbsp; 55596 | &nbsp;&nbsp;&nbsp; 53644 | &nbsp;&nbsp;&nbsp; 1952 |
| Kingdom of Saudi Arabia | 1.00 | Quarterly | 06/20/31 | A+ | USD | 549 | &nbsp;&nbsp;&nbsp; 2616 | &nbsp;&nbsp;&nbsp; 2438 | &nbsp;&nbsp;&nbsp; 178 |
| Republic of Chile | 1.00 | Quarterly | 06/20/31 | A | USD | 187 | &nbsp;&nbsp;&nbsp; 3258 | &nbsp;&nbsp;&nbsp; 3834 | &nbsp;&nbsp;&nbsp; (576)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $140006 | &nbsp;&nbsp;&nbsp; $118457 | &nbsp;&nbsp;&nbsp; $21549 |

---

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

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective* <br>*Date* | &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* | *Effective* <br>*Date* | &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)* |
| 1-day SOFR, 3.68% | Annual | 4.40% | Annual | N/A | 04/08/26 | USD | 65486 | $168952 | $3 | $168949 |
| 1-day SOFR, 3.68% | Annual | 4.45% | Annual | N/A | 04/09/26 | USD | 16493 | 51284 | 1 | 51283 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective*<br> *Date* | &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* | *Effective*<br> *Date* | &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)* |
| 1-day SOFR, 3.68% | Annual | 4.05% | Annual | N/A | 04/18/26 | USD | 25833 | $(20069)<br>| $3 | $(20072)<br>|
| 1-day SOFR, 3.68% | Annual | 4.30% | Annual | N/A | 04/24/26 | USD | 30734 | 57672 | 4 | 57668 |
| 8.15% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 05/07/26 | ZAR | 68580 | (14588)<br>| (1)<br>| (14587)<br>|
| 1-day SOFR, 3.68% | Annual | 4.50% | Annual | N/A | 05/08/26 | USD | 26398 | 110267 | 6 | 110261 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.73% | Monthly | N/A | 05/11/26 | MXN | 29665 | 2271 | (1)<br>| 2272 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.73% | Monthly | N/A | 05/11/26 | MXN | 4291 | 330 |  | 330 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.66% | Monthly | N/A | 06/01/26 | MXN | 13638 | 1458 | 1 | 1457 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.72% | Monthly | N/A | 06/01/26 | MXN | 1973 | 225 |  | 225 |
| 7.97% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 06/06/26 | ZAR | 16986 | (3411)<br>|  | (3411)<br>|
| 7.73% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 06/19/26 | MXN | 100648 | (12151)<br>| 1 | (12152)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.69% | Monthly | N/A | 06/26/26 | MXN | 1266 | 186 |  | 186 |
| 1-day SOFR, 3.68% | Annual | 4.35% | Annual | N/A | 07/22/26 | USD | 11440 | 46234 | 8 | 46226 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.49% | Monthly | N/A | 08/04/26 | MXN | 2683 | 386 |  | 386 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.33% | Monthly | N/A | 08/21/26 | MXN | 4513 | 581 |  | 581 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.31% | Monthly | N/A | 08/26/26 | MXN | 2676 | 333 |  | 333 |
| 6.91% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 09/11/26 | MXN | 91905 | (2291)<br>| 5 | (2296)<br>|
| 4.19% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 1048 | (6330)<br>| 1 | (6331)<br>|
| 4.21% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 3816 | (23242)<br>| 1 | (23243)<br>|
| 4.21% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 1768 | (10792)<br>| 50 | (10842)<br>|
| 4.22% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 1051 | (6445)<br>| 1 | (6446)<br>|
| 4.31% | Semi-Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/26 | PLN | 1754 | (11252)<br>|  | (11252)<br>|
| 4.43% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 496 | (3314)<br>|  | (3314)<br>|
| 4.46% | Quarterly | 3-mo. WIBOR, 3.85% | Quarterly | N/A | 09/17/26 | PLN | 1770 | (11982)<br>|  | (11982)<br>|
| 6.81% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 20630 | 667 | 2 | 665 |
| 6.81% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 12233 | 388 |  | 388 |
| 6.86% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 12266 | 216 |  | 216 |
| 6.94% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 44524 | (309)<br>| 4 | (313)<br>|
| 6.94% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 5786 | (37)<br>| 72 | (109)<br>|
| 7.03% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 20653 | (663)<br>| 2 | (665)<br>|
| 7.06% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/26 | ZAR | 20469 | (815)<br>| 2 | (817)<br>|
| 5.16% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/19/26 | PLN | 4577 | (39858)<br>| 2 | (39860)<br>|
| 5.24% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/19/26 | PLN | 6665 | (59444)<br>| 1 | (59445)<br>|
| 1-day SOFR, 3.68% | At Termination | 4.17% | At Termination | N/A | 10/23/26 | USD | 8267 | 32272 | 8 | 32264 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.62% | Monthly | N/A | 11/18/26 | MXN | 2687 | 793 | 1 | 792 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 9.26% | Monthly | N/A | 11/18/26 | MXN | 18572 | 17090 |  | 17090 |
| 13.70% | At Termination | 1-day BZDIOVER, 0.05% | At Termination | N/A | 01/04/27 | BRL | 1161 | 1104 |  | 1104 |
| 13.88% | At Termination | 1-day BZDIOVER, 0.05% | At Termination | N/A | 01/04/27 | BRL | 21569 | 20082 | 18 | 20064 |
| 5.13% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 03/19/27 | PLN | 6048 | (15693)<br>| 2 | (15695)<br>|
| 5.14% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 03/19/27 | PLN | 10081 | (26495)<br>| 4 | (26499)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.04% | Annual | N/A | 03/19/27 | HUF | 27331 | (704)<br>|  | (704)<br>|
| 1-day MIBOR, 6.98% | Semi-Annual | 6.15% | Semi-Annual | N/A | 03/19/27 | INR | 514125 | 3884 | 28 | 3856 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.50% | Annual | N/A | 03/19/27 | HUF | 188929 | (2407)<br>| 1 | (2408)<br>|
| 7.25% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 03/19/27 | ZAR | 16416 | (587)<br>| 1 | (588)<br>|
| 1-day MIBOR, 6.98% | At Termination | 5.61% | At Termination | 06/17/26 <br><sup>(a)</sup><br>| 06/17/27 | INR | 542583 | (39278)<br>| 19 | (39297)<br>|
| 1-day MIBOR, 6.98% | At Termination | 5.62% | At Termination | 06/17/26 <br><sup>(a)</sup><br>| 06/17/27 | INR | 326857 | (23345)<br>| 12 | (23357)<br>|
| 3.97% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 5167 | (21728)<br>| 5 | (21733)<br>|
| 3.99% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 1420 | (6118)<br>| 2 | (6120)<br>|
| 3.99% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 2394 | (10332)<br>| 105 | (10437)<br>|
| 4.03% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 1423 | (6431)<br>| 2 | (6433)<br>|
| 4.05% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 2376 | (10947)<br>| 2 | (10949)<br>|
| 4.18% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 671 | (3559)<br>| 1 | (3560)<br>|
| 4.27% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 09/17/27 | PLN | 2397 | (13830)<br>| 2 | (13832)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.68% | Annual | N/A | 09/17/27 | HUF | 357768 | 9311 | 3 | 9308 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.76% | Annual | N/A | 09/17/27 | HUF | 436000 | 13323 | 4 | 13319 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.94% | Annual | N/A | 09/17/27 | HUF | 164477 | 6794 | 2 | 6792 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.02% | Annual | N/A | 09/17/27 | HUF | 138623 | 6318 | 2 | 6316 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.09% | Annual | N/A | 09/17/27 | HUF | 165772 | 8232 | 2 | 8230 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.10% | Annual | N/A | 09/17/27 | HUF | 46490 | 2330 | 1 | 2329 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.11% | Annual | N/A | 09/17/27 | HUF | 98299 | 4953 | 1 | 4952 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.20% | Annual | N/A | 09/17/27 | HUF | 98559 | 5497 | 1 | 5496 |
| 6.72% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 4355 | 1992 | 1 | 1991 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective*<br> *Date* | &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* | *Effective*<br> *Date* | &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)* |
| 6.72% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 2582 | $1189 | $1 | $1188 |
| 6.79% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 2589 | 1035 | 1 | 1034 |
| 6.93% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 1221 | 343 | 32 | 311 |
| 6.99% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 9398 | 2158 | 2 | 2156 |
| 7.02% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 4359 | 905 | 1 | 904 |
| 7.08% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/27 | ZAR | 4321 | 662 | 1 | 661 |
| 1-day SOFR, 3.68% | Annual | 3.92% | Annual | N/A | 11/03/27 | USD | 2064 | 8915 | 8 | 8907 |
| 1-day SOFR, 3.68% | Annual | 3.95% | Annual | N/A | 11/03/27 | USD | 2064 | 10123 | 8 | 10115 |
| 1-day SOFR, 3.68% | Annual | 3.99% | Annual | N/A | 11/03/27 | USD | 4128 | 23065 | 15 | 23050 |
| 1-day SOFR, 3.68% | Annual | 4.07% | Annual | N/A | 11/03/27 | USD | 20964 | 151978 | 76 | 151902 |
| 1-day SOFR, 3.68% | Annual | 3.95% | Annual | N/A | 11/06/27 | USD | 63560 | 313022 | 232 | 312790 |
| 1-day SOFR, 3.68% | Annual | 3.86% | Annual | N/A | 11/10/27 | USD | 8552 | 28106 | 31 | 28075 |
| 3-mo. KRW CDC, 2.82% | Quarterly | 2.86% | Quarterly | 11/25/26 <br><sup>(a)</sup><br>| 11/25/27 | KRW | 83722090 | (523433)<br>| 186 | (523619)<br>|
| 1-day SOFR, 3.68% | At Termination | 3.23% | At Termination | 12/11/26 <br><sup>(a)</sup><br>| 12/11/27 | USD | 47229 | (176551)<br>| 85 | (176636)<br>|
| 4.02% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 12/17/27 | PLN | 1381 | 1944 | 2 | 1942 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.15% | Annual | N/A | 12/17/27 | HUF | 95611 | (5127)<br>| 1 | (5128)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.80% | At Termination | N/A | 01/03/28 | BRL | 9199 | 1685 | 8 | 1677 |
| 1-day BZDIOVER, 0.05% | At Termination | 13.81% | At Termination | N/A | 01/03/28 | BRL | 9357 | 2001 | 8 | 1993 |
| 1-day SOFR, 3.68% | Annual | 3.48% | Annual | N/A | 01/23/28 | USD | 11120 | (37398)<br>| 44 | (37442)<br>|
| 3.45% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 01/26/28 | USD | 10280 | 41318 | 41 | 41277 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/26/28 | USD | 10280 | 68098 | 41 | 68057 |
| 3.27% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 02/05/28 | USD | 10488 | 77097 | 42 | 77055 |
| 1-day SOFR, 3.68% | Annual | 3.87% | Annual | N/A | 02/05/28 | USD | 10488 | 44870 | 42 | 44828 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.58% | Quarterly | N/A | 03/19/28 | CNY | 7240 | 1672 | 7 | 1665 |
| 3.32% | Quarterly | 3-mo. KLIBOR, 3.37% | Quarterly | N/A | 03/18/28 | MYR | 9406 | 4424 | 11 | 4413 |
| 3.33% | Quarterly | 3-mo. KLIBOR, 3.37% | Quarterly | N/A | 03/18/28 | MYR | 9109 | 3758 | 11 | 3747 |
| 3.49% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 03/18/28 | PLN | 1004 | 4479 | 1 | 4478 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.76% | Annual | N/A | 03/18/28 | HUF | 69891 | (5286)<br>| 1 | (5287)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.73% | Monthly | N/A | 03/23/28 | MXN | 31578 | 5808 | 8 | 5800 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 512155 | 2279 | 15 | 2264 |
| 1.32% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 504102 | 2384 | 15 | 2369 |
| 1.34% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 506865 | 1156 | 15 | 1141 |
| 1.38% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 468094 | (1487)<br>| 14 | (1501)<br>|
| 1.39% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | N/A | 03/30/28 | JPY | 507102 | (1988)<br>| 15 | (2003)<br>|
| 1-day SONIA, 3.73% | Annual | 4.86% | Annual | N/A | 06/20/28 | GBP | 2670 | 69222 | (4)<br>| 69226 |
| 1-day SOFR, 3.68% | Annual | 3.50% | Annual | N/A | 08/20/28 | USD | 30150 | (163814)<br>| 186 | (164000)<br>|
| 1-day SOFR, 3.68% | Annual | 4.40% | Annual | N/A | 10/31/28 | USD | 13462 | 298882 | 69 | 298813 |
| 1-day SOFR, 3.68% | Annual | 3.25% | Annual | 12/15/26 <br><sup>(a)</sup><br>| 12/15/28 | USD | 9063 | (50009)<br>| 41 | (50050)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.59% | Quarterly | N/A | 12/17/28 | CNY | 24797 | 6296 | 23 | 6273 |
| 1-day BZDIOVER, 0.05% | At Termination | 12.90% | At Termination | N/A | 01/02/29 | BRL | 1763 | (7729)<br>| 1 | (7730)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.01% | At Termination | N/A | 01/02/29 | BRL | 10552 | (52429)<br>| 18 | (52447)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.11% | At Termination | N/A | 01/02/29 | BRL | 864 | (4085)<br>| 1 | (4086)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.14% | At Termination | N/A | 01/02/29 | BRL | 5332 | (23292)<br>| 9 | (23301)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.24% | At Termination | N/A | 01/02/29 | BRL | 1457 | (5720)<br>| 2 | (5722)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.39% | At Termination | N/A | 01/02/29 | BRL | 1722 | (4360)<br>| 3 | (4363)<br>|
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 3.00% | Annual | N/A | 03/05/29 | EUR | 6374 | 46751 | 41 | 46710 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.56% | Quarterly | N/A | 03/18/29 | CNY | 1265 | 123 | 1 | 122 |
| 1-day SOFR, 3.68% | Annual | 3.79% | Annual | N/A | 03/29/29 | USD | 36848 | 213568 | 207 | 213361 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/08/29 | USD | 28993 | 298650 | 170 | 298480 |
| 1-day SOFR, 3.68% | Annual | 4.05% | Annual | N/A | 04/09/29 | USD | 16493 | 201880 | 97 | 201783 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/18/29 | USD | 25833 | 271449 | 153 | 271296 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 04/24/29 | USD | 12806 | 136489 | 76 | 136413 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.90% | Annual | N/A | 04/30/29 | EUR | 7120 | 160785 | 47 | 160738 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective*<br> *Date* | &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* | *Effective*<br> *Date* | &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)* |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 05/06/29 | USD | 25628 | $280562 | $154 | $280408 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.87% | Annual | N/A | 06/11/29 | EUR | 5166 | 104136 | 37 | 104099 |
| 3.39% | Quarterly | 3-mo. KLIBOR, 3.37% | Quarterly | 06/18/26 <br><sup>(a)</sup><br>| 06/18/29 | MYR | 3310 | 2189 | 22 | 2167 |
| 3.48% | Quarterly | 3-mo. KLIBOR, 3.37% | Quarterly | 06/18/26 <br><sup>(a)</sup><br>| 06/18/29 | MYR | 3320 | (34)<br>| 5 | (39)<br>|
| 3.81% | Annual | 1-day SONIA, 3.73% | Annual | N/A | 10/25/29 | GBP | 6510 | 112466 | (131)<br>| 112597 |
| 7.90% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 10/31/29 | ZAR | 35000 | (29723)<br>| 8 | (29731)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.77% | Monthly | N/A | 11/14/29 | MXN | 1222 | (462)<br>| 1 | (463)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 9.04% | Monthly | N/A | 11/14/29 | MXN | 288322 | 214616 | 38 | 214578 |
| 7.78% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 12/14/29 | MXN | 1261 | 504 | 1 | 503 |
| 8.97% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 12/14/29 | MXN | 15180 | (27323)<br>| 7 | (27330)<br>|
| 1-day SONIA, 3.73% | Annual | 4.00% | Annual | N/A | 01/16/30 | GBP | 6330 | (53036)<br>| 170 | (53206)<br>|
| 1-day SONIA, 3.73% | Annual | 4.00% | Annual | N/A | 01/20/30 | GBP | 5129 | (43255)<br>| 139 | (43394)<br>|
| 7.80% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 02/07/30 | MXN | 1387 | 591 | 1 | 590 |
| 8.65% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 02/07/30 | MXN | 9589 | (11595)<br>| 4 | (11599)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.46% | Annual | N/A | 03/19/30 | CZK | 17731 | (26952)<br>| 8 | (26960)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.60% | Annual | N/A | 03/19/30 | CZK | 2565 | (3243)<br>| 1 | (3244)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.15% | Annual | N/A | 03/19/30 | HUF | 10937 | (1110)<br>|  | (1110)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.55% | Annual | N/A | 03/19/30 | HUF | 75604 | (4570)<br>| 2 | (4572)<br>|
| 7.94% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 03/19/30 | ZAR | 50774 | (40456)<br>| 23 | (40479)<br>|
| 1-day MIBOR, 6.98% | Semi-Annual | 6.00% | Semi-Annual | N/A | 03/19/30 | INR | 84433 | (20554)<br>| 11 | (20565)<br>|
| 7.73% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 05/06/30 | MXN | 5490 | 3572 | 3 | 3569 |
| 7.82% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 05/06/30 | MXN | 794 | 372 |  | 372 |
| 7.77% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 05/27/30 | MXN | 2569 | 1460 | 1 | 1459 |
| 7.82% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 05/27/30 | MXN | 372 | 173 |  | 173 |
| 6-mo. EURIBOR, 2.48% | Semi-Annual | 2.20% | Annual | N/A | 06/04/30 | EUR | 1614 | (27018)<br>| 16 | (27034)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.82% | Monthly | N/A | 06/07/30 | MXN | 11784 | (5702)<br>| 6 | (5708)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.82% | Monthly | N/A | 06/07/30 | MXN | 1705 | (849)<br>| 1 | (850)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.56% | Annual | N/A | 06/18/30 | CZK | 4762 | (2778)<br>| 2 | (2780)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.62% | Annual | N/A | 06/18/30 | CZK | 1723 | (1529)<br>| 1 | (1530)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.66% | Annual | N/A | 06/18/30 | CZK | 7149 | (2587)<br>| 715 | (3302)<br>|
| 7.77% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 06/21/30 | MXN | 238 | 139 |  | 139 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.72% | Monthly | N/A | 06/24/30 | MXN | 7855 | (5455)<br>| 4 | (5459)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.67% | Monthly | N/A | 07/30/30 | MXN | 3829 | (3209)<br>| 2 | (3211)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.69% | Monthly | N/A | 07/30/30 | MXN | 64624 | (51463)<br>| 29 | (51492)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.54% | Monthly | N/A | 08/16/30 | MXN | 6440 | (7201)<br>| 3 | (7204)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.51% | Monthly | N/A | 08/21/30 | MXN | 3819 | (4550)<br>| 2 | (4552)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.45% | Quarterly | N/A | 09/17/30 | CNY | 23016 | (19972)<br>| 36 | (20008)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.56% | Quarterly | N/A | 09/17/30 | CNY | 1070 | (167)<br>| 2 | (169)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.62% | Quarterly | N/A | 09/17/30 | CNY | 1200 | 273 | 2 | 271 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.63% | Quarterly | N/A | 09/17/30 | CNY | 2139 | 606 | 3 | 603 |
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.39% | Annual | N/A | 09/17/30 | CZK | 7802 | (8106)<br>| 4 | (8110)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.41% | Annual | N/A | 09/17/30 | CZK | 16970 | (17205)<br>| 9 | (17214)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.55% | Annual | N/A | 09/17/30 | CZK | 31903 | (22273)<br>| 14 | (22287)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.62% | Annual | N/A | 09/17/30 | CZK | 3162 | (1757)<br>| 2 | (1759)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.64% | Annual | N/A | 09/17/30 | CZK | 7000 | (3551)<br>| 4 | (3555)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.70% | Annual | N/A | 09/17/30 | CZK | 11276 | (4262)<br>| 6 | (4268)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.70% | Annual | N/A | 09/17/30 | CZK | 6686 | (2505)<br>| 4 | (2509)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.81% | Annual | N/A | 09/17/30 | CZK | 6704 | (887)<br>| 4 | (891)<br>|
| 6-mo. WIBOR, 3.89% | Semi-Annual | 4.05% | Annual | N/A | 09/17/30 | PLN | 909 | 313 | (235)<br>| 548 |
| 6-mo. WIBOR, 3.89% | Semi-Annual | 4.14% | Annual | N/A | 09/17/30 | PLN | 1059 | 1554 | 3 | 1551 |
| 6-mo. WIBOR, 3.89% | Semi-Annual | 4.14% | Annual | N/A | 09/17/30 | PLN | 540 | 730 | 2 | 728 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.96% | Annual | N/A | 09/17/30 | HUF | 43283 | (1930)<br>| 1 | (1931)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.16% | Annual | N/A | 09/17/30 | HUF | 19899 | (390)<br>| 1 | (391)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.17% | Annual | N/A | 09/17/30 | HUF | 20055 | (368)<br>| 1 | (369)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.21% | Annual | N/A | 09/17/30 | HUF | 17517 | (219)<br>| 1 | (220)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.22% | Annual | N/A | 09/17/30 | HUF | 9140 | (109)<br>|  | (109)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.27% | Annual | N/A | 09/17/30 | HUF | 11924 | (58)<br>|  | (58)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective*<br> *Date* | &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* | *Effective*<br> *Date* | &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)* |
| 7.11% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 9334 | $10590 | $6 | $10584 |
| 7.11% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 5535 | 6296 | 4 | 6292 |
| 7.22% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 6827 | 6098 | 4 | 6094 |
| 7.37% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 3220 | 1776 | 316 | 1460 |
| 7.49% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 11495 | 3050 | 7 | 3043 |
| 7.60% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 17902 | 543 | 9 | 534 |
| 7.63% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 09/17/30 | ZAR | 11393 | (477)<br>| 7 | (484)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.29% | Monthly | N/A | 10/03/30 | MXN | 3714 | (6388)<br>| 2 | (6390)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.58% | Quarterly | N/A | 12/17/30 | CNY | 198450 | (20610)<br>| 312 | (20922)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.65% | Quarterly | N/A | 12/17/30 | CNY | 1077 | 370 | 2 | 368 |
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.90% | Annual | N/A | 12/17/30 | CZK | 10045 | (9035)<br>| 5 | (9040)<br>|
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.91% | Annual | N/A | 12/17/30 | CZK | 63803 | (56410)<br>| 33 | (56443)<br>|
| 4.08% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 12/17/30 | PLN | 3877 | 20509 | 11 | 20498 |
| 4.08% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 12/17/30 | PLN | 3936 | 20727 | 12 | 20715 |
| 4.10% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | N/A | 12/17/30 | PLN | 3936 | 20019 | 12 | 20007 |
| 6-mo. BUBOR, 6.62% | Semi-Annual | 6.23% | Annual | N/A | 12/17/30 | HUF | 11567 | (1312)<br>|  | (1312)<br>|
| 7.04% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 12/17/30 | ZAR | 5384 | 7715 | 4 | 7711 |
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.75% | Annual | N/A | 12/19/30 | CZK | 20575 | (25384)<br>| 6 | (25390)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.06% | At Termination | N/A | 01/02/31 | BRL | 429 | (2202)<br>| 2 | (2204)<br>|
| 1-day BZDIOVER, 0.05% | At Termination | 13.18% | At Termination | N/A | 01/02/31 | BRL | 6029 | (24674)<br>| 28 | (24702)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 7.53% | Monthly | N/A | 01/03/31 | MXN | 3620 | (4621)<br>| 2 | (4623)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 1.64% | Quarterly | N/A | 03/18/31 | CNY | 1123 | 294 | 2 | 292 |
| 3.58% | Annual | 6-mo. PRIBOR, 3.62% | Semi-Annual | N/A | 03/18/31 | CZK | 8368 | 14121 | 5 | 14116 |
| 3.62% | Annual | 6-mo. PRIBOR, 3.62% | Semi-Annual | N/A | 03/18/31 | CZK | 8394 | 13534 | 5 | 13529 |
| 6-mo. PRIBOR, 3.62% | Semi-Annual | 3.74% | Annual | N/A | 03/18/31 | CZK | 9098 | (12207)<br>| 5 | (12212)<br>|
| 6-mo. BUBOR, 6.62% | Semi-Annual | 5.98% | Annual | N/A | 03/18/31 | HUF | 11838 | (1690)<br>|  | (1690)<br>|
| 6.69% | Quarterly | 3-mo. JIBAR, 6.75% | Quarterly | N/A | 03/18/31 | ZAR | 5037 | 12361 | 3 | 12358 |
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.05% | Monthly | N/A | 03/21/31 | MXN | 17080 | (2809)<br>| 9 | (2818)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.09% | Monthly | N/A | 03/24/31 | MXN | 11698 | (912)<br>| 6 | (918)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.17% | Monthly | 04/06/26 <br><sup>(a)</sup><br>| 03/31/31 | MXN | 5846 | 513 | 3 | 510 |
| 1-day THOR, 0.99% | Quarterly | 1.62% | Quarterly | 06/17/26 <br><sup>(a)</sup><br>| 06/17/31 | THB | 98257 | (22293)<br>| 33 | (22326)<br>|
| 4.12% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | 06/17/26 <br><sup>(a)</sup><br>| 06/17/31 | PLN | 6828 | 39799 | 21 | 39778 |
| 4.40% | Annual | 6-mo. WIBOR, 3.89% | Semi-Annual | 06/17/26 <br><sup>(a)</sup><br>| 06/17/31 | PLN | 6823 | 17284 | 21 | 17263 |
| 6.16% | Semi-Annual | 1-day MIBOR, 6.98% | Semi-Annual | 06/17/26 <br><sup>(a)</sup><br>| 06/17/31 | INR | 196440 | 57799 | 24 | 57775 |
| 1-day MIBOR, 6.98% | Semi-Annual | 6.51% | Semi-Annual | 06/17/26 <br><sup>(a)</sup><br>| 06/17/31 | INR | 230504 | (33543)<br>| 27 | (33570)<br>|
| 0.02% | Annual | 6-mo. EURIBOR, 2.48% | Semi-Annual | N/A | 08/26/31 | EUR | 8789 | 1463000 | 106 | 1462894 |
| 1.61% | Quarterly | &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.49%<br>| Quarterly | 09/16/26 <br><sup>(a)</sup><br>| 09/16/31 | CNY | 12290 | 1463 | 20 | 1443 |
| 1-day ESTR, 2,435.99% | Annual | 2.34% | Annual | 01/19/28 <br><sup>(a)</sup><br>| 01/19/33 | EUR | 2870 | (61742)<br>| 40 | (61782)<br>|
| 1-day SOFR, 3.68% | Annual | 3.14% | Annual | 05/12/28 <br><sup>(a)</sup><br>| 05/12/33 | USD | 5752 | (159353)<br>| 53 | (159406)<br>|
| 3.24% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 08/09/33 | USD | 5937 | 224218 | 83 | 224135 |
| 1-day SOFR, 3.68% | Annual | 3.75% | Annual | N/A | 08/09/33 | USD | 8716 | (14824)<br>| 110 | (14934)<br>|
| 1-day SOFR, 3.68% | Annual | 3.93% | Annual | N/A | 10/04/33 | USD | 12560 | 144005 | 164 | 143841 |
| 1-day SOFR, 3.68% | Annual | 3.50% | Annual | N/A | 10/17/33 | USD | 17463 | (326955)<br>| 229 | (327184)<br>|
| 4.40% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 11/01/33 | USD | 5329 | (237349)<br>| 71 | (237420)<br>|
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/12/34 | USD | 4076 | 65408 | 53 | 65355 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 01/17/34 | USD | 2938 | 46925 | 38 | 46887 |
| 3.62% | Annual | 1-day SOFR, 3.68% | Annual | 10/09/29 <br><sup>(a)</sup><br>| 10/09/34 | USD | 10760 | 159196 | 101 | 159095 |
| 1-day SOFR, 3.68% | Annual | 3.66% | Annual | N/A | 10/10/34 | USD | 1 | (9)<br>|  | (9)<br>|
| 9.11% | Monthly | 1-day TIIEFONDEO, 6.94% | Monthly | N/A | 11/08/34 | MXN | 9670 | (24131)<br>| 8 | (24139)<br>|
| 1-day SOFR, 3.68% | Annual | 3.75% | Annual | N/A | 07/09/35 | USD | 7031 | (62799)<br>| 107 | (62906)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.12% | Monthly | N/A | 09/05/35 | MXN | 80000 | (95862)<br>| 65 | (95927)<br>|
| 1.35% | Quarterly | 1-day THOR, 0.99% | Quarterly | N/A | 09/17/35 | THB | 3217 | 6329 | 2301 | 4028 |
| 1-day THOR, 0.99% | Quarterly | 1.38% | Quarterly | N/A | 09/17/35 | THB | 2953 | (5611)<br>| 2 | (5613)<br>|
| 1-day THOR, 0.99% | Quarterly | 1.43% | Quarterly | N/A | 09/17/35 | THB | 169 | (294)<br>|  | (294)<br>|
| 1-day THOR, 0.99% | Quarterly | 1.44% | Quarterly | N/A | 09/17/35 | THB | 95 | (163)<br>|  | (163)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.27% | Monthly | N/A | 12/05/35 | MXN | 15706 | (11213)<br>| 14 | (11227)<br>|
| 1-day TIIEFONDEO, 6.94% | Monthly | 8.00% | Monthly | N/A | 12/28/35 | MXN | 690 | (1207)<br>| 1 | (1208)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**Centrally Cleared Interest Rate Swaps (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective*<br> *Date* | &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* | *Effective*<br> *Date* | &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)* |
| 3.46% | Annual | 1-day SOFR, 3.68% | Annual | 12/15/26 <br><sup>(a)</sup><br>| 12/15/36 | USD | 2071 | $78461 | $34 | $78427 |
| 3.65% | Annual | 1-day SOFR, 3.68% | Annual | N/A | 11/03/53 | USD | 5310 | 452387 | 164 | 452223 |
| 1-day SOFR, 3.68% | Annual | 4.00% | Annual | N/A | 11/03/53 | USD | 5310 | (138481)<br>| 164 | (138645)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 1.45% | Annual | N/A | 03/06/54 | JPY | 234530 | (443634)<br>| 53 | (443687)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 1.45% | Annual | N/A | 03/11/54 | JPY | 234530 | (443386)<br>| 54 | (443440)<br>|
| 1-day SONIA, 3.73% | Annual | 4.45% | Annual | N/A | 12/04/55 | GBP | 1380 | (97406)<br>| 42 | (97448)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.87% | Annual | N/A | 03/30/56 | JPY | 135223 | (26348)<br>| 30 | (26378)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.88% | Annual | N/A | 03/30/56 | JPY | 135359 | (23602)<br>| 30 | (23632)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.89% | Annual | N/A | 03/30/56 | JPY | 136236 | (22620)<br>| 31 | (22651)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.95% | Annual | N/A | 03/30/56 | JPY | 135107 | (12489)<br>| 30 | (12519)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 2.98% | Annual | N/A | 03/30/56 | JPY | 159244 | (7585)<br>| 36 | (7621)<br>|
|  |  |  |  |  |  |  |  | $2331842 | $8892 | $2322950 |

---

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

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

**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)* |
| &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 2.69% | At Termination | 08/15/32 | EUR | 535 | &nbsp;&nbsp; $6473 | &nbsp;&nbsp; $11 | &nbsp;&nbsp; $6462 |

---

**OTC Credit Default Swaps — Buy Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligations/Index* | *Financing* <br>*Rate Paid* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Counterparty* | *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>|
| Republic of Argentina | 5.00<br> % <br>| Quarterly | Bank of America N.A. | 12/20/27 | USD | 35 | $2364 | $5235 | $(2871)<br>|
| Deutsche Bank AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 300 | (3878)<br>| 11342 | (15220)<br>|
| Deutsche Bank AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 176 | (2276)<br>| 4375 | (6651)<br>|
| Deutsche Bank AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 59 | (763)<br>| 1467 | (2230)<br>|
| Deutsche Bank AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 65 | (841)<br>| 1697 | (2538)<br>|
| UBS Group AG | 1.00 | Quarterly | BNP Paribas SA | 06/20/28 | EUR | 100 | (1766)<br>| 2049 | (3815)<br>|
| UBS Group AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 63 | (1113)<br>| 1523 | (2636)<br>|
| UBS Group AG | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/28 | EUR | 600 | (10596)<br>| 9634 | (20230)<br>|
| Boeing, Co. | 1.00 | Quarterly | Deutsche Bank AG | 12/20/28 | USD | 300 | (4134)<br>| (835)<br>| (3299)<br>|
| Boeing, Co. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/29 | USD | 300 | (4436)<br>| 2411 | (6847)<br>|
|  |  |  |  |  |  |  | $(27439)<br>| $38898 | $(66337)<br>|

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing* <br>*Rate Received* <br>*by the Fund*<br>| &nbsp;&nbsp; *Payment* <br>*Frequency*<br>| *Counterparty* | *Termination* <br>*Date*<br>| *Credit* <br>*Rating*<sup>(a)</sup> <br>| *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Notional* <br>*Amount (000)*<sup>(b)</sup>  | *Value* | *Upfront* <br>*Premium* <br>*Paid* <br>*(Received)*<br>| *Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>|
| Altice France SA | 5.00<br> % <br>| Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | CCC+ | EUR | 151 | $5754 | $3033 | $2721 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 06/20/27 | CCC+ | EUR | 26 | 990 | 703 | 287 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Credit Default Swaps — Sell Protection (continued)**

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing*<br> *Rate Received*<br> *by the Fund*<br>| &nbsp;&nbsp; *Payment*<br> *Frequency*<br>| *Counterparty* | *Termination*<br> *Date*<br>| *Credit*<br> *Rating*<sup>(a)</sup><br>| *Notional*<br> *Amount (000)*<sup>(b)</sup> | *Notional*<br> *Amount (000)*<sup>(b)</sup> | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)*<br>| *Unrealized*<br> *Appreciation*<br> *(Depreciation)*<br>|
| CMA CGM SA | 5.00<br> % <br>| Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 66 | $4106 | $1807 | $2299 |
| iTraxx.XO.42 10-20% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | CCC | EUR | 387 | 2906 | 31386 | (28480)<br>|
| iTraxx.XO.44 20-35% | 5.00 | Quarterly | Goldman Sachs International | 12/20/30 | B | EUR | 387 | 41160 | 62463 | (21303)<br>|
| CMBX.NA.9 | 2.00 | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 46 | (8835)<br>| (781)<br>| (8054)<br>|
| CMBX.NA.9 | 2.00 | Monthly | Goldman Sachs International | 09/17/58 | N/R | USD | 52 | (10069)<br>| (792)<br>| (9277)<br>|
|  |  |  |  |  |  |  |  | $36012 | $97819 | $(61807)<br>|

---

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

<sup>(a)</sup> Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

<sup>(b)</sup> The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

**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>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.12% | At Termination | BNP Paribas SA | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 39 | $(904)<br>| $— | $(904)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.32% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 97 | (1694)<br>|  | (1694)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.35% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 1 | (21)<br>|  | (21)<br>|
| 10.97% | At Termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 7976 | 109026 |  | 109026 |
| 11.57% | At Termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | BNP Paribas SA | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 3560 | 37045 |  | 37045 |
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 12.84% | At Termination | Citibank N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 353 | (1854)<br>|  | (1854)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.09% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 1627 | (7067)<br>|  | (7067)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 14.11% | At Termination | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 01/04/27 | BRL | 2967 | (3697)<br>|  | (3697)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 14.55% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 2838 | 995 |  | 995 |
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 14.58% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 405 | 241 |  | 241 |
| 15.41% | At Termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | Citibank N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 3869 | (18646)<br>|  | (18646)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 9.79% | At Termination | BNP Paribas SA | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 6671 | (143013)<br>|  | (143013)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 9.99% | At Termination | Citibank N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 2 | (47)<br>|  | (47)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 10.00% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/04/27 | BRL | 2 | (53)<br>|  | (53)<br>|
| 4.44% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | Bank of America N.A. | N/A | &nbsp;&nbsp; 12/17/27 | CLP | 1315876 | 11256 |  | 11256 |
| 4.44% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/27 | CLP | 3343692 | 28602 |  | 28602 |
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.31% | Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 1436069 | (17141)<br>|  | (17141)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.31% | Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 3338822 | (39852)<br>|  | (39852)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.37% | Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 1425554 | (16648)<br>|  | (16648)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.37% | Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 3314370 | (38705)<br>|  | (38705)<br>|

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Interest Rate Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 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>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 6580248 | $(72035)<br>| $— | $(72035)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 2830252 | (30983)<br>|  | (30983)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 10.78% | Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 03/21/28 | COP | 712294 | (4500)<br>|  | (4500)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 12.44% | At Termination | &nbsp;&nbsp;&nbsp; JPMorgan Chase Bank <br> N.A.<br>| N/A | &nbsp;&nbsp; 01/02/29 | BRL | 11718 | (133550)<br>|  | (133550)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 12.95% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 3383 | (21787)<br>|  | (21787)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.00% | At Termination | BNP Paribas SA | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 30000 | (182684)<br>|  | (182684)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.00% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 6057 | (36789)<br>|  | (36789)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.00% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 3937 | (23913)<br>|  | (23913)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.12% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 15813 | (83913)<br>|  | (83913)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.15% | At Termination | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 01/02/29 | BRL | 2234 | (12635)<br>|  | (12635)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.31% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 409 | (1653)<br>|  | (1653)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.33% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 1222 | (5283)<br>|  | (5283)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.34% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 867 | (3034)<br>|  | (3034)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.34% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 6167 | (24099)<br>|  | (24099)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.35% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 2120 | (8212)<br>|  | (8212)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.42% | At Termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 1459 | (4907)<br>|  | (4907)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.43% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 562 | (1953)<br>|  | (1953)<br>|
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 14.03% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 2135 | 3172 |  | 3172 |
| 9.36% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 797285 | 15682 |  | 15682 |
| 9.36% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 1851953 | 36427 |  | 36427 |
| 9.42% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 794948 | 15245 |  | 15245 |
| 9.42% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 1846522 | 35411 |  | 35411 |
| 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 3621182 | 65879 |  | 65879 |
| 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 1558958 | 28362 |  | 28362 |
| 10.60% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Goldman Sachs <br> International<br>| N/A | &nbsp;&nbsp; 03/18/30 | COP | 393983 | 3761 |  | 3761 |
| &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.05%<br>| At Termination | 13.04% | At Termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/31 | BRL | 2735 | (22593)<br>|  | (22593)<br>|

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

**OTC Interest Rate Swaps (continued)**

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 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>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 9.64%<br>| Quarterly | 11.03% | Quarterly | HSBC Bank PLC | N/A | &nbsp;&nbsp; 03/18/31 | COP | 360198 | $(1713)<br>| $— | $(1713)<br>|
| 5.42% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,333.64%<br>| Semi-Annual | BNP Paribas SA | 06/17/26 <br><sup>(a)</sup><br>| &nbsp;&nbsp; 06/17/36 | CLP | 540484 | (5125)<br>|  | (5125)<br>|
|  |  |  |  |  |  |  |  |  | $(579599)<br>| $— | $(579599)<br>|

---

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

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

**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; $85741030 | &nbsp;&nbsp;&nbsp;&nbsp; $318828 | &nbsp;&nbsp;&nbsp;&nbsp; $86059858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 162872 | &nbsp;&nbsp;&nbsp;&nbsp; 162872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp; 396819 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 396819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 23667 | &nbsp;&nbsp;&nbsp;&nbsp; 23667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp; 103128 | &nbsp;&nbsp;&nbsp;&nbsp; 342860 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 445988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 45663 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 45663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13591 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 194791 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 194791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90874 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12149 | &nbsp;&nbsp;&nbsp;&nbsp; 12149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 126530 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 126530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp; 71753 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 278364 | &nbsp;&nbsp;&nbsp;&nbsp; 350117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; 7058479 | &nbsp;&nbsp;&nbsp;&nbsp; 641100 | &nbsp;&nbsp;&nbsp;&nbsp; 2776430 | &nbsp;&nbsp;&nbsp;&nbsp; 10476009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Angola | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 201908 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 201908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argentina | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 259285 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 259285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4227030 | &nbsp;&nbsp;&nbsp;&nbsp; 699071 | &nbsp;&nbsp;&nbsp;&nbsp; 4926101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 121012 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 121012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 329260 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 329260 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1690550 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1690550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3603574 | &nbsp;&nbsp;&nbsp;&nbsp; 978005 | &nbsp;&nbsp;&nbsp;&nbsp; 4581579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chile | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1209033 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1209033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2590126 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2590126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1053183 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1053183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cyprus | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 247245 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 247245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Czech Republic | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1027040 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1027040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 107496 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 107496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 452038 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 452038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5541886 | &nbsp;&nbsp;&nbsp;&nbsp; 729446 | &nbsp;&nbsp;&nbsp;&nbsp; 6271332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany | &nbsp;&nbsp; 109475 | &nbsp;&nbsp;&nbsp;&nbsp; 3568149 | &nbsp;&nbsp;&nbsp;&nbsp; 392968 | &nbsp;&nbsp;&nbsp;&nbsp; 4070592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greece | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367359 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 367359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 631134 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 631134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 415232 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 415232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6113420 | &nbsp;&nbsp;&nbsp;&nbsp; 2693158 | &nbsp;&nbsp;&nbsp;&nbsp; 8806578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indonesia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2305843 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2305843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 248476 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 248476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 416560 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 416560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1424878 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1424878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jamaica | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4262 | &nbsp;&nbsp;&nbsp;&nbsp; 4262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1407280 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1407280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jersey | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 383736 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 383736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jordan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198938 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kazakhstan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 398042 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 398042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2356770 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2356770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Macau | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1823920 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1823920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 778712 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 778712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morocco | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 420022 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 420022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1885507 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1885507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nigeria | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198032 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Peru | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 68091 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 68091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philippines | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1342364 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1342364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Portugal | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 112830 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 112830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saudi Arabia | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 793224 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 793224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 239629 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 239629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 620935 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 620935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 206124 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 206124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 917799 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 917799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 114906 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 114906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 803400 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 803400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1286220 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1286220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 609659 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 609659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ukraine | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 643431 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 643431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Arab Emirates | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198040 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 198040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7826244 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7826244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 68889393 | &nbsp;&nbsp;&nbsp;&nbsp; 8856298 | &nbsp;&nbsp;&nbsp;&nbsp; 77745691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uzbekistan | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 616980 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 616980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venezuela | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63230 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vietnam | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 284711 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 284711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16924806 | &nbsp;&nbsp;&nbsp;&nbsp; 4845257 | &nbsp;&nbsp;&nbsp;&nbsp; 21770063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 248294411 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 248294411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grantor Trust | &nbsp;&nbsp; 1789707 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1789707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | &nbsp;&nbsp; 52907832 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 52907832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1619154 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1619154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 116475842 | &nbsp;&nbsp;&nbsp;&nbsp; 2505281 | &nbsp;&nbsp;&nbsp;&nbsp; 118981123 |
| &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; 7782137 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7782137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; 110296 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7094203 | &nbsp;&nbsp;&nbsp;&nbsp; 7204499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 200585814 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 200585814 |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | &nbsp;&nbsp; $1858 | &nbsp;&nbsp;&nbsp;&nbsp; $55 | &nbsp;&nbsp;&nbsp;&nbsp; $283354 | &nbsp;&nbsp;&nbsp;&nbsp; $285267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Venezuela | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9060010 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9060010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 43345240 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 43345240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 56701 | &nbsp;&nbsp;&nbsp;&nbsp; 2613 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 59314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 426772 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 426772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 12852 | &nbsp;&nbsp;&nbsp;&nbsp; 50495 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2032 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2032 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48095784)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48095784)<br>|
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1047)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1047)<br>|
|  | &nbsp;&nbsp; $105964140 | &nbsp;&nbsp;&nbsp;&nbsp; $773970682 | &nbsp;&nbsp;&nbsp;&nbsp; $32652566 | &nbsp;&nbsp;&nbsp;&nbsp; $912587388 |
| Derivative Financial Instruments<sup>(b)</sup> <br>|  |  |  |  |
| &nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $121576 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $121576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; 726539 | &nbsp;&nbsp;&nbsp;&nbsp; 16632 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 743171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8417442 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8417442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 5189591 | &nbsp;&nbsp;&nbsp;&nbsp; 7089057 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12278648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6462 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6462 |
| &nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (283212)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (283212)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (1077221)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9572)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1086793)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9860243)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9860243)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (4229418)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7935999)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12165417)<br>|
|  | &nbsp;&nbsp; $609491 | &nbsp;&nbsp;&nbsp;&nbsp; $(2437857)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(1828366)<br>|

---

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

<sup>(a)</sup> Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

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

A reconciliation of Level 3 financial instruments is presented when the Fund had a significant amount of Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed* <br>*Securities*<br>| *Common* <br>*Stocks*<br>| *Corporate* <br>*Bonds*<br>| *Floating* <br>*Rate Loan* <br>*Interests*<br>| *Non-Agency* <br>*Mortgage-Backed* <br>*Securities* <br>| *Preferred* <br>*Stocks* <br>| *Unfunded* <br>*Floating Rate Loan* <br>*Interests*<br>|
| **Assets/Liabilities** |  |  |  |  |  |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $— | $1791389 | $14550294 | $5053587 | $2430309 | $7077998 | $(2973)<br>|
| Transfers into Level 3<sup>(a)</sup> | &nbsp;&nbsp; — |  | 1007000 | 506328 |  |  |  |
| Transfers out of Level 3<sup>(b)</sup> | &nbsp;&nbsp; — |  | (1118008)<br>| (475852)<br>|  |  |  |
| Accrued discounts/premiums | &nbsp;&nbsp; — |  | 7637 | 4623 | 11719 |  |  |
| Net realized gain (loss) | &nbsp;&nbsp; — |  |  | 208 | 1541 |  |  |
| Net change in unrealized appreciation (depreciation)<sup>(c)</sup> | &nbsp;&nbsp; (383)<br>| 486885 | (333520)<br>| (113206)<br>| (95617)<br>| 108704 | 1926 |
| Purchases | &nbsp;&nbsp; 319211 | 975208 | 239805 | 97232 | 313624 |  |  |
| Sales | &nbsp;&nbsp; — |  |  | (227663)<br>| (156295)<br>| (92499)<br>|  |
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $318828 | $3253482 | $14353208 | $4845257 | $2505281 | $7094203 | $(1047)<br>|
| &nbsp;&nbsp;&nbsp; Net change in unrealized appreciation (depreciation) on investments still held at <br> March 31, 2026<sup>(c)</sup><br>| &nbsp;&nbsp; $(383)<br>| $486885 | $(333520)<br>| $(113206)<br>| $(95617)<br>| $103827 | $909 |

---

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

---

| | | |
|:---|:---|:---|
|  | *Warrants* | *Total*  |
| **Assets** |  |  |
| Opening balance, as of December 31, 2025 | &nbsp;&nbsp; $298551 | $31199155 |
| Transfers into Level 3<sup>(a)</sup> | &nbsp;&nbsp; — | 1513328 |
| Transfers out of Level 3<sup>(b)</sup> | &nbsp;&nbsp; (1)<br>| (1593861)<br>|
| Accrued discounts/premiums | &nbsp;&nbsp; — | 23979 |
| Net realized gain (loss) | &nbsp;&nbsp; — | 1749 |

---

Schedule of Investments

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

---

| | | |
|:---|:---|:---|
|  | *Warrants* | *Total*  |
| Net change in unrealized appreciation (depreciation)<sup>(c)</sup> | &nbsp;&nbsp; $(15196)<br>| $39593 |
| Purchases | &nbsp;&nbsp; — | 1945080 |
| Sales | &nbsp;&nbsp; — | (476457)<br>|
| Closing balance, as of March 31, 2026 | &nbsp;&nbsp; $283354 | $32652566 |
| Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026<sup>(c)</sup> | &nbsp;&nbsp; $(15196)<br>| $33699 |

---

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

<sup>(a)</sup> As of December 31, 2025, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2026, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy. 

<sup>(b)</sup> As of December 31, 2025, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2026, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy. 

<sup>(c)</sup> Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026 is generally due to investments no longer held or categorized as Level 3 at period end. 

The following table summarizes the valuation approaches used and unobservable inputs utilized by the Valuation Committee to determine the value of certain of the Fund's Level 3 financial instruments as of period end. The table does not include Level 3 financial instruments with values based upon unadjusted third-party pricing information in the amount of $6,972,587.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | *Value* | &nbsp;&nbsp;&nbsp; *Valuation* <br>*Approach*<br>| &nbsp;&nbsp;&nbsp; *Unobservable* <br>*Inputs*<br>| &nbsp;&nbsp;&nbsp; *Range of* <br>*Unobservable* <br>*Inputs* <br>*Utilized*<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp; *Weighted* <br>*Average of* <br>*Unobservable* <br>*Inputs Based* <br>*on Fair Value* <br>|
| **Assets** |  |  |  |  |  |
| Common Stocks | &nbsp;&nbsp; $2776430 | Market | EBITDA Multiple | 9.75x - 71.43x | 30.82x |
|  |  |  | Revenue Multiple | 12.00x-32.14x | 21.55x |
|  |  | Income | Discount Rate | 15% |  |
| Corporate Bonds | &nbsp;&nbsp; 11388270 | Income | Discount Rate | 7%- 18% | 12% |
|  |  | Market | Direct Profit Multiple | 2.00x |  |
| Floating Rate Loan Interests | &nbsp;&nbsp; 4174035 | Income | Discount Rate | 9%- 32% | 14% |
|  |  | Market | Revenue Multiple | 0.63x-5.00x | 0.70x |
| Preferred Stocks | &nbsp;&nbsp; 7057890 | Market | Revenue Multiple | 7.50x - 62.49x | 41.31x |
|  |  |  | Time to Exit | 1.0 year |  |
|  |  |  | Volatility | 75% | 75% |
|  |  |  | Market Adjustment Multiple | 0.20x |  |
|  |  | Income | Discount Rate | 11% - 15% | 14% |
| Warrants | &nbsp;&nbsp; 283354 | Market | Revenue Multiple | 7.25x - 9.50x | 7.43x |
|  |  |  | Volatility | 55% |  |
|  |  |  | Time to Exit | 5.2 years |  |
|  | &nbsp;&nbsp; $25679979 |  |  |  |  |

---

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

<sup>(a)</sup> A significant change in unobservable input could result in a correlated or inverse change in value.

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

---

| | |
|:---|:---|
| **Currency Abbreviation**  | **Currency Abbreviation**  |
| ARS | Argentine Peso |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Chinese Yuan |
| CNY | Chinese Yuan |
| COP | Colombian Peso |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| DOP | Dominican Peso |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |

---

------

Consolidated Schedule of Investments (unaudited)(continued)

March 31, 2026

**BlackRock Strategic Global Bond Fund, Inc.**

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NGN | Nigerian Naira |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peru Nuevo Sol |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| RON | Romanian Leu |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwan Dollar |
| USD | United States Dollar |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation**  | **Portfolio Abbreviation**  |
| ABS | Asset-Backed Security |
| ADR | American Depositary Receipt |
| AMT | Alternative Minimum Tax |
| ARB | Airport Revenue Bonds  |
| BBSW | Bank Bill Swap Rate |
| BUBOR | Budapest Interbank Offered Rate |
| BZDIOVER | Overnight Brazil Interbank Deposit (CETIP) |
| CDC | Certificate of Deposit Rate |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange  |
| CMT | Constant Maturity Treasury |
| COOIS | Columbia Overnight Interbank Reference Rate |
| CVR | Contingent Value Right |
| DAC | Designated Activity Company  |
| DIP | Debtor-In-Possession |
| ESTR | Euro Short Term Rate |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FREMF | Freddie Mac Multifamily Securities |
| JIBAR | Johannesburg Interbank Average Rate |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| JSC | Joint Stock Company  |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| KOSPI | Korea Composite Stock Price Index |
| MIBOR | Mumbai Interbank Offered Rate |
| MSCI | Morgan Stanley Capital International |
| PCL | Public Company Limited |
| PIK | Payment-in-Kind |
| PIPE | Private Investment in Public Equity |
| PRIBOR | Prague Interbank Offer Rate |
| RB | Revenue Bonds |
| S&P | Standard & Poor's |
| SAN | State Aid Notes  |
| SCA | Societe en Commandite par Actions |
| SOFR | Secured Overnight Financing Rate  |
| SONIA | Sterling Overnight Interbank Average Rate |
| SPDR | Standard & Poor's Depository Receipt  |
| TBA | To-Be-Announced |
| THOR | Thai Overnight Repurchase Rate |
| TIIEFONDEO | MXN - Overnight TIIE Funding Rate  |
| WIBOR | Warsaw Interbank Offered Rate |

---

Schedule of Investments

------

## 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 Strategic Global Bond Fund, Inc.

- **b. Investment Company Act file number:** 811-05603

- **c. CIK number of Registrant:** 0000835620

- **d. LEI of Registrant:** WLNAPPG3EBO2UQ0EB806

- **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 Strategic Global Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002866

- **c. LEI of Series:** WLNAPPG3EBO2UQ0EB806

**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:** $1046170226.16

**Total Liabilities:** $170180672.74

**Net Assets:** $875989553.42

**Amount of Assets Invested in Other Investment Companies:** $1789700.59

**Delayed Delivery Securities:** $59178627.93

**Cash Not Reported:** $65158032.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25918.15000000 | **1-Year:** 3092.73000000 | **5-Year:** 82797.11000000 | **10-Year:** 74713.92000000 | **30-Year:** 30614.81000000

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

- **3-Month:** 73200.28000000 | **1-Year:** 55135.70000000 | **5-Year:** 128278.20000000 | **10-Year:** 52685.23000000 | **30-Year:** 21463.24000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007879 | 1.09%                | 1.09%                | -3.47%               |
| Class ID C000007882 | 1.11%                | 1.11%                | -3.45%               |
| Class ID C000038980 | 1.03%                | 1.03%                | -3.54%               |
| Class ID C000162768 | 1.11%                | 1.11%                | -3.45%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3323166.89              | $4596250.21                                |
| Month 2  | $831158.04               | $4137346.64                                |
| Month 3  | $-890856.10              | $-27327708.90                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABRA GLOBAL FINANCE                                              | ABRA Global Finance                                                                                                                                 | CUSIP: 000852AC7<br>LEI: 2549007QS3P0D4KT9G26 | Long             | DBT              | CORP              | KY        |      504604 | PA      | $477279.69    | 0.05%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 24 Ltd                                                                                                                                      | CUSIP: 00119AAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     2000000 | PA      | $1994303.60   | 0.23%             | 2038-03-31      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                                                        | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93297.94     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                 | AMC Networks Inc                                                                                                                                    | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       12756 | NS      | $86613.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                 | AMC Networks Inc                                                                                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      226000 | PA      | $190401.02    | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                 | AMC Networks Inc                                                                                                                                    | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98692.41     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                  | AREIT 2024-CRE9 Ltd                                                                                                                                 | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      172067 | PA      | $171982.00    | 0.02%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                               | APLD ComputeCo LLC                                                                                                                                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103032.20    | 0.01%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      727000 | PA      | $499110.00    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      170000 | PA      | $110561.58    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $115146.49    | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114502.79    | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114409.43    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $113455.63    | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114721.67    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                                                 | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114045.43    | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                                                                                          | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      420000 | PA      | $340927.86    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                                                                                            | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102382.44    | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                                                                                                 | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96362.31     | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                                                                                              | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91836.53     | 0.01%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                    | Advanced Drainage Systems Inc                                                                                                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |         290 | NS      | $39767.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Master Trust                                              | Affirm Master Trust                                                                                                                                 | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $226362.83    | 0.03%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X1                                                                                                           | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100130.65    | 0.01%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                       | Affirm Asset Securitization Trust 2025-X2                                                                                                           | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      301284 | PA      | $301506.84    | 0.03%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1C PTT                                           | Air Canada 2020-1 Class C Pass Through Trust                                                                                                        | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      302000 | PA      | $305330.03    | 0.03%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC                                               | Albertsons Cos Inc                                                                                                                                  | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98451.61     | 0.01%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                           | Algoma Steel Group Inc                                                                                                                              | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       26292 | NS      | $108585.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd                                        | Alibaba Group Holding Ltd                                                                                                                           | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |         822 | NS      | $103128.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                                            | Alibaba Group Holding Ltd                                                                                                                           | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |       61000 | PA      | $84607.00     | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ATI Inc                                                                                                                                             | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15554.54     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                         | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                      | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198090.24    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                         | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $193255.36    | 0.02%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F012445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1597000 | PA      | $1435388.87   | 0.16%             | 2041-04-01      | 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        |     1178000 | PA      | $1083362.63   | 0.12%             | 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        |     8021000 | PA      | $6458784.88   | 0.74%             | 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        |      620000 | PA      | $585580.73    | 0.07%             | 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        |    17827009 | PA      | $14985829.44  | 1.71%             | 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        |      227000 | PA      | $216777.36    | 0.02%             | 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        |     3022000 | PA      | $2653858.30   | 0.30%             | 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        |       91000 | PA      | $87592.21     | 0.01%             | 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        |    22340823 | PA      | $20478582.03  | 2.34%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5600000 | PA      | $5127519.04   | 0.59%             | 2056-05-01      | 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        |      135000 | PA      | $131831.99    | 0.02%             | 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        |     2246000 | PA      | $2119154.10   | 0.24%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      823000 | PA      | $817072.01    | 0.09%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5817000 | PA      | $5613437.98   | 0.64%             | 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        |     2073000 | PA      | $2044240.52   | 0.23%             | 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        |    12012000 | PA      | $12067326.19  | 1.38%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      690000 | PA      | $703336.32    | 0.08%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2545292.65   | 0.29%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                                               | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1664000 | PA      | $1721414.29   | 0.20%             | 2056-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                                                                                                | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91316.94     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         750 | NS      | $215145.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      246000 | PA      | $238177.56    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116300.02    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      136000 | PA      | $134831.15    | 0.02%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114200.87    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93816.79     | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      167000 | PA      | $166284.64    | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133915.46    | 0.02%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       66000 | PA      | $65787.71     | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                                                        | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87150.08     | 0.01%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         746 | NS      | $155369.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      156000 | PA      | $101941.86    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      175000 | PA      | $108552.41    | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       79000 | PA      | $58922.13     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       76000 | PA      | $71807.97     | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69484.08     | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49518.77     | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49544.31     | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84705.93     | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44963.84     | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55180.29     | 0.01%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84501.83     | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                          | American Airlines 2019-1 Class AA Pass Through Trust                                                                                                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57326 | PA      | $53381.24     | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                           | American Airlines 2025-1 Class B Pass Through Trust                                                                                                 | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $109476.68    | 0.01%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                           | American Airlines 2019-1 Class B Pass Through Trust                                                                                                 | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40553 | PA      | $39640.22     | 0.00%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                          | American Axle & Manufacturing Inc                                                                                                                   | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |       84000 | PA      | $80131.32     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                                                 | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      826000 | PA      | $827509.08    | 0.09%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                           | American International Group Inc                                                                                                                    | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45433.72     | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                           | American International Group Inc                                                                                                                    | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88884.07     | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                                                                                                 | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      548000 | PA      | $565973.86    | 0.06%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                                                                                                 | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      912000 | PA      | $937200.92    | 0.11%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      131000 | PA      | $109904.77    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | Amgen Inc                                                                                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      221000 | PA      | $212581.02    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                        | Anchorage Capital CLO 8 Ltd                                                                                                                         | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | KY        |      950000 | PA      | $950130.06    | 0.11%             | 2038-10-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                         | Angel Oak Mortgage Trust 2025-7                                                                                                                     | CUSIP: 03466TAA5<br>LEI: 254900QTRHHMG5RQ9X60 | Long             | ABS-MBS          | CORP              | US        |      902395 | PA      | $905395.21    | 0.10%             | 2070-06-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                                                         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      233000 | PA      | $209973.08    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                         | Anheuser-Busch InBev Worldwide Inc                                                                                                                  | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      119000 | PA      | $119286.76    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                         | APA Corp                                                                                                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |        4600 | NS      | $195224.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apidos CLO                                                       | Apidos CLO LIII                                                                                                                                     | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001414.80   | 0.23%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                        | Apple Inc                                                                                                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         354 | NS      | $89841.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                                                                                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      230000 | PA      | $201281.81    | 0.02%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                                                                                                                                           | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       94000 | PA      | $56888.72     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                                                                                                                                           | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       70000 | PA      | $42870.94     | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | Apple Inc                                                                                                                                           | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      189000 | PA      | $143918.54    | 0.02%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Trust 2021-A                                                                                                                           | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18716 | PA      | $17177.17     | 0.00%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                      | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                                                | CUSIP: 03881BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1326000 | PA      | $1088651.97   | 0.12%             | 2053-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust                      | Arbor Multifamily Mortgage Securities Trust 2020-MF1                                                                                                | CUSIP: 03881BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14326446 | PA      | $432436.62    | 0.05%             | 2053-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                                                                                    | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |       93000 | PA      | $89539.34     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                                                                                     | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      468000 | PA      | $393283.80    | 0.04%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                                                                                                  | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $202343.40    | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2024-IND                                                                                                             | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      340000 | PA      | $340106.25    | 0.04%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2026-AZURE                                                                                                           | CUSIP: 03990QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $245000.00    | 0.03%             | 2038-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES Commercial Mortgage Trust 2026-AZURE                                                                                                           | CUSIP: 03990QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100000.00    | 0.01%             | 2038-03-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                                                   | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       25056 | PA      | $20996.93     | 0.00%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                                                   | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      216531 | PA      | $144859.24    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                                                   | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |        8744 | PA      | $7677.58      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                 | Aretec Group Inc                                                                                                                                    | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |       64000 | PA      | $67978.54     | 0.01%             | 2030-08-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                   | ARES1 2024-IND2                                                                                                                                     | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590000 | PA      | $590000.00    | 0.07%             | 2034-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                           | Arizona Public Service Co                                                                                                                           | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14747.62     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                           | Arsenal AIC Parent LLC                                                                                                                              | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108050.20    | 0.01%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                          | Asbury Automotive Group Inc                                                                                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10417.13     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                 | Ascension Health                                                                                                                                    | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $148210.99    | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $34954.56     | 0.00%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $90028.59     | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                                      | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $63672.55     | 0.01%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                         | Aston Martin Capital Holdings Ltd                                                                                                                   | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $150500.00    | 0.02%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                                              | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171647.47    | 0.02%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2024-ATRM                                                                                                              | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $431382.00    | 0.05%             | 2029-11-10      | Variable      | 8.60%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                     | Atrium Hotel Portfolio Trust 2017-ATRM                                                                                                              | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $191000.00    | 0.02%             | 2036-12-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                                                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25376.35     | 0.00%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | Avantor Funding Inc                                                                                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93819.31     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $54362.55     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                                                                                                  | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       40000 | PA      | $40387.60     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                     | BAMLL Trust 2024-BHP                                                                                                                                | CUSIP: 05493WAA0<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $250034.63    | 0.03%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                                                                                                 | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1140000 | PA      | $1163248.36   | 0.13%             | 2041-12-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                                                                                                 | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $370296.29    | 0.04%             | 2041-12-10      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Azul SA                                                          | Azul SA                                                                                                                                             | CUSIP: 05501U502<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |        9871 | NS      | $162871.50    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                         | Azule Energy Finance Plc                                                                                                                            | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201908.00    | 0.02%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                                                                                      | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $592210.38    | 0.07%             | 2037-03-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Trust 2025-FPM                                                                                                                                 | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      665000 | PA      | $668565.20    | 0.08%             | 2040-10-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                                                                                            | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      231000 | PA      | $230711.85    | 0.03%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-660F                                                                                                            | CUSIP: 05556QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      467000 | PA      | $465832.50    | 0.05%             | 2042-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                        | BMP 2024-MF23                                                                                                                                       | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310000 | PA      | $308837.50    | 0.04%             | 2041-06-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                   | BSTN Commercial Mortgage Trust 2025-HUB                                                                                                             | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      230000 | PA      | $229704.45    | 0.03%             | 2041-04-13      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust 2017-CC                                                                                                                                   | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $91600.11     | 0.01%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust 2017-CC                                                                                                                                   | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $172579.04    | 0.02%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                                                                                   | CUSIP: 05609BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133749 | PA      | $133331.03    | 0.02%             | 2036-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-LBA                                                                                                                                   | CUSIP: 05609BBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      711729 | PA      | $709504.64    | 0.08%             | 2036-02-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-XL4                                                                                                               | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519469 | PA      | $520767.76    | 0.06%             | 2039-02-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-BIO                                                                                                                                   | CUSIP: 05612AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      435000 | PA      | $433909.24    | 0.05%             | 2041-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MF                                                                                                                | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      664091 | PA      | $662549.55    | 0.08%             | 2039-02-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-CNYN                                                                                                                                  | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      534721 | PA      | $532135.87    | 0.06%             | 2041-04-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                                                                                                  | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      647000 | PA      | $642956.25    | 0.07%             | 2041-06-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2024-VLT4                                                                                                                                  | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $371108.59    | 0.04%             | 2041-06-15      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX 2024-PALM                                                                                                                                        | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      519231 | PA      | $518906.25    | 0.06%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-BRBK                                                                                                              | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $558600.00    | 0.06%             | 2041-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-BRBK                                                                                                              | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119250.00    | 0.01%             | 2041-10-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIR2                                                                                                              | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143877 | PA      | $144011.91    | 0.02%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2026-VLT9                                                                                                              | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1108000 | PA      | $1102636.84   | 0.13%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                                                                                             | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1566549.93   | 0.18%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR Commercial Mortgage Trust 2025-STAR                                                                                                             | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      470000 | PA      | $466968.69    | 0.05%             | 2042-11-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                                                                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1435000 | PA      | $1430515.63   | 0.16%             | 2044-12-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                             | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $29847.33     | 0.00%             | 2029-03-11      | Fixed         | 4.05%                 | 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        |       50000 | PA      | $49344.44     | 0.01%             | 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: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49211.26     | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | 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        |       40000 | PA      | $39272.10     | 0.00%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                                             | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $44034.40     | 0.01%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                         | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                    | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      198101 | PA      | $198101.48    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                                                | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89861.09     | 0.01%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                                                | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89789.49     | 0.01%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 Trust 2024-5YR6                                                                                                                               | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $977798.43    | 0.11%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                 | Barbados Government International Bond                                                                                                              | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |      181000 | PA      | $184801.00    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      391000 | PA      | $437126.49    | 0.05%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                                                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $419480.96    | 0.05%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                     | Barclays Mortgage Loan Trust 2025-NQM3                                                                                                              | CUSIP: 06745VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750761 | PA      | $753842.07    | 0.09%             | 2065-05-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                   | Barings CLO Ltd 2020-I                                                                                                                              | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |     1515000 | PA      | $1514242.50   | 0.17%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS MORTGAGE TRUST 2017-C1                                                                                                                        | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1177487.16   | 0.13%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS Mortgage Trust 2025-C35                                                                                                                       | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      357000 | PA      | $278182.05    | 0.03%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                            | Becton Dickinson & Co                                                                                                                               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44210.40     | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | Beignet Investor LLC                                                                                                                                | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4640000 | PA      | $4770644.54   | 0.54%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2020-B21 Mortgage Trust                                                                                                                   | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4739431 | PA      | $241051.27    | 0.03%             | 2053-12-17      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                                                                                            | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $710221.88    | 0.08%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                                                                                            | CUSIP: 08861RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360112.50    | 0.04%             | 2041-11-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                    | BHG Securitization Trust 2021-A                                                                                                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        7070 | PA      | $7037.00      | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                    | BHG Securitization Trust 2021-A                                                                                                                     | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98073.32     | 0.01%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                                                                                             | CUSIP: 088921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      501000 | PA      | $507559.19    | 0.06%             | 2042-10-10      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                              | BHMS Commercial Mortgage Trust 2025-ATLS                                                                                                            | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      615000 | PA      | $615395.08    | 0.07%             | 2042-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| iShares Flexible Income Active ETF                               | iShares Flexible Income Active ETF                                                                                                                  | CUSIP: 092528603<br>LEI: 5299008ELWKMLX9XJP73 | Long             | EC               | RF                | US        |      344000 | NS      | $17863920.00  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                    | Boeing Co/The                                                                                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |         323 | NS      | $64286.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                    | Boeing Co/The                                                                                                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        1700 | NS      | $110296.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                                                                                      | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       86000 | PA      | $91464.61     | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                                                                                        | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      308000 | PA      | $307497.88    | 0.04%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                           | Boston Scientific Corp                                                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         882 | NS      | $55345.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORP                                                 | Boyd Gaming Corp                                                                                                                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50393.14     | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                            | Bracelet Holdings Inc                                                                                                                               | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      536000 | PA      | $520786.54    | 0.06%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                            | Brazil Government International Bonds                                                                                                               | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3900000 | PA      | $3588000.00   | 0.41%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | Bristol-Myers Squibb Co                                                                                                                             | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       82000 | PA      | $58066.51     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                     | Broadcom Inc                                                                                                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         136 | NS      | $42093.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      247000 | PA      | $253379.53    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                                        | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      348000 | PA      | $351041.35    | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | Broadcom Inc                                                                                                                                        | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1524000 | PA      | $1535884.70   | 0.18%             | 2035-07-15      | Fixed         | 5.20%                 | 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        |       74000 | PA      | $73902.62     | 0.01%             | 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        |       93000 | PA      | $85386.28     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                               | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       65000 | PA      | $61671.71     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                              | Buckeye Partners LP                                                                                                                                 | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       58000 | PA      | $59695.34     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                         | Builders FirstSource Inc                                                                                                                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |         414 | NS      | $34084.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                                                                                            | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54541.27     | 0.01%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-TAIL                                                                                                                                  | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      840000 | PA      | $839999.66    | 0.10%             | 2035-06-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-MDHS                                                                                                              | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337913 | PA      | $337913.17    | 0.04%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Commercial Mortgage Trust 2024-AIRC                                                                                                              | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260175 | PA      | $260419.27    | 0.03%             | 2041-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT6                                                                                                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $526356.25    | 0.06%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      141000 | PA      | $133791.26    | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $113181.06    | 0.01%             | 2033-06-01      | 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        |      100000 | PA      | $85549.36     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $38879.18     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |       80000 | PA      | $80245.52     | 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: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $18049.58     | 0.00%             | 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        |      100000 | PA      | $99584.67     | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C4                                                                                                             | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1692333.00   | 0.19%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       97000 | PA      | $89426.61     | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       80000 | PA      | $85828.88     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2016-DC2 Mortgage Trust                                                                                                                        | CUSIP: 12594CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80321 | PA      | $80190.54     | 0.01%             | 2049-02-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2016-DC2 Mortgage Trust                                                                                                                        | CUSIP: 12594CBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98298.00     | 0.01%             | 2049-02-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                  | CSAIL 2018-CX12 Commercial Mortgage Trust                                                                                                           | CUSIP: 12595XAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $706234.65    | 0.08%             | 2051-08-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                 | CPV Fairview LLC 2025 Term Loan                                                                                                                     | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |      236929 | PA      | $235644.76    | 0.03%             | 2031-08-14      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $163428.80    | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                                                    | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      200000 | PA      | $144629.00    | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSX CORP                                                         | CSX Corp                                                                                                                                            | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      325000 | PA      | $314598.16    | 0.04%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2021-BHAR                                                                                                                                      | CUSIP: 12659VAA8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1825718.75   | 0.21%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                   | CVR Energy Inc                                                                                                                                      | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35261.35     | 0.00%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108211.74    | 0.01%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       92000 | PA      | $92073.78     | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                                                                                     | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      174000 | PA      | $174676.59    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-167G Mortgage Trust                                                                                                                       | CUSIP: 12674VAE1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      324000 | PA      | $322058.79    | 0.04%             | 2040-08-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                       | Cadence Design Systems Inc                                                                                                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |         401 | NS      | $111425.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                                        | Caesars Entertainment Inc                                                                                                                           | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        3619 | NS      | $95650.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                                                                                           | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      104000 | PA      | $105284.40    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                            | Caesars Entertainment Inc                                                                                                                           | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16802.09     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                              | Cali 2024-Sun                                                                                                                                       | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140000.00    | 0.02%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| California Pollution Control Financing Authority                 | CALIFORNIA ST POLL CONTROL FING AUTH WTR FURNISHING REVENUE                                                                                         | CUSIP: 13054WAC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      180000 | PA      | $180011.07    | 0.02%             | 2045-11-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                                                           | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      132000 | PA      | $133077.37    | 0.02%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                                             | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      210000 | PA      | $126357.77    | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                                             | CUSIP: 135087S47<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       76000 | PA      | $54081.23     | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                          | Canada Government Bonds                                                                                                                             | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $96775.21     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                                          | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       80000 | PA      | $84308.97     | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                                          | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       66000 | PA      | $64803.08     | 0.01%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                                                                                          | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       47000 | PA      | $45563.18     | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                 | Carlyle US CLO 2024-6 Ltd                                                                                                                           | CUSIP: 14319PAE1<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2504078.00   | 0.29%             | 2037-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                              | Carrier Global Corp                                                                                                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |         802 | NS      | $45160.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                  | Caterpillar Inc                                                                                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      129000 | PA      | $132150.82    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                | Cedar Funding II CLO Ltd                                                                                                                            | CUSIP: 15032TBU9<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000205.40   | 0.11%             | 2038-07-22      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       52000 | PA      | $54968.33     | 0.01%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       62000 | PA      | $63270.57     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                                                                                            | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102596.29    | 0.01%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                                                                                        | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      217000 | PA      | $213162.29    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                          | Century Communities Inc                                                                                                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        2891 | NS      | $165885.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                              | CFSP 2024-AHP1 Mortgage Trust                                                                                                                       | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      309563 | PA      | $296287.82    | 0.03%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                     | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      383000 | PA      | $245990.70    | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                     | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      336000 | PA      | $197419.94    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                                                     | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93775.52     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy Inc                                                                                                                                 | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14846.77     | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | Cheniere Energy Inc                                                                                                                                 | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9964.55      | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                                                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149808.78    | 0.02%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                                                                                                  | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $33152.93     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2016-C2                                                                                                         | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $741187.73    | 0.08%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 17292GAT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |     3095000 | PA      | $3032248.88   | 0.35%             | 2030-09-09      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      765000 | PA      | $726753.06    | 0.08%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |         566 | NS      | $64190.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      363000 | PA      | $320064.64    | 0.04%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      919000 | PA      | $862071.67    | 0.10%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2020-420K                                                                                                       | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $321543.50    | 0.04%             | 2042-11-10      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                              | Citigroup Commercial Mortgage Trust 2020-420K                                                                                                       | CUSIP: 17328QAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20000000 | PA      | $643311.80    | 0.07%             | 2042-11-10      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                                                                                        | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      121000 | PA      | $127665.41    | 0.01%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                                                                                           | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $100800.00    | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                                                  | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73338.67     | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                                                | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60955.79     | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97827.01     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                                                            | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      167000 | PA      | $161100.49    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      106000 | PA      | $98905.83     | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                                                 | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       76000 | PA      | $71906.91     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                 | Coca-Cola Co/The                                                                                                                                    | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       25000 | PA      | $14687.99     | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                           | Cogent Communications Group LLC / Cogent Finance Inc                                                                                                | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30663.73     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Ave Student Loans Trust 2024-A                                                                                                              | CUSIP: 19424RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      284080 | PA      | $288070.36    | 0.03%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                                        | College Avenue Student Loans LLC                                                                                                                    | CUSIP: 19425MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      253345 | PA      | $262872.66    | 0.03%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                 | COLT 2025-5 Mortgage Loan Trust                                                                                                                     | CUSIP: 19689AAA3<br>LEI: 213800S6EGXVNRKXHN58 | Long             | ABS-MBS          | CORP              | US        |     1555355 | PA      | $1560950.72   | 0.18%             | 2070-05-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | Columbus McKinnon Corp/NY                                                                                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5997.24      | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                                                        | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       97000 | PA      | $51360.93     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                                                        | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44207.99     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-SBX Mortgage Trust                                                                                                                        | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      823000 | PA      | $817930.81    | 0.09%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Vistance Networks Inc                                            | Vistance Networks Inc                                                                                                                               | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |       10661 | NS      | $194030.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                              | Compass Datacenters Issuer III LLC                                                                                                                  | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      575000 | PA      | $570218.47    | 0.07%             | 2056-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                           | Comstock Resources Inc                                                                                                                              | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98815.08     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                     | Concord Music Royalties LLC                                                                                                                         | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895000 | PA      | $898469.02    | 0.10%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                                                                                                | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $129065.63    | 0.01%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                                                                                                | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $158534.86    | 0.02%             | 2041-08-15      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                         | Connect Finco SARL / Connect US Finco LLC                                                                                                           | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $210108.00    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                                  | ConnectWise LLC 2021 Term Loan B                                                                                                                    | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      234230 | PA      | $215686.22    | 0.02%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                         | CONTINUUM ENERGY PTE LTD                                                                                                                            | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      440479 | PA      | $438849.23    | 0.05%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: No      |
| CoreWeave Inc                                                    | CoreWeave Inc                                                                                                                                       | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Long             | EC               | CORP              | US        |        2711 | NS      | $210021.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                                                                                       | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       67000 | PA      | $65101.18     | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC INC                                              | Core Scientific Inc                                                                                                                                 | CUSIP: 21874AAE6<br>LEI: 5299003RGB2LAZ65RK73 | Long             | DBT              | CORP              | US        |       44000 | PA      | $48070.00     | 0.01%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                      | Corp Nacional del Cobre de Chile                                                                                                                    | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      209000 | PA      | $204757.30    | 0.02%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                                                          | CUSIP: 21H020642<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2760000 | PA      | $2279371.86   | 0.26%             | 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        |     2120000 | PA      | $1823531.25   | 0.21%             | 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        |     2062000 | PA      | $1840527.82   | 0.21%             | 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        |      904000 | PA      | $829018.02    | 0.09%             | 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        |      676000 | PA      | $633125.51    | 0.07%             | 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        |     1675000 | PA      | $1617884.44   | 0.18%             | 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        |     2643000 | PA      | $2617369.08   | 0.30%             | 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        |     2755000 | PA      | $2772545.88   | 0.32%             | 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        |     1526000 | PA      | $1551646.26   | 0.18%             | 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        |      643000 | PA      | $668225.46    | 0.08%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                                                           | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      207000 | PA      | $181125.00    | 0.02%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                             | Reworld Holding Corp                                                                                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48747.97     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                 | Credit Acceptance Corp                                                                                                                              | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $3108.55      | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                            | Crown Americas LLC / Crown Americas Capital Corp V                                                                                                  | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       72000 | PA      | $71724.70     | 0.01%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2026-GATE3                                                                                                           | CUSIP: 228920AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98337.94     | 0.01%             | 2043-02-10      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust                                   | CSTL Commercial Mortgage Trust 2024-GATE                                                                                                            | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244349.97    | 0.03%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                           | Cushman & Wakefield US Borrower LLC                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36051.98     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2025-LXP                                                                                                                                   | CUSIP: 23292LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      268000 | PA      | $268000.00    | 0.03%             | 2037-08-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2025-LXP                                                                                                                                   | CUSIP: 23292LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      287000 | PA      | $287000.00    | 0.03%             | 2037-08-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                                                                                         | CUSIP: 23306HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1253000 | PA      | $1248303.63   | 0.14%             | 2042-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                      | DBC 2025-DBC Mortgage Trust                                                                                                                         | CUSIP: 23306HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405000 | PA      | $403482.02    | 0.05%             | 2042-11-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                              | DBGS 2024-SBL                                                                                                                                       | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $189762.50    | 0.02%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                    | DR Horton Inc                                                                                                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |         819 | NS      | $112383.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ELECTRIC CO                                                  | DTE Electric Co                                                                                                                                     | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14502.78     | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                  | DTE Electric Co                                                                                                                                     | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14718.83     | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                  | DK Trust 2024-SPBX                                                                                                                                  | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1101328.47   | 0.13%             | 2034-03-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | Darling Ingredients Inc                                                                                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100698.80    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DaVita Inc                                                                                                                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96151.52     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                    | DBSG 2024-ALTA Mortgage Trust                                                                                                                       | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312000 | PA      | $314920.73    | 0.04%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                     | DC Trust 2024-HLTN                                                                                                                                  | CUSIP: 24022FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $741606.90    | 0.08%             | 2040-04-13      | Variable      | 10.31%                | 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        |       17000 | PA      | $17591.07     | 0.00%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                              | Delta Air Lines Inc                                                                                                                                 | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |        1881 | NS      | $125048.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA INC                                              | DENTSPLY SIRONA Inc                                                                                                                                 | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97652.97     | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                             | Diameter Capital Clo 2 Ltd                                                                                                                          | CUSIP: 25255LAU6<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500275.45    | 0.06%             | 2037-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                           | Digicel Group Holdings Ltd                                                                                                                          | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       71041 | PA      | $4262.49      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| DirecTV Financing LLC                                            | DirecTV Financing LLC 2025 Term Loan B                                                                                                              | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      306000 | PA      | $305895.96    | 0.03%             | 2031-02-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                            | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102082.93    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                               | Walt Disney Co/The                                                                                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        1841 | NS      | $177435.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                                                                                        | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72298.00     | 0.01%             | 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        |      100000 | PA      | $73282.00     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                                                                                                   | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       72000 | PA      | $69408.00     | 0.01%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | Directv Financing LLC                                                                                                                               | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $64855.39     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMAIN GREENBOUGH                                                | DOMAIN GREENBOUGH                                                                                                                                   | CUSIP: 25704PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      319211 | PA      | $318827.95    | 0.04%             | 2032-01-23      | Fixed         | 14.57%                | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      150000 | PA      | $142500.00    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                                               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    61550000 | PA      | $1065880.78   | 0.12%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-259551.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-158569.71   | -0.02%            |  |  |  | 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      | $210032.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $19421.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 49 Senior Loan Fund                                                                                                                          | CUSIP: 26244QAN3<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |       27631 | PA      | $27630.53     | 0.00%             | 2030-07-18      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 37 Senior Loan Fund                                                                                                                          | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |       86081 | PA      | $86081.35     | 0.01%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                  | Durst Commercial Mortgage Trust 2025-151                                                                                                            | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      647000 | PA      | $652971.16    | 0.07%             | 2042-08-10      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                            | ECL Entertainment LLC 2025 Term Loan B                                                                                                              | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      457073 | PA      | $453644.99    | 0.05%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                                                                                                  | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $330650.93    | 0.04%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                                                                                                  | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $330650.93    | 0.04%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                      | ELM Trust 2024-ELM                                                                                                                                  | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $350359.84    | 0.04%             | 2039-06-10      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                           | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39081.33     | 0.00%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                         | Eagle Funding Luxco Sarl                                                                                                                            | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |      250000 | PA      | $250625.00    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $773.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-7025.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1414.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-13263.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-43315.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-10703.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $3695.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-7.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-19.76       | -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      | $697.35       | 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      | $12.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-10.95       | -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      | $1365.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-149.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-28.74       | -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      | $1336.68      | 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      | $1533.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED EGP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |           1 | NC      | $-69561.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED EGP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | EG        |           1 | NC      | $-18274.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ID        |           1 | NC      | $4342.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $12451.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $55854.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ARS / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $33486.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD UYU                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $18143.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $7864.16      | 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      | $-114413.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $68431.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | ID        |           1 | NC      | $1307.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $28843.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |           1 | NC      | $-29913.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PE        |           1 | NC      | $-16869.85    | -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      | $143318.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-5669.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-234.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-764.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED TRY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $2586.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $510583.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $57712.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $296475.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $23050.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-10031.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $169842.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $275126.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $255388.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED NGN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $11689.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED NGN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $3175.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3412.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5624.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-5568.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-22637.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-5632.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-22895.47    | -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      | $-69421.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1008.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-395.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $8739.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $4875.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $-18154.61    | -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      | $-3483.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2488.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2629.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $7965.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-6980.62     | -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      | $-27059.72    | -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      | $-2145.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |           1 | NC      | $-8393.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $1985.89      | 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      | $4253.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $22681.34     | 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      | $4665.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2166.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-23429.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $9137.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $47607.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $43479.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $122200.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $9908.17      | 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      | $2005.38      | 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      | $20330.28     | 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      | $2354.67      | 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      | $5786.73      | 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      | $7479.12      | 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      | $6639.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $23859.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $902.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-677.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $7383.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $16765.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED COP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CO        |           1 | NC      | $995.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-966.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1352.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2213.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-19391.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-19135.60    | -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      | $-39374.19    | -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      | $-39900.38    | -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      | $-19411.48    | -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      | $-19670.90    | -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      | $-19888.38    | -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      | $-19626.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-19573.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-19834.79    | -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      | $-64690.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TH        |           1 | NC      | $-65554.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD SGD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $20763.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED PLN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | PL        |           1 | NC      | $-28228.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $115276.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD NOK                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $3749.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED CZK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $-39352.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED NZD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | NZ        |           1 | NC      | $-3447.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED EUR / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-338.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED SEK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SE        |           1 | NC      | $-21563.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $3977.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED CAD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $-36442.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $341980.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED HUF / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-22056.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $291193.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |           1 | NC      | $-184987.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $185946.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED TRY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $13083.09     | 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      | $-505342.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-1945011.91  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $173952.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $884.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $880.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $3687.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $20250.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $818.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $8354.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $12796.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $20958.73     | 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      | $3090.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CLP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4837.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $25121.99     | 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      | $-5866.58     | -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      | $14990.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8631.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $7009.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD MYR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $18969.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $282.54       | 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      | $1551.26      | 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      | $7551.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $9736.14      | 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      | $20915.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3976.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $5893.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $12716.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |           1 | NC      | $-1715.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $104585.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $4286.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-13548.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $34680.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6067.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $5652.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $13765.63     | 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      | $3629.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $521.05       | 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      | $-1293.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6063.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-22119.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $30745.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $7917.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $4894.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-151.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-60.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED JPY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |           1 | NC      | $-800.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-146.84      | -0.00%            |  |  |  | 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      | $-348.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $7.64         | 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      | $1044.29      | 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      | $-912.89      | -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      | $-182.27      | -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      | $37.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED CLP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | CL        |           1 | NC      | $-754.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-893.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $38161.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED PHP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PH        |           1 | NC      | $-4745.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $8144.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CNH / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $27.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-7141.20     | -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      | $55697.37     | 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      | $50508.41     | 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      | $62340.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-75886.00    | -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      | $-182716.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED CAD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |           1 | NC      | $-36464.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-11229.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CHF                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $223.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED PLN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $-3873.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $-8217.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $-74426.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $-86187.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD CNH                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-3859.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED CHF / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |           1 | NC      | $-16379.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $927.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED JPY / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |           1 | NC      | $48076.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $47250.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $38850.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED JPY / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | JP        |           1 | NC      | $-50918.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED NOK / SOLD CAD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NO        |           1 | NC      | $31672.59     | 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      | $9887.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $88411.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-4329.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD NOK                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $11188.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD SEK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4236.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $37640.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $5023.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $-9574.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $64179.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $49293.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $8716.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $19537.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $13822.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED NZD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | NZ        |           1 | NC      | $-4609.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED CZK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $-3086.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |           1 | NC      | $20893.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED AUD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | AU        |           1 | NC      | $-297372.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED DKK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |           1 | NC      | $-1836.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED DKK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | DK        |           1 | NC      | $-644.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $654.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-26344.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $5389.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $128409.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $69626.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $78449.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED EUR / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $34108.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED SEK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | SE        |           1 | NC      | $-85048.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED SGD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $-10321.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | US        |           1 | NC      | $69288.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $199.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED CAD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $-442091.53   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED CAD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | CA        |           1 | NC      | $-114288.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED NOK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | NO        |           1 | NC      | $-4795.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED GBP / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $-57301.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $12367.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $81930.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $9956.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-43143.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED CNH / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |           1 | NC      | $34.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD COP                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-21475.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED COP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $104729.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED COP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $18542.89     | 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      | $-32732.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |           1 | NC      | $63679.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $2671.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-763.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $1741.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-85800.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-11048.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $85904.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $130149.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD KRW                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $36386.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED KRW / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-10440.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED KRW / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-24137.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD TRY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED TRY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |           1 | NC      | $292.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $209.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $760.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $74149.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $4046.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-525.23      | -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      | $-412.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $9499.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |           1 | NC      | $4973.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |           1 | NC      | $-795.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |           1 | NC      | $-11270.42    | -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      | $-213.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-1748.58     | -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      | $-4198.62     | -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      | $-10214.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $211.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $178440.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $107.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                            | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-147.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $190.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13466.74    | -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      | $977.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-620.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $-20606.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |           1 | NC      | $-2145.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-8673.69     | -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      | $15437.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED CZK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CZ        |           1 | NC      | $3264.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |           1 | NC      | $-1158.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $6807.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $3749.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $1888.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $7785.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED TRY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TR        |           1 | NC      | $1.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $32101.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $-1276.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |           1 | NC      | $-1342.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-4148.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CAD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $1512.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-106.33      | -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      | $-294.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-249.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED IDR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ID        |           1 | NC      | $453.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |           1 | NC      | $-1367.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $-683.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HK        |           1 | NC      | $-1552.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED HKD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HK        |           1 | NC      | $-683.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD HKD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $100.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |           1 | NC      | $-1986.85     | -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      | $2935.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                          | PURCHASED USD / SOLD CZK                                                                                                                            | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-40.03       | -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      | $-12614.15    | -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      | $1682.20      | 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      | $5256.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2419.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-320986.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED MYR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-15469.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CN        |           1 | NC      | $-378.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $-352.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $10236.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-18111.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | IN        |           1 | NC      | $-21655.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED COP / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $6067.47      | 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      | $-55554.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $-7160.92     | -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      | $-3682.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $699.16       | 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      | $-1677.67     | -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      | $-1102.03     | -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      | $25960.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-1188.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $-17605.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CLP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-421.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CLP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CL        |           1 | NC      | $-1684.81     | -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      | $-424.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED COP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $17101.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PEN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-960.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $7091.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $3054.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $5776.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD CAD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $13796.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $10380.56     | 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      | $-15900.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                              | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | XX        |           1 | NC      | $28959.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $74.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD PLN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $546.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED HUF / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $913.56       | 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      | $-46724.04    | -0.01%            |  |  |  | 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      | $-13929.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $-495.56      | -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      | $-2402.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD TRY                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-551.20      | -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      | $-270.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED CNH / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CN        |           1 | NC      | $5627.82      | 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      | $14686.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED CZK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $-13354.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED JPY / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |           1 | NC      | $-102.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED PLN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | PL        |           1 | NC      | $-31532.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $4319.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED EUR / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | XX        |           1 | NC      | $-9474.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED HUF / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |           1 | NC      | $44832.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED RON / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | RO        |           1 | NC      | $-4602.50     | -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      | $4877.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $-8829.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $1374.85      | 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      | $4294.45      | 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      | $2426.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD SGD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $2482.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED CZK / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |           1 | NC      | $-4902.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $440.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |           1 | NC      | $-2121.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED CHF / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |           1 | NC      | $-9546.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | ZA        |           1 | NC      | $-10906.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $9494.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED SGD / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | SG        |           1 | NC      | $-2443.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED USD / SOLD GBP                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |           1 | NC      | $3169.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                              | PURCHASED CHF / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | CH        |           1 | NC      | $-5014.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $1731.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED THB / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TH        |           1 | NC      | $711.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD EUR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $12309.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                       | PURCHASED USD / SOLD AUD                                                                                                                            | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |           1 | NC      | $8349.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EGP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $8057.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD EGP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5852.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $920.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $189.97       | 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      | $-8548.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |           1 | NC      | $27554.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $547.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | PURCHASED USD / SOLD HUF                                                                                                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $-2017.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | MX        |           1 | NC      | $-2069.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-834.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED ZAR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $-2586.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $358.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1041.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IN        |           1 | NC      | $-3044.04     | -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      | $48.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CLP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1889.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CLP                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5882.63     | -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      | $111.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $-2149.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED MXN / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |           1 | NC      | $2990.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD PEN                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-2888.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED PHP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | PH        |           1 | NC      | $-1448.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED PHP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $-1249.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED PHP / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PH        |           1 | NC      | $-1298.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-922.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $935.22       | 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      | $-1090.80     | -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      | $-3822.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-767.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD MXN                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2688.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-83.75       | -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      | $-20713.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13349.73    | -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      | $13495.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $155739.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-156908.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-113020.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | PURCHASED BRL / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | BR        |           1 | NC      | $114585.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4439.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-10328.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-325.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD THB                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-758.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD ZAR                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-5703.56     | -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      | $-3785.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-1442.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD PHP                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4471.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED USD / SOLD IDR                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-160.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                               | PURCHASED USD / SOLD JPY                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1870.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | PURCHASED EUR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $1141.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $52713.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-638.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED INR / SOLD USD                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $628.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-53569.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD INR                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-878.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                                                                                     | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180153.49    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                    | EchoStar Corp                                                                                                                                       | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        4929 | NS      | $577038.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                                                       | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      103712 | PA      | $104724.02    | 0.01%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | Ecopetrol SA                                                                                                                                        | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       26000 | PA      | $27443.00     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                             | Edison International                                                                                                                                | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      121000 | PA      | $123191.07    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                                                                                                 | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      230000 | PA      | $201651.65    | 0.02%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2018-A LLC                            | ELFI Graduate Loan Program 2023-A LLC                                                                                                               | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481994 | PA      | $496843.39    | 0.06%             | 2048-02-04      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                         | Embraer Netherlands Finance BV                                                                                                                      | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      155000 | PA      | $159759.01    | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | Encompass Health Corp                                                                                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |       57000 | PA      | $55762.14     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | Energizer Holdings Inc                                                                                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |       79000 | PA      | $75169.62     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                                                  | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20947.88     | 0.00%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                                                        | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100630.80    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing 2024-4 LLC                                                                                                               | CUSIP: 29374MAD0<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $65558.36     | 0.01%             | 2031-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                         | Equinix Europe 2 Financing Corp LLC                                                                                                                 | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |       31000 | PA      | $30150.99     | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                              | EQT Trust 2024-EXTR                                                                                                                                 | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1187424 | PA      | $1200852.56   | 0.14%             | 2041-07-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                      | Equinix Inc                                                                                                                                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      591000 | PA      | $557933.33    | 0.06%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                            | Equinix Asia Financing Corp Pte Ltd                                                                                                                 | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |       25000 | PA      | $24469.75     | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                                                                                              | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50613.62     | 0.01%             | 2028-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                                                                                              | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32006.58     | 0.00%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                      | Exelon Corp                                                                                                                                         | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27156.51     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                                                                                            | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       97000 | PA      | $62454.39     | 0.01%             | 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        |       56000 | PA      | $52911.29     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF 2020-K104 Mortgage Trust                                                                                                                      | CUSIP: 302984AS8<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |      750000 | PA      | $718258.58    | 0.08%             | 2052-02-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                                                                                                  | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      478000 | PA      | $370059.34    | 0.04%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                                                                                                  | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      180000 | PA      | $167513.34    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                        | FNA 8 LLC                                                                                                                                           | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      211166 | PA      | $210287.22    | 0.02%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS 2026-ORL                                                                                                                                         | CUSIP: 30343YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      542000 | PA      | $540983.75    | 0.06%             | 2041-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3395 | PA      | $3209.87      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12215 | PA      | $11517.70     | 0.00%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4243 | PA      | $4181.77      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11435 | PA      | $11295.82     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8976 | PA      | $8697.62      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35598 | PA      | $35118.79     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3128MJJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11395 | PA      | $11530.41     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         672 | PA      | $649.57       | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6021 | PA      | $5965.74      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3147 | PA      | $3046.64      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31307PUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17564 | PA      | $16959.58     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6104 | PA      | $5929.18      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5850 | PA      | $5680.62      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8327 | PA      | $8081.78      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3131XGBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4336 | PA      | $4250.42      | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3131XYBA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161854 | PA      | $158744.33    | 0.02%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1592 | PA      | $1561.90      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151441 | PA      | $141043.41    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33024 | PA      | $32257.27     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132CXCD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      293384 | PA      | $270199.02    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122577 | PA      | $113082.42    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47438 | PA      | $38997.20     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       96894 | PA      | $79600.19     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122253 | PA      | $100613.62    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18954 | PA      | $15669.78     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       34972 | PA      | $31000.96     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      302292 | PA      | $248786.40    | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      215438 | PA      | $177482.74    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25440 | PA      | $24553.74     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      110837 | PA      | $102702.88    | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3024 | PA      | $2911.66      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35878 | PA      | $34738.26     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27318 | PA      | $25812.42     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27495 | PA      | $25916.53     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21139 | PA      | $19822.79     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      133403 | PA      | $127761.29    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88911 | PA      | $84585.77     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42144 | PA      | $40702.61     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22428 | PA      | $21588.35     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72922 | PA      | $66380.77     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40946 | PA      | $39538.60     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21548 | PA      | $20714.91     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36285 | PA      | $34697.52     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26898 | PA      | $22097.11     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      143443 | PA      | $117507.72    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65450 | PA      | $60353.12     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DSHH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250648 | PA      | $243964.35    | 0.03%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1659445 | PA      | $1643387.76   | 0.19%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63858 | PA      | $65550.97     | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      231181 | PA      | $178817.61    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      102370 | PA      | $91726.00     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56983 | PA      | $46986.72     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      217871 | PA      | $179669.51    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      103834 | PA      | $85592.68     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138678 | PA      | $124245.85    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43197 | PA      | $37134.27     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      459724 | PA      | $409362.75    | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206141 | PA      | $167532.59    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90448 | PA      | $73301.14     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      144075 | PA      | $121721.82    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3132E02Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      195665 | PA      | $187791.37    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4467 | PA      | $4227.67      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1911 | PA      | $1799.92      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132JAST3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2897 | PA      | $2746.32      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132JMFR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1248 | PA      | $1177.42      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132JNVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1108 | PA      | $1084.92      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37286 | PA      | $33926.20     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2117 | PA      | $1969.10      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132QTHA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4084 | PA      | $3974.55      | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         655 | PA      | $632.47       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         651 | PA      | $628.47       | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6113 | PA      | $5528.26      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3048 | PA      | $2779.23      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3267 | PA      | $2972.34      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1535 | PA      | $1400.53      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70877 | PA      | $69818.96     | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1657 | PA      | $1549.12      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3114 | PA      | $2926.22      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335AGZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7535 | PA      | $7624.39      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335ARP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10901 | PA      | $11167.20     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5497 | PA      | $4970.92      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4100 | PA      | $3962.83      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6846 | PA      | $6407.00      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21199 | PA      | $20904.86     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30958 | PA      | $28401.21     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13629 | PA      | $12868.98     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                                                                                               | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19150 | PA      | $19289.34     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43546 | PA      | $40419.00     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53289 | PA      | $45679.20     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22678 | PA      | $20499.43     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37165 | PA      | $30587.51     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133AXTG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1073711 | PA      | $830982.65    | 0.09%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      141930 | PA      | $116881.31    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       90886 | PA      | $70607.50     | 0.01%             | 2050-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492843 | PA      | $442111.06    | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       82023 | PA      | $73294.37     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      371469 | PA      | $319778.34    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      191971 | PA      | $170904.09    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      412089 | PA      | $335711.29    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      181067 | PA      | $155527.50    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      262235 | PA      | $226562.13    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53488 | PA      | $43637.00     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91469 | PA      | $88647.21     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25372 | PA      | $26090.44     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KRMR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      481920 | PA      | $479065.88    | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76627 | PA      | $66426.99     | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                 | Freddie Mac Strips                                                                                                                                  | CUSIP: 3133Q3LJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      626841 | PA      | $631986.33    | 0.07%             | 2054-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      417656 | PA      | $419957.89    | 0.05%             | 2053-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411406 | PA      | $413136.36    | 0.05%             | 2054-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BR2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      900690 | PA      | $904474.29    | 0.10%             | 2054-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BR4Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      842552 | PA      | $846084.57    | 0.10%             | 2054-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BS5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1080549 | PA      | $1082241.39   | 0.12%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      296405 | PA      | $298039.07    | 0.03%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242385 | PA      | $244239.93    | 0.03%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411001 | PA      | $414161.68    | 0.05%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      295520 | PA      | $297509.88    | 0.03%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      251805 | PA      | $253570.25    | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163519 | PA      | $164659.33    | 0.02%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BVWT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1454062 | PA      | $1462312.83   | 0.17%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BVYM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1787743 | PA      | $1799518.13   | 0.21%             | 2054-06-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                                                                                                   | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202698 | PA      | $204471.22    | 0.02%             | 2055-08-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                        | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3944119 | PA      | $145709.97    | 0.02%             | 2030-10-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                        | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12969211 | PA      | $233093.04    | 0.03%             | 2029-05-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HBXV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      319780 | PA      | $322820.72    | 0.04%             | 2054-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HD2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      689580 | PA      | $695244.23    | 0.08%             | 2054-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HFPP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1545036 | PA      | $1548782.23   | 0.18%             | 2054-10-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HFWR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186302 | PA      | $186868.61    | 0.02%             | 2054-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HFWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1554765 | PA      | $1560740.75   | 0.18%             | 2054-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      317252 | PA      | $318207.22    | 0.04%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HHC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      527403 | PA      | $529030.72    | 0.06%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HHH53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      385776 | PA      | $386935.25    | 0.04%             | 2054-09-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      363097 | PA      | $366997.69    | 0.04%             | 2054-12-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199231 | PA      | $200761.87    | 0.02%             | 2054-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      259151 | PA      | $261127.97    | 0.03%             | 2054-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      240445 | PA      | $242146.42    | 0.03%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      279694 | PA      | $282893.46    | 0.03%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      206062 | PA      | $207816.33    | 0.02%             | 2055-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      285541 | PA      | $288639.59    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      556587 | PA      | $560564.70    | 0.06%             | 2055-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                                                                                                  | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      249372 | PA      | $251309.89    | 0.03%             | 2055-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         555 | PA      | $524.04       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         285 | PA      | $269.36       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EHWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40230 | PA      | $41017.61     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         842 | PA      | $817.86       | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EPMW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48799 | PA      | $49318.01     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EPTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27987 | PA      | $25643.02     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         185 | PA      | $179.42       | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3340 | PA      | $3043.65      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10617 | PA      | $9589.61      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17908 | PA      | $16207.93     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         550 | PA      | $517.04       | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13643 | PA      | $12322.17     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERLF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19041 | PA      | $17233.65     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11798 | PA      | $11519.73     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2069 | PA      | $2022.79      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         870 | PA      | $851.09       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1035 | PA      | $977.54       | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1002 | PA      | $967.34       | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         202 | PA      | $191.19       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4900 | PA      | $4730.98      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         196 | PA      | $184.90       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         737 | PA      | $695.28       | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         401 | PA      | $396.61       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2308 | PA      | $2270.03      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1518 | PA      | $1492.00      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         273 | PA      | $266.09       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         367 | PA      | $356.51       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1787 | PA      | $1736.01      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         339 | PA      | $329.13       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38212 | PA      | $34726.84     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5680 | PA      | $5478.12      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2622 | PA      | $2529.75      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1433 | PA      | $1298.42      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6497 | PA      | $5919.35      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4474 | PA      | $4318.35      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4138 | PA      | $3994.44      | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21453 | PA      | $19556.14     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJ4K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11243 | PA      | $10175.55     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8917 | PA      | $8054.20      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8888 | PA      | $8563.18      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5696 | PA      | $5491.20      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12461 | PA      | $12009.20     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6855 | PA      | $6604.84      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3731 | PA      | $3597.40      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2769 | PA      | $2670.13      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5584 | PA      | $5323.74      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         302 | PA      | $288.05       | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4213 | PA      | $3983.69      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1645 | PA      | $1554.18      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32185 | PA      | $30864.26     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34298 | PA      | $31169.43     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5475 | PA      | $5186.71      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15601 | PA      | $14177.36     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2138 | PA      | $2057.89      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2133 | PA      | $2052.46      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4082 | PA      | $3921.25      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4558 | PA      | $4383.06      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5664 | PA      | $5438.46      | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23277 | PA      | $22506.06     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         432 | PA      | $424.13       | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2135 | PA      | $2096.73      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138XY5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11848 | PA      | $11693.63     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4988 | PA      | $4724.55      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138Y8EH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2239 | PA      | $2189.35      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3138YKYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9128 | PA      | $8831.43      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         762 | PA      | $731.66       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         418 | PA      | $400.88       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         980 | PA      | $943.83       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         300 | PA      | $288.19       | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1747 | PA      | $1665.21      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FCTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5152 | PA      | $4663.37      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2007 | PA      | $1824.07      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         818 | PA      | $741.67       | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2116 | PA      | $1915.46      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1111 | PA      | $1000.14      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9435 | PA      | $8944.17      | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16900 | PA      | $17340.88     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28552 | PA      | $27350.70     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23169 | PA      | $22271.32     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10494 | PA      | $10050.20     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13681 | PA      | $13462.66     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113573 | PA      | $105776.55    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120756 | PA      | $112365.79    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2081 | PA      | $2048.91      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6386 | PA      | $6317.70      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2066 | PA      | $2041.97      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10972 | PA      | $11004.07     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17655 | PA      | $17417.78     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         456 | PA      | $439.84       | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3945 | PA      | $3714.01      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9128 | PA      | $8561.95      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1159 | PA      | $1141.44      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8411 | PA      | $8055.63      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22241 | PA      | $21973.68     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         291 | PA      | $281.14       | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3217 | PA      | $3147.95      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13284 | PA      | $12801.88     | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31126 | PA      | $28515.22     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5396 | PA      | $5141.71      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14118 | PA      | $13424.09     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7R56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7853 | PA      | $7622.25      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3426 | PA      | $3349.30      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         663 | PA      | $651.21       | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3369 | PA      | $3402.59      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22604 | PA      | $21922.05     | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13385 | PA      | $13238.26     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18818 | PA      | $18925.95     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91128 | PA      | $91499.96     | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125841 | PA      | $103569.47    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68949 | PA      | $56852.93     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140JV6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25631 | PA      | $25102.24     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37167 | PA      | $31921.25     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      332629 | PA      | $269725.99    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34821 | PA      | $29906.59     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88579 | PA      | $72841.28     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40949 | PA      | $35169.50     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23830 | PA      | $20466.45     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22846 | PA      | $19621.88     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12436 | PA      | $10665.65     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12290 | PA      | $10555.54     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140M2SS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254995 | PA      | $220678.87    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83715 | PA      | $77772.71     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139982 | PA      | $137807.57    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q83T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49218 | PA      | $48366.04     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q8AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4607 | PA      | $4471.71      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18377 | PA      | $18067.11     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9U68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6191 | PA      | $6157.20      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9U84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3849 | PA      | $3827.45      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9Y23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4985 | PA      | $4956.78      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5477 | PA      | $5446.83      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Q9ZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3544 | PA      | $3523.97      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73975 | PA      | $70936.58     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18489 | PA      | $17608.36     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313164 | PA      | $268701.37    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300375 | PA      | $257755.38    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313701 | PA      | $269189.70    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      324891 | PA      | $278843.33    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100546 | PA      | $86345.54     | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89520 | PA      | $82907.12     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26581 | PA      | $25576.79     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25851 | PA      | $24822.72     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      223979 | PA      | $193383.52    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242930 | PA      | $230563.77    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60353 | PA      | $57950.97     | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26132 | PA      | $25092.17     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57511 | PA      | $49465.41     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221456 | PA      | $190200.95    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      406369 | PA      | $356840.62    | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      385356 | PA      | $331438.48    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10678 | PA      | $10266.29     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24504 | PA      | $23526.09     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18380 | PA      | $17685.05     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30267 | PA      | $29185.19     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59163 | PA      | $50764.62     | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9851 | PA      | $8732.10      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88063 | PA      | $75741.23     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      277200 | PA      | $227979.88    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133849 | PA      | $110358.72    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299226 | PA      | $267186.13    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67744 | PA      | $58141.56     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127720 | PA      | $113964.02    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65275 | PA      | $56381.87     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234384 | PA      | $202092.87    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83717 | PA      | $68988.93     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42352 | PA      | $36790.61     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269600 | PA      | $221250.38    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72598 | PA      | $67797.89     | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113951 | PA      | $117178.65    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15758 | PA      | $14658.58     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50916 | PA      | $47248.46     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63121 | PA      | $58319.21     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80242 | PA      | $74009.10     | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100751 | PA      | $103604.77    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71759 | PA      | $73748.05     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      234561 | PA      | $241204.62    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      594497 | PA      | $615519.56    | 0.07%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143491 | PA      | $146555.14    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      369289 | PA      | $382453.96    | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1481459 | PA      | $1219424.79   | 0.14%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      228221 | PA      | $216920.95    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246592 | PA      | $220710.33    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12945 | PA      | $12224.36     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2667 | PA      | $2504.03      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43237 | PA      | $41515.71     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       56933 | PA      | $46946.16     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87932 | PA      | $81988.50     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      191326 | PA      | $157468.02    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      135056 | PA      | $111364.09    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80772 | PA      | $66429.56     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103941 | PA      | $89782.75     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      264553 | PA      | $227785.97    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325613 | PA      | $279426.72    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      189296 | PA      | $155142.40    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180870 | PA      | $148340.69    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      281299 | PA      | $236858.86    | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      113625 | PA      | $98118.91     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212993 | PA      | $175730.36    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31590 | PA      | $26248.91     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32640 | PA      | $26914.18     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      161538 | PA      | $148721.12    | 0.02%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94056 | PA      | $76019.48     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93953 | PA      | $83908.05     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      151894 | PA      | $134908.14    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100756 | PA      | $93778.46     | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       90421 | PA      | $90305.14     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XKTS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      244581 | PA      | $233923.03    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      561230 | PA      | $569224.58    | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      163296 | PA      | $164060.27    | 0.02%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XNAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141655 | PA      | $144238.35    | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140XTCM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      166464 | PA      | $159421.73    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45916 | PA      | $47003.81     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         832 | PA      | $836.98       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4437 | PA      | $4349.01      | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23413 | PA      | $22608.95     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         701 | PA      | $692.61       | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         649 | PA      | $639.51       | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31417GHT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83879 | PA      | $76803.27     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18639 | PA      | $18276.00     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1057 | PA      | $1007.29      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1524 | PA      | $1452.00      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114599 | PA      | $108904.35    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40794 | PA      | $39069.56     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250831 | PA      | $232704.99    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152831 | PA      | $142096.01    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50601 | PA      | $48201.61     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       74573 | PA      | $72672.42     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9037 | PA      | $9083.62      | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35270 | PA      | $28574.47     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418DEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127208 | PA      | $124372.33    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140186 | PA      | $114029.21    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      250965 | PA      | $204395.58    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      209068 | PA      | $161898.59    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418DX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300983 | PA      | $277100.43    | 0.03%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      806118 | PA      | $678822.80    | 0.08%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68662 | PA      | $59527.50     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2236412 | PA      | $2254982.26   | 0.26%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                                                                                     | CUSIP: 31419AA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3772 | PA      | $3873.21      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56178 | PA      | $57463.49     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31427MNC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24450 | PA      | $25047.58     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27028 | PA      | $24480.47     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      690089 | PA      | $712973.03    | 0.08%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 31427QV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119294 | PA      | $122168.65    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      203905 | PA      | $208907.07    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47546 | PA      | $48532.88     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98914 | PA      | $101444.02    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GRDF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      118750 | PA      | $119663.84    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44646 | PA      | $45598.76     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53410 | PA      | $54680.60     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                                                    | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87708 | PA      | $89906.55     | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                           | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $47636.67     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                                                     | CUSIP: 315961AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      758000 | PA      | $760908.14    | 0.09%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                                                                                          | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39888.01     | 0.00%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                                                                                          | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       68000 | PA      | $67679.37     | 0.01%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                          | Fidelity National Information Services Inc                                                                                                          | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54568.32     | 0.01%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                              | Fifth Third Bancorp                                                                                                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        3609 | NS      | $167674.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE3                                                                                                                                | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1649304 | PA      | $1654897.36   | 0.19%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2026-HE2                                                                                                                                | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      315000 | PA      | $312402.57    | 0.04%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                         | FirstEnergy Transmission LLC                                                                                                                        | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       83000 | PA      | $68788.14     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                                                                                       | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       72000 | PA      | $73383.70     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                          | Five Point Operating Co LP                                                                                                                          | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26936.46     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                                 | Flatiron CLO 23 LLC                                                                                                                                 | CUSIP: 33883DAW4<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $698120.85    | 0.08%             | 2036-04-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | Florida Power & Light Co                                                                                                                            | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      236000 | PA      | $146759.27    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                                     | FLOURISHING TRADE + INVT LTD                                                                                                                        | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |     1218976 | PA      | $1251035.07   | 0.14%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                                                                                        | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25821.81     | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                                  | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $409871.88    | 0.05%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                                                  | CUSIP: 34461WAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      410000 | PA      | $411281.25    | 0.05%             | 2039-12-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                                            | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      210000 | PA      | $210494.42    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                                            | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      340000 | PA      | $340702.54    | 0.04%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                                                            | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199719.95    | 0.02%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                                                                                         | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69708.84     | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2024-2                                                                                                                     | CUSIP: 35040VAB5<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |       79200 | PA      | $79109.10     | 0.01%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2021-2                                                                                                                     | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |       72672 | PA      | $69254.22     | 0.01%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2023-2                                                                                                                     | CUSIP: 35042RAA4<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      184862 | PA      | $191725.71    | 0.02%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                                                                                     | CUSIP: 35042TAA0<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      338786 | PA      | $336119.53    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust 2025-3                                                                                                                     | CUSIP: 35042TAB8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |      270000 | PA      | $267567.30    | 0.03%             | 2052-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                                                                                       | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101359.00    | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                                                                                       | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29478.50     | 0.00%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                             | Freeport-McMoRan Inc                                                                                                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        1006 | NS      | $59132.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FULL HOUSE RESORTS INC                                           | Full House Resorts Inc                                                                                                                              | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45500.00     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                                                   | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103853.24    | 0.01%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL Environmental Inc                                                                                                                               | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $97212.11     | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                                                                                    | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       78000 | PA      | $79735.11     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3842 | PA      | $3694.26      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32968 | PA      | $31203.23     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179QR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       17645 | PA      | $17915.40     | 0.00%             | 2044-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      212821 | PA      | $199446.24    | 0.02%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8297 | PA      | $7814.47      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15349 | PA      | $14677.31     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       85461 | PA      | $80039.77     | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75097 | PA      | $70332.05     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34151 | PA      | $31931.93     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36873 | PA      | $34697.26     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21099 | PA      | $19768.81     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4437 | PA      | $4157.66      | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12512 | PA      | $11800.93     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19375 | PA      | $18523.76     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27458 | PA      | $25794.98     | 0.00%             | 2047-07-20      | 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        |       21418 | PA      | $20458.17     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16739 | PA      | $15693.64     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10682 | PA      | $10201.54     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28270 | PA      | $26496.36     | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38362 | PA      | $37722.82     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58209 | PA      | $52122.84     | 0.01%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22711 | PA      | $22299.19     | 0.00%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       31718 | PA      | $30118.31     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      637488 | PA      | $526929.39    | 0.06%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      227886 | PA      | $204140.16    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10698 | PA      | $10493.39     | 0.00%             | 2050-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      114147 | PA      | $94350.43     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      340113 | PA      | $314562.97    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      631859 | PA      | $543996.49    | 0.06%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      160569 | PA      | $143478.17    | 0.02%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      324682 | PA      | $279517.03    | 0.03%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      450831 | PA      | $388466.08    | 0.04%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      104520 | PA      | $96652.00     | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21293 | PA      | $19647.26     | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      489597 | PA      | $462688.35    | 0.05%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8411 | PA      | $8291.03      | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617AXW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4347 | PA      | $4124.17      | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617B9SG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12269 | PA      | $11617.06     | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10050 | PA      | $9830.19      | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BJRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23834 | PA      | $22618.29     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BTEQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       37811 | PA      | $35881.03     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BTER9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9463 | PA      | $8966.61      | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BTGM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25349 | PA      | $24009.77     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BUEB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12175 | PA      | $11553.67     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BUEC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27213 | PA      | $25825.02     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3617BYFD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26331 | PA      | $24978.39     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2717 | PA      | $2553.16      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1505 | PA      | $1400.01      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1946 | PA      | $1807.87      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1533 | PA      | $1422.44      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3834 | PA      | $3551.76      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2396 | PA      | $2218.20      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11071 | PA      | $10861.81     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12681 | PA      | $12441.66     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8812 | PA      | $8659.81      | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3542 | PA      | $3409.98      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                                                  | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27826 | PA      | $26918.56     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1839 | PA      | $1732.01      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae I Pool                                                                                                                                   | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8533 | PA      | $7818.28      | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | GWT 2024-WLF2                                                                                                                                       | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1100000.00   | 0.13%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Trust 2020-GSA2                                                                                                              | CUSIP: 36264KAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3395088 | PA      | $196236.43    | 0.02%             | 2053-12-12      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2021-ROSS                                                                                                         | CUSIP: 36264YAA8<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $95250.00     | 0.01%             | 2026-05-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2023-FUN                                                                                                          | CUSIP: 36267CAC9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1504687.50   | 0.17%             | 2028-03-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2024-RVR                                                                                                          | CUSIP: 36272JAL7<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $248167.47    | 0.03%             | 2041-08-10      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust 2025-NQM4                                                                                                       | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |      380426 | PA      | $378969.42    | 0.04%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                     | GS Mortgage Securities Corp Trust 2025-800D                                                                                                         | CUSIP: 36273XAA9<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      394000 | PA      | $393584.57    | 0.04%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                      | Gap Inc/The                                                                                                                                         | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72469.06     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                                                                                           | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |       94000 | PA      | $93016.18     | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                   | GE Vernova Inc                                                                                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |         168 | NS      | $146647.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                                              | General Electric Co                                                                                                                                 | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |         666 | NS      | $188990.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61997.52     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | Gilead Sciences Inc                                                                                                                                 | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      230000 | PA      | $142527.76    | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                      | Goldman Sachs Group Inc/The                                                                                                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |         141 | NS      | $119284.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                                         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      597000 | PA      | $606842.07    | 0.07%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                                         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1987000 | PA      | $2020510.95   | 0.23%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                                         | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      144000 | PA      | $141817.24    | 0.02%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                                                         | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46928.26     | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                      | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                                                                                               | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241225 | PA      | $240808.53    | 0.03%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | Goldman Sachs Bank USA/New York NY                                                                                                                  | CUSIP: 38151G5B3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     3095000 | PA      | $2960677.00   | 0.34%             | 2030-09-12      | Variable      | 6.60%                 | No            |                  3 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust                      | Goldman Home Improvement Trust 2022-GRN2 Issuer Trust                                                                                               | CUSIP: 38151JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34697 | PA      | $35460.40     | 0.00%             | 2052-10-25      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                  | Golub Capital Partners CLO 50B-R Ltd                                                                                                                | CUSIP: 38178DAU1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |      405000 | PA      | $402118.38    | 0.05%             | 2035-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2024-1                                                                                                    | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481025 | PA      | $484813.42    | 0.06%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust                 | GoodLeap Sustainable Home Solutions Trust 2021-3                                                                                                    | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      194202 | PA      | $150365.92    | 0.02%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-1                                                                                                    | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      407648 | PA      | $408923.39    | 0.05%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-1                                                                                                    | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       18467 | PA      | $18783.83     | 0.00%             | 2049-02-20      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-2                                                                                                    | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      745357 | PA      | $749506.28    | 0.09%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust 2025-2                                                                                                    | CUSIP: 38238FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247805 | PA      | $250195.81    | 0.03%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                           | Goodyear Tire & Rubber Co/The                                                                                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      165000 | PA      | $144677.71    | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                                                                                            | CUSIP: 38384KUP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      297141 | PA      | $298013.30    | 0.03%             | 2054-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                                                                                            | CUSIP: 38384PC32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      522781 | PA      | $525004.19    | 0.06%             | 2054-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                                                                                            | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      253652 | PA      | $255073.01    | 0.03%             | 2055-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                           | Gran Tierra Energy Inc                                                                                                                              | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      212000 | PA      | $180200.00    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                          | Granite Ridge Resources Inc                                                                                                                         | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1142870.39   | 0.13%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                                                                                      | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159989.84    | 0.02%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                 | Great Wolf Trust 2024-WOLF                                                                                                                          | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1099656.25   | 0.13%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Trust 2024-1                                                                                                              | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210448 | PA      | $213459.28    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive Inc                                                                                                                              | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |       69000 | PA      | $69462.85     | 0.01%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                  | GS Finance Corp                                                                                                                                     | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     2200000 | PA      | $2111430.20   | 0.24%             | 2031-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                  | GS Finance Corp                                                                                                                                     | CUSIP: 40058XL51<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |      592000 | PA      | $575009.01    | 0.07%             | 2031-02-17      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                                                  | GS Finance Corp                                                                                                                                     | CUSIP: 40058XL69<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     1231000 | PA      | $1198067.06   | 0.14%             | 2031-02-17      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Airbus SE                                                        | Airbus SE                                                                                                                                           | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |         196 | NS      | $37058.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                                                                                           | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      205000 | PA      | $214573.50    | 0.02%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                              | HONO 2021-LULU Mortgage Trust                                                                                                                       | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      695000 | PA      | $687615.63    | 0.08%             | 2036-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                                                             | CUSIP: 403956AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $749531.25    | 0.09%             | 2037-05-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                                                             | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      117000 | PA      | $112949.94    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA Inc                                                                                                                                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      133000 | PA      | $131742.37    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                    | HTL Commercial Mortgage Trust 2024-T53                                                                                                              | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $762253.28    | 0.09%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HIH Trust                                                        | HIH Trust 2024-61P                                                                                                                                  | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      101853 | PA      | $101852.95    | 0.01%             | 2041-10-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                        | HIH Trust 2024-61P                                                                                                                                  | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388893 | PA      | $388893.06    | 0.04%             | 2041-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2025-NQM3 Trust                                                                                                                               | CUSIP: 40446GAC6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |     1918737 | PA      | $1928172.84   | 0.22%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                                                                                 | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |       10630 | NS      | $64289.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                                  | Hamlin Park CLO Ltd                                                                                                                                 | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     3000000 | PA      | $3001500.00   | 0.34%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                                                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |       97000 | PA      | $97941.00     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                                                                                   | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150729.24    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                         | Hess Midstream Operations LP                                                                                                                        | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $113725.01    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                            | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $91361.59     | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                            | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111000 | PA      | $108445.90    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18173.40     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                         | Hilton Domestic Operating Co Inc                                                                                                                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145885.23    | 0.02%             | 2033-03-15      | Fixed         | 5.88%                 | 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        |       99000 | PA      | $94004.45     | 0.01%             | 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        |        2000 | PA      | $1804.71      | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                               | Home Depot Inc/The                                                                                                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |          31 | NS      | $10195.59     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                   | Home Depot Inc/The                                                                                                                                  | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      257000 | PA      | $241277.31    | 0.03%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                  | HOMES 2023-NQM1 Trust                                                                                                                               | CUSIP: 43761JAB3<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |      564135 | PA      | $561445.78    | 0.06%             | 2068-01-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46653.89     | 0.01%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46561.13     | 0.01%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       62000 | PA      | $61329.44     | 0.01%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46460.82     | 0.01%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79376.24     | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34491.45     | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64249.31     | 0.01%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                          | Honeywell Aerospace Inc                                                                                                                             | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44636.72     | 0.01%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                                                                                            | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      100000 | PA      | $90570.00     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HR OTTAWA LP                                                     | HR Ottawa LP                                                                                                                                        | CUSIP: 44331MAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1893450 | PA      | $2104176.42   | 0.24%             | 2031-03-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                                                                                               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102440.40    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                                                                                          | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       44000 | PA      | $42768.83     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                          | Kestrel Acquisition LLC 2025 Term Loan                                                                                                              | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |      198094 | PA      | $198052.07    | 0.02%             | 2031-11-06      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                                                              | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      113590 | PA      | $113915.96    | 0.01%             | 2032-05-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                     | Huntington Bank Auto Credit-Linked Notes Series 2024-2                                                                                              | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210067 | PA      | $210365.42    | 0.02%             | 2032-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                         | Huntsman International LLC                                                                                                                          | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82944.16     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                  | IHS Holding Ltd                                                                                                                                     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $198032.00    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      203000 | PA      | $202780.46    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INV 2024-IND Mortgage Trust                                      | INV 2024-IND Mortgage Trust                                                                                                                         | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940000 | PA      | $927662.50    | 0.11%             | 2041-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                           | ITG Communications LLC Term Loan B                                                                                                                  | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |      454144 | PA      | $431436.56    | 0.05%             | 2031-07-09      | Floating      | 8.45%                 | No            |                  3 | On Loan: No      |
| ITT HOLDINGS LLC                                                 | ITT Holdings LLC                                                                                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10695.72     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | iHeartCommunications Inc                                                                                                                            | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |       75000 | PA      | $59711.35     | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      219000 | PA      | $218945.10    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       57000 | PA      | $59587.80     | 0.01%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                         | Infinity Natural Resources LLC                                                                                                                      | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81427.68     | 0.01%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                                                                                          | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83650.04     | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                                          | ION Platform Finance US Inc                                                                                                                         | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |      200000 | PA      | $154805.15    | 0.02%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $97077.10     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                                                                                   | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       70000 | PA      | $71344.77     | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iShares MSCI Brazil ETF                                          | iShares MSCI Brazil ETF                                                                                                                             | CUSIP: 464286400<br>LEI: 5493006D2L7KY3ZDF809 | Long             | EC               | RF                | US        |        4886 | NS      | $187573.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares China Large-Cap ETF                                      | iShares China Large-Cap ETF                                                                                                                         | CUSIP: 464287184<br>LEI: 5493001YVWPO25CNKN94 | Long             | EC               | RF                | US        |        9138 | NS      | $328054.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx USD Investment Grade Corporate Bond ETF            | iShares iBoxx USD Investment Grade Corporate Bond ETF                                                                                               | CUSIP: 464287242<br>LEI: 549300FYCXFXG8POR355 | Long             | EC               | RF                | US        |      209200 | NS      | $22800708.00  | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                         | iShares Russell 2000 ETF                                                                                                                            | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |        2700 | NS      | $669600.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF                | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                                                   | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Long             | EC               | RF                | US        |       17814 | NS      | $1673269.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares iBoxx USD High Yield Corporate Bond ETF                  | iShares iBoxx USD High Yield Corporate Bond ETF                                                                                                     | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |      113900 | NS      | $9061884.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Bitcoin Trust ETF                                        | iShares Bitcoin Trust ETF                                                                                                                           | CUSIP: 46438F101<br>LEI: 529900HVFN08L8P4H851 | Long             | EC               | RF                | US        |       23922 | NS      | $919083.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Ethereum Trust ETF                                       | iShares Ethereum Trust ETF                                                                                                                          | CUSIP: 46438R105<br>LEI: 529900M7AJ6IYSU9SP67 | Long             | EC               | RF                | US        |       16400 | NS      | $259612.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                                                                                    | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $252279.95    | 0.03%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                                                                                      | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $369378.49    | 0.04%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust 2025-VIS3                                                                                                                  | CUSIP: 46594EAC8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1269835 | PA      | $1264063.43   | 0.14%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                                     | JSC Kaspi.kz                                                                                                                                        | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $200534.00    | 0.02%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Trust                                | JP Morgan Seasoned Mortgage Trust 2014-1                                                                                                            | CUSIP: 46643VAN7<br>LEI: 549300PO5OQO1J76ZY81 | Long             | ABS-MBS          | CORP              | US        |     1415036 | PA      | $1358225.92   | 0.16%             | 2033-05-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                                                                                    | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $446083.43    | 0.05%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Jack Ohio Finance LLC                                            | Jack Ohio Finance LLC 2025 Term Loan B                                                                                                              | CUSIP: 46647KAK3<br>LEI: 5493002ERZW63JFJI167 | Long             | LON              | CORP              | US        |       63360 | PA      | $62409.60     | 0.01%             | 2032-02-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       47000 | PA      | $43793.36     | 0.00%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56945.31     | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                                                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71902.15     | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                                                 | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26618.96     | 0.00%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18591.68     | 0.00%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                           | JW Commercial Mortgage Trust 2024-MRCO                                                                                                              | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      814000 | PA      | $814000.00    | 0.09%             | 2039-06-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                           | JW Commercial Mortgage Trust 2024-MRCO                                                                                                              | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $374062.50    | 0.04%             | 2039-06-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                                                 | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      116000 | PA      | $119242.90    | 0.01%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                         | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $186372.34    | 0.02%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                         | Jefferson Capital Holdings LLC                                                                                                                      | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $18733.03     | 0.00%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                           | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $94505.83     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                          | JetBlue 2019-1 Class AA Pass Through Trust                                                                                                          | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       57565 | PA      | $51016.17     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                         | KLA Corp                                                                                                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |          62 | NS      | $91289.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                         | KLA Corp                                                                                                                                            | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |       84000 | PA      | $76622.54     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KB Home                                                          | KB Home                                                                                                                                             | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |        1659 | NS      | $85853.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                         | KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc                                                                               | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $55175.65     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                            | Venezuela Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | N/A              | DE               |  | VE        |        3000 | NS      | $6000.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                               | Kohl's Corp                                                                                                                                         | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      115000 | PA      | $86553.45     | 0.01%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                      | KSL Commercial Mortgage Trust 2024-HT2                                                                                                              | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142594 | PA      | $142326.20    | 0.02%             | 2039-12-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                                       | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      131000 | PA      | $134030.29    | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                                                       | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      304000 | PA      | $281877.10    | 0.03%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                                                                                     | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57130.98     | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                                        | LEX Trust 2026-450                                                                                                                                  | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553000 | PA      | $547983.74    | 0.06%             | 2043-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                | Lam Research Corp                                                                                                                                   | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |         444 | NS      | $94865.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | Lamar Media Corp                                                                                                                                    | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $111653.75    | 0.01%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                                                                                         | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40866.28     | 0.00%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Latch Inc                                                        | Latch Inc                                                                                                                                           | CUSIP: 51818V114<br>LEI: N/A                  | N/A              | DE               |  | US        |       12334 | NS      | $4.93         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                                       | Leidos Inc                                                                                                                                          | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29703.19     | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | Leidos Inc                                                                                                                                          | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29971.02     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-2                                                                                                                       | CUSIP: 52590AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99952.42     | 0.01%             | 2034-02-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2024-1                                                                                                                       | CUSIP: 52603DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100909.04    | 0.01%             | 2032-06-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2021-2                                                                                                                       | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      178000 | PA      | $167394.15    | 0.02%             | 2032-04-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust 2025-1                                                                                                                       | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      316000 | PA      | $317088.02    | 0.04%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LESSEN INC                                                       | LESSEN INC                                                                                                                                          | CUSIP: 527083AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      791912 | PA      | $594884.29    | 0.07%             | 2028-01-05      | Variable      | 12.44%                | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                                               | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10235.86     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                                               | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260852.93    | 0.03%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                                                                                    | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92367.00     | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                                                                                                | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |       74000 | PA      | $79584.78     | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                   | Eli Lilly & Co                                                                                                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |          51 | NS      | $46908.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                         | Live Nation Entertainment Inc                                                                                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49689.22     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                          | Loanpal Solar Loan 2020-2 Ltd                                                                                                                       | CUSIP: 53948KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64769 | PA      | $53860.19     | 0.01%             | 2047-07-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                   | Lowe's Cos Inc                                                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |          43 | NS      | $10160.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank RV Trust                                                | M&T Bank RV Trust 2026-1                                                                                                                            | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      513003 | PA      | $507199.72    | 0.06%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                                                                                       | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      388431 | PA      | $390537.29    | 0.04%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                  | Lyra Music Assets Delaware LP                                                                                                                       | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      262104 | PA      | $263679.47    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HTL Mortgage Trust                                                                                                                         | CUSIP: 55286PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      604269 | PA      | $597668.83    | 0.07%             | 2037-02-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-HF1 Mortgage Trust                                                                                                                         | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      542344 | PA      | $542344.40    | 0.06%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2025-NQM2 Trust                                                                                                                                 | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-MBS          | CORP              | US        |     1290764 | PA      | $1296590.13   | 0.15%             | 2070-05-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                | MC Brazil Downstream Trading SARL                                                                                                                   | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      200263 | PA      | $178995.30    | 0.02%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Merit                                                            | MHP 2021-STOR                                                                                                                                       | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760000 | PA      | $759525.00    | 0.09%             | 2038-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MCM TR 2021 VFN1                                                 | MCM TR 2021 VFN1                                                                                                                                    | CUSIP: 55293CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200267 | PA      | $1153382.73   | 0.13%             | 2059-01-01      | Variable      | 2.50%                 | No            |                  3 | On Loan: No      |
| MLTI Trust                                                       | MLTI Trust 2026-SF75                                                                                                                                | CUSIP: 55318JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      682000 | PA      | $678590.00    | 0.08%             | 2031-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                                                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      475000 | PA      | $469176.50    | 0.05%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                                                                                       | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96750.00     | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                     | Magnera Corp                                                                                                                                        | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92560.00     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                                                                                                | CUSIP: 56036BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $709993.89    | 0.08%             | 2041-01-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                                                                                                | CUSIP: 56036BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $219997.45    | 0.03%             | 2041-01-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MAIN Trust                                                       | MAIN Trust 2026-OLAS                                                                                                                                | CUSIP: 56036BAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $269996.03    | 0.03%             | 2041-01-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                          | Marathon Petroleum Corp                                                                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |         707 | NS      | $172635.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maricopa County Industrial Development Authority                 | MARICOPA CNTY AZ INDL DEV AUTH EDU REVENUE                                                                                                          | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      170000 | PA      | $179220.19    | 0.02%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-A                                                                                                               | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      469000 | PA      | $472490.11    | 0.05%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2025-A                                                                                                               | CUSIP: 567920AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172000 | PA      | $173356.43    | 0.02%             | 2038-05-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust 2024-A                                                                                                               | CUSIP: 567928AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      241000 | PA      | $242942.24    | 0.03%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance issuance Trust 2024-B                                                                                                               | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101823.70    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                           | Marriott International Inc/MD                                                                                                                       | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29471.40     | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                   | Mastercard Inc                                                                                                                                      | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      103000 | PA      | $78348.00     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                           | Match Group Holdings II LLC                                                                                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       56000 | PA      | $51896.96     | 0.01%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                                                                                               | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111500.14    | 0.01%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Maverick Gaming LLC                                              | Maverick Gaming LLC 2024 Second Out Term Loan                                                                                                       | CUSIP: 57770JAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      118770 | PA      | $4655.77      | 0.00%             | 2028-06-05      | Floating      | 11.19%                | No            |                  3 | On Loan: No      |
| MCDONALD'S CORP                                                  | McDonald's Corp                                                                                                                                     | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135423.19    | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                                                                                           | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81502.96     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-TWA Mortgage Trust                                                                                                                         | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $161139.57    | 0.02%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                               | MCR 2024-TWA Mortgage Trust                                                                                                                         | CUSIP: 582923AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      235000 | PA      | $235709.00    | 0.03%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                                                                                            | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      104000 | PA      | $106667.90    | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                                   | Medical Solutions Holdings Inc 2021 2nd Lien Term Loan                                                                                              | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |       74000 | PA      | $5920.00      | 0.00%             | 2029-11-01      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                         | Medtronic Global Holdings SCA                                                                                                                       | CUSIP: 58507LAQ2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $69505.27     | 0.01%             | 2049-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                            | Melco Resorts Finance Ltd                                                                                                                           | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $203047.00    | 0.02%             | 2032-04-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                              | Meritage Homes Corp                                                                                                                                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        2317 | NS      | $143283.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corp                                                    | Methanex Corp                                                                                                                                       | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |        4841 | NS      | $288233.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                                                | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97349.40     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                   | Microsoft Corp                                                                                                                                      | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      408000 | PA      | $242393.98    | 0.03%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                            | Micron Technology Inc                                                                                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |         538 | NS      | $181757.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASMPT Ltd                                                        | ASMPT Ltd                                                                                                                                           | CUSIP: 000000000<br>LEI: 529900PYFA1HFYKPT360 | Long             | EC               | CORP              | KY        |        1050 | NS      | $13590.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nishimatsuya Chain Co Ltd                                        | Nishimatsuya Chain Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         800 | NS      | $10635.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                                               | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       84000 | PA      | $86335.25     | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                                                                                               | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       77000 | PA      | $79781.43     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                          | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                             | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $97926.10     | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                                                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89402.98     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Saizeriya Co Ltd                                                 | Saizeriya Co Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         300 | NS      | $12149.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IDOM Inc                                                         | IDOM Inc                                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         900 | NS      | $7221.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-MP                                                                                                              | CUSIP: 61691DAA5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $924427.20    | 0.11%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2017-ASHF                                                                                                            | CUSIP: 61691KAQ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $256750.00    | 0.03%             | 2034-11-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2021-L5                                                                                                              | CUSIP: 61691YAB7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      660818 | PA      | $656397.62    | 0.07%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                                                      | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1514000 | PA      | $1518727.53   | 0.17%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                                                      | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81619.52     | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                                                                                            | CUSIP: 61790VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1460603 | PA      | $1465391.27   | 0.17%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM4                                                                                            | CUSIP: 617945AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1141396 | PA      | $1145705.99   | 0.13%             | 2070-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                           | Mosaic Solar Loan Trust 2023-4                                                                                                                      | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      175975 | PA      | $174985.99    | 0.02%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                              | Muthoot Finance Ltd                                                                                                                                 | CUSIP: 62828M2D2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      300000 | PA      | $297840.00    | 0.03%             | 2029-04-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                              | Muthoot Finance Ltd                                                                                                                                 | CUSIP: 62828M2E0<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      435000 | PA      | $428475.00    | 0.05%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                                                                                        | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $99241.27     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                                                                                                 | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      910000 | PA      | $906680.96    | 0.10%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                       | NCMF Trust 2025-MFS                                                                                                                                 | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      593000 | PA      | $594951.50    | 0.07%             | 2033-06-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                   | NRG Energy Inc                                                                                                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |         529 | NS      | $77308.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                                                      | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39506.20     | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                                                      | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199701.00    | 0.02%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                        | NYCT Trust 2024-3ELV                                                                                                                                | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140221.23    | 0.02%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $208000.00    | 0.02%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                   | NCR Atleos Corp                                                                                                                                     | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       21000 | PA      | $22479.29     | 0.00%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2020-C                                                                                                    | CUSIP: 63941KAC9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      291762 | PA      | $294542.67    | 0.03%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2021-D                                                                                                    | CUSIP: 63942CAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      122527 | PA      | $119482.79    | 0.01%             | 2060-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust                                                                                                                          | CUSIP: 63942TAA3<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |       76169 | PA      | $78023.05     | 0.01%             | 2072-03-15      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Student Loan Trust                                                                                                                          | CUSIP: 63942TAB1<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |      109539 | PA      | $110095.22    | 0.01%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                       | Navient Private Education Refi Loan Trust 2024-A                                                                                                    | CUSIP: 63943CAA9<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |      448237 | PA      | $454490.79    | 0.05%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                                                                                    | CUSIP: 64032BAB9<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      920738 | PA      | $925317.33    | 0.11%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-B                                                                                                                    | CUSIP: 64032BAE3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      345000 | PA      | $339359.35    | 0.04%             | 2055-05-17      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                                                                                    | CUSIP: 64033XAD6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1096447 | PA      | $1102954.74   | 0.13%             | 2057-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-A                                                                                                                    | CUSIP: 64033XAE4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      511014 | PA      | $509741.54    | 0.06%             | 2057-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2023-PL1                                                                                                                  | CUSIP: 64034UAA7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       72135 | PA      | $73069.20     | 0.01%             | 2053-11-25      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                                                                                    | CUSIP: 64034YAC5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $631280.16    | 0.07%             | 2062-04-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-D                                                                                                                    | CUSIP: 64034YAD3<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $87615.30     | 0.01%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2021-A                                                                                                                    | CUSIP: 64035DAE6<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      136000 | PA      | $123057.97    | 0.01%             | 2062-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                        | Nelnet Student Loan Trust 2025-C                                                                                                                    | CUSIP: 64035UAB4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |     1435766 | PA      | $1445832.75   | 0.17%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                                                                                                | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91819.73     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                                                                                                | CUSIP: 640695AD4<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97023.90     | 0.01%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC 2019 Term Loan B5                                                                                                                  | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |       89243 | PA      | $78449.86     | 0.01%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Keihan Holdings Co Ltd                                           | Keihan Holdings Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 353800ADZSZ9AD39RL13 | Long             | EC               | CORP              | JP        |         400 | NS      | $8173.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keisei Electric Railway Co Ltd                                   | Keisei Electric Railway Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 529900VNP95IIHXPCY17 | Long             | EC               | CORP              | JP        |        1400 | NS      | $10474.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                 | Flagstar Bank NA                                                                                                                                    | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       47137 | NS      | $620794.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                                                                                   | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15617.35     | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95991.46     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                                                                                                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      511000 | PA      | $523335.27    | 0.06%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                                                                                           | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102916.60    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BYD Co Ltd                                                       | BYD Co Ltd                                                                                                                                          | CUSIP: 000000000<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |        5833 | NS      | $79744.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                                                                                                 | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $181572.58    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                          | Nissan Motor Acceptance Co LLC                                                                                                                      | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46123.37     | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | Noble Finance II LLC                                                                                                                                | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102958.67    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nagoya Railroad Co Ltd                                           | Nagoya Railroad Co Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 353800P62OOYUY3I8T51 | Long             | EC               | CORP              | JP        |         600 | NS      | $6554.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                           | Northern Oil & Gas Inc                                                                                                                              | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       83000 | PA      | $85876.20     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                         | Northern States Power Co/MN                                                                                                                         | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29621.22     | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ohsho Food Service Corp                                          | Ohsho Food Service Corp                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         400 | NS      | $7843.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                  | Gen Digital Inc                                                                                                                                     | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       94000 | PA      | $94095.13     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA Chemicals Corp                                                                                                                                 | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      158000 | PA      | $157759.05    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22266.24     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                                                                                        | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100867.10    | 0.01%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                                              | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      202000 | PA      | $210358.76    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                         | OCP SA                                                                                                                                              | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      200000 | PA      | $209663.00    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OHS Issuer LLC                                                   | OHS Issuer LLC                                                                                                                                      | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      428642 | PA      | $420250.54    | 0.05%             | 2061-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                        | ORL Trust 2024-GLKS                                                                                                                                 | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $220000.00    | 0.03%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-3BP                                                                                                              | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      604000 | PA      | $600225.00    | 0.07%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-11X                                                                                                              | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $540168.75    | 0.06%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                                                                                             | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |       47000 | PA      | $48696.44     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ryohin Keikaku Co Ltd                                            | Ryohin Keikaku Co Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 549300PMNF56J66BY371 | Long             | EC               | CORP              | JP        |         600 | NS      | $12803.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                            | Octagon Investment Partners 36 Ltd                                                                                                                  | CUSIP: 67591UAC1<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |       58343 | PA      | $58298.85     | 0.01%             | 2031-04-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Offerpad Solutions Inc                                           | Offerpad Solutions Inc                                                                                                                              | CUSIP: 67623L117<br>LEI: N/A                  | N/A              | DE               |  | US        |        8529 | NS      | $65.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 12-R Ltd                                                                                                                         | CUSIP: 676916AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000126.90   | 0.11%             | 2037-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                         | OHA Credit Funding 17-R Ltd                                                                                                                         | CUSIP: 676920AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $498945.90    | 0.06%             | 2039-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                  | OH Partners LLC Term Loan                                                                                                                           | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |      193544 | PA      | $194027.78    | 0.02%             | 2032-11-12      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Olympic Tower Mortgage Trust                                     | Olympic Tower 2017-OT Mortgage Trust                                                                                                                | CUSIP: 68162MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $119053.88    | 0.01%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                     | Olympic Tower 2017-OT Mortgage Trust                                                                                                                | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $142120.10    | 0.02%             | 2039-05-10      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                                       | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      201000 | PA      | $191982.60    | 0.02%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                      | ONE Gas Inc                                                                                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31805.02     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust                                           | One Market Plaza Trust 2017-1MKT                                                                                                                    | CUSIP: 68245HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $782432.14    | 0.09%             | 2032-02-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                                                | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       84000 | PA      | $78953.72     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                         | 1011778 BC ULC / New Red Finance Inc                                                                                                                | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $101616.50    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                                                                                                  | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $249750.00    | 0.03%             | 2036-01-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2022-2                                                                                                             | CUSIP: 68268VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189000 | PA      | $189221.15    | 0.02%             | 2034-10-14      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | OneMain Financial Issuance Trust 2023-2                                                                                                             | CUSIP: 68269HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      552000 | PA      | $569285.16    | 0.06%             | 2036-09-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                 | Onemain Financial Issuance Trust 2024-1                                                                                                             | CUSIP: 68269NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      764000 | PA      | $799756.96    | 0.09%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                       | 1345T 2025-AOA                                                                                                                                      | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $598125.00    | 0.07%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                                                                                      | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $89365.44     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      399000 | PA      | $234801.15    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       76000 | PA      | $71753.77     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      486000 | PA      | $375932.28    | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18590.36     | 0.00%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11537.86     | 0.00%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                                                         | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16705.86     | 0.00%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                   | Orion CLO 2025-5 Ltd                                                                                                                                | CUSIP: 68627CAG8<br>LEI: 2138007KDFN2JDJPNB58 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $496536.50    | 0.06%             | 2038-07-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                                            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $80080.56     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                   | Owens-Brockway Glass Container Inc                                                                                                                  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11491.24     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust                                   | PLYM Commercial Mortgage Trust 2026-IND                                                                                                             | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $673229.44    | 0.08%             | 2043-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                                   | PAI Holdco Inc 2020 Term Loan B                                                                                                                     | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |      231579 | PA      | $217105.37    | 0.02%             | 2027-10-28      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| PBF Energy Inc                                                   | PBF Energy Inc                                                                                                                                      | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |        3687 | NS      | $175574.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                                                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27173.19     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                                                | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      241000 | PA      | $244059.51    | 0.03%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                                                                                                | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34287.70     | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PGA National Resort Commercial Mortgage Trust                    | PGA Trust 2024-RSR2                                                                                                                                 | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $747421.88    | 0.09%             | 2039-06-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                   | PENN Commercial Mortgage Trust 2025-P11                                                                                                             | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      279000 | PA      | $283484.73    | 0.03%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2023-AFC2 Trust                                                                                                                               | CUSIP: 693964AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394968 | PA      | $394122.78    | 0.04%             | 2058-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                      | PRKCM 2023-AFC1 Trust                                                                                                                               | CUSIP: 693981AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318779 | PA      | $317830.49    | 0.04%             | 2058-02-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                           | Pacific Gas and Electric Co                                                                                                                         | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      259000 | PA      | $241348.74    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                            | Panther Escrow Issuer LLC                                                                                                                           | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100335.90    | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                             | Paraguay Government International Bond                                                                                                              | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  5503000000 | PA      | $838181.37    | 0.10%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                | Park Blue CLO 2022-II Ltd                                                                                                                           | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001164.80   | 0.23%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | 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        |      166000 | PA      | $159342.79    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                                                                    | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |       76000 | PA      | $76930.54     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                              | Peninsula Pacific Entertainment LLC 2025 Term Loan B                                                                                                | CUSIP: 70715SAB3<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      437856 | PA      | $435667.19    | 0.05%             | 2032-10-01      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                              | Peninsula Pacific Entertainment LLC 2025 Delayed Draw Term Loan                                                                                     | CUSIP: 70715SAD9<br>LEI: 549300LWV74H4IE3FG45 | Long             | LON              | CORP              | US        |      157901 | PA      | $157111.97    | 0.02%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                                                                                     | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99377.48     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                                                                                     | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103549.50    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                                                 | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       11000 | PA      | $10042.73     | 0.00%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                              | Peru Government International Bonds                                                                                                                 | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       18000 | PA      | $14832.00     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                                                                                              | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1334000 | PA      | $396853.40    | 0.05%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       58000 | PA      | $56767.50     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                         | Petrobras Global Finance BV                                                                                                                         | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |       16000 | PA      | $15580.80     | 0.00%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       28000 | PA      | $28095.20     | 0.00%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                                                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       42383 | PA      | $44561.49     | 0.01%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                          | Pfizer Investment Enterprises Pte Ltd                                                                                                               | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      356000 | PA      | $323364.29    | 0.04%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                                                                                                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      131000 | PA      | $118914.49    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL CAM/PLUS LOTE                                         | Pluspetrol Camisea SA / Pluspetrol Lote 56 SA                                                                                                       | CUSIP: 72941KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       50000 | PA      | $51812.50     | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                      | Point Broadband Funding LLC                                                                                                                         | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      271000 | PA      | $271199.35    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                                                   | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |        5000 | PA      | $4989.15      | 0.00%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                                                   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       23000 | PA      | $21147.58     | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port of Beaumont Navigation District                             | PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE                                                                                                   | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      210000 | PA      | $210178.61    | 0.02%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO VI Ltd                                                                                                                                     | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2000000 | PA      | $2001371.00   | 0.23%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                                     | Post CLO VI Ltd                                                                                                                                     | CUSIP: 73742RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993519.00    | 0.11%             | 2038-01-20      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                                                                                                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98514.27     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                              | Prestige Brands Inc                                                                                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |       94000 | PA      | $86161.28     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD PARTNERSHIP                                      | PRIME INVTS LTD PARTNERSHIP                                                                                                                         | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      942655 | PA      | $978004.56    | 0.11%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROLOGIS LP                                                      | Prologis LP                                                                                                                                         | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      446000 | PA      | $453346.76    | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO                                            | Unique Pub Finance Co PLC/The                                                                                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |       55646 | PA      | $75637.88     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                      | PUERTO RICO CMWLTH                                                                                                                                  | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     1720891 | PA      | $1049743.68   | 0.12%             | 2051-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                                                                                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      998000 | PA      | $977558.47    | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                                                                                               | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      809000 | PA      | $790645.33    | 0.09%             | 2056-01-05      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                                                                                               | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      829000 | PA      | $822750.09    | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                                                                                           | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30599.73     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                                                 | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $32297.23     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                                                                                               | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       87000 | PA      | $88218.26     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2023-CES1                                                                                                                       | CUSIP: 74935WAG9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      740000 | PA      | $740536.28    | 0.08%             | 2043-06-25      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                                                                                          | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |       85000 | PA      | $86539.86     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                                                                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      104000 | PA      | $103492.73    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                                                | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346000 | PA      | $351739.38    | 0.04%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                                                | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $156059.52    | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | Rad CLO 18 Ltd                                                                                                                                      | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1130000 | PA      | $1130565.00   | 0.13%             | 2037-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                                                                                   | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198343.74    | 0.02%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2024-2                                                                                                           | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100383.67    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust 2021-2                                                                                                           | CUSIP: 75907UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $930693.06    | 0.11%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-B                                                                                                              | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      424000 | PA      | $429357.96    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                  | Republic Finance Issuance Trust 2024-B                                                                                                              | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152000 | PA      | $154373.71    | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                                                                                               | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    11487798 | PA      | $313020.94    | 0.04%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                     | Oriental Republic of Uruguay                                                                                                                        | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       21978 | PA      | $19912.07     | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                         | Uruguay Government International Bond                                                                                                               | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    26178739 | PA      | $651811.63    | 0.07%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESORT CMNTYS LOANCO LP                                          | RESORT CMNTYS LOANCO LP                                                                                                                             | CUSIP: 76125UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2522331 | PA      | $2482982.64   | 0.28%             | 2028-11-21      | Fixed         | 12.00%                | No            |                  3 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                                                                                      | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      126000 | PA      | $129872.36    | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                           | Rockford Tower CLO 2017-3 Ltd                                                                                                                       | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |          50 | PA      | $50.00        | 0.00%             | 2030-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                                                           | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       74000 | PA      | $74291.49     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       16000 | PA      | $15987.68     | 0.00%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       30000 | PA      | $29872.50     | 0.00%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                                             | Ryan Specialty LLC                                                                                                                                  | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       39000 | PA      | $37782.07     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                    | Sesac Finance LLC                                                                                                                                   | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49980 | PA      | $50059.24     | 0.01%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                    | Sesac Finance LLC                                                                                                                                   | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      364000 | PA      | $356821.16    | 0.04%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                    | SCC Power PLC                                                                                                                                       | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |       13141 | PA      | $3153.84      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA Communications Corp                                                                                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |       88000 | PA      | $87104.63     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                                                                                                 | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $419475.00    | 0.05%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                        | SHR Trust 2024-LXRY                                                                                                                                 | CUSIP: 784234AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $269660.75    | 0.03%             | 2041-10-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Commercial Mortgage Trust 2026-PAT                                                                                                              | CUSIP: 78451CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $664259.78    | 0.08%             | 2039-02-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| SLG Trust                                                        | SLG Commercial Mortgage Trust 2026-PAT                                                                                                              | CUSIP: 78451CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204000 | PA      | $201082.09    | 0.02%             | 2039-02-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                     | SM Energy Co                                                                                                                                        | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |        8977 | NS      | $279902.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                                                                                        | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30454.41     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                                                                                        | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      102000 | PA      | $104151.59    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SPDR Gold Shares                                                 | SPDR Gold Shares                                                                                                                                    | CUSIP: 78463V107<br>LEI: 549300SMREV46EHBHL79 | Long             | EC               | RF                | US        |        1420 | NS      | $611011.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C TECHNOLOGIES INC                                            | SS&C Technologies Inc                                                                                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23015.48     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Digital Room Holdings Inc                                        | Digital Room Holdings Inc 2021 Term Loan                                                                                                            | CUSIP: 78473KAB5<br>LEI: 549300I680V3FDWE2N30 | Long             | LON              | CORP              | US        |      131520 | PA      | $126861.56    | 0.01%             | 2028-12-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                          | SV RNO Property Owner 1 LLC                                                                                                                         | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $74136.94     | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                   | Sabre GLBL Inc 2024 Term Loan B1                                                                                                                    | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       52432 | PA      | $40995.45     | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc 2025 Term Loan B1                                                                                                                    | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      127110 | PA      | $99304.97     | 0.01%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc 2025 11th Amendment Term Loan B2                                                                                                     | CUSIP: 78571YBN9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |       31050 | PA      | $24218.67     | 0.00%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81883.86     | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81859.97     | 0.01%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81744.93     | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82567.68     | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82284.47     | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                                                      | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       82000 | PA      | $83345.83     | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |        6767 | PA      | $6665.50      | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Palladyne AI Corp                                                | Palladyne AI Corp                                                                                                                                   | CUSIP: 80359A114<br>LEI: N/A                  | N/A              | DE               |  | US        |       28519 | NS      | $1788.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palladyne AI Corp                                                | Palladyne AI Corp                                                                                                                                   | CUSIP: 80359A205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         305 | NS      | $1851.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                                                 | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      221000 | PA      | $186632.29    | 0.02%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                         | Saudi Government International Bond                                                                                                                 | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $201400.00    | 0.02%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | Saudi Arabian Oil Co                                                                                                                                | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      200000 | PA      | $197750.00    | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                                                                                    | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31601.40     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                            | Scotts Miracle-Gro Co/The                                                                                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |       82000 | PA      | $75755.04     | 0.01%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd                          | SEAGATE DATA STORAGE TECH                                                                                                                           | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       43000 | PA      | $47790.54     | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                  | Sealed Air Corp                                                                                                                                     | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10075.00     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | Select Medical Corp                                                                                                                                 | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       71000 | PA      | $67669.95     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                   | SELF Commercial Mortgage Trust 2024-STRG                                                                                                            | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56500 | PA      | $56464.38     | 0.01%             | 2034-11-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SELF Commercial Mortgage Trust                                   | SELF Commercial Mortgage Trust 2024-STRG                                                                                                            | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      287000 | PA      | $286221.68    | 0.03%             | 2034-11-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                                                                                              | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22675.82     | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2026-MED1                                                                                                                    | CUSIP: 816940AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      810000 | PA      | $797822.69    | 0.09%             | 2056-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                 | Sensata Technologies Inc                                                                                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71725.01     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                           | Sequoia Mortgage Trust 2026-HYB1                                                                                                                    | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $874607.86    | 0.10%             | 2056-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                           | Service Experts Issuer 2024-1 LLC                                                                                                                   | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      115950 | PA      | $118266.82    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                           | Service Experts Issuer 2021-1 LLC                                                                                                                   | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       67019 | PA      | $65925.56     | 0.01%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                                                                                            | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      392000 | PA      | $388526.16    | 0.04%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                         | Service Properties Trust                                                                                                                            | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      222000 | PA      | $201974.55    | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                                             | Signal Peak CLO 8 Ltd                                                                                                                               | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000668.50   | 0.11%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                          | QXO Inc                                                                                                                                             | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |        3691 | NS      | $71679.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                         | Sinclair Television Group Inc                                                                                                                       | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101656.50    | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64909.27     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96526.09     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | Sirius XM Radio LLC                                                                                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31777.15     | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                       | Sixth Street CLO XII Ltd                                                                                                                            | CUSIP: 829928AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      325000 | PA      | $325276.38    | 0.04%             | 2039-01-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                                                                                        | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31772.90     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp                                     | Six Flags Entertainment Corp                                                                                                                        | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        5335 | NS      | $94696.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                                                       | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $52083.89     | 0.01%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-A                                                                                                             | CUSIP: 831943AB1<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      620274 | PA      | $625474.68    | 0.07%             | 2056-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-A                                                                                                             | CUSIP: 831943AC9<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |      408000 | PA      | $414214.66    | 0.05%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                 | SMB Private Education Loan Trust 2024-C                                                                                                             | CUSIP: 83206EAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |      127341 | PA      | $127128.45    | 0.01%             | 2052-06-17      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                         | Smyrna Ready Mix Concrete LLC                                                                                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35060.80     | 0.00%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                                                                                            | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13219.78     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-1 Trust                                                                                                             | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      349898 | PA      | $350631.41    | 0.04%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | SoFi Consumer Loan Program 2025-1 Trust                                                                                                             | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100888.18    | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      433000 | PA      | $432961.85    | 0.05%             | 2036-02-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      455000 | PA      | $454506.05    | 0.05%             | 2036-02-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      413000 | PA      | $412445.67    | 0.05%             | 2036-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                 | Sofi Consumer Loan Program 2026-B Trust                                                                                                             | CUSIP: 83407MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      405000 | PA      | $404525.22    | 0.05%             | 2036-02-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SOFI PERS LN TR 2024 1                                           | SOFI PERS LN TR 2024 1                                                                                                                              | CUSIP: 83407R105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10000 | PA      | $192363.63    | 0.02%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SoFi Personal Loan Trust                                         | SoFi Personal Loan Trust 2024-1                                                                                                                     | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       78744 | PA      | $78818.61     | 0.01%             | 2031-02-12      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Solaris Energy Infrastructure Inc                                | Solaris Energy Infrastructure Inc                                                                                                                   | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        1500 | NS      | $84765.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                         | Solaris Energy Infrastructure Inc                                                                                                                   | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      261000 | PA      | $619353.00    | 0.07%             | 2030-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU                                         | Solaris Energy Infrastructure Inc                                                                                                                   | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      841000 | PA      | $1050198.75   | 0.12%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                   | Solventum Corp                                                                                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132900.37    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | Sonic Automotive Inc                                                                                                                                | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |       56000 | PA      | $53078.45     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government International Bond                                                                                              | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $182900.00    | 0.02%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                         | South Bow Canadian Infrastructure Holdings Ltd                                                                                                      | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $102957.00    | 0.01%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2015-1 PTT A                                          | Spirit Airlines Pass Through Trust 2015-1A                                                                                                          | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6870.76      | 0.00%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT AA                                         | Spirit Airlines Pass Through Trust 2017-1AA                                                                                                         | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78931 | PA      | $73760.93     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIR 2017-1 PTT A                                          | Spirit Airlines Pass Through Trust 2017-1A                                                                                                          | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206257 | PA      | $188466.23    | 0.02%             | 2030-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                                                                                           | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99447.41     | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                                                                                     | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      152000 | PA      | $150290.83    | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | Standard Chartered PLC                                                                                                                              | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $783656.00    | 0.09%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                                                                                         | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      121000 | PA      | $120257.99    | 0.01%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                | Republic of Poland Government International Bonds                                                                                                   | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      147000 | PA      | $150087.00    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STEM INC                                                         | Stem Inc                                                                                                                                            | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |       27000 | PA      | $11054.74     | 0.00%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                               | STL Holding Co LLC                                                                                                                                  | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98147.83     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                                                  | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230088 | PA      | $232086.36    | 0.03%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                               | Summit Issuer LLC                                                                                                                                   | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      624000 | PA      | $622433.45    | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                                           | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      117000 | PA      | $117509.77    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                                           | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      135000 | PA      | $137838.51    | 0.02%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                                                                                           | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       68000 | PA      | $65441.09     | 0.01%             | 2030-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                                                                                                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $204240.00    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                              | Suzano Austria GmbH                                                                                                                                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $197270.46    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                     | Synopsys Inc                                                                                                                                        | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         295 | NS      | $116961.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                                                                                                 | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       79000 | PA      | $80267.54     | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | Synchrony Financial                                                                                                                                 | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       93000 | PA      | $92908.72     | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XIX Ltd                                                                                                                                | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       77652 | PA      | $77591.49     | 0.01%             | 2031-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 40 Ltd                                                                                                                                 | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |     3050000 | PA      | $3051087.33   | 0.35%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                                                    | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      368000 | PA      | $348028.28    | 0.04%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                                                                                             | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104907.70    | 0.01%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                        | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       14000 | PA      | $13881.57     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                        | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $79592.50     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                             | Telecom Argentina SA                                                                                                                                | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      176785 | PA      | $183040.84    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                             | Telecom Argentina SA                                                                                                                                | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       66851 | PA      | $66830.94     | 0.01%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                           | Telecom Italia Capital SA                                                                                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       11000 | PA      | $12250.56     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                                                          | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $15005.49     | 0.00%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                                               | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      154000 | PA      | $152621.34    | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                                                                                               | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96857.67     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                      | Tenneco Inc                                                                                                                                         | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99644.33     | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                            | Tennessee Valley Authority                                                                                                                          | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      675000 | PA      | $664545.23    | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                        | Tesla Inc                                                                                                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         320 | NS      | $118960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                                                      | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $213974.00    | 0.02%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 3R LUX SARL                                                      | 3R Lux SARL                                                                                                                                         | CUSIP: 88563PAA6<br>LEI: 9845007D0DF0BEFD8D97 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $204750.00    | 0.02%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                                                            | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       96000 | PA      | $93654.75     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Inc                                                | Toll Brothers Inc                                                                                                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |         525 | NS      | $71646.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                                                    | TopBuild Corp                                                                                                                                       | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |          73 | NS      | $25644.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                          | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                                           | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      191000 | PA      | $168677.68    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2023-CES1                                                                                                                 | CUSIP: 89181XAB7<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      962500 | PA      | $964357.53    | 0.11%             | 2063-07-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES2                                                                                                                 | CUSIP: 89182JAA9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      964667 | PA      | $968577.44    | 0.11%             | 2064-02-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES1                                                                                                                 | CUSIP: 89183CAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      908393 | PA      | $909892.04    | 0.10%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                                       | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101866.30    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                                       | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      176000 | PA      | $179497.12    | 0.02%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                                                                                       | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       67000 | PA      | $66642.78     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                                                                                        | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       60000 | PA      | $61995.24     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran Cavu 2021-2 Ltd                                                                                                                            | CUSIP: 89624UAN2<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |     1375000 | PA      | $1372141.24   | 0.16%             | 2034-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                | Trimaran Cavu 2021-2 Ltd                                                                                                                            | CUSIP: 89624UAQ5<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |      740000 | PA      | $738025.98    | 0.08%             | 2034-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                 | Trinitas CLO XII Ltd                                                                                                                                | CUSIP: 89641GAY8<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | KY        |     1249735 | PA      | $1249734.59   | 0.14%             | 2033-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                                                                                        | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $216541.80    | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                                              | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $222040.00    | 0.03%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                           | Turkiye Government International Bonds                                                                                                              | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      200000 | PA      | $218350.00    | 0.02%             | 2030-07-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                | 245 Park Avenue Trust 2017-245P                                                                                                                     | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $241410.35    | 0.03%             | 2037-06-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                   | 280 Park Avenue 2017-280P Mortgage Trust                                                                                                            | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      634549 | PA      | $621858.02    | 0.07%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust 2017-C4                                                                                                               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1649832.83   | 0.19%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                                                                                             | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62548.19     | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                                                                                        | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      118000 | PA      | $120602.61    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                              | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |        1054 | NS      | $555025.86    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SPACE EXPLORATION TECHNOLOGIES CORP                              | SPACE EXPLORATION TECHNOLOGIES CORP                                                                                                                 | CUSIP: 000000000<br>LEI: 549300B9WLO96RQCXP87 | Long             | STIV             | CORP              | US        |        1132 | NS      | $596099.88    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| LESSEN HOLDINGS INC PREF                                         | LESSEN HOLDINGS INC PREF                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10022 | NS      | $0.10         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HNG HOSPITALITY OFFSHORE LP                                      | HNG HOSPITALITY OFFSHORE LP                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      538000 | NS      | $322800.00    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FREEWIRE EQUITY                                                  | FREEWIRE EQUITY                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTBAY 4A2 NOTES                                                | WESTBAY 4A2 NOTES                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1688000 | PA      | $1666900.00   | 0.19%             | 2030-02-06      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| SUNRISE FINCO I BV                                               | Sunrise FinCo I BV                                                                                                                                  | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $190408.00    | 0.02%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPG HI Issuer Trust                                              | UPG HI 2025-2 Issuer Trust                                                                                                                          | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      209545 | PA      | $208321.93    | 0.02%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                                                                                    | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $61015.93     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | Uber Technologies Inc                                                                                                                               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       47000 | PA      | $43278.36     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                   | US Bank NA                                                                                                                                          | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      645000 | PA      | $641998.56    | 0.07%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                                               | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       16440 | PA      | $8400.84      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                                               | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        6697 | PA      | $3911.05      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                                               | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       14163 | PA      | $6486.65      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 A PTT                                          | United Airlines 2019-2 Class A Pass Through Trust                                                                                                   | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34088 | PA      | $32657.88     | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                     | United Airlines Holdings Inc                                                                                                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |         750 | NS      | $69052.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      182000 | PA      | $176540.00    | 0.02%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                                               | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4265000 | PA      | $4407877.50   | 0.50%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1158000 | PA      | $1215900.00   | 0.14%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                                                | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      321000 | PA      | $310407.00    | 0.04%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                                                                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      138000 | PA      | $126474.68    | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                                                                                       | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28079.58     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                                                                                       | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      119000 | PA      | $117121.01    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                                                     | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $71625.57     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                                        | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       95000 | PA      | $89251.69     | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54875.51     | 0.01%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                         | Univision Communications Inc                                                                                                                        | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16489.84     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST4                                                                                                      | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      144158 | PA      | $144478.27    | 0.02%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST6                                                                                                      | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      472948 | PA      | $473032.76    | 0.05%             | 2032-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                                                      | CUSIP: 91533RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      363191 | PA      | $363251.09    | 0.04%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST7                                                                                                      | CUSIP: 91533RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      204000 | PA      | $203900.47    | 0.02%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2026-ST1                                                                                                      | CUSIP: 91533VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      302674 | PA      | $302211.66    | 0.03%             | 2034-03-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                                                                                      | CUSIP: 91535UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      890000 | PA      | $888241.09    | 0.10%             | 2033-12-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                      | UPX HIL 2025-1 Issuer Trust                                                                                                                         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      358114 | PA      | $356627.05    | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA Rare Earth Inc                                               | USA Rare Earth Inc                                                                                                                                  | CUSIP: 91733P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8191 | NS      | $123970.79    | 0.01%             |  |  |  | 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        |       12000 | PA      | $12278.11     | 0.00%             | 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        |       23000 | PA      | $22927.67     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                         | VF Ukraine PAT via VFU Funding PLC                                                                                                                  | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      150045 | PA      | $147794.34    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC                                                                                                                                    | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      381000 | PA      | $382608.20    | 0.04%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| VRTX Trust                                                       | VRTX Trust 2025-HQ                                                                                                                                  | CUSIP: 91835XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      710000 | PA      | $706063.97    | 0.08%             | 2042-08-05      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                                                                                             | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      201000 | PA      | $172296.40    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                                          | Highspring Holdings LLC 2022 Term Loan                                                                                                              | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |       64303 | PA      | $41609.19     | 0.00%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                            | Vale Overseas Ltd                                                                                                                                   | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      174000 | PA      | $175075.32    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                               | Valero Energy Corp                                                                                                                                  | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |         365 | NS      | $90184.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORP                                               | Valero Energy Corp                                                                                                                                  | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19715.44     | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VanEck Semiconductor ETF                                         | VanEck Semiconductor ETF                                                                                                                            | CUSIP: 92189F676<br>LEI: 549300MJTG2N9QRH7I02 | Long             | EC               | RF                | US        |         842 | NS      | $322822.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vantage Data Centers LLC                                         | Vantage Data Centers Issuer LLC                                                                                                                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      388000 | PA      | $382112.53    | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                                                                                    | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      528000 | PA      | $552816.00    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                                                                                    | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $212812.00    | 0.02%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                      | VEGAS 2024-GCS                                                                                                                                      | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $606243.12    | 0.07%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2020-1                                                                                                       | CUSIP: 92259LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44186 | PA      | $35191.34     | 0.00%             | 2050-02-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2025-3                                                                                                       | CUSIP: 92262RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2017377 | PA      | $2023278.97   | 0.23%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                           | Velocity Commercial Capital Loan Trust 2026-1                                                                                                       | CUSIP: 92262WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      462009 | PA      | $455535.38    | 0.05%             | 2056-02-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                            | Venezuela Government International Bond                                                                                                             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      106000 | PA      | $50350.00     | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       89000 | PA      | $97829.16     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                                                                                                  | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      128000 | PA      | $135571.46    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                                                                                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46026.99     | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                                              | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      109000 | PA      | $113357.31    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107398.80    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                                              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      113000 | PA      | $115378.99    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                                              | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      149000 | PA      | $148410.88    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                           | Verizon Communications Inc                                                                                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      778000 | PA      | $518402.41    | 0.06%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | Verisk Analytics Inc                                                                                                                                | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9833.68      | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                          | Versant Media Group Inc                                                                                                                             | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26608.43     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                               | Vertiv Holdings Co                                                                                                                                  | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |        1119 | NS      | $280399.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2023-3                                                                                                                   | CUSIP: 92539GAA9<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |     1096125 | PA      | $1092538.54   | 0.12%             | 2068-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                       | Viasat Inc                                                                                                                                          | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97338.00     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                                                                                    | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       78000 | PA      | $52260.00     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                                                                                                  | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      159000 | PA      | $159292.40    | 0.02%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                         | Virgin Media Secured Finance PLC                                                                                                                    | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $177369.72    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                      | Vistra Corp                                                                                                                                         | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |         144 | NS      | $21647.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99999.92     | 0.01%             | 2027-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                         | Vistra Operations Co LLC                                                                                                                            | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       81000 | PA      | $84846.01     | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                         | Vista Energy Argentina SAU                                                                                                                          | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |        9000 | PA      | $9412.74      | 0.00%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                                                                                                  | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      361000 | PA      | $330427.60    | 0.04%             | 2081-06-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                                                                                               | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |       16000 | PA      | $16278.40     | 0.00%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                                                                                       | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |      243000 | PA      | $250972.59    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                                                                                                  | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85133.55     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                  | WHARF Commercial Mortgage Trust 2025-DC                                                                                                             | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108000 | PA      | $108917.18    | 0.01%             | 2040-07-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1084000 | PA      | $60352.62     | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES                                                    | LUXCO3 SHARES                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |         517 | NS      | $8605.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                                                                                             | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    43345240 | NS      | $43345239.59  | 4.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                           | Lebanon Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      464000 | PA      | $109272.00    | 0.01%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 4 Ltd                                                                                                                           | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000866.40   | 0.11%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                                          | Warwick Capital CLO 6 Ltd                                                                                                                           | CUSIP: 93656EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000583.60   | 0.11%             | 2038-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MCM 2021 VFN1                                                    | MCM 2021 VFN1                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      853480 | PA      | $656597.09    | 0.07%             | 2028-08-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 4 YEAR                                             | OCEANA A NOTE 4 YEAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      414000 | PA      | $290295.30    | 0.03%             | 2027-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| TVC DSCR 21 1 CERT                                               | TVC DSCR 21 1 CERT                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      314192 | PA      | $239224.22    | 0.03%             | 2051-02-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TVC DSCR 21 1 A                                                  | TVC DSCR 21 1 A                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      483169 | PA      | $456076.93    | 0.05%             | 2051-02-01      | Fixed         | 2.38%                 | No            |                  3 | On Loan: No      |
| DREAM FINDERS HOMES INC                                          | DREAM FINDERS HOMES INC                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1320 | NS      | $1308450.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| PROJECT MONTELENA                                                | PROJECT MONTELENA                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      419058 | PA      | $392968.41    | 0.04%             | 2030-06-20      | Fixed         | 10.25%                | No            |                  3 | On Loan: No      |
| EIS Group Inc                                                    | EIS Group Inc Term Loan                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      531775 | PA      | $481947.68    | 0.06%             | 2028-07-10      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| Hydrofarm Holdings LLC                                           | Hydrofarm Holdings LLC 2021 Term Loan                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       91515 | PA      | $45757.48     | 0.01%             | 2028-10-25      | Floating      | 9.43%                 | No            |                  3 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                                                                                         | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       54000 | PA      | $55122.34     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SONDER HOLDINGS CLS A LEGENDED                                   | SONDER HOLDINGS CLS A LEGENDED                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2292 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAP HILL BRANDS PREF EQUITY                                      | CAP HILL BRANDS PREF EQUITY                                                                                                                         | CUSIP: 000000000<br>LEI: U246OE781574J2BUD366 | Long             | EP               | CORP              | US        |      265896 | NS      | $2.66         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                               | VERSA NETWORKS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       20741 | NS      | $81719.54     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SABENA TECHNICS SAS                                              | SABENA TECHNICS SAS                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      297448 | PA      | $343805.91    | 0.04%             | 2029-09-30      | Variable      | 7.02%                 | Yes           |                  3 | On Loan: No      |
| VERSA NETWORKS INC                                               | VERSA NETWORKS INC                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      168283 | NS      | $900314.05    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Wealthfront Corp                                                 | Wealthfront Corp                                                                                                                                    | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |        8573 | NS      | $79300.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                         | Weekley Homes LLC / Weekley Finance Corp                                                                                                            | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $3873.32      | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EIS Group Inc                                                    | EIS Group Inc Revolver                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       53178 | PA      | $48194.77     | 0.01%             | 2028-07-10      | Floating      | 10.67%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co II LLC                          | Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      846250 | PA      | $844134.38    | 0.10%             | 2028-07-31      | Floating      | 13.56%                | No            |                  3 | On Loan: No      |
| VOLATO GROUP INC                                                 | VOLATO GROUP INC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        6834 | NS      | $54.67        | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                                                                                     | CUSIP: 95000CBG7<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |      835816 | PA      | $809688.51    | 0.09%             | 2059-01-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2019-C50                                                                                                      | CUSIP: 95001XBF2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    12018467 | PA      | $382737.69    | 0.04%             | 2052-05-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2021-C59                                                                                                      | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      970632 | PA      | $51701.17     | 0.01%             | 2054-04-15      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                                                                     | CUSIP: 95003PAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      106000 | PA      | $106451.72    | 0.01%             | 2035-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                                                                                     | CUSIP: 95004AAG8<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $400787.79    | 0.05%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                                                                                              | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       96000 | PA      | $97801.15     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| West Deptford Energy Holdings, LLC                               | West Deptford Energy Holdings LLC 2025 Term Loan                                                                                                    | CUSIP: 95249CAF1<br>LEI: 549300HOEW2V8L64EU07 | Long             | LON              | CORP              | US        |      180635 | PA      | $179506.03    | 0.02%             | 2032-07-24      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Euro Parfums Fze                                                 | Euro Parfums Fze Term Loan B                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      168047 | PA      | $167425.16    | 0.02%             | 2028-06-23      | Floating      | 8.99%                 | No            |                  3 | On Loan: No      |
| OCEANA A NOTE 3 YEAR                                             | OCEANA A NOTE 3 YEAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      248000 | PA      | $171963.18    | 0.02%             | 2026-07-31      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| NEW YORK COMMUNITY BANCORP INC                                   | NEW YORK COMMUNITY BANCORP INC                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          74 | NS      | $194677.72    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DAVIDSON HOMES PREF EQIUTY/PFD                                   | DAVIDSON HOMES PREF EQIUTY/PFD                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1474 | NS      | $1625556.68   | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| COREWEAVE CONVERTIBLE PREF EQ                                    | COREWEAVE CONVERTIBLE PREF EQ                                                                                                                       | CUSIP: 000000000<br>LEI: 984500511DP2B6186053 | Long             | EP               | CORP              | US        |      418000 | NS      | $397100.00    | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| DAVIDSON HOMES WARRANTS                                          | DAVIDSON HOMES WARRANTS                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       10230 | NS      | $6956.40      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW GENERATION GAS BOND                                          | NEW GENERATION GAS BOND                                                                                                                             | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |      832432 | PA      | $837676.75    | 0.10%             | 2029-09-30      | Variable      | 9.41%                 | No            |                  3 | On Loan: No      |
| DF RESIDENTIAL III EQUITY                                        | DF RESIDENTIAL III EQUITY                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      480173 | NS      | $528190.42    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| OCEANA A 4YR NOTE UPSIZE                                         | OCEANA A 4YR NOTE UPSIZE                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      348000 | PA      | $236813.26    | 0.03%             | 2028-07-31      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| CIRKUL COM 35.41 WARRANTS                                        | CIRKUL COM 35.41 WARRANTS                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1021 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIRKUL COM 0.01 WARRANTS                                         | CIRKUL COM 0.01 WARRANTS                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         995 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS DEC 30 2029                                      | SONDER WARRANTS DEC 30 2029                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        2277 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WOM NEW HOLDCO COMMON                                            | WOM NEW HOLDCO COMMON                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1029 | NS      | $23667.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER WARRANTS 5 YR                                             | SONDER WARRANTS 5 YR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       22714 | NS      | $0.23         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| X.AI HOLDINGS PREF E                                             | X.AI HOLDINGS PREF E                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       28169 | NS      | $2125632.74   | 0.24%             |  |  |  | No            |                  3 | On Loan: No      |
| SONDER 1L PIK NOTES 7 12/10/27                                   | SONDER 1L PIK NOTES 7 12/10/27                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      951865 | PA      | $0.10         | 0.00%             | 2027-12-10      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANDURIL SERIES G EQUITY                                          | ANDURIL SERIES G EQUITY                                                                                                                             | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | STIV             | CORP              | US        |        3592 | NS      | $237179.76    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| AETHON SR SEC 2L NOTES 144A                                      | AETHON SR SEC 2L NOTES 144A                                                                                                                         | CUSIP: 000000000<br>LEI: 5493003Y9J3720W2G906 | Long             | DBT              | CORP              | US        |      313177 | PA      | $313177.14    | 0.04%             | 2027-01-10      | Variable      | 10.08%                | No            |                  3 | On Loan: No      |
| VERITAS SERIES G 1 PREFERRED                                     | VERITAS SERIES G 1 PREFERRED                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         780 | NS      | $14820.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WHIRLPOOL CORP                                                   | Whirlpool Corp                                                                                                                                      | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94742.85     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERITAS SERIES G PREFERRED STO                                   | VERITAS SERIES G PREFERRED STO                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1131 | NS      | $21489.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Williams Cos Inc/The                                             | Williams Cos Inc/The                                                                                                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        1900 | NS      | $138282.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                                                                                               | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26561.26     | 0.00%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                                                                                                  | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22872.34     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    76305400 | PA      | $4052173.08   | 0.46%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO SPA                                             | WOM Chile Holdco SpA                                                                                                                                | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      547629 | PA      | $496721.41    | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WOM MOBILE SA                                                    | WOM Mobile SA                                                                                                                                       | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |      316517 | PA      | $320030.34    | 0.04%             | 2031-04-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                                                                                                 | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100084.80    | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14806.06     | 0.00%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                                                                                      | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $196592.50    | 0.02%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                                                                                              | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |       25000 | PA      | $24218.66     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | Xerox Corp                                                                                                                                          | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      347000 | PA      | $260250.00    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp                                              | Xerox Holdings Corp 2023 Non-CoOp Term Loan                                                                                                         | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |       97778 | PA      | $61600.20     | 0.01%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                  | Yum! Brands Inc                                                                                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95492.75     | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                                                                                        | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147894.32    | 0.02%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   109651060 | PA      | $6071738.11   | 0.69%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERGE COMMON EQ                                                  | VERGE COMMON EQ                                                                                                                                     | CUSIP: 000000000<br>LEI: 549300Y1L2KQEZ7TU221 | Long             | EC               | CORP              | US        |       34837 | NS      | $5573.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIGEAC AERO SA                                                   | FIGEAC AERO SA                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      340000 | PA      | $385640.18    | 0.04%             | 2030-07-23      | Fixed         | 7.79%                 | Yes           |                  3 | On Loan: No      |
| ANTHROPIC PBC                                                    | ANTHROPIC PBC                                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2683 | NS      | $695262.96    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ZEITVIEW SERIES E 3 PREF EQ                                      | ZEITVIEW SERIES E 3 PREF EQ                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       92744 | NS      | $94097.13     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW KLEO HOLDCO                                                  | NEW KLEO HOLDCO                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |        8085 | NS      | $12148.56     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ANTHROPIC SERIES G                                               | ANTHROPIC SERIES G                                                                                                                                  | CUSIP: 000000000<br>LEI: 984500B6DEB8CEBC4Z70 | Long             | EC               | CORP              | US        |         818 | NS      | $211973.58    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FLUIDSTACK SERIES A PREF EQ                                      | FLUIDSTACK SERIES A PREF EQ                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        3757 | NS      | $278363.91    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   473000000 | PA      | $29725.15     | 0.00%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 38658000000 | PA      | $2301464.09   | 0.26%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      220000 | PA      | $151966.63    | 0.02%             | 2027-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    27574900 | PA      | $1276960.34   | 0.15%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2445000000 | PA      | $142030.77    | 0.02%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      108000 | PA      | $25434.00     | 0.00%             | 2023-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    54931685 | PA      | $3032478.98   | 0.35%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    94249478 | PA      | $5508424.91   | 0.63%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       80000 | PA      | $49264.65     | 0.01%             | 2037-04-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15568600000 | PA      | $3392977.11   | 0.39%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      466000 | PA      | $109743.00    | 0.01%             | 2049-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                          | Sweden Government Bonds                                                                                                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      960000 | PA      | $100700.49    | 0.01%             | 2026-11-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      185000 | PA      | $43567.50     | 0.00%             | 2024-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                          | Ethiopia International Bond                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      200000 | PA      | $204000.00    | 0.02%             | 2049-12-11      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1606000 | PA      | $302106.50    | 0.03%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    22863000 | PA      | $4300785.04   | 0.49%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      866000 | PA      | $848318.93    | 0.10%             | 2046-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                                                          | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |       90000 | PA      | $59075.19     | 0.01%             | 2028-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                             | Qatar Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      200000 | PA      | $199500.00    | 0.02%             | 2026-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1569500000 | PA      | $311879.19    | 0.04%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $200794.00    | 0.02%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE LUX SA                                         | gategroup Finance Luxembourg SA                                                                                                                     | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | DBT              | CORP              | LU        |      125000 | PA      | $156901.95    | 0.02%             | 2027-02-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      146000 | PA      | $34675.00     | 0.00%             | 2032-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                             | Heathrow Finance PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $129811.31    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       61000 | PA      | $10858.36     | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                              | Kingdom of Belgium Government Bonds                                                                                                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |        5000 | PA      | $5539.27      | 0.00%             | 2028-06-22      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                              | Senegal Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      154667 | PA      | $111285.26    | 0.01%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      281000 | PA      | $303373.75    | 0.03%             | 2030-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                     | KazMunayGas National Co. JSC                                                                                                                        | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |      200000 | PA      | $197508.00    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      164000 | PA      | $188287.49    | 0.02%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                                                                                                   | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      700000 | PA      | $741042.16    | 0.08%             | 2049-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       31000 | PA      | $30751.90     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                | Tunisian Republic                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      100000 | PA      | $114883.42    | 0.01%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                                | Tunisian Republic                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      216000 | PA      | $248148.19    | 0.03%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KONDOR FINANCE PLC (NAK)                                         | NAK Naftogaz Ukraine via Kondor Finance PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800PUC1T9GI6EIO63 | Long             | DBT              | CORP              | GB        |      367000 | PA      | $347841.87    | 0.04%             | 2026-07-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      100000 | PA      | $112753.19    | 0.01%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                             | Heathrow Finance PLC                                                                                                                                | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $160468.36    | 0.02%             | 2029-09-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15101900000 | PA      | $3648140.78   | 0.42%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                                         | VF Ukraine PAT via VFU Funding PLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      150045 | PA      | $147794.33    | 0.02%             | 2027-02-11      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                          | VF Corp                                                                                                                                             | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105805.27    | 0.01%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |       92000 | PA      | $105912.87    | 0.01%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    12080000 | PA      | $1840705.14   | 0.21%             | 2030-05-21      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                                          | Fantasia Holdings Group Co Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2250.00      | 0.00%             | 2023-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                                | Hellenic Republic Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     1740000 | PA      | $1886912.63   | 0.22%             | 2030-06-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       24000 | PA      | $21070.80     | 0.00%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                           | Ecuador Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       32803 | PA      | $28768.23     | 0.00%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                                             | Elect Global Investments Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $149500.00    | 0.02%             | 2026-04-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $217390.03    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2147800000 | PA      | $339827.90    | 0.04%             | 2050-10-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GRAND CITY PROPERTIES SA                                         | Grand City Properties SA                                                                                                                            | CUSIP: 000000000<br>LEI: 5299002QLUYKK2WBMB18 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113251.97    | 0.01%             | 2026-04-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                              | VZ Vendor Financing II BV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      170000 | PA      | $179059.74    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114571.43    | 0.01%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      158000 | PA      | $146664.00    | 0.02%             | 2033-01-18      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $152080.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                       | Orsted AS                                                                                                                                           | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      200000 | PA      | $200565.85    | 0.02%             | 2099-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      220000 | PA      | $203091.07    | 0.02%             | 2033-02-24      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                             | EP Infrastructure AS                                                                                                                                | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      455000 | PA      | $468408.65    | 0.05%             | 2031-03-02      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities PE 2021 DAC                                                                                                                    | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      299938 | PA      | $346623.02    | 0.04%             | 2031-08-17      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                          | Pakistan Government International Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $185400.00    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       32000 | PA      | $23144.74     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PETRON CORP                                                      | Petron Corp                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |      444000 | PA      | $442921.08    | 0.05%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                | Rakuten Group Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $224145.71    | 0.03%             | 2027-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      100000 | PA      | $112587.52    | 0.01%             | 2028-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                          | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $256177.91    | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                                 | CVC Cordatus Loan Fund IV DAC                                                                                                                       | CUSIP: 000000000<br>LEI: 2138005AFEIY5AMT4165 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115644.12    | 0.01%             | 2034-02-22      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                                        | Avoca CLO XXII DAC                                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000BN1WPGQDK4X78 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $114627.34    | 0.01%             | 2035-04-15      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                         | Encore Capital Group Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      101000 | PA      | $127415.07    | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   105780000 | PA      | $16563010.33  | 1.89%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | Autonoria Spain 2021 FT                                                                                                                             | CUSIP: 000000000<br>LEI: 959800PAVFGQ48YNAE06 | Long             | ABS-O            | CORP              | ES        |       32530 | PA      | $37586.86     | 0.00%             | 2039-01-31      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      107000 | PA      | $118692.52    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     1200000 | PA      | $1380085.16   | 0.16%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      100000 | PA      | $100917.28    | 0.01%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding                                            | CIFC European Funding CLO I DAC                                                                                                                     | CUSIP: 000000000<br>LEI: 635400RKFO6YLRKH3C54 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115535.20    | 0.01%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ACEN FINANCE LTD                                                 | ACEN Finance Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 54930080P6CVPPSROL50 | Long             | DBT              | CORP              | KY        |      267000 | PA      | $167417.01    | 0.02%             | 2026-09-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                            | Bank Negara Indonesia Persero Tbk PT                                                                                                                | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |      500000 | PA      | $483125.00    | 0.06%             | 2027-03-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $198400.00    | 0.02%             | 2028-09-28      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      105000 | PA      | $116159.24    | 0.01%             | 2026-10-15      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                                   | EC Finance PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $226567.80    | 0.03%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                     | Providus Clo VI DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400OVFLV2AMKOP534 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $114683.64    | 0.01%             | 2034-05-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | Credit Agricole SA                                                                                                                                  | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113517.09    | 0.01%             | 2028-01-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       48000 | PA      | $42069.36     | 0.00%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pakistan Global Sukuk Programme Co. Ltd.                         | Pakistan Global Sukuk Programme Co. Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: 213800X5OY6CVYNY1M70 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $197250.00    | 0.02%             | 2029-01-31      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $209500.00    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Japan Housing Finance Agency                                     | Japan Housing Finance Agency/Kiko                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    80672000 | PA      | $373623.41    | 0.04%             | 2057-05-10      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      118000 | PA      | $117909.14    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bonds                                | Japan Government Forty Year Bonds                                                                                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1882200000 | PA      | $5598983.14   | 0.64%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                           | Hungary Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $197344.00    | 0.02%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  3641000000 | PA      | $215209.89    | 0.02%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      186000 | PA      | $218107.62    | 0.02%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       16000 | PA      | $16329.60     | 0.00%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                             | Saudi Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      200000 | PA      | $200075.00    | 0.02%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                            | Transnet/South Africa                                                                                                                               | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      200000 | PA      | $206800.00    | 0.02%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                           | Brazil Letras do Tesouro Nacional                                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     7721000 | PA      | $1443369.46   | 0.16%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | iliad SA                                                                                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $242023.07    | 0.03%             | 2030-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Domi                                                             | Domi 2023-1 BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 724500Q9WQ341T63UP90 | Long             | ABS-MBS          | CORP              | NL        |      106466 | PA      | $123898.50    | 0.01%             | 2055-02-15      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      462000 | PA      | $541555.74    | 0.06%             | 2039-07-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Autonoria                                                        | FCT Autonoria DE 2023                                                                                                                               | CUSIP: 000000000<br>LEI: 549300XVWRQGZCNHXF23 | Long             | ABS-O            | CORP              | FR        |       30907 | PA      | $35825.23     | 0.00%             | 2043-01-26      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    15000000 | PA      | $2359072.18   | 0.27%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                            | Jordan Government International Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      200000 | PA      | $205637.00    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    21580000 | PA      | $3640621.34   | 0.42%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2023-1 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400GE1FMJVQH5B467 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $133046.99    | 0.02%             | 2061-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                                           | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |      108000 | PA      | $127062.82    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEDACRI SPA                                                      | Cedacri SpA                                                                                                                                         | CUSIP: 000000000<br>LEI: 815600E85FCD78B3EE61 | Long             | DBT              | CORP              | IT        |      150000 | PA      | $168741.14    | 0.02%             | 2028-05-15      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2023-1 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400VADRWDQSM8BE46 | Long             | ABS-MBS          | CORP              | GB        |      160000 | PA      | $213348.51    | 0.02%             | 2061-02-23      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                  | MFB Magyar Fejlesztesi Bank Zrt                                                                                                                     | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $203793.58    | 0.02%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                               | MVM Energetika Zrt                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      400000 | PA      | $415232.00    | 0.05%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138875.83    | 0.02%             | 2083-12-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    10206400 | PA      | $569624.69    | 0.07%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    78737300 | PA      | $4394371.19   | 0.50%             | 2026-09-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                          | Energean Israel Finance Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |       87811 | PA      | $90130.97     | 0.01%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                         | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $178646.16    | 0.02%             | 2028-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                                   | HT Troplast GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117012.35    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   109320000 | PA      | $1784612.74   | 0.20%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    41476700 | PA      | $2315085.78   | 0.26%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    37780000 | PA      | $1760398.04   | 0.20%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                               | Vivion Investments Sarl                                                                                                                             | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      122974 | PA      | $141936.57    | 0.02%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Red & Black Auto Germany UG                                      | Red & Black Auto Germany 10 UG                                                                                                                      | CUSIP: 000000000<br>LEI: 391200NRHS61DTNNBX69 | Long             | ABS-O            | CORP              | DE        |       55244 | PA      | $64047.15     | 0.01%             | 2032-09-15      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1050281.92   | 0.12%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2023-1ST2 PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400JKBWLFDKJDAA39 | Long             | ABS-MBS          | CORP              | GB        |      182442 | PA      | $242487.28    | 0.03%             | 2065-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MOBICO GROUP PLC                                                 | Mobico Group PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800A8IQEMY8PA5X34 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $89477.17     | 0.01%             | 2031-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                         | Bayer AG                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122533.59    | 0.01%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING                                               | Alpha Star Holding VIII Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900TMRVHA9YMIFC14 | Long             | DBT              | CORP              | AE        |      200000 | PA      | $198040.00    | 0.02%             | 2027-04-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $208625.34    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    13115000 | PA      | $250403.97    | 0.03%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | Var Energi ASA                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $124665.05    | 0.01%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                         | Magyar Export-Import Bank Zrt                                                                                                                       | CUSIP: 000000000<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $242372.54    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                     | ams-OSRAM AG                                                                                                                                        | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $121012.40    | 0.01%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                         | TAV Havalimanlari Holding AS                                                                                                                        | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203937.50    | 0.02%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | iliad SA                                                                                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119200.75    | 0.01%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                | Ephios Subco 3 Sarl                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121048.85    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                              | Q-Park Holding I BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $116338.90    | 0.01%             | 2029-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                         | Ireland Government Bonds                                                                                                                            | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     6134358 | PA      | $6819354.37   | 0.78%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDRIGONI SPA                                                    | Fedrigoni SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 8156004CE82074779D19 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $218550.34    | 0.02%             | 2030-01-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                           | Romania Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      708000 | PA      | $711667.44    | 0.08%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Precise Mortgage Funding                                         | PMF 2024-1 PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 635400CIMKRXMLBEGI82 | Long             | ABS-MBS          | CORP              | GB        |      206910 | PA      | $274380.38    | 0.03%             | 2060-07-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $108818.99    | 0.01%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                   | Goldstory SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112998.39    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                          | Saudi Electricity Sukuk Programme Co                                                                                                                | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199408.00    | 0.02%             | 2029-02-13      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                         | Kronos International Inc                                                                                                                            | CUSIP: 000000000<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104263.04    | 0.01%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                               | Ardonagh Finco Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      218000 | PA      | $250237.15    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds                 | Republic of Kenya Government International Bonds                                                                                                    | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      200000 | PA      | $205190.00    | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                                                                                           | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114440.05    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARUDA INDONESIA TBK PT                                          | Garuda Indonesia Persero Tbk PT                                                                                                                     | CUSIP: 000000000<br>LEI: 254900CUWPNFYKQUW656 | Long             | DBT              | CORP              | ID        |      230908 | PA      | $192928.17    | 0.02%             | 2031-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONCER                                                           | Argentina Treasury Bond BONCER                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   184390000 | PA      | $310294.73    | 0.04%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                         | Aston Martin Capital Holdings Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $101573.10    | 0.01%             | 2029-03-31      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                                               | Pinewood Finco PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |      155000 | PA      | $200152.64    | 0.02%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK GREECE SA                                          | National Bank of Greece SA                                                                                                                          | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | DBT              | CORP              | GR        |      211000 | PA      | $255059.79    | 0.03%             | 2035-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                      | Progroup AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115119.56    | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     5527000 | PA      | $1475281.10   | 0.17%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SGL GROUP APS                                                    | SGL Group ApS                                                                                                                                       | CUSIP: 000000000<br>LEI: 636700YQKGLXCPPUYE74 | Long             | DBT              | CORP              | DK        |      100000 | PA      | $107496.24    | 0.01%             | 2030-04-22      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      109000 | PA      | $115413.90    | 0.01%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                           | CD&R Firefly Bidco PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $403679.04    | 0.05%             | 2029-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6395000 | PA      | $1639194.64   | 0.19%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $115798.75    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                           | IMA Industria Macchine Automatiche SpA                                                                                                              | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115598.75    | 0.01%             | 2029-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SYNTHOMER PLC                                                    | Synthomer PLC                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800EHT3TI1KPQQJ56 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $74022.73     | 0.01%             | 2029-05-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    74580000 | PA      | $11054800.02  | 1.26%             | 2029-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CARD CO LTD                                              | Hyundai Card Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 988400S1WSELQL3GVR75 | Long             | DBT              | CORP              | KR        |      200000 | PA      | $206124.00    | 0.02%             | 2029-04-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                         | Puma International Financing SA                                                                                                                     | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      235000 | PA      | $239629.50    | 0.03%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                              | Boels Topholding BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      246000 | PA      | $285681.18    | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                         | Abu Dhabi Government International Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $202200.00    | 0.02%             | 2029-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                       | Mahle GmbH                                                                                                                                          | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $116872.52    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                   | Sisecam UK PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202470.00    | 0.02%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                         | Bellis Acquisition Co PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $183087.67    | 0.02%             | 2030-05-14      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                 | Multiversity SpA                                                                                                                                    | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $115100.05    | 0.01%             | 2031-05-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DAC                                                  | ASG Finance DAC                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |      311000 | PA      | $247245.00    | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                                                                                          | CUSIP: 000000000<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      400000 | PA      | $462807.31    | 0.05%             | 2028-05-21      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                     | Centrica PLC                                                                                                                                        | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $132690.95    | 0.02%             | 2055-05-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                                         | Unipol Assicurazioni SpA                                                                                                                            | CUSIP: 000000000<br>LEI: 8156005CE5E7340CCA86 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118189.40    | 0.01%             | 2034-05-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PCL Funding II                                                   | PCL Funding IX PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800OC928ETRJNHM43 | Long             | ABS-O            | CORP              | GB        |      318000 | PA      | $421490.85    | 0.05%             | 2029-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |      176000 | PA      | $233469.91    | 0.03%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      154000 | PA      | $175612.16    | 0.02%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                             | Republic of Uzbekistan International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      151000 | PA      | $175627.13    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2024-1 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400BMBKLDPBSN2U43 | Long             | ABS-MBS          | CORP              | GB        |      187245 | PA      | $248060.14    | 0.03%             | 2061-09-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |      197112 | PA      | $261292.03    | 0.03%             | 2094-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Exmoor Funding PLC                                               | Exmoor Funding 2024-1 PLC                                                                                                                           | CUSIP: 000000000<br>LEI: 635400TJWGCUUIZAGH30 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $133039.05    | 0.02%             | 2094-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $137489.13    | 0.02%             | 2039-06-06      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                                    | Stratton Mortgage Funding 2024-3 PLC                                                                                                                | CUSIP: 000000000<br>LEI: 635400HN3D5CAXKQB937 | Long             | ABS-MBS          | CORP              | GB        |      133523 | PA      | $176838.43    | 0.02%             | 2049-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                                                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $242753.28    | 0.03%             | 2029-10-30      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2024-1 SRL                                                                                                            | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |       80807 | PA      | $93570.09     | 0.01%             | 2036-12-29      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                            | Zambia Government International Bonds                                                                                                               | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       66163 | PA      | $62007.27     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Quarzo Srl                                                       | Quarzo Srl                                                                                                                                          | CUSIP: 000000000<br>LEI: 815600702F68B2ED0B22 | Long             | ABS-O            | CORP              | IT        |       64275 | PA      | $74662.53     | 0.01%             | 2041-06-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| TREVA Equipment Finance                                          | TREVA Equipment Finance SA - Compartment 2024-1                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |       26954 | PA      | $31158.43     | 0.00%             | 2035-01-20      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   127370000 | PA      | $18504909.21  | 2.11%             | 2026-06-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                               | PrestigeBidCo GmbH                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115440.03    | 0.01%             | 2029-07-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-2                                                                                                    | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      275000 | PA      | $364134.99    | 0.04%             | 2032-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Pony                                                             | Pony SA                                                                                                                                             | CUSIP: 000000000<br>LEI: 2221001FWHVHKUW4NQ77 | Long             | ABS-O            | CORP              | LU        |       81976 | PA      | $94692.82     | 0.01%             | 2033-01-14      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| LION LUX                                                         | Lion/Polaris Lux Midco SARL                                                                                                                         | CUSIP: 000000000<br>LEI: 984500B6N8F6E153B579 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115348.38    | 0.01%             | 2029-07-01      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Tikehau                                                          | Tikehau CLO XII DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400XEDWHMLUXZJY76 | Long             | ABS-CBDO         | CORP              | IE        |      100000 | PA      | $115007.18    | 0.01%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $116033.50    | 0.01%             | 2029-01-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |       41669 | PA      | $55232.10     | 0.01%             | 2033-04-21      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Hermitage Plc                                                    | Hermitage 2024 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400OUUMGTAI2EJA52 | Long             | ABS-O            | CORP              | GB        |      125007 | PA      | $165592.38    | 0.02%             | 2033-04-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Edenbrook Mortgage Funding Plc                                   | Edenbrook Mortgage Funding PLC                                                                                                                      | CUSIP: 000000000<br>LEI: 635400URO7UOS6PWLH17 | Long             | ABS-O            | CORP              | GB        |      205984 | PA      | $272886.61    | 0.03%             | 2057-03-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                  | Amber Finco PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118610.90    | 0.01%             | 2029-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                     | Rossini Sarl                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $118793.66    | 0.01%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                                     | Rossini Sarl                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |       42851 | PA      | $49661.47     | 0.01%             | 2029-12-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                                                                                       | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       72538 | PA      | $84021.79     | 0.01%             | 2043-02-25      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | Noria DE 2024                                                                                                                                       | CUSIP: 000000000<br>LEI: 9695003DRUTU793B4N34 | Long             | ABS-O            | CORP              | FR        |       72538 | PA      | $83654.73     | 0.01%             | 2043-02-25      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                           | Brazil Letras do Tesouro Nacional                                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    34911000 | PA      | $6312300.52   | 0.72%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                  | Ocado Group PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130264.71    | 0.01%             | 2029-08-08      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18311000000 | PA      | $1073862.87   | 0.12%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     8780000 | PA      | $1311053.69   | 0.15%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      582000 | PA      | $10576.38     | 0.00%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| Fact SA                                                          | FACT SA/LU                                                                                                                                          | CUSIP: 000000000<br>LEI: 529900S1VYMIDC5XAC48 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115956.51    | 0.01%             | 2031-09-22      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       21000 | PA      | $14700.00     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      363974 | PA      | $166700.09    | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                          | Bulgaria Government International Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       22000 | PA      | $21187.98     | 0.00%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       27000 | PA      | $14337.00     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      491267 | PA      | $224509.02    | 0.03%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       40000 | PA      | $17040.00     | 0.00%             | 2034-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      200392 | PA      | $104404.23    | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                           | Ukraine Government International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      104580 | PA      | $53440.38     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2024-1 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 635400RGKRFPCFMYJF13 | Long             | ABS-MBS          | CORP              | GB        |      346835 | PA      | $459247.69    | 0.05%             | 2067-02-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2024-1ST2 PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400WGT6N9TVLEC567 | Long             | ABS-MBS          | CORP              | GB        |      240032 | PA      | $317929.03    | 0.04%             | 2065-10-12      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $236391.00    | 0.03%             | 2032-06-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                | Bubbles Bidco SPA                                                                                                                                   | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      122000 | PA      | $140924.48    | 0.02%             | 2031-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    12102571 | PA      | $234695.73    | 0.03%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                            | Muangthai Capital PCL                                                                                                                               | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |     1000000 | PA      | $989220.00    | 0.11%             | 2028-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                  | OEG Finance PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $238101.67    | 0.03%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| APCOA GMBH                                                       | APCOA GmbH                                                                                                                                          | CUSIP: 000000000<br>LEI: 529900H8FIYAOV5FUW68 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113198.58    | 0.01%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                                             | Dynamo Newco II GmbH                                                                                                                                | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $102508.69    | 0.01%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       56213 | PA      | $47781.05     | 0.01%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      455566 | PA      | $433357.28    | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    16551000 | PA      | $297836.08    | 0.03%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        1881 | PA      | $1848.48      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                   | Edge Finco PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      206000 | PA      | $281261.62    | 0.03%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                             | Ghana Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |        8392 | PA      | $7060.06      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    18171000 | PA      | $362271.04    | 0.04%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $203440.00    | 0.02%             | 2028-10-17      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Elstree Funding                                                  | Elstree Funding No 5 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 635400TQHOGQECGSLM58 | Long             | ABS-MBS          | CORP              | GB        |      215923 | PA      | $285877.92    | 0.03%             | 2061-08-21      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2024-2                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $116273.56    | 0.01%             | 2038-05-14      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Thunder Logistics                                                | Thunder Logistics 2024-1 DAC                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      113386 | PA      | $130598.95    | 0.01%             | 2036-11-17      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2024-1 PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      149000 | PA      | $197426.11    | 0.02%             | 2031-08-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                         | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      300000 | PA      | $335182.16    | 0.04%             | 2032-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Three Sarl                                                                                  | CUSIP: 000000000<br>LEI: 213800WQKYRCMTF4FR47 | Long             | ABS-O            | CORP              | LU        |       79087 | PA      | $91921.51     | 0.01%             | 2034-03-21      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2024-3                                                                                                    | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $132829.66    | 0.02%             | 2032-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2394000 | PA      | $643581.78    | 0.07%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                                         | City of Ulaanbaatar Mongolia                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      300000 | PA      | $301500.00    | 0.03%             | 2027-08-21      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2024-Mix PLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800F12CZ391USLI51 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132360.18    | 0.02%             | 2067-09-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Golden Ray S.A.                                                  | Golden Ray SA - Compartment 1                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      247967 | PA      | $286017.34    | 0.03%             | 2057-12-27      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Winchester PLC                                                   | Winchester 1 PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 213800AWJGG72JJNBW66 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132386.25    | 0.02%             | 2056-10-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| CITADEL PLC                                                      | Citadel 2024-1 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800XKX6NBEB5W9Z43 | Long             | ABS-MBS          | CORP              | GB        |      225831 | PA      | $299268.66    | 0.03%             | 2060-04-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                             | Booking Holdings Inc                                                                                                                                | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      137000 | PA      | $152691.52    | 0.02%             | 2032-11-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                                                 | TUI Cruises GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112514.81    | 0.01%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     1200000 | PA      | $1197380.98   | 0.14%             | 2029-11-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                          | San Miguel Global Power Holdings Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      450000 | PA      | $438259.50    | 0.05%             | 2029-12-02      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | Gruenenthal GmbH                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113270.19    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2024-2 DAC                                                                                                                             | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |      235568 | PA      | $312494.39    | 0.04%             | 2035-02-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                          | Abanca Corp Bancaria SA                                                                                                                             | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $115606.98    | 0.01%             | 2036-12-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      960000 | PA      | $662451.53    | 0.08%             | 2054-12-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3453000 | PA      | $61915.91     | 0.01%             | 2027-12-03      | Fixed         | 24.14%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       85261 | PA      | $70915.84     | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       78850 | PA      | $70472.19     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       42954 | PA      | $39625.07     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |        4000 | PA      | $3690.00      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       38910 | PA      | $34386.71     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       41031 | PA      | $39215.48     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      165828 | PA      | $125614.71    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                            | Sri Lanka Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       57977 | PA      | $43917.58     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                                                                                            | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      135508 | PA      | $129512.19    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                                               | Al Rajhi Sukuk Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $195758.00    | 0.02%             | 2030-07-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                         | Ireland Government Bonds                                                                                                                            | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2325000 | PA      | $2422792.73   | 0.28%             | 2055-10-18      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                                                        | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $235193.10    | 0.03%             | 2032-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                         | Turkcell Iletisim Hizmetleri AS                                                                                                                     | CUSIP: 000000000<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |      200000 | PA      | $203252.00    | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                             | Adler Financing Sarl                                                                                                                                | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |      248945 | PA      | $318162.93    | 0.04%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    25377000 | PA      | $28725806.37  | 3.28%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ELIOR GROUP SA                                                   | Elior Group SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500LYSYS0E800SQ95 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $233319.31    | 0.03%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $231158.34    | 0.03%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $206578.00    | 0.02%             | 2030-02-04      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                          | MPT Operating Partnership LP / MPT Finance Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $113749.01    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      127000 | PA      | $148921.48    | 0.02%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       25000 | PA      | $29257.46     | 0.00%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                      | Eurobank SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      100000 | PA      | $112299.24    | 0.01%             | 2036-02-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-2nd1 PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400YLGUIWG9EKBV27 | Long             | ABS-MBS          | CORP              | GB        |      107907 | PA      | $142925.26    | 0.02%             | 2056-09-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                          | Summer BC Holdco B SARL                                                                                                                             | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      102000 | PA      | $101410.35    | 0.01%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                | Gabon Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      400000 | PA      | $374244.00    | 0.04%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    18123000 | PA      | $318594.90    | 0.04%             | 2028-02-04      | Fixed         | 21.38%                | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY SUKUK                                          | Saudi Electricity Sukuk Programme Co                                                                                                                | CUSIP: 000000000<br>LEI: 549300KZ4IZK3RMUO096 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $200308.00    | 0.02%             | 2030-02-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $263125.15    | 0.03%             | 2032-02-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAPPI PAPIER HOLDNG GMBH                                         | Sappi Papier Holding GmbH                                                                                                                           | CUSIP: 000000000<br>LEI: 549300XBCUMUR5CI0181 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $206265.12    | 0.02%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                             | Aramark International Finance Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $220205.15    | 0.03%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2225000 | PA      | $39591.37     | 0.00%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| ALSTRIA S.A R.L.                                                 | alstria Sarl                                                                                                                                        | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114447.39    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panorama Auto Trust                                              | Panorama Auto Trust 2025-1                                                                                                                          | CUSIP: 000000000<br>LEI: 9845007SF7637H412C03 | Long             | ABS-O            | CORP              | AU        |      359964 | PA      | $248240.75    | 0.03%             | 2033-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                      | Taurus 2025-2 UK DAC                                                                                                                                | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      269383 | PA      | $356349.13    | 0.04%             | 2035-02-18      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXII SERIES 2025-1 TRUST                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      787634 | PA      | $543249.01    | 0.06%             | 2066-06-14      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                               | Arena Luxembourg Finance Sarl                                                                                                                       | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |      103000 | PA      | $118707.98    | 0.01%             | 2030-05-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                               | Morocco Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      100000 | PA      | $113735.66    | 0.01%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                         | Itelyum Regeneration Spa                                                                                                                            | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $114012.26    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       11000 | PA      | $12668.33     | 0.00%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                   | Opal Bidco SAS                                                                                                                                      | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      105000 | PA      | $118455.25    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                              | Citycon Treasury BV                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $106490.49    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                               | Japan Government Thirty Year Bonds                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   246700000 | PA      | $1201346.07   | 0.14%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   194750000 | PA      | $3098641.44   | 0.35%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-1                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |      100000 | PA      | $115077.14    | 0.01%             | 2038-12-14      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                          | Wintershall Dea Finance 2 BV                                                                                                                        | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      103000 | PA      | $120310.37    | 0.01%             | 2030-05-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $115059.61    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METRO Finance Trust                                              | Metro Finance 2025-1 Trust                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      355719 | PA      | $245965.65    | 0.03%             | 2031-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-1 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 6354002PZBGQEXUI2V51 | Long             | ABS-O            | CORP              | GB        |       86743 | PA      | $114994.33    | 0.01%             | 2032-05-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Together Asset Backed Securitisation                             | Together Asset Backed Securitisation 2025-Cre-1 PLC                                                                                                 | CUSIP: 000000000<br>LEI: 635400IHLPBPFA2IVG30 | Long             | ABS-MBS          | CORP              | GB        |      413488 | PA      | $548962.35    | 0.06%             | 2057-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $110695.34    | 0.01%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     2775000 | PA      | $49826.34     | 0.01%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-1 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 6354003DBF3NI8QJRR63 | Long             | ABS-MBS          | CORP              | GB        |      265923 | PA      | $351976.08    | 0.04%             | 2067-05-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |      200000 | PA      | $205540.00    | 0.02%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Castell                                                          | Castell 2025-1 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138002O8DSFIQGKRU14 | Long             | ABS-MBS          | CORP              | GB        |      185792 | PA      | $246378.51    | 0.03%             | 2062-01-27      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                                                                                          | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $229249.06    | 0.03%             | 2032-05-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      109000 | PA      | $118775.69    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                                                                                          | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111818.22    | 0.01%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd                           | Contemporary Amperex Technology Co Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |        2022 | NS      | $161169.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                           | Volkswagen International Finance NV                                                                                                                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $231055.61    | 0.03%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 8 Fondo de Titulizacion                                                                                                           | CUSIP: 000000000<br>LEI: 529900MNYVA8N0FZJK96 | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $116195.54    | 0.01%             | 2040-01-21      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Resimac                                                          | RESIMAC Premier Series 2025-1                                                                                                                       | CUSIP: 000000000<br>LEI: 213800R628L75GZ2RD25 | Long             | ABS-MBS          | CORP              | AU        |      364328 | PA      | $251496.70    | 0.03%             | 2056-09-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Italian Stella Loans Srl                                         | Auto ABS Italian Stella Loans 2025-1 SRL                                                                                                            | CUSIP: 000000000<br>LEI: 81560077D223209D3A80 | Long             | ABS-O            | CORP              | IT        |      156407 | PA      | $180970.86    | 0.02%             | 2040-12-28      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                               | Sunrise FinCo I BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      243000 | PA      | $274435.74    | 0.03%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                             | Kyrgyz Republic International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      200000 | PA      | $199408.00    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      740000 | PA      | $837108.94    | 0.10%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     1050000 | PA      | $18522.97     | 0.00%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $235810.22    | 0.03%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      111000 | PA      | $125973.12    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                                                                                                | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      300000 | PA      | $345547.51    | 0.04%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                                                       | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     7600000 | PA      | $387855.82    | 0.04%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                   | TeamSystem SpA                                                                                                                                      | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      172000 | PA      | $183488.14    | 0.02%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE                                           | Darling Global Finance BV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $115014.37    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                          | Garfunkelux Holdco 3 SA                                                                                                                             | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |      111000 | PA      | $128936.47    | 0.01%             | 2028-09-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    59725000 | PA      | $1039869.97   | 0.12%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                                            | Development Bank of Mongolia LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |      200000 | PA      | $201150.00    | 0.02%             | 2028-07-03      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Latitude Australia Credit Card Loan Note Trust                   | Latitude Australia Credit Card Master Trust Series 2025-1                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |      500000 | PA      | $345385.61    | 0.04%             | 2037-11-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                 | Maxam Prill Sarl                                                                                                                                    | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      154000 | PA      | $175910.27    | 0.02%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                                                                                         | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110856.65    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hops Hill                                                        | Hops Hill NO 5 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 635400LDVC1LDKJUB342 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131839.34    | 0.02%             | 2056-06-21      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| NEWDAY FUNDING                                                   | Newday Funding Master Issuer PLC - Series 2025-2                                                                                                    | CUSIP: 000000000<br>LEI: 213800GBPRAJHSB5YK19 | Long             | ABS-O            | CORP              | GB        |      134000 | PA      | $176990.53    | 0.02%             | 2033-07-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                            | Egypt Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    24515000 | PA      | $436246.07    | 0.05%             | 2028-07-01      | Fixed         | 23.44%                | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                | Paprec Holding SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      113000 | PA      | $128082.64    | 0.01%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-2 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 6354008SKUHLCPHT7N63 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131892.13    | 0.02%             | 2068-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $274983.59    | 0.03%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                            | Hikma Finance USA LLC                                                                                                                               | CUSIP: 000000000<br>LEI: 213800BU7YH2WTM1QL87 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198937.50    | 0.02%             | 2030-07-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $113693.25    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      700000 | PA      | $776301.38    | 0.09%             | 2033-07-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fulvia SPV SRL                                                   | Fulvia Spv Srl                                                                                                                                      | CUSIP: 000000000<br>LEI: 815600283046823DB425 | Long             | ABS-O            | CORP              | IT        |       91302 | PA      | $105251.57    | 0.01%             | 2041-12-23      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| MUANGTHAI CAPITAL PCL                                            | Muangthai Capital PCL                                                                                                                               | CUSIP: 000000000<br>LEI: 254900ZI1FO2W9132C98 | Long             | DBT              | CORP              | TH        |      300000 | PA      | $297000.00    | 0.03%             | 2030-07-21      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                           | Market Bidco Finco PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $125581.56    | 0.01%             | 2031-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      192000 | PA      | $219679.39    | 0.03%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Noria                                                            | FCT Noria 2025                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003C5ECZD3NDSV63 | Long             | ABS-O            | CORP              | FR        |      100000 | PA      | $115224.74    | 0.01%             | 2043-07-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| First Mobility Sarl                                              | First Mobility Sarl - Compartment Swiss Lease 2025-1                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115122.22    | 0.01%             | 2032-10-14      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                        | Loxam SAS                                                                                                                                           | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112161.94    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                           | Froneri Lux FinCo SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $109184.62    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Loan Conduit                                            | Lagarino European Loan Conduit No 40 DAC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |      361489 | PA      | $417567.29    | 0.05%             | 2037-06-22      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| INTRUM INV AND FIN                                               | Intrum Investments And Financing AB                                                                                                                 | CUSIP: 000000000<br>LEI: 984500D7B1EFD7460452 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $114905.61    | 0.01%             | 2027-09-11      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $328899.25    | 0.04%             | 2040-07-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |      600000 | PA      | $10265.14     | 0.00%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                         | Allwyn Entertainment Financing UK PLC                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      171000 | PA      | $185964.97    | 0.02%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets                               | La Trobe Financial Capital Markets Trust 2025-1                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      472303 | PA      | $324826.13    | 0.04%             | 2057-05-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   119600000 | PA      | $29288.35     | 0.00%             | 2058-03-13      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   283250000 | PA      | $4553141.87   | 0.52%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  3664860000 | PA      | $1902575.23   | 0.22%             | 2055-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILIAD SA                                                         | iliad SA                                                                                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113184.45    | 0.01%             | 2032-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      800000 | PA      | $755940.00    | 0.09%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                          | Unibail-Rodamco-Westfield SE                                                                                                                        | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |      100000 | PA      | $114336.62    | 0.01%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | Iron Mountain Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      117000 | PA      | $125837.84    | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                                                                                             | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      423000 | PA      | $450744.82    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mila B.V.                                                        | Mila 2025-1 BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 72450098VTA940FX5997 | Long             | ABS-O            | CORP              | NL        |      100000 | PA      | $115498.56    | 0.01%             | 2042-10-12      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      408000 | PA      | $457972.18    | 0.05%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $111568.44    | 0.01%             | 2038-03-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                              | Ithaca Energy North Sea PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $231214.98    | 0.03%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGL ENERGY LTD                                                   | AGL Energy Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300QAZ8A74DEDXO80 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $131358.24    | 0.01%             | 2035-09-30      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| RENAULT SA                                                       | Renault SA                                                                                                                                          | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $113547.02    | 0.01%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105064.73    | 0.01%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                    | Deepocean Ltd                                                                                                                                       | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      112000 | PA      | $131662.52    | 0.02%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LENDLEASE ASIA TREASURY                                          | Lendlease Asia Treasury Pte Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 254900RDMI6PPK5EN222 | Long             | DBT              | CORP              | SG        |      250000 | PA      | $192016.02    | 0.02%             | 2030-09-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                                                                                       | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      104000 | PA      | $115545.16    | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                                                                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       76220 | PA      | $83871.47     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                                                                                           | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      109000 | PA      | $100502.47    | 0.01%             | 2032-09-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                                                                                           | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      131000 | PA      | $125490.03    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |      183307 | PA      | $211840.04    | 0.02%             | 2035-10-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| GAMMA Sociedade de Titularizacao de Creditos                     | GAMMA Sociedade de Titularizacao de Creditos SA Consumer Totta 3                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |       91654 | PA      | $106179.26    | 0.01%             | 2035-10-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                                                                                       | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      153000 | PA      | $175437.47    | 0.02%             | 2032-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       49000 | PA      | $54105.00     | 0.01%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       38000 | PA      | $42687.21     | 0.00%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       38000 | PA      | $42511.52     | 0.00%             | 2037-10-07      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HILL FL                                                          | Hill FL 2025-1 BV                                                                                                                                   | CUSIP: 000000000<br>LEI: 72450069R7MTUFTXDC59 | Long             | ABS-O            | CORP              | NL        |      306000 | PA      | $352984.20    | 0.04%             | 2032-10-18      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-2                                                                                                                | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |      414732 | PA      | $478859.90    | 0.05%             | 2044-12-20      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Golden Bar Securitisation                                        | Golden Bar Securitisation Srl 2025-2                                                                                                                | CUSIP: 000000000<br>LEI: 549300GESLGUWWGJRM09 | Long             | ABS-O            | CORP              | IT        |       97476 | PA      | $112174.37    | 0.01%             | 2044-12-22      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| BONOS BANCO CENT ARGENT                                          | Bonos Para La Reconstruccion De Una Argentina Libre                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      116090 | PA      | $98029.50     | 0.01%             | 2028-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                               | Japan Government Thirty Year Bonds                                                                                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   124500000 | PA      | $718076.43    | 0.08%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                         | ION Platform Finance SARL                                                                                                                           | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      126000 | PA      | $135304.21    | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $202187.50    | 0.02%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $343343.36    | 0.04%             | 2067-02-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sapphire Trust                                                   | SAPPHIRE XXXIII SERIES 2025-2 TRUST                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     1540000 | PA      | $1057965.06   | 0.12%             | 2067-02-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                                              | Sammaan Capital Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |      815000 | PA      | $790753.75    | 0.09%             | 2030-10-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Vasco Finance                                                    | TAGUS-Sociedade de Titularizacao de Creditos SA/Vasco Finance No. 3                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | PT        |      800000 | PA      | $926361.24    | 0.11%             | 2043-10-27      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Bundesschatzanweisungen                                          | Bundesschatzanweisungen                                                                                                                             | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    31140000 | PA      | $35623741.90  | 4.07%             | 2027-12-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                                                                                    | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115046.29    | 0.01%             | 2032-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PATRICK TERMINALS FIN PT                                         | Patrick Terminals Finance Pty Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 9845009C9611092B6G88 | Long             | DBT              | CORP              | AU        |      480000 | PA      | $312037.42    | 0.04%             | 2035-10-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |      138000 | PA      | $183076.25    | 0.02%             | 2070-09-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mortimer BTL Plc                                                 | Mortimer 2025-1 PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800PI5SCJ8WPLJX58 | Long             | ABS-MBS          | CORP              | GB        |      889380 | PA      | $1175346.17   | 0.13%             | 2070-09-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $21568.16     | 0.00%             | 2030-10-02      | Fixed         | 33.90%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                                                       | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      243000 | PA      | $269637.86    | 0.03%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No3 PLC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      439000 | PA      | $581239.57    | 0.07%             | 2035-12-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| London Cards Plc                                                 | London Cards No3 PLC                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |      628000 | PA      | $832300.01    | 0.10%             | 2035-12-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Morglas ABS 2025-1 PLC                                           | Morglas Abs 2025-1 PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 213800H5DGC5P7QYOI11 | Long             | ABS-O            | CORP              | GB        |      647868 | PA      | $857270.99    | 0.10%             | 2040-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                                            | Gruppo San Donato SPA                                                                                                                               | CUSIP: 000000000<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $112117.47    | 0.01%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |      200000 | PA      | $264425.46    | 0.03%             | 2068-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Meridian Funding 2025-1 PLC                                      | Meridian Funding 2025-1 PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 6354007VNVP2YBYBAX64 | Long             | ABS-MBS          | CORP              | GB        |      984141 | PA      | $1300658.49   | 0.15%             | 2068-02-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                       | SC Austria Sarl                                                                                                                                     | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $116332.74    | 0.01%             | 2041-07-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| SC Austria                                                       | SC Austria Sarl                                                                                                                                     | CUSIP: 000000000<br>LEI: 81560007AFE688B7A894 | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115957.90    | 0.01%             | 2041-07-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                    | UK Logistics 2025-2 DAC                                                                                                                             | CUSIP: 000000000<br>LEI: 635400CRV6HKMHJF8S64 | Long             | ABS-MBS          | CORP              | IE        |      911019 | PA      | $1208987.15   | 0.14%             | 2035-08-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMPOL LTD                                                        | Ampol Ltd                                                                                                                                           | CUSIP: 000000000<br>LEI: 5493009TD1CGVRZ27U11 | Long             | DBT              | CORP              | AU        |      310000 | PA      | $202229.99    | 0.02%             | 2055-10-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132258.19    | 0.02%             | 2067-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                          | Aroundtown Finance Sarl                                                                                                                             | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      356000 | PA      | $374434.71    | 0.04%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlas Funding                                                    | Atlas Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800W2FS9Z1VKVEA38 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $131968.88    | 0.02%             | 2067-07-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| PEAK RE BVI HOLDING LTD                                          | Peak RE Bvi Holding Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KB2UHI8ALPSD62 | Long             | DBT              | CORP              | VG        |      285000 | PA      | $278587.50    | 0.03%             | 2030-11-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                     | Energean PLC                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112454.74    | 0.01%             | 2031-05-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-2                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      300000 | PA      | $347560.58    | 0.04%             | 2038-12-15      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| SC GERMANY CONSUMER                                              | SC Germany SA Compartment Consumer 2025-2                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | LU        |      100000 | PA      | $115180.13    | 0.01%             | 2038-12-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |      873981 | PA      | $1155067.42   | 0.13%             | 2069-10-27      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Polaris                                                          | Polaris 2025-3 PLC                                                                                                                                  | CUSIP: 000000000<br>LEI: 2138004HHDTEKA2ZLF42 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132034.70    | 0.02%             | 2069-10-27      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Asset-Backed European Securitisation Transaction                 | Asset-Backed European Securitisation Transaction Twenty-Four Srl                                                                                    | CUSIP: 000000000<br>LEI: 8156003524A4F7B21C64 | Long             | ABS-O            | CORP              | IT        |      289000 | PA      | $335738.65    | 0.04%             | 2040-08-16      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | Westpac Banking Corp                                                                                                                                | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      460000 | PA      | $302755.52    | 0.03%             | 2045-11-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Dowson                                                           | Dowson 2025-1 PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 635400KCWWV87X81YE49 | Long             | ABS-O            | CORP              | GB        |       91137 | PA      | $120700.25    | 0.01%             | 2032-12-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |     1000000 | PA      | $1323613.69   | 0.15%             | 2068-01-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Braccan Mortgage Funding                                         | Braccan Mortgage Funding 2025-2 PLC                                                                                                                 | CUSIP: 000000000<br>LEI: 213800WUDDAGMT94UJ09 | Long             | ABS-MBS          | CORP              | GB        |      136000 | PA      | $180185.53    | 0.02%             | 2068-01-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Pavillion Consumer PLC                                           | Pavillion Consumer 2025-1 PLC                                                                                                                       | CUSIP: 000000000<br>LEI: 213800XK4G6W1NHSJJ12 | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $132100.09    | 0.02%             | 2036-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $94900.93     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                      | Deuce Finco PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130338.09    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                      | Deuce Finco PLC                                                                                                                                     | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115304.01    | 0.01%             | 2032-11-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NSW ELECTRICITY NETWORKS                                         | NSW Electricity Networks Finance Pty Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 5493009VPYKFFK7UXM97 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $164982.61    | 0.02%             | 2055-11-20      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |      260520 | PA      | $344584.42    | 0.04%             | 2032-12-16      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       86552 | PA      | $114538.88    | 0.01%             | 2032-12-16      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |       86552 | PA      | $114234.16    | 0.01%             | 2032-12-16      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2025-1 PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      688512 | PA      | $912225.98    | 0.10%             | 2058-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| East One                                                         | East One 2025-1 PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800NEAFVXSQQHPC92 | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $132500.22    | 0.02%             | 2058-02-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4075000 | PA      | $64608.89     | 0.01%             | 2026-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                         | Santander Residential 1 FT                                                                                                                          | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |      200000 | PA      | $231447.45    | 0.03%             | 2068-10-18      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| FT Santander Residential                                         | Santander Residential 1 FT                                                                                                                          | CUSIP: 000000000<br>LEI: 959800E7PWPHWSWPK316 | Long             | ABS-MBS          | CORP              | ES        |      100000 | PA      | $115018.19    | 0.01%             | 2068-10-18      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Asimi Funding Holdings Limited                                   | Asimi Funding 2025-2 PLC                                                                                                                            | CUSIP: 000000000<br>LEI: 213800AXPL92U14G2M23 | Long             | ABS-O            | CORP              | GB        |      152331 | PA      | $202174.15    | 0.02%             | 2032-12-16      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Prime 2025-1 Trust                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $342536.12    | 0.04%             | 2067-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                              | Pepper Prime 2025-1 Trust                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $343439.95    | 0.04%             | 2067-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                             | EP Infrastructure AS                                                                                                                                | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      503000 | PA      | $558631.14    | 0.06%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                 | Vantage Data Centers Jersey Borrower Spv Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |      119000 | PA      | $154571.08    | 0.02%             | 2039-05-28      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                          | Tabcorp Finance Pty Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $335664.22    | 0.04%             | 2031-05-28      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                               | Vivion Investments Sarl                                                                                                                             | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $108029.32    | 0.01%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                                  | Duomo Bidco SpA                                                                                                                                     | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      111000 | PA      | $126191.69    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                       | Fairbridge 2025-1 BV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |       89756 | PA      | $103162.60    | 0.01%             | 2062-02-24      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| Fairbridge                                                       | Fairbridge 2025-1 BV                                                                                                                                | CUSIP: 000000000<br>LEI: 724500T08SS1ZWOYTR56 | Long             | ABS-MBS          | CORP              | NL        |      514300 | PA      | $594453.77    | 0.07%             | 2062-02-24      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                                                                                        | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |      100000 | PA      | $115155.62    | 0.01%             | 2037-07-23      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                                                                                        | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |      106000 | PA      | $122110.05    | 0.01%             | 2037-07-23      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| SV VANIR LOGISTICS FINANCE S.A R.L                               | Vanir Logistics Finance Sarl                                                                                                                        | CUSIP: 000000000<br>LEI: 636700UXUGBCCF9PA752 | Long             | ABS-MBS          | CORP              | LU        |      266000 | PA      | $306914.72    | 0.04%             | 2037-07-23      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                         | Biffa Group Holdings Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $111815.09    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                               | Ukraine Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      203680 | PA      | $146649.60    | 0.02%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO2 LTD                                              | Cas Capital No 2 Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 2549007CLL9JS1Z83O04 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $196720.00    | 0.02%             | 2031-01-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                     | Amprion GmbH                                                                                                                                        | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $451907.38    | 0.05%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SJM INTERNATIONAL LTD                                            | SJM International Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 254900D15HMHW0MJ6N62 | Long             | DBT              | CORP              | VG        |      500000 | PA      | $477885.00    | 0.05%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                            | Cellnex Finance Co SA                                                                                                                               | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $221601.45    | 0.03%             | 2036-01-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER                                          | San Miguel Global Power Holdings Corp                                                                                                               | CUSIP: 000000000<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |      300000 | PA      | $293766.00    | 0.03%             | 2030-10-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | Telefonica Emisiones SA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $111643.36    | 0.01%             | 2031-01-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | Telefonica Emisiones SA                                                                                                                             | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $109793.60    | 0.01%             | 2034-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      377000 | PA      | $419689.23    | 0.05%             | 2040-05-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $903755.33    | 0.10%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                         | ContourGlobal Power Holdings SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      102000 | PA      | $111645.69    | 0.01%             | 2031-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2818700000 | PA      | $728671.53    | 0.08%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                         | United Overseas Bank Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $776814.19    | 0.09%             | 2033-01-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                          | Severn Trent Utilities Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $247228.81    | 0.03%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                                   | Benin Sukuk SA                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |      200000 | PA      | $185654.00    | 0.02%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                              | Ecuador Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      200000 | PA      | $196350.00    | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                         | AusNet Services Holdings Pty Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | SN               | CORP              | AU        |      260000 | PA      | $176699.83    | 0.02%             | 2056-02-04      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                         | Motability Operations Group PLC                                                                                                                     | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      120000 | PA      | $135241.30    | 0.02%             | 2038-02-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FIN ESP SA                                         | EDP Servicios Financieros Espana SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $112830.47    | 0.01%             | 2032-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                          | MKS Inc                                                                                                                                             | CUSIP: 000000000<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      144000 | PA      | $159020.30    | 0.02%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SARL                                             | Kleopatra Finco Sarl                                                                                                                                | CUSIP: 000000000<br>LEI: 222100M6T1N8VIC8M726 | Long             | DBT              | CORP              | LU        |       80643 | PA      | $82542.03     | 0.01%             | 2031-01-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Turquoise V Trust                                                | TURQUOISE V TRUST SERIES 2026-1 TRUST                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $344443.80    | 0.04%             | 2067-06-12      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                             | Westpac Banking Corp                                                                                                                                | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      460000 | PA      | $308427.05    | 0.04%             | 2041-02-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                                                                                          | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $115324.49    | 0.01%             | 2039-05-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                                                                                          | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $114272.14    | 0.01%             | 2039-05-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                                                                                          | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      200000 | PA      | $230225.95    | 0.03%             | 2039-05-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                                                                                                | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $109047.39    | 0.01%             | 2032-02-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      400000 | PA      | $267579.24    | 0.03%             | 2032-08-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AFG                                                              | AFG 2026-1 Trust                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     1000000 | PA      | $686321.05    | 0.08%             | 2057-10-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | Macquarie Bank Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      560000 | PA      | $382570.20    | 0.04%             | 2036-08-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BBVA Consumo FTA                                                 | Bbva Consumer 2026-1 Fondo de Titulizacion                                                                                                          | CUSIP: 000000000<br>LEI: 9598008ZNM97MVXBD120 | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $114518.87    | 0.01%             | 2039-05-20      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                         | Allwyn Entertainment Financing UK PLC                                                                                                               | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $110778.21    | 0.01%             | 2031-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                          | Australia & New Zealand Banking Group Ltd                                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $342146.30    | 0.04%             | 2037-02-23      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                            | Philippine Government Bond                                                                                                                          | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    30000000 | PA      | $459168.49    | 0.05%             | 2036-02-23      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                                                                                                 | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      800000 | PA      | $890591.77    | 0.10%             | 2056-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Triton Trust                                                     | Triton Bond Trust 2026-1 in respect of Series 1                                                                                                     | CUSIP: 000000000<br>LEI: 549300TDCKWE7KRFWH59 | Long             | ABS-MBS          | CORP              | AU        |      500000 | PA      | $341452.90    | 0.04%             | 2058-02-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      880000 | PA      | $1160589.21   | 0.13%             | 2038-05-18      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     1000000 | PA      | $1315764.74   | 0.15%             | 2038-05-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      358000 | PA      | $470787.42    | 0.05%             | 2038-05-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Sage AR Funding                                                  | Sage AR Funding                                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      157000 | PA      | $206363.73    | 0.02%             | 2038-05-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| VICINITY CENTRES RE LTD                                          | Vicinity Centres Trust                                                                                                                              | CUSIP: 000000000<br>LEI: 254900YANM8VTQCFYX66 | Long             | DBT              | CORP              | AU        |      330000 | PA      | $220290.68    | 0.03%             | 2036-03-03      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                         | Spain Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      767000 | PA      | $869543.97    | 0.10%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       18000 | PA      | $19413.95     | 0.00%             | 2033-03-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 98 Srl                                                                                                                                  | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |      100000 | PA      | $115589.65    | 0.01%             | 2051-04-27      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Sunrise Srl                                                      | Sunrise Spv 98 Srl                                                                                                                                  | CUSIP: 000000000<br>LEI: 81560036AE47FD868675 | Long             | ABS-O            | CORP              | IT        |      100000 | PA      | $115591.38    | 0.01%             | 2051-04-27      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                    | Stellantis NV                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      125000 | PA      | $136195.94    | 0.02%             | 2033-12-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                    | Stellantis NV                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $126490.14    | 0.01%             | 2032-06-16      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                    | Stellantis NV                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $165486.53    | 0.02%             | 2031-03-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                                                                                      | CUSIP: 000000000<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      460000 | PA      | $527026.53    | 0.06%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                        | Fortuna Consumer Loan Abs 2026-1 DAC                                                                                                                | CUSIP: 000000000<br>LEI: 635400NBXJLIIDPDLP80 | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $115125.80    | 0.01%             | 2037-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 10 FT                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $115589.07    | 0.01%             | 2041-05-22      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                | Santander Consumo 10 FT                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |      100000 | PA      | $115589.18    | 0.01%             | 2041-05-22      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT DEC27                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         152 | NC      | $-37957.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | S+P500 EMINI FUT JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         -87 | NC      | $711037.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                   | NIKKEI 225 (OSE) JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          -2 | NC      | $16632.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO STOXX 50 JUN26                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -22 | NC      | $14390.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | 3 MONTH SOFR FUT DEC28                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         152 | NC      | $7679.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | NASDAQ 100 E-MINI JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          18 | NC      | $-352128.19   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                      | E-MINI RUSS 2000 JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -9 | NC      | $1037.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | FED FUND 30DAY JUL26                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           4 | NC      | $-4589.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         250 | NC      | $-407639.48   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -250 | NC      | $792221.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-OAT FUTURE JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         257 | NC      | $-846846.08   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BTP FUTURE JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         202 | NC      | $-854734.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ FUT JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -49 | NC      | $53758.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | SHORT EURO-BTP FU JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          24 | NC      | $-23697.33    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUXL 30Y BND JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -2 | NC      | $-1527.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US LONG BOND(CBT) JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          41 | NC      | $-26551.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          71 | NC      | $44418.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -908 | NC      | $1617486.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 10Y BOND FUT JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          87 | NC      | $-63331.28    | -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        |         243 | NC      | $-422332.46   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO STOXX BANK JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          25 | NC      | $-9689.49     | -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        |       -3140 | NC      | $2642318.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1089 | NC      | $-479517.61   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |          90 | NC      | $-553799.58   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -59 | NC      | $124699.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -60 | NC      | $-94330.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US BOND FUTR OPTN MAY26P 112                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -3 | NC      | $-1734.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -70 | NC      | $-57626.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES EXPANDED TECH-SOFTWARE                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          76 | NC      | $1026.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | LOWE'S COS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $72.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | LOWE'S COS INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-14430.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | HOME DEPOT INC/THE                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $42.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | HOME DEPOT INC/THE                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-10820.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR FUT OPTN MAY26P 111                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $-4125.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND FUT JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         128 | NC      | $-47592.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | ESSILORLUXOTTICA SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |           6 | NC      | $104.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | ESSILORLUXOTTICA SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          -6 | NC      | $-28638.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | GE VERNOVA INC                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           2 | NC      | $4650.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                   | JPN 10Y BOND(OSE) JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          46 | NC      | $-453421.95   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | UNITED AIRLINES HOLDINGS INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           4 | NC      | $172.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | UNITED AIRLINES HOLDINGS INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -4 | NC      | $-2900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | WILLIAMS COS INC/THE                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -43 | NC      | $-860.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US BOND FUTR OPTN APR26C 119                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $6.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | WILLIAMS COS INC/THE                                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          22 | NC      | $2090.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | VERTIV HOLDINGS CO                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-1335.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | INVESCO QQQ TRUST SERIES 1                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -11 | NC      | $-7191.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | SAFRAN SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          -5 | NC      | $-184.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | SAFRAN SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |           5 | NC      | $89.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                      | SAFRAN SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          -5 | NC      | $-18655.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES MSCI EMERGING MARKETS                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -200 | NC      | $-24.54       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES MSCI EMERGING MARKETS                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -200 | NC      | $-58586.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES MSCI EMERGING MARKETS                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         200 | NC      | $517.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -128 | NC      | $-125463.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | CITIZENS FINANCIAL GROUP INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -19 | NC      | $-1947.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | CITIZENS FINANCIAL GROUP INC                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          19 | NC      | $665.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES EXPANDED TECH-SOFTWARE                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          58 | NC      | $10464.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          62 | NC      | $689.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -52 | NC      | $-64421.56    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES EXPANDED TECH-SOFTWARE                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -58 | NC      | $-6880.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX USD INVESTMENT G                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -202 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR FUT OPTN MAY26C 112.5                                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $1218.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US BOND FUTR OPTN APR26C 116                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $6.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                                  | KOSDAQ150 FUTURES JUN26                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |           3 | NC      | $-4332.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | STATE STREET SPDR S+P 500 ETF                                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -20 | NC      | $-26034.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES EXPANDED TECH-SOFTWARE                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -76 | NC      | $-22152.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR FUTR OPTN MAY26C 108.5                                                                                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          19 | NC      | $6382.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                             | NIKKEI 225                                                                                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |          -1 | NC      | $-12728.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group                                             | NIKKEI 225                                                                                                                                          | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | N/A              | DE               |  | JP        |           1 | NC      | $3717.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | INVESCO QQQ TRUST SERIES 1                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          23 | NC      | $1231.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | INVESCO QQQ TRUST SERIES 1                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -23 | NC      | $-30270.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                                               | UNICREDIT SPA                                                                                                                                       | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |           3 | NC      | $1556.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borsa Italiana SpA                                               | UNICREDIT SPA                                                                                                                                       | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          -3 | NC      | $-4377.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX USD INVESTMENT G                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -813 | NC      | $-55950.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX USD HIGH YIELD C                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -1244 | NC      | $-36014.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US BOND FUTR OPTN MAY26C 115                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           6 | NC      | $5250.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | INVESCO QQQ TRUST SERIES 1                                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          57 | NC      | $1849.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | GE VERNOVA INC MAY26 780 PUT                                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -2 | NC      | $-6590.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | CHENIERE ENERGY INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |          -6 | NC      | $-6270.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | VANECK SEMICONDUCTOR ETF                                                                                                                            | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         -48 | NC      | $-40896.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | CHENIERE ENERGY INC                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |           6 | NC      | $5400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX USD HIGH YIELD C                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -142 | NC      | $-6257.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                           | ISHARES IBOXX USD HIGH YIELD C                                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         567 | NC      | $22364.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR FUTR OPTN MAY26P 107                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -11 | NC      | $-1546.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       30000 | PA      | $38277.28     | 0.00%             | 2038-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                        | Baidu Inc                                                                                                                                           | CUSIP: 000000000<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |        1050 | NS      | $14677.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minth Group Ltd                                                  | Minth Group Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900B2AH0G13K9G204 | Long             | EC               | CORP              | KY        |        2500 | NS      | $10443.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co Ltd                                                  | MonotaRO Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5299005JUER5ANXWTC33 | Long             | EC               | CORP              | JP        |         700 | NS      | $7587.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5530000 | PA      | $245175.58    | 0.03%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Doutor Nichires Holdings Co Ltd                                  | Doutor Nichires Holdings Co Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         400 | NS      | $7429.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                                                                                        | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |       10555 | NS      | $126529.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic International Co Ltd                              | BYD Electronic International Co Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 5299001O3LAFGRPZ3Y63 | Long             | EC               | CORP              | HK        |        3000 | NS      | $10791.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9897000 | PA      | $2730606.35   | 0.31%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Denmark Government Bonds                                         | Denmark Government Bonds                                                                                                                            | CUSIP: 000000000<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |      450000 | PA      | $80727.52     | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                          | Sweden Government Bonds                                                                                                                             | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |      250000 | PA      | $27932.77     | 0.00%             | 2039-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                                                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $104129.01    | 0.01%             | 2050-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      146000 | PA      | $34383.00     | 0.00%             | 2049-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      507000 | PA      | $119398.50    | 0.01%             | 2026-11-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      165000 | PA      | $164043.11    | 0.02%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Project Montage                                                  | Project Montage PIK Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      259697 | PA      | $245101.65    | 0.03%             | 2029-02-16      | Floating      | 9.65%                 | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC                       | Coreweave Compute Acquisition Co IV LLC 2024 Delayed Draw Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      882692 | PA      | $884898.64    | 0.10%             | 2029-05-16      | Floating      | 9.86%                 | No            |                  3 | On Loan: No      |
| USAVFLOW II LTD                                                  | USAVFLOW II Ltd Term Loan B                                                                                                                         | CUSIP: 000000000<br>LEI: 254900MV3KWOGGVL7L93 | Long             | LON              | CORP              | KY        |      296625 | PA      | $297010.61    | 0.03%             | 2029-08-16      | Floating      | 10.17%                | No            |                  3 | On Loan: No      |
| Nobian Finance BV                                                | Nobian Finance BV 2025 EUR Term Loan B                                                                                                              | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $1084927.25   | 0.12%             | 2030-07-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco Limited                                       | CD&R Firefly Bidco Limited 2025 EUR Term Loan                                                                                                       | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1154116.44   | 0.13%             | 2029-04-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Cirkul Inc                                                       | Cirkul Inc 2nd Lien PIK Term Loan                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      379943 | PA      | $296849.34    | 0.03%             | 2028-04-23      | Floating      | 3.50%                 | No            |                  3 | On Loan: No      |
| Vivalto Sante SAS                                                | Vivalto Sante SAS 2025 EUR Term Loan B                                                                                                              | CUSIP: 000000000<br>LEI: 969500LFM6S869DF2T62 | Long             | LON              | CORP              | FR        |     1000000 | PA      | $1153781.25   | 0.13%             | 2031-07-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                                            | Boots Group Bidco Ltd EUR Term Loan                                                                                                                 | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |     1400000 | PA      | $1616895.76   | 0.18%             | 2032-08-30      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RUNITONETIME LLC                                                 | RunItOneTime LLC Roll-Up DIP Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        3518 | PA      | $3473.90      | 0.00%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Euro Parfums Fze                                                 | Euro Parfums Fze 2025 Upsize Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      119352 | PA      | $118755.24    | 0.01%             | 2028-09-01      | Floating      | 8.99%                 | No            |                  3 | On Loan: No      |
| RUNITONETIME LLC                                                 | RunItOneTime LLC 2nd Amendment Final New Money DIP Term Loan                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41573 | PA      | $41523.37     | 0.00%             | 2026-04-16      | Floating      | 16.17%                | No            |                  3 | On Loan: No      |
| RUNITONETIME LLC                                                 | RunItOneTime LLC 2nd Amendment Roll Up Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       72035 | PA      | $71134.32     | 0.01%             | 2026-04-16      | Floating      | 11.50%                | No            |                  3 | On Loan: No      |
| Coreweave Compute Acquisition Co., IV, LLC                       | Coreweave Compute Acquisition Co IV LLC 2025 5th Amendment Delayed Draw Term Loan                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      598421 | PA      | $581964.47    | 0.07%             | 2030-09-30      | Floating      | 7.97%                 | No            |                  3 | On Loan: No      |
| AREAS WORLDWIDE SA                                               | Areas Worldwide SA 2025 EUR Repriced Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 5493003QHT6ZHQO67865 | Long             | LON              | CORP              | FR        |     1133333 | PA      | $1284261.72   | 0.15%             | 2029-12-31      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                                      | Rubix Group Midco 3 Limited 2026 EUR Term Loan B                                                                                                    | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1128398.78   | 0.13%             | 2031-09-30      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Quimper AB                                                       | Quimper AB 2026 EUR Term Loan B                                                                                                                     | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |     1000000 | PA      | $1137217.91   | 0.13%             | 2030-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| QSRP Finco BV                                                    | QSRP Finco BV 2025 EUR 1st Lien Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: 894500AXJRZ3TICBD793 | Long             | LON              | CORP              | BE        |     1000000 | PA      | $1125994.61   | 0.13%             | 2031-06-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Crescent Midstream Operating LLC                                 | CRESCENT MIDSTREAM OPERAT LLC TERM LOAN B                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      560000 | PA      | $561164.80    | 0.06%             | 2033-02-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ARGENTO LLC                                                      | ARGENTO LLC TERM LOAN A                                                                                                                             | CUSIP: 04021RAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      364000 | PA      | $349440.00    | 0.04%             | 2031-04-30      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $172375.26    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1040000 | PA      | $688822.86    | 0.08%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                           | Egypt Government International Bond                                                                                                                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $198490.00    | 0.02%             | 2028-02-21      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                          | Pakistan Government International Bonds                                                                                                             | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      200000 | PA      | $197100.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Xiaomi Corp                                                      | Xiaomi Corp                                                                                                                                         | CUSIP: 000000000<br>LEI: 2549001ACVFAZRNMKL32 | Long             | EC               | CORP              | KY        |        3600 | NS      | $14870.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                                                                                               | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      100000 | PA      | $15321.35     | 0.00%             | 2028-11-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        3000 | PA      | $3444.69      | 0.00%             | 2030-01-31      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                                                                                                | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $236591.55    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4373272 | PA      | $1364341.16   | 0.16%             | 2061-10-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                             | BCP V Modular Services Finance II PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      223000 | PA      | $275940.08    | 0.03%             | 2028-11-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   410800000 | PA      | $1218997.80   | 0.14%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                             | Tencent Holdings Ltd                                                                                                                                | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |        1168 | NS      | $73668.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |        1000 | PA      | $1073.82      | 0.00%             | 2030-10-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      700000 | PA      | $714625.12    | 0.08%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                               | Thames Water Utilities Finance PLC                                                                                                                  | CUSIP: 000000000<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $89584.97     | 0.01%             | 2027-06-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vobile Group Ltd                                                 | Vobile Group Ltd                                                                                                                                    | CUSIP: 000000000<br>LEI: 254900YIB5FJSDJA2S88 | Long             | EC               | CORP              | KY        |       16000 | NS      | $7101.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trip.com Group Ltd                                               | Trip.com Group Ltd                                                                                                                                  | CUSIP: 000000000<br>LEI: 2549004RMYDSRQL4KW41 | Long             | EC               | CORP              | KY        |         300 | NS      | $14825.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                          | Turkiye Government Bond                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    14196128 | PA      | $284941.58    | 0.03%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      243989 | PA      | $241013.07    | 0.03%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $112885.87    | 0.01%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                                                                                                | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        2000 | PA      | $2228.31      | 0.00%             | 2035-05-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       45615 | OU      | $-8834.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWAP/CDSWAP/CDS: (CMBX.NA.9.A)                                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       51989 | OU      | $-10069.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 0.020000 26-AUG-2031                                                                                                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     8789346 | OU      | $1462999.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Health Information Technology Ltd                        | Alibaba Health Information Technology Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 529900GE9653COPX1I86 | Long             | EC               | CORP              | BM        |       18000 | NS      | $10854.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: IFS 2.693000 15-AUG-2032                                                                                                                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | XX        |      535000 | OU      | $6472.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 2.340000 19-JAN-2033                                                                                                                      | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | XX        |     2870000 | OU      | $-61741.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.240000 09-AUG-2033                                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5937256 | OU      | $224217.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (CS)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       63000 | OU      | $-1112.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (DB)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      300000 | OU      | $-3878.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWAP/CDSWAP/SCDS: (CS)                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | XX        |      100000 | OU      | $-1765.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (DB)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      176000 | OU      | $-2275.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (DB)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       59000 | OU      | $-762.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (DB)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       65000 | OU      | $-840.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (CMACG)                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |       66000 | OU      | $4106.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.137500 12-MAY-2033                                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5752341 | OU      | $-159352.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (CS)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      600000 | OU      | $-10595.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: GBP 4.860000 20-JUN-2028 SON                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | GB        |     2670000 | OU      | $69222.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWP: OIS 10.120000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       39383 | OU      | $-904.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.750000 09-AUG-2033 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8715901 | OU      | $-14824.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 9.965000 04-JAN-2027 BZD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |        2268 | OU      | $-53.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | SWP: OIS 9.950000 04-JAN-2027 BZD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |        1970 | OU      | $-47.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 10.316400 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |        1000 | OU      | $-20.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.930000 04-OCT-2033 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12559776 | OU      | $144005.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.500000 17-OCT-2033 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17463340 | OU      | $-326954.79   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 4.169300 23-OCT-2026 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8267000 | OU      | $32272.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.400000 31-OCT-2028 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13461996 | OU      | $298881.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.400000 01-NOV-2033 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5329016 | OU      | $-237349.67   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.650000 03-NOV-2053 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5309497 | OU      | $452387.05    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 4.072500 03-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    20964288 | OU      | $151977.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 03-NOV-2053 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5309497 | OU      | $-138480.65   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: USD 3.270000 05-FEB-2028 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10487600 | OU      | $77097.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: USD 3.870000 05-FEB-2028 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10487600 | OU      | $44869.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.952300 03-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2064150 | OU      | $10122.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.922300 03-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2064150 | OU      | $8914.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.950000 06-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    63560000 | OU      | $313022.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.987300 03-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4128300 | OU      | $23064.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.864300 10-NOV-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8551900 | OU      | $28106.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.460130 15-DEC-2036 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2071314 | OU      | $78461.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.250130 15-DEC-2028 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9062626 | OU      | $-50008.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 12-JAN-2034 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4075500 | OU      | $65407.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 17-JAN-2034 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2938125 | OU      | $46924.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | SWAP/CDSWAP/SCDS: (BA)                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      300000 | OU      | $-4133.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.481000 23-JAN-2028                                                                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11119782 | OU      | $-37398.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: USD 3.995900 26-JAN-2028 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10280187 | OU      | $68097.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: USD 3.445900 26-JAN-2028 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10280187 | OU      | $41317.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWP: OIS 9.785000 04-JAN-2027 BZD                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     6671000 | OU      | $-143012.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 3.000000 05-MAR-2029 EUR                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6374271 | OU      | $46750.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: JPY 1.450000 06-MAR-2054 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   234530000 | OU      | $-443634.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: JPY 1.452000 11-MAR-2054 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   234530000 | OU      | $-443386.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.790000 29-MAR-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    36848485 | OU      | $213568.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 08-APR-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    28993042 | OU      | $298649.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.400000 08-APR-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    65486085 | OU      | $168952.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.450000 09-APR-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    16493042 | OU      | $51284.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.050000 09-APR-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    16493042 | OU      | $201879.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 10.315000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |       97032 | OU      | $-1693.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    16770000 | PA      | $677566.98    | 0.08%             | 2044-04-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                          | Atos SE                                                                                                                                             | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      259001 | PA      | $337504.32    | 0.04%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                                                                                          | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $109474.45    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            |                  1 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    10373000 | PA      | $2616512.55   | 0.30%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      133400 | PA      | $134200.40    | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.050000 18-APR-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25832935 | OU      | $-20069.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 18-APR-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25832935 | OU      | $271448.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 10.970000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     7976000 | OU      | $109025.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.300000 24-APR-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30733951 | OU      | $57672.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 24-APR-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12805813 | OU      | $136489.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.900000 30-APR-2029 EUR                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7119630 | OU      | $160784.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.000000 06-MAY-2029 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    25628400 | OU      | $280561.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.500000 08-MAY-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    26398000 | OU      | $110267.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 8.145000 07-MAY-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68579605 | OU      | $-14587.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (BA)                                                                                                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | US        |      300000 | OU      | $-4436.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.970000 06-JUN-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16986000 | OU      | $-3410.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.870000 11-JUN-2029 EUR                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5166240 | OU      | $104135.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWP: OIS 11.573000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     3560000 | OU      | $37045.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 4.350000 22-JUL-2026 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11439720 | OU      | $46234.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.251000 19-MAR-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16415859 | OU      | $-587.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.660000 10-OCT-2034 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         809 | OU      | $-9.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.619000 09-OCT-2034 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10760000 | OU      | $159195.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWP: OIS 12.435000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    11717880 | OU      | $-133550.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | SWP: OIS 12.837500 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      352992 | OU      | $-1853.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 3.807200 25-OCT-2029 SON                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6510000 | OU      | $112466.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: ZAR 7.900500 31-OCT-2029 JIB                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35000000 | OU      | $-29723.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.085000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1626563 | OU      | $-7067.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 9.255000 18-NOV-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    18571700 | OU      | $17089.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 9.110000 08-NOV-2034 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9670400 | OU      | $-24131.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 9.040000 14-NOV-2029 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   111542654 | OU      | $214615.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWP: OIS 13.148000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     2233500 | OU      | $-12635.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 14.030000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2134950 | OU      | $3172.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | SWP: OIS 15.410000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     3868800 | OU      | $-18646.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 5.237500 19-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6665187 | OU      | $-59443.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 5.160000 19-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4576500 | OU      | $-39858.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.970000 14-DEC-2029 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15180011 | OU      | $-27322.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 5.140000 19-MAR-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10080531 | OU      | $-26495.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 5.127000 19-MAR-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6048317 | OU      | $-15692.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.936250 19-MAR-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    50773791 | OU      | $-40456.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.153500 19-MAR-2027 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   514125000 | OU      | $3884.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: GBP 4.000000 16-JAN-2030 SON                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6330400 | OU      | $-53035.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: GBP 4.000000 20-JAN-2030 SON                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5128500 | OU      | $-43254.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.455000 19-MAR-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17731149 | OU      | $-26952.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.500000 19-MAR-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   188928731 | OU      | $-2406.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.650000 07-FEB-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9589419 | OU      | $-11594.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 14.580000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      405003 | OU      | $241.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.550000 19-MAR-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    75604349 | OU      | $-4569.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.002600 19-MAR-2030 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    84433000 | OU      | $-20554.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.582500 19-MAR-2028 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7239500 | OU      | $1671.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 14.550000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2838000 | OU      | $995.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.660000 18-JUN-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7148556 | OU      | $-2586.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.560000 18-JUN-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4762045 | OU      | $-2777.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.755000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   436000000 | OU      | $13323.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWP: OIS 14.107500 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     2967000 | OU      | $-3696.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.330000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     1222247 | OU      | $-5283.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 11-MAY-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    29665005 | OU      | $2271.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.725000 06-MAY-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5489881 | OU      | $3572.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.675000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   357767794 | OU      | $9310.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.961000 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    43283018 | OU      | $-1929.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.944000 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44524258 | OU      | $-309.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.994000 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9397978 | OU      | $2157.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.597500 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17902332 | OU      | $542.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.970000 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5167240 | OU      | $-21728.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.205000 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3815777 | OU      | $-23242.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.406000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16969720 | OU      | $-17205.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.056300 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20469241 | OU      | $-815.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.084800 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4320554 | OU      | $661.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.629300 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11392637 | OU      | $-477.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.394500 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7801527 | OU      | $-8106.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.944700 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   164477416 | OU      | $6794.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.155200 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19898603 | OU      | $-389.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.305300 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1754238 | OU      | $-11251.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.047300 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2375547 | OU      | $-10947.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.144700 17-SEP-2030 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1059337 | OU      | $1554.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.425000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      561905 | OU      | $-1952.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.770000 27-MAY-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2568523 | OU      | $1459.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.664700 01-JUN-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13637959 | OU      | $1458.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: EUR 2.200000 04-JUN-2030 EUR                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1614386 | OU      | $-27017.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.550000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31903000 | OU      | $-22272.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.822500 07-JUN-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11784000 | OU      | $-5702.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.340000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     6167000 | OU      | $-24099.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.345000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     2120000 | OU      | $-8212.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.795000 07-FEB-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1387240 | OU      | $590.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.720000 01-JUN-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1972913 | OU      | $225.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.820000 27-MAY-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      371571 | OU      | $173.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.420000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     1459088 | OU      | $-4907.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.780000 14-DEC-2029 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1260599 | OU      | $503.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.815500 06-MAY-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      794184 | OU      | $372.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.772500 14-NOV-2029 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1222008 | OU      | $-462.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.823000 07-JUN-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1704714 | OU      | $-848.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.6245 18-NOV-2026 TII                                                                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2686646 | OU      | $792.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.734500 11-MAY-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4291441 | OU      | $330.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.617300 18-JUN-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1723029 | OU      | $-1529.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.637000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000008 | OU      | $-3551.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.030000 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20653014 | OU      | $-663.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.020000 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4359346 | OU      | $905.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.020000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   138623036 | OU      | $6318.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.215000 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9140070 | OU      | $-108.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.494000 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11494923 | OU      | $3050.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.457500 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1769988 | OU      | $-11981.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.270000 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2396878 | OU      | $-13829.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.601200 19-MAR-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2565049 | OU      | $-3242.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.040000 19-MAR-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    27331079 | OU      | $-704.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.150000 19-MAR-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10937183 | OU      | $-1110.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 19-JUN-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   100648000 | OU      | $-12151.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.368014 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3220156 | OU      | $1775.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.942569 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5785677 | OU      | $-37.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.933705 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1221214 | OU      | $342.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.310000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      408749 | OU      | $-1652.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.100000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    46489911 | OU      | $2329.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.210000 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17516671 | OU      | $-219.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.180000 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      671452 | OU      | $-3558.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.425000 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      495841 | OU      | $-3313.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.615000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3162215 | OU      | $-1756.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.690000 26-JUN-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1265744 | OU      | $186.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.770000 21-JUN-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      237628 | OU      | $138.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 24-JUN-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7855000 | OU      | $-5454.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.115000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    15813056 | OU      | $-83913.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.000000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     6056970 | OU      | $-36789.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.040000 02-JAN-2031 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     2735000 | OU      | $-22592.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 13.000000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3937030 | OU      | $-23912.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWP: OIS 12.945000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     3382944 | OU      | $-21786.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWP: OIS 12.995000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |    30000000 | OU      | $-182684.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.120000 05-SEP-2035 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    80000000 | OU      | $-95861.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.448000 17-SEP-2030 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23016000 | OU      | $-19972.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.750000 09-JUL-2035 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7030811 | OU      | $-62798.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.690000 30-JUL-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    64624000 | OU      | $-51462.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | SWP: OIS 13.335000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |      866544 | OU      | $-3034.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.490000 04-AUG-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2683398 | OU      | $386.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.670000 30-JUL-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3828788 | OU      | $-3209.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.561000 17-SEP-2030 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1069934 | OU      | $-167.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.791800 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2588986 | OU      | $1035.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.200000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    98559174 | OU      | $5497.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.808000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6703930 | OU      | $-887.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.269700 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11923763 | OU      | $-58.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.220000 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1051183 | OU      | $-6445.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.030000 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1423489 | OU      | $-6431.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.135000 17-SEP-2030 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      540432 | OU      | $729.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.860000 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12265702 | OU      | $216.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.217500 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6826762 | OU      | $6098.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 3.500000 20-AUG-2028 SOF                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    30150141 | OU      | $-163814.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.209873 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1768040 | OU      | $-10792.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: PLN 4.052130 17-SEP-2030 WIB                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      908974 | OU      | $312.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: PLN 3.991219 17-SEP-2027 WIB                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2394241 | OU      | $-10332.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.810000 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20630327 | OU      | $666.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.240000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1457485 | OU      | $-5719.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.330000 21-AUG-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4513342 | OU      | $581.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.540000 16-AUG-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6439838 | OU      | $-7200.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.696000 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11275682 | OU      | $-4262.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.111300 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9334343 | OU      | $10589.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.723300 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4354560 | OU      | $1992.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.434000 17-SEP-2035 THO                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      169015 | OU      | $-294.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.631000 17-SEP-2030 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2138971 | OU      | $606.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.092100 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   165771791 | OU      | $8232.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.165000 17-SEP-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20055196 | OU      | $-367.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.510000 21-AUG-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3818681 | OU      | $-4550.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.310000 26-AUG-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2676309 | OU      | $333.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.105000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      864256 | OU      | $-4084.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.622000 17-SEP-2030 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1199977 | OU      | $272.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.442712 17-SEP-2035 THO                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       94819 | OU      | $-162.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.697500 17-SEP-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6686232 | OU      | $-2505.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.105000 17-SEP-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    98299026 | OU      | $4953.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.110000 17-SEP-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5535061 | OU      | $6295.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.990000 17-SEP-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1419727 | OU      | $-6118.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.812000 17-SEP-2026 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12233326 | OU      | $387.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.720000 17-SEP-2027 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2582157 | OU      | $1188.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.185000 17-SEP-2026 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1048409 | OU      | $-6329.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.375000 17-SEP-2035 THO                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2953194 | OU      | $-5611.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.350000 17-SEP-2035 THO                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3217028 | OU      | $6329.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.140000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5332000 | OU      | $-23291.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.080000 17-DEC-2030 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3877170 | OU      | $20509.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.082000 17-DEC-2030 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3935915 | OU      | $20726.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.010000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    10552000 | OU      | $-52428.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.097000 17-DEC-2030 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3935915 | OU      | $20018.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | SWAP/CDSWAP/CDS: (ITRAXX.XO.44 20-35%)                                                                                                              | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      387000 | OU      | $41160.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | SWAP/CDSWAP/CDS: (ITRAXX.XO.42 10-20%)                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |      387000 | OU      | $2905.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.910000 17-DEC-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    63803374 | OU      | $-56410.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 7.040000 17-DEC-2030 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5383670 | OU      | $7714.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.145000 17-DEC-2027 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95610494 | OU      | $-5126.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 6.230000 17-DEC-2030 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11567029 | OU      | $-1311.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.023000 17-DEC-2027 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1380903 | OU      | $1944.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.903000 17-DEC-2030 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10045405 | OU      | $-9034.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.392500 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1722415 | OU      | $-4360.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.290000 03-OCT-2030 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3714248 | OU      | $-6387.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.590000 17-DEC-2028 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    24797000 | OU      | $6295.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.645000 17-DEC-2030 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1076766 | OU      | $369.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | SWAP/CDSWAP/SCDS: (ARGENT)                                                                                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       35000 | OU      | $2364.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.883000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    21568924 | OU      | $20082.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.310000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  1436069390 | OU      | $-17140.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.310000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  3338821890 | OU      | $-39851.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.360000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   797285482 | OU      | $15682.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.360000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  1851953342 | OU      | $36427.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | SWAP/CDSWAP/SCDS: (SFRFP)                                                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |      151000 | OU      | $5754.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.420000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |   794947618 | OU      | $15244.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.370000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  1425553818 | OU      | $-16647.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.370000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  3314369818 | OU      | $-38705.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 9.420000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  1846521913 | OU      | $35411.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  6580248385 | OU      | $-72035.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2027 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  2830251675 | OU      | $-30983.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  3621181681 | OU      | $65878.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | FSWP: OIS 9.540000 17-DEC-2029 IBR                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |  1558958182 | OU      | $28361.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.5775 00 17-DEC-2030 CN                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   198450000 | OU      | $-20610.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | FSWP: OIS 4.435000 17-DEC-2027 CLI                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  1315876000 | OU      | $11255.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 4.435000 17-DEC-2027 CLI                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | GB        |  3343692000 | OU      | $28601.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: KRW 2.860000 25-NOV-2027 KRW                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 83722090000 | OU      | $-523433.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: GBP 4.450000 04-DEC-2055 SON                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1379500 | OU      | $-97406.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 3.228000 11-DEC-2027 SOF                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    47229000 | OU      | $-176550.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.270000 05-DEC-2035 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15706463 | OU      | $-11212.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: CZK 3.750000 19-DEC-2030 PRI                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20575000 | OU      | $-25384.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.530000 03-JAN-2031 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3620117 | OU      | $-4621.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.000000 28-DEC-2035 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      690443 | OU      | $-1207.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.695000 04-JAN-2027 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1160953 | OU      | $1104.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 12.900000 02-JAN-2029 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1762696 | OU      | $-7728.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 10.595000 18-MAR-2030 IB                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   393983038 | OU      | $3761.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | FSWP: OIS 10.780000 18-MAR-2028 IB                                                                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   712294439 | OU      | $-4500.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.556000 18-MAR-2029 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1264648 | OU      | $122.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.638000 18-MAR-2031 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1123055 | OU      | $293.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.980000 18-MAR-2031 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11837587 | OU      | $-1689.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: HUF 5.760000 18-MAR-2028 BUB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    69890606 | OU      | $-5285.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.741000 18-MAR-2031 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9097670 | OU      | $-12207.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 3.490000 18-MAR-2028 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1004115 | OU      | $4478.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: ZAR 6.686000 18-MAR-2031 JIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5037349 | OU      | $12361.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | SWAP/CDSWAP/SCDS: (SFRFP)                                                                                                                           | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |       26000 | OU      | $990.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: MYR 3.388600 18-JUN-2029 KLI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3310000 | OU      | $2189.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: MYR 3.484000 18-JUN-2029 KLI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3320000 | OU      | $-33.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.580000 18-MAR-2031 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8367720 | OU      | $14120.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | FSWP: OIS 11.030000 18-MAR-2031 IB                                                                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | US        |   360198000 | OU      | $-1713.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CZK 3.615000 18-MAR-2031 PRI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8393700 | OU      | $13533.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: MYR 3.331000 18-MAR-2028 KLI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9109000 | OU      | $3758.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: MYR 3.319000 18-MAR-2028 KLI                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9406000 | OU      | $4423.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 5.620000 17-JUN-2027 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   326857143 | OU      | $-23345.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.160000 17-JUN-2031 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   196440000 | OU      | $57798.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 5.610000 17-JUN-2027 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   542582857 | OU      | $-39277.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.180000 02-JAN-2031 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6029000 | OU      | $-24673.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.057000 02-JAN-2031 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      429000 | OU      | $-2202.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.120000 17-JUN-2031 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6828000 | OU      | $39798.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: PLN 4.402000 17-JUN-2031 WIB                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6823000 | OU      | $17283.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: CNY 1.611000 16-SEP-2031 CNR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12290000 | OU      | $1462.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (OMAN)                                                                                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      275035 | OU      | $-361.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 1.617860 17-JUN-2031 THO                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    98256651 | OU      | $-22293.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: OIS 6.508200 17-JUN-2031 INR                                                                                                                  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   230504464 | OU      | $-33542.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 7.730000 23-MAR-2028 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    31578000 | OU      | $5807.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.810000 03-JAN-2028 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9357000 | OU      | $2001.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 13.800000 03-JAN-2028 BZD                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9199000 | OU      | $1684.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 6.905000 11-SEP-2026 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    91905306 | OU      | $-2291.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.050000 21-MAR-2031 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    17079735 | OU      | $-2809.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 2.887500 30-MAR-2056 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   136236118 | OU      | $-22620.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 1.318500 30-MAR-2028 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   512154985 | OU      | $2279.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 1.316250 30-MAR-2028 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   504102034 | OU      | $2384.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 2.865000 30-MAR-2056 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135223486 | OU      | $-26347.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 1.336000 30-MAR-2028 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   506864514 | OU      | $1155.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 2.881000 30-MAR-2056 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135358775 | OU      | $-23601.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | SWP: OIS 8.090000 31-MAR-2031 TII                                                                                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    11698365 | OU      | $-912.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 1.386000 30-MAR-2028 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   507101643 | OU      | $-1987.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 2.945000 30-MAR-2056 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   135107394 | OU      | $-12488.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 2.980000 30-MAR-2056 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   159244227 | OU      | $-7584.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | SWP: OIS 1.380000 30-MAR-2028 FTO                                                                                                                   | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   468093824 | OU      | $-1486.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | FSWP: OIS 5.415000 17-JUN-2036 CLI                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   540484000 | OU      | $-5125.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                      | FSWP: OIS 8.170000 31-MAR-2031 TII                                                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5846326 | OU      | $512.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |        1819 | NS      | $130501.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $201600.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                                                                                                | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      200000 | PA      | $161887.26    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                         | Republic of South Africa Government Bond                                                                                                            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      364000 | PA      | $21131.09     | 0.00%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Meitu Inc                                                        | Meitu Inc                                                                                                                                           | CUSIP: 000000000<br>LEI: 529900P2POH56W116T02 | Long             | EC               | CORP              | KY        |       16250 | NS      | $9053.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spain Government Bonds                                           | Spain Government Bonds                                                                                                                              | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      688000 | PA      | $686040.57    | 0.08%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      112000 | PA      | $26376.00     | 0.00%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                                                          | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       60000 | PA      | $56934.17     | 0.01%             | 2037-09-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                              | Avianca Midco 2 PLC                                                                                                                                 | CUSIP: 000000000<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |       19000 | PA      | $18325.50     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FLEXSYS HOLDINGS INC                                             | Flexsys Holdings Inc 2025 Second Out Refinancing Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 984500KE15B085F09569 | Long             | LON              | CORP              | US        |       86572 | PA      | $5266.21      | 0.00%             | 2029-08-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                           | Froneri Lux Finco Sarl 2025 EUR Term Loan                                                                                                           | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |     2034884 | PA      | $2311919.16   | 0.26%             | 2032-09-30      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                                | Genius Sports Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       16197 | NS      | $71752.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James Hardie Industries PLC                                      | James Hardie Industries PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 635400NSGXKTVOO7JU45 | Long             | EC               | CORP              | IE        |        2073 | NS      | $39262.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                          | Studio City Finance Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      488000 | PA      | $457436.56    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies PLC                                           | Trane Technologies PLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |         133 | NS      | $55426.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LTD                                                   | Wynn Macau Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      704000 | PA      | $692005.60    | 0.08%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                                                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $732900.00    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                 | Ambipar Lux Sarl                                                                                                                                    | CUSIP: 000000000<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |      310000 | PA      | $42153.80     | 0.00%             | 2033-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |      149182 | PA      | $156426.13    | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Cobham Ultra SeniorCo Sarl                                       | Cobham Ultra SeniorCo Sarl EUR Term Loan B                                                                                                          | CUSIP: 000000000<br>LEI: 254900L6IKLPZKIC4F32 | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1150799.15   | 0.13%             | 2029-08-06      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BREAKWATER ENRGY HOLD                                            | Breakwater Energy Holdings Sarl                                                                                                                     | CUSIP: 000000000<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $262546.00    | 0.03%             | 2030-11-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                             | Raizen Fuels Finance SA                                                                                                                             | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $108500.00    | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                | Lebanon Government International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      257000 | PA      | $60523.50     | 0.01%             | 2024-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                          | Mong Duong Finance Holdings BV                                                                                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      289691 | PA      | $284710.76    | 0.03%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $188530.00    | 0.02%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                        | Prosus NV                                                                                                                                           | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $178714.00    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 2Y RTP 4.300000 20-SEP-2027                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |  -100304000 | OU      | $-390566.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | 10Y RTP 2.940000 23-APR-2026                                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -7505000 | OU      | $-125524.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 10Y RTR 3.270000 28-APR-2026                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -14262000 | OU      | $-1664.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 30Y RTR 3.550000 30-APR-2026                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    19093000 | OU      | $3126.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 30Y RTR 3.250000 30-APR-2026                                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -19093000 | OU      | $-325.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | 1Y RTR 2.850000 15-DEC-2026                                                                                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |  5932300000 | OU      | $1907.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @4200.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     -890000 | OU      | $-1559.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @4200.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -2024000 | OU      | $-3546.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @3920.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     1972000 | OU      | $14908.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 4.000000 08-DEC-2027                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -40121774 | OU      | $-236234.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTP 3.500000 08-JUN-2026                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -95289212 | OU      | $-279962.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTR 3.000000 08-JUN-2026                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    95289212 | OU      | $26099.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 1Y RTR 2.500000 08-JUN-2026                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -95289212 | OU      | $-7941.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 4.500000 16-DEC-2027                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -60622000 | OU      | $-217307.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | 10Y RTP 4.600000 16-DEC-2026                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -3757500 | OU      | $-26022.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | 10Y RTR 3.200000 16-DEC-2026                                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |    -7515000 | OU      | $-39673.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD/KRW One-touch barrier option; Barrier price USD 1,365.00000                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      -13000 | OU      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD/KRW One-touch barrier option; Barrier price USD 1,400.00000                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |       13000 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @4200.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -29700 | OU      | $-52.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @3920.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       19800 | OU      | $149.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | AUD C USD P @0.685000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     2348000 | OU      | $40835.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | AUD C USD P @0.725000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |    -4696000 | OU      | $-15769.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | AUD C USD P @0.725000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -161200 | OU      | $-541.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | AUD C USD P @0.685000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |       80600 | OU      | $1401.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @3920.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |       65900 | OU      | $498.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C COP P @4200.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      -98800 | OU      | $-173.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P INR C @92.4000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     3122000 | OU      | $19212.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C CLP P @910.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      273000 | OU      | $6383.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P CLP C @850.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |     -273000 | OU      | $-16.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P CLP C @850.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -667000 | OU      | $-40.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C CLP P @910.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      667000 | OU      | $15595.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD/JPY Up-and-in barrier option; Barrier price USD 163.00000                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      993000 | OU      | $153.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | 2Y RTP 3.850000 21-OCT-2026                                                                                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | KY        |   -89200000 | OU      | $-339346.24   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C BRL P @5.450000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     2799000 | OU      | $12074.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD C BRL P @5.700000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | LU        |    -4198000 | OU      | $-5893.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | 2Y RTP 3.700000 03-AUG-2026                                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |   -74075000 | OU      | $-290113.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | 2Y RTP 3.600000 04-AUG-2026                                                                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | KY        |   -48174000 | OU      | $-232399.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C MXN P @18.05000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |    -5916769 | OU      | $-82426.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD C ZAR P @16.74000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -5919000 | OU      | $-150875.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD P COP C @3520.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -1479000 | OU      | $-2254.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD C BRL P @5.650000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -5916769 | OU      | $-16265.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD P BRL C @5.150000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -5916769 | OU      | $-63356.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD P IDR C @16400.00 EO                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -2218500 | OU      | $-352.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | 1Y RTR 1.100000 07-MAY-2026                                                                                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  1269690000 | OU      | $14.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD C IDR P @16900.00 EO                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      250000 | OU      | $2753.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | USD C IDR P @17200.00 EO                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -250000 | OU      | $-1187.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | EUR C BRL P @6.29 EO                                                                                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -1032800 | OU      | $-559.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | EUR C BRL P @6.29 EO                                                                                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     1032800 | OU      | $559.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P KRW C @1445.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |    -1074000 | OU      | $-380.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C KRW P @1480.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | LU        |    -1074000 | OU      | $-20477.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD/KRW One-touch barrier option; Barrier price USD 1,415.00000                                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |      215000 | OU      | $999.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | USD/INR One-touch barrier option; Barrier price USD 89.00000                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      288000 | OU      | $3963.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | EUR/MXN One-touch barrier option; Barrier price EUR 19.80000                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | LU        |      118000 | OU      | $3178.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | EUR C MXN P @20.90000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    -1175000 | OU      | $-16604.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | EUR C USD P @1.223200 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      958000 | OU      | $25.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | EUR C USD P @1.242900 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -1916000 | OU      | $-13.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | EUR P BRL C @6.15 EO                                                                                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | LU        |    -1321000 | OU      | $-41181.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P COP C @3600.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -886000 | OU      | $-7003.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C COP P @4000.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -886000 | OU      | $-3624.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C COP P @3850.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |     1773000 | OU      | $17393.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | Dual Binary Option: Payout at expiration if the SPX Index cash is below 6536.76 and Per Share NAV of United States Oil Fund, LP is below USD 85.042 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      180922 | NC      | $2031.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | EUR P USD C @1.165000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     3085000 | OU      | $27413.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C ZAR P @16.60000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     2226000 | OU      | $41828.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P IDR C @16400.00 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     2218500 | OU      | $352.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P HUF C @333.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     2296000 | OU      | $9326.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | EUR/USD One-touch barrier option; Barrier price EUR 1.12500                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |      341900 | OU      | $53772.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | 5Y RTR 3.860000 05-MAY-2026                                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   -10331000 | OU      | $-240.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P HUF C @335.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |     3425000 | OU      | $49176.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | EUR C HUF P @410.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     -986000 | OU      | $-9064.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | FWDP 3Y RTR 4.400000 09-JUN-2026                                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     4370000 | OU      | $7709.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | FWDP 3Y RTR 4.050000 09-JUN-2026                                                                                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -8730000 | OU      | $-4514.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD P BRL C @5.100000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |     -920000 | OU      | $-6556.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C THB P @32.0000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |     1101000 | OU      | $20207.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P ZAR C @16.30000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -2377957 | OU      | $-12598.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | USD C INR P @92.8000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -1572000 | OU      | $-29790.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 3.800000 14-SEP-2026                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | KY        |   -73207000 | OU      | $-273316.87   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD P MXN C @17.55000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -2372489 | OU      | $-14854.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | EUR P USD C @1.140000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |     2684000 | OU      | $6555.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | EUR P USD C @1.120000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |    -1342000 | OU      | $-3333.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | EUR P MXN C @20.50000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     -233000 | OU      | $-1488.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | EUR C MXN P @20.50000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KY        |     -233000 | OU      | $-5719.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | MAY26 KOSPI2  P @ 750                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |          -1 | NC      | $-9572.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | MAY26 KOSPI2  C @ 870                                                                                                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |           1 | NC      | $2612.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | ITRAXX.XO.44.V1 5YR RTP @ 300.0000                                                                                                                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     -690000 | OU      | $-15432.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C CLP P @905.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -1457000 | OU      | $-50597.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P CLP C @905.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -1457000 | OU      | $-18253.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C ZAR P @17.50000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |    -2186000 | OU      | $-26769.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P COP C @3700.00 EO                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |    -1089000 | OU      | $-13390.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD P HUF C @323.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |    -1771000 | OU      | $-21406.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | EUR C MXN P @20.55000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -2915000 | OU      | $-67527.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | EUR P MXN C @20.55000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -2915000 | OU      | $-22227.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | USD P INR C @91.7000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -1771000 | OU      | $-3834.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P BRL C @5.070000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1771000 | OU      | $-10817.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P MXN C @17.27000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1771000 | OU      | $-4432.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P ZAR C @16.13000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1771000 | OU      | $-5925.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | USD P HUF C @330.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |    -2296000 | OU      | $-47793.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD P CLP C @910.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     -264000 | OU      | $-3829.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD C CLP P @910.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     -264000 | OU      | $-8271.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | ITRAXX.XO.44.V1 5YR RTR @ 300.0000                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |    -3043000 | OU      | $-28287.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | ITRAXX.XO.44.V1 5YR RTP @ 300.0000                                                                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | KY        |    -3043000 | OU      | $-78753.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | USD/JPY One-touch barrier option; Barrier price USD 150.00000                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |       60000 | OU      | $4370.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | USD C THB P @33.0000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |     1091000 | OU      | $6733.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                          | USD P THB C @32.0000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | LU        |    -1091000 | OU      | $-11210.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | USD P CLP C @850.00 EO                                                                                                                              | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |      940000 | OU      | $57.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                             | USD C MXN P @18.10000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     1237600 | OU      | $12028.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | USD P BRL C @5.160000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      266000 | OU      | $2512.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P MXN C @17.32000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -3525000 | OU      | $-23000.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P BRL C @5.114000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |    -3525000 | OU      | $-43156.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | AUD P USD C @0.690000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      126500 | OU      | $293.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | AUD P USD C @0.680000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -126500 | OU      | $-21.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | USD C CNH P @6.880000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KY        |    -2343000 | OU      | $-7858.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD P HUF C @333.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     2296000 | OU      | $52054.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                | USD P HUF C @333.0000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -2296000 | OU      | $-9326.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                      | USD C ZAR P @17.40000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -134000 | OU      | $-4498.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P BRL C @5.350000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1242000 | OU      | $-44555.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C BRL P @5.350000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1242000 | OU      | $-29441.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | 2Y RTP 4.000000 30-JUN-2026                                                                                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              |  | US        |   -80439000 | OU      | $-117711.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD P BRL C @5.250000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |    -1457000 | OU      | $-35641.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                               | USD C BRL P @5.350000 EO                                                                                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |    -1457000 | OU      | $-34538.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                    | USD C INR P @95.5000 EO                                                                                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |     -350000 | OU      | $-2963.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                          | El Salvador Government International Bond                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      110000 | PA      | $114785.00    | 0.01%             | 2029-02-28      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                            | Venezuela Government International Bond                                                                                                             | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      269000 | PA      | $136921.00    | 0.02%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                | Corp. Nacional del Cobre de Chile                                                                                                                   | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $187524.00    | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                           | Dominican Republic International Bonds                                                                                                              | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      136000 | PA      | $136680.00    | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8000000 | PA      | $138538.53    | 0.02%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                        | Costa Rica Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      351000 | PA      | $380835.00    | 0.04%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                                                                                              | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1231000 | PA      | $366211.80    | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                         | Petroleos de Venezuela SA                                                                                                                           | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      185100 | PA      | $63230.16     | 0.01%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                          | Promigas SA ESP / Gases del Pacifico SAC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      400000 | PA      | $368260.00    | 0.04%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                                                                                                | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      565806 | PA      | $557318.91    | 0.06%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                | Trinidad & Tobago Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      200000 | PA      | $198800.00    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                            | Nickel Industries Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $518700.00    | 0.06%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                                                                                             | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207870.00    | 0.02%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                                            | Clean Renewable Power Mauritius Pte Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |      735000 | PA      | $716992.50    | 0.08%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                         | Greenko Wind Projects Mauritius Ltd                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      487575 | PA      | $483064.93    | 0.06%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                           | India Cleantech Energy                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |      741500 | PA      | $735938.75    | 0.08%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                                       | RESURGENT TRADE + INVT LTD                                                                                                                          | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |     1007000 | PA      | $1003274.10   | 0.11%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| AXIS BANK GANDHINAGAR                                            | Axis Bank Ltd/Gandhinagar                                                                                                                           | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |     1000000 | PA      | $987500.00    | 0.11%             | 2026-09-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY AURA                                            | Continuum Energy Aura Pte Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 984500AB52D7C8GC2E33 | Long             | DBT              | CORP              | SG        |     1000000 | PA      | $1005937.50   | 0.11%             | 2027-02-24      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                                            | GC Treasury Center Co Ltd                                                                                                                           | CUSIP: 000000000<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |      250000 | PA      | $242075.00    | 0.03%             | 2030-09-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                         | Medco Maple Tree Pte Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      500000 | PA      | $512826.45    | 0.06%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                                                                                               | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      200000 | PA      | $199576.00    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                            | Freeport Indonesia PT                                                                                                                               | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $775144.96    | 0.09%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                              | ReNew Pvt Ltd                                                                                                                                       | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $197292.00    | 0.02%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                             | THAIOIL TRSRY CENTER                                                                                                                                | CUSIP: 000000000<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |      315000 | PA      | $303205.01    | 0.03%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                         | Continuum Green Energy India Pvt / Co-Issuers                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      305744 | PA      | $302013.68    | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (BRAZIL)                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1726532 | OU      | $31193.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CHILE)                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      187171 | OU      | $3258.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (COLOM)                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1196772 | OU      | $69446.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (KOREA)                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      319838 | OU      | $-9930.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (MEX)                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2273913 | OU      | $9220.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (TURKEY)                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      243115 | OU      | $21703.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (KSA)                                                                                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      372995 | OU      | $2616.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (MOROC)                                                                                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      274976 | OU      | $-256.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.43.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1750200 | OU      | $32165.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.43.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      778523 | OU      | $46369.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.43.V1)                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2922161 | OU      | $55595.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.44.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6657750 | OU      | $-399549.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1429600 | OU      | $-122656.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3242250 | OU      | $-176350.30   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (CDX.EM.45.V1)                                                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      176245 | OU      | $7381.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.EUR.45.V1)                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      721000 | OU      | $-11683.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.FINSR.45.V1)                                                                                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2265000 | OU      | $-28748.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.ASIA.XJ.IG.45.V1)                                                                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       68702 | OU      | $-273.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.45.V1)                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     3304581 | OU      | $-245297.82   | -0.03%            |  |  |  | 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        |     1704879 | OU      | $-84632.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Strategic Global Bond Fund, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer