# EDGAR Filing Document

**Accession Number:** 0000893818
**File Stem:** 0001410368-26-031736
**Filing Date:** 2026-3
**Character Count:** 2758646
**Document Hash:** 79b6097bb1da4de6adb68f747e083fd1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031736.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031736

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds III
- **CENTRAL INDEX KEY:** 0000893818

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07332
- **FILM NUMBER:** 26795966

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 8006439691

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BARCLAYS GLOBAL INVESTORS FUNDS
- **DATE OF NAME CHANGE:** 20060201

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BARCLAYS GLOBAL INVESTORS FUNDS INC
- **DATE OF NAME CHANGE:** 19990804

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MASTERWORKS FUNDS INC
- **DATE OF NAME CHANGE:** 19960607

## Series and Classes Contracts Data

### BlackRock Diversified Fixed Income Fund (Series ID: S000079204)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000244506 | Institutional Shares |  |
| C000244507 | Class K Shares       |  |

## Nport-Ex

January 31, 2026

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

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

---

| |
|:---|
| **BlackRock Funds III** |
| • BlackRock Diversified Fixed Income Fund |

---

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

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

------

Schedule of Investments (unaudited)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par* <br>*(000)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| &nbsp;&nbsp;&nbsp; 1988 CLO Ltd., Series 2024-5A, Class A1, (3-mo. <br> CME Term SOFR + 1.54%), 5.21%, 07/15/37<sup>(a)(b)</sup><br>| USD | 250 | &nbsp;&nbsp; $250795 |
| &nbsp;&nbsp;&nbsp; 720 East CLO VII Ltd., Series 2025-7A, Class A1, <br> (3-mo. CME Term SOFR + 1.06%), 4.73%, <br> 04/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250274 |
| &nbsp;&nbsp;&nbsp; ACE Securities Corp. Home Equity Loan Trust, <br> Series 2005-AG1, Class M2, (1 mo. Term SOFR + <br> 0.80%), 4.48%, 08/25/35<sup>(a)</sup><br>|  | 203 | &nbsp;&nbsp; 181063 |
| &nbsp;&nbsp;&nbsp; ACHV ABS Trust, Series 2024-1PL, Class B, 6.34%, <br> 04/25/31<sup>(b)</sup><br>|  | 136 | &nbsp;&nbsp; 137811 |
| Affirm Asset Securitization Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-X1, Class D, 9.55%, 11/15/28 |  | 213 | &nbsp;&nbsp; 214337 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, 5.61%, 02/15/29 |  | 100 | &nbsp;&nbsp; 100157 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 5.93%, 02/15/29 |  | 510 | &nbsp;&nbsp; 510820 |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class C, 5.06%, 09/15/29 |  | 2250 | &nbsp;&nbsp; 2254677 |
| &nbsp;&nbsp;&nbsp; Series 2024-X1, Class D, 7.29%, 05/15/29 |  | 100 | &nbsp;&nbsp; 100100 |
| &nbsp;&nbsp;&nbsp; Series 2024-X2, Class C, 5.62%, 12/17/29 |  | 700 | &nbsp;&nbsp; 701564 |
| &nbsp;&nbsp;&nbsp; Series 2024-X2, Class D, 6.08%, 12/17/29 |  | 525 | &nbsp;&nbsp; 528108 |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class B, 5.19%, 04/15/30 |  | 1150 | &nbsp;&nbsp; 1152750 |
| &nbsp;&nbsp;&nbsp; Series 2025-X2, Class A, 4.45%, 10/15/30 |  | 185 | &nbsp;&nbsp; 184707 |
| Affirm Master Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.99%, 02/15/33 |  | 361 | &nbsp;&nbsp; 364631 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.13%, 02/15/33 |  | 1000 | &nbsp;&nbsp; 1007739 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class C, 5.28%, 02/15/33 |  | 640 | &nbsp;&nbsp; 645138 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class B, 4.75%, 10/16/34 |  | 980 | &nbsp;&nbsp; 982016 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class C, 4.89%, 10/16/34 |  | 1850 | &nbsp;&nbsp; 1855951 |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A, 4.37%, 02/15/34 |  | 172 | &nbsp;&nbsp; 171972 |
| &nbsp;&nbsp;&nbsp; AGL CLO Ltd., Series 2022-20A, Class A1R, (3-mo. <br> CME Term SOFR + 1.37%), 5.04%, 10/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251213 |
| AGL Core CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-2A, Class A1R, (3-mo. CME Term <br> SOFR + 1.46%), 5.13%, 07/20/37<br>|  | 250 | &nbsp;&nbsp; 250972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-38A, Class A1, (3-mo. CME Term <br> SOFR + 1.24%), 4.91%, 01/22/38<br>|  | 250 | &nbsp;&nbsp; 250841 |
| &nbsp;&nbsp;&nbsp; Aimco CLO Ltd., Series 2021-14A, Class A1R, (3-mo. <br> CME Term SOFR + 1.22%), 4.89%, 10/20/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250847 |
| &nbsp;&nbsp;&nbsp; Ajax Mortgage Loan Trust, Series 2023-B, Class A, <br> 4.25%, 10/25/62<sup>(b)</sup><br>|  | 89 | &nbsp;&nbsp; 88350 |
| Anchorage Capital CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-6A, Class BR4, (3-mo. CME Term <br> SOFR + 1.80%), 5.47%, 07/22/38<br>|  | 250 | &nbsp;&nbsp; 252078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-2RA, Class A1R3, (3-mo. CME Term <br> SOFR + 1.35%), 5.02%, 01/20/34<br>|  | 1000 | &nbsp;&nbsp; 1001122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-15A, Class A1R2, (3-mo. CME Term <br> SOFR + 1.41%), 5.08%, 07/20/38<br>|  | 250 | &nbsp;&nbsp; 251285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-34A, Class A1, (3-mo. CME Term <br> SOFR + 1.27%), 4.94%, 01/15/39<br>|  | 250 | &nbsp;&nbsp; 250797 |
| &nbsp;&nbsp;&nbsp; Apidos CLO LV, Series 2025-55A, Class A1, (3-mo. <br> CME Term SOFR + 1.21%), 4.93%, 01/20/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250750 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXXIX Ltd., Series 2022-39A, <br> Class A1R, (3-mo. CME Term SOFR + 1.23%), <br> 4.90%, 10/21/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250880 |
| &nbsp;&nbsp;&nbsp; Ares Direct Lending CLO 6 LLC, Series 2025-2A, <br> Class A1, (3-mo. CME Term SOFR + 1.45%), <br> 5.20%, 10/16/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249982 |
| &nbsp;&nbsp;&nbsp; ARES LX CLO Ltd., Series 2021-60A, Class AR, (3-<br> mo. CME Term SOFR + 1.18%), 4.85%, <br> 07/18/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250361 |
| &nbsp;&nbsp;&nbsp; ARES XLIV CLO Ltd., Series 2017-44A, Class CRR, <br> (3-mo. CME Term SOFR + 2.75%), 6.42%, <br> 04/15/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250965 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Argent Mortgage Loan Trust, Series 2005-W1, <br> Class A2, (1 mo. Term SOFR + 0.59%), 4.27%, <br> 05/25/35<sup>(a)</sup><br>| USD | 145 | &nbsp;&nbsp; $121763 |
| &nbsp;&nbsp;&nbsp; Asset-Backed Securities Corp. Home Equity Loan <br> Trust, Series 2004-HE9, Class M1, (1 mo. Term <br> SOFR + 1.09%), 4.76%, 12/25/34<sup>(a)</sup><br>|  | 140 | &nbsp;&nbsp; 132586 |
| &nbsp;&nbsp;&nbsp; Atlas Senior Loan Fund XXII Ltd., Series 2023-22A, <br> Class A1, (3-mo. CME Term SOFR + 1.98%), <br> 5.65%, 01/20/36<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 500548 |
| &nbsp;&nbsp;&nbsp; Bain Capital Credit CLO Ltd., Series 2024-2A, <br> Class A1, (3-mo. CME Term SOFR + 1.52%), <br> 5.19%, 07/15/37<sup>(a)(b)</sup><br>|  | 480 | &nbsp;&nbsp; 481476 |
| Ballyrock CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-14A, Class A1AR, (3-mo. CME Term <br> SOFR + 1.38%), 5.05%, 07/20/37<br>|  | 250 | &nbsp;&nbsp; 250941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, (3-mo. CME Term <br> SOFR + 1.33%), 5.00%, 01/15/38<br>|  | 420 | &nbsp;&nbsp; 421735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-32A, Class A1A, (3-mo. CME Term <br> SOFR + 1.21%), 4.88%, 01/25/39<br>|  | 250 | &nbsp;&nbsp; 250624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-32A, Class B, (3-mo. CME Term <br> SOFR + 1.80%), 5.47%, 01/25/39<br>|  | 250 | &nbsp;&nbsp; 252065 |
| &nbsp;&nbsp;&nbsp; Barclays Mortgage Trust, Series 2021-NPL1, Class A, <br> 5.00%, 11/25/51<sup>(b)</sup><br>|  | 56 | &nbsp;&nbsp; 55655 |
| &nbsp;&nbsp;&nbsp; BBAM U.S. CLO VI Ltd., Series 2025-6A, Class A1, <br> (3-mo. CME Term SOFR + 1.25%), 5.06%, <br> 01/27/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251149 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Asset-Backed Securities I Trust, <br> Series 2006-HE7, Class 1A2, (1 mo. Term SOFR + <br> 0.45%), 4.13%, 09/25/36<sup>(a)</sup><br>|  | 56 | &nbsp;&nbsp; 55211 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Asset-Backed Securities Trust, <br> Series 2005-2, Class M5, (1 mo. Term SOFR + <br> 5.36%), 6.49%, 06/25/35<sup>(a)</sup><br>|  | 210 | &nbsp;&nbsp; 216143 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Structured Products Trust, Series 2007-<br> EMX1, Class M1, (1 mo. Term SOFR + 2.11%), <br> 5.79%, 03/25/37<sup>(a)(b)</sup><br>|  | 25 | &nbsp;&nbsp; 25094 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO Ltd., Series 2025-44A, <br> Class A1, (3-mo. CME Term SOFR + 1.22%), <br> 4.94%, 01/15/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251035 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO X Ltd., Series 2016-10A, <br> Class A1R3, (3-mo. CME Term SOFR + 1.30%), <br> 4.97%, 07/20/38<sup>(a)(b)</sup><br>|  | 322 | &nbsp;&nbsp; 323557 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XX Ltd., Series 2020-<br> 20A, Class ARR, (3-mo. CME Term SOFR + <br> 1.29%), 4.96%, 07/15/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 502496 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXIX Ltd., Series 2022-<br> 29A, Class AR, (3-mo. CME Term SOFR + 1.18%), <br> 4.85%, 01/25/38<sup>(a)(b)</sup><br>|  | 1100 | &nbsp;&nbsp; 1102420 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXV Ltd., Series 2021-<br> 25A, Class A1R, (3-mo. CME Term SOFR + <br> 1.00%), 4.67%, 01/15/35<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250137 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXVII Ltd., Series 2022-<br> 27A, Class AR, (3-mo. CME Term SOFR + 1.37%), <br> 5.04%, 10/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251130 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO Ltd., Series 2021-3A, Class BR, <br> (3-mo. CME Term SOFR + 1.60%), 5.27%, <br> 01/19/38<sup>(a)(b)</sup><br>|  | 550 | &nbsp;&nbsp; 551579 |
| &nbsp;&nbsp;&nbsp; Blue Bridge Funding LLC, Series 2023-1A, Class A, <br> 7.37%, 11/15/30<sup>(b)</sup><br>|  | 70 | &nbsp;&nbsp; 70227 |
| BlueMountain CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-3A, Class A1R, (3-mo. CME Term <br> SOFR + 1.26%), 4.93%, 04/20/31<br>|  | 32 | &nbsp;&nbsp; 32205 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| BlueMountain CLO Ltd.<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class BR, (3-mo. CME Term <br> SOFR + 1.85%), 5.52%, 10/25/30<br>| USD | 250 | &nbsp;&nbsp; $250625 |
| &nbsp;&nbsp;&nbsp; Brex Commercial Charge Card Master Trust, <br> Series 2024-1, Class A1, 6.05%, 07/15/27<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100172 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO VI Ltd., Series 2025-2A, Class A1, <br> (3-mo. CME Term SOFR + 1.28%), 5.07%, <br> 01/15/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251079 |
| &nbsp;&nbsp;&nbsp; Canyon CLO Ltd., Series 2023-2A, Class B, (3-mo. <br> CME Term SOFR + 2.05%), 5.72%, 05/15/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251214 |
| Carlyle U.S. CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1R2, (3-mo. CME Term <br> SOFR + 1.40%), 5.07%, 10/21/37<br>|  | 250 | &nbsp;&nbsp; 250980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-3A, Class BR2, (3-mo. CME Term <br> SOFR + 1.78%), 5.45%, 10/21/37<br>|  | 250 | &nbsp;&nbsp; 251630 |
| &nbsp;&nbsp;&nbsp; CarVal CLO IV Ltd., Series 2021-1A, Class A1R, (3-<br> mo. CME Term SOFR + 1.30%), 4.97%, <br> 03/31/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251223 |
| &nbsp;&nbsp;&nbsp; CFMT LLC, Series 2023-HB11, Class M2, 4.00%, <br> 02/25/37<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 98932 |
| CIFC Funding III Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-3A, Class BR, (3-mo. CME Term <br> SOFR + 1.65%), 5.32%, 10/18/38<br>|  | 400 | &nbsp;&nbsp; 402909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-3A, Class A1, (3-mo. CME Term <br> SOFR + 1.48%), 5.15%, 07/21/37<br>|  | 250 | &nbsp;&nbsp; 250979 |
| CIFC Funding Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-5A, Class AR, (3-mo. CME Term <br> SOFR + 1.41%), 5.08%, 07/17/37<br>|  | 250 | &nbsp;&nbsp; 250842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-6A, Class A1R, (3-mo. CME Term <br> SOFR + 1.45%), 5.12%, 07/16/37<br>|  | 250 | &nbsp;&nbsp; 251016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-4A, Class A1R, (3-mo. CME Term <br> SOFR + 1.30%), 4.97%, 01/15/40<br>|  | 250 | &nbsp;&nbsp; 251090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, Class BR, (3-mo. CME Term <br> SOFR + 1.75%), 5.42%, 07/25/37<br>|  | 250 | &nbsp;&nbsp; 251756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, (3-mo. CME Term SOFR <br> + 1.60%), 5.27%, 01/20/37<br>|  | 250 | &nbsp;&nbsp; 250000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-3A, Class B, (3-mo. CME Term SOFR <br> + 2.30%), 5.97%, 01/20/37<br>|  | 300 | &nbsp;&nbsp; 300000 |
| &nbsp;&nbsp;&nbsp; CIFC Funding VII Ltd., Series 2019-7A, Class A1R, <br> (3-mo. CME Term SOFR + 1.28%), 4.95%, <br> 10/19/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251025 |
| CIT Mortgage Loan Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 1M2, (1 mo. Term SOFR + <br> 2.74%), 5.54%, 10/25/37<br>|  | 150 | &nbsp;&nbsp; 150322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-1, Class 2M2, (1 mo. Term SOFR + <br> 2.74%), 5.54%, 10/25/37<br>|  | 676 | &nbsp;&nbsp; 665503 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans LLC, Series 2023-B, <br> Class A1A, 6.50%, 06/25/54<sup>(b)</sup><br>|  | 67 | &nbsp;&nbsp; 70356 |
| &nbsp;&nbsp;&nbsp; College Avenue Student Loans Trust, Series 2024-A, <br> Class A1B, (30-day Avg SOFR + 1.75%), 5.45%, <br> 06/25/54<sup>(a)(b)</sup><br>|  | 113 | &nbsp;&nbsp; 114835 |
| &nbsp;&nbsp;&nbsp; Compass Datacenters Issuer III LLC, Series 2025-3A, <br> Class A2, 5.29%, 07/25/50<sup>(b)</sup><br>|  | 247 | &nbsp;&nbsp; 247878 |
| &nbsp;&nbsp;&nbsp; Concord Music Royalties LLC, Series 2024-1A, <br> Class A, 5.64%, 10/20/74<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100803 |
| &nbsp;&nbsp;&nbsp; Conseco Finance Corp., Series 1998-4, Class M1, <br> 6.83%, 04/01/30<sup>(a)</sup><br>|  | 67 | &nbsp;&nbsp; 68595 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber <br> Finance Holdco LLC, Series 2025-4A, Class B, <br> 5.77%, 12/20/55<sup>(b)</sup><br>|  | 445 | &nbsp;&nbsp; 450851 |
| &nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., <br> Series 2004-CF2, Class 1B, 6.00%, 01/25/43<sup>(b)</sup><br>|  | 15 | &nbsp;&nbsp; 12978 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Credit-Based Asset Servicing and Securitization LLC, <br> Series 2006-MH1, Class B2, 6.75%, 10/25/36<sup>(b)</sup><br>| USD | 372 | &nbsp;&nbsp; $312139 |
| &nbsp;&nbsp;&nbsp; Creeksource Dunes Creek CLO Ltd., Series 2024-1A, <br> Class A1, (3-mo. CME Term SOFR + 1.41%), <br> 5.08%, 01/15/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250937 |
| CWABS Asset-Backed Certificates Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-11, Class 1AF4, 6.30%, 12/25/35 |  | 165 | &nbsp;&nbsp; 160963 |
| &nbsp;&nbsp;&nbsp; Series 2006-13, Class 1AF4, 3.95%, 01/25/37 |  | 14 | &nbsp;&nbsp; 14195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-14, Class M1, (1 mo. Term SOFR + <br> 0.55%), 4.22%, 02/25/37<br>|  | 22 | &nbsp;&nbsp; 23201 |
| &nbsp;&nbsp;&nbsp; CWABS Asset-Backed Notes Trust, Series 2007-<br> SEA2, Class 2A1, (1 mo. Term SOFR + 1.61%), <br> 5.29%, 06/25/47<sup>(a)(b)</sup><br>|  | 30 | &nbsp;&nbsp; 25501 |
| &nbsp;&nbsp;&nbsp; CWHEQ Revolving Home Equity Loan Trust, <br> Series 2006-I, Class 1A, (1 mo. Term SOFR + <br> 0.25%), 3.93%, 01/15/37<sup>(a)</sup><br>|  | 1 | &nbsp;&nbsp; 790 |
| &nbsp;&nbsp;&nbsp; DB Master Finance LLC, Series 2025-1A, Class A2I, <br> 4.89%, 08/20/55<sup>(b)</sup><br>|  | 206 | &nbsp;&nbsp; 205555 |
| &nbsp;&nbsp;&nbsp; Deephaven Residential Mortgage Trust, Series 2025-<br> CES1, Class A1A, 5.22%, 10/25/55<sup>(b)</sup><br>|  | 96 | &nbsp;&nbsp; 97269 |
| Diameter Capital CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8A, Class A1A, (3-mo. CME Term <br> SOFR + 1.40%), 5.07%, 10/20/37<br>|  | 460 | &nbsp;&nbsp; 461721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-10A, Class A, (3-mo. CME Term <br> SOFR + 1.31%), 4.98%, 04/20/38<br>|  | 500 | &nbsp;&nbsp; 502359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-12A, Class A, (3-mo. CME Term <br> SOFR + 1.24%), 5.16%, 10/20/38<br>|  | 250 | &nbsp;&nbsp; 250941 |
| Dowson PLC<sup>(a)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class E, (1-day SONIA GBP <br> 3.95%), 7.68%, 08/20/31<br>| GBP | 110 | &nbsp;&nbsp; 150275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class F, (1-day SONIA GBP <br> 6.95%), 10.68%, 08/20/31<br>|  | 162 | &nbsp;&nbsp; 219195 |
| &nbsp;&nbsp;&nbsp; Drive Auto Receivables Trust, Series 2024-2, Class C, <br> 4.67%, 05/17/32<br>| USD | 450 | &nbsp;&nbsp; 453367 |
| &nbsp;&nbsp;&nbsp; Dryden CLO Ltd., Series 2022-104A, Class A1R, <br> (3-mo. CME Term SOFR + 1.29%), 5.18%, <br> 08/20/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250268 |
| &nbsp;&nbsp;&nbsp; Eaton Vance CLO Ltd., Series 2013-1A, Class AR4, <br> (3-mo. CME Term SOFR + 1.34%), 5.01%, <br> 10/15/38<sup>(a)(b)</sup><br>|  | 510 | &nbsp;&nbsp; 512341 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 24 Ltd., Series 2023-3A, Class AR, <br> (3-mo. CME Term SOFR + 1.32%), 4.99%, <br> 01/17/38<sup>(a)(b)</sup><br>|  | 258 | &nbsp;&nbsp; 259084 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 30 Ltd., Series 2024-6A, Class A, (3-<br> mo. CME Term SOFR + 1.43%), 5.10%, <br> 07/17/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250875 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 38 Ltd., Series 2025-1A, Class A, (3-<br> mo. CME Term SOFR + 1.15%), 4.82%, <br> 04/22/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250300 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO II Ltd., Series 2019-2A, Class A1RR, <br> (3-mo. CME Term SOFR + 1.35%), 5.02%, <br> 10/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251173 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO III Ltd., Series 2019-3A, Class ERR, <br> (3-mo. CME Term SOFR + 5.95%), 9.62%, <br> 07/18/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249528 |
| &nbsp;&nbsp;&nbsp; Equity One Mortgage Pass-Through Trust, <br> Series 2003-3, Class M2, 5.46%, 12/25/33<sup>(a)</sup><br>|  | 288 | &nbsp;&nbsp; 262405 |
| Exeter Automobile Receivables Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-5A, Class D, 7.40%, 02/15/29 |  | 92 | &nbsp;&nbsp; 93274 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 6.32%, 08/15/29 |  | 545 | &nbsp;&nbsp; 555181 |
| &nbsp;&nbsp;&nbsp; series 2023-3A, Class D, 6.68%, 04/16/29 |  | 400 | &nbsp;&nbsp; 408652 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class D, 6.95%, 12/17/29 |  | 350 | &nbsp;&nbsp; 357305 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; FIGRE Trust, Series 2026-HE1, Class A, 4.98%, <br> 01/25/56<sup>(a)(b)</sup><br>| USD | 150 | &nbsp;&nbsp; $149996 |
| &nbsp;&nbsp;&nbsp; First Franklin Mortgage Loan Trust, Series 2006-<br> FF13, Class A1, (1 mo. Term SOFR + 0.35%), <br> 4.03%, 10/25/36<sup>(a)</sup><br>|  | 27 | &nbsp;&nbsp; 17462 |
| FirstKey Homes Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR1, Class E2, 5.00%, 05/19/39 |  | 590 | &nbsp;&nbsp; 583228 |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class E2, 3.50%, 07/17/38 |  | 633 | &nbsp;&nbsp; 626718 |
| &nbsp;&nbsp;&nbsp; FNA 8 LLC, Series 2025-1, Class A, 5.62%, <br> 03/15/45<sup>(a)(b)</sup><br>|  | 111 | &nbsp;&nbsp; 111771 |
| &nbsp;&nbsp;&nbsp; Fondo de Titulizacion Santander Consumo, Series 9, <br> Class F, (3-mo. EURIBOR + 4.87%), 6.90%, <br> 10/25/40<sup>(a)(c)</sup><br>| EUR | 180 | &nbsp;&nbsp; 215539 |
| &nbsp;&nbsp;&nbsp; Fortuna Consumer Loan ABS DAC, Series 2024-2, <br> Class E, (1-mo. EURIBOR + 4.10%), 6.07%, <br> 10/18/34<sup>(a)</sup><br>|  | 83 | &nbsp;&nbsp; 100232 |
| Foundation Finance Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.95%, 04/15/50 | USD | 93 | &nbsp;&nbsp; 93602 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class D, 5.68%, 04/15/52 |  | 114 | &nbsp;&nbsp; 114569 |
| &nbsp;&nbsp;&nbsp; Goldman Home Improvement Trust Issuer Trust, <br> Series 2022-GRN1, Class A, 4.50%, 06/25/52<sup>(b)</sup><br>|  | 58 | &nbsp;&nbsp; 57469 |
| Golub Capital Partners CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-44A, Class A1R, (3-mo. CME Term <br> SOFR + 1.57%), 5.24%, 10/21/38<br>|  | 250 | &nbsp;&nbsp; 250250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-66A, Class AR, (3-mo. CME Term <br> SOFR + 1.45%), 5.12%, 07/25/38<br>|  | 250 | &nbsp;&nbsp; 250991 |
| &nbsp;&nbsp;&nbsp; Golub Capital Private Credit Fund CLO, Series 2025-<br> 1A, Class A1, (3-mo. CME Term SOFR + 1.47%), <br> 5.14%, 10/18/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249996 |
| GoodLeap Home Improvement Solutions Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.35%, 10/20/46 |  | 250 | &nbsp;&nbsp; 252759 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 5.38%, 02/20/49 |  | 207 | &nbsp;&nbsp; 209666 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, 5.32%, 06/20/49 |  | 206 | &nbsp;&nbsp; 208358 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, 5.98%, 06/20/49 |  | 346 | &nbsp;&nbsp; 351234 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, 5.00%, 10/20/49 |  | 326 | &nbsp;&nbsp; 326695 |
| Gracie Point International Funding LLC<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, (90-day Avg SOFR + <br> 2.25%), 6.45%, 03/01/27<br>|  | 22 | &nbsp;&nbsp; 21606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, (90-day Avg SOFR + <br> 1.70%), 5.89%, 03/01/28<br>|  | 110 | &nbsp;&nbsp; 110040 |
| GreenSky Home Improvement Issuer Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A4, 5.15%, 10/27/59 |  | 45 | &nbsp;&nbsp; 45663 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class B, 5.26%, 10/27/59 |  | 93 | &nbsp;&nbsp; 94347 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class D, 6.43%, 10/27/59 |  | 301 | &nbsp;&nbsp; 307009 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A3, 4.52%, 12/27/60 |  | 123 | &nbsp;&nbsp; 123348 |
| &nbsp;&nbsp;&nbsp; GreenSky Home Improvement Trust, Series 2024-1, <br> Class A4, 5.67%, 06/25/59<sup>(b)</sup><br>|  | 219 | &nbsp;&nbsp; 224626 |
| &nbsp;&nbsp;&nbsp; GSAMP Trust, Series 2006-HE4, Class M1, (1 mo. <br> Term SOFR + 0.56%), 4.24%, 06/25/36<sup>(a)</sup><br>|  | 100 | &nbsp;&nbsp; 87747 |
| &nbsp;&nbsp;&nbsp; Hill FL BV, Series 2025-1FL, Class E, (1-mo. <br> EURIBOR + 2.64%), 4.61%, 10/18/32<sup>(a)(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 118852 |
| &nbsp;&nbsp;&nbsp; Household Capital RMBS, Series 2025-1, Class A, <br> (3-Month BBSW + 1.90%), 5.63%, 07/21/87<sup>(a)(c)</sup><br>| AUD | 87 | &nbsp;&nbsp; 60746 |
| Huntington Bank Auto Credit-Linked Notes<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1, Class B2, (30-day Avg SOFR + <br> 1.40%), 5.10%, 05/20/32<br>| USD | 160 | &nbsp;&nbsp; 160549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2, Class B2, (30-day Avg SOFR + <br> 1.35%), 5.05%, 10/20/32<br>|  | 212 | &nbsp;&nbsp; 212633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class B2, (30-day Avg SOFR + <br> 1.20%), 4.90%, 09/20/33<br>|  | 213 | &nbsp;&nbsp; 213932 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; INCREF LLC, Series 2025-FL1, Class A, (1 mo. Term <br> SOFR + 1.73%), 5.40%, 10/19/42<sup>(a)(b)</sup><br>| USD | 109 | &nbsp;&nbsp; $109281 |
| &nbsp;&nbsp;&nbsp; Invesco Euro CLO VI DAC, Series 6A, Class D, (3-<br> mo. EURIBOR + 3.05%), 5.07%, 07/15/34<sup>(a)(b)</sup><br>| EUR | 250 | &nbsp;&nbsp; 294396 |
| &nbsp;&nbsp;&nbsp; Invesco U.S. CLO Ltd., Series 2023-3A, Class AR, <br> (3-mo. CME Term SOFR + 1.31%), 4.98%, <br> 07/15/38<sup>(a)(b)</sup><br>| USD | 250 | &nbsp;&nbsp; 251243 |
| &nbsp;&nbsp;&nbsp; Jersey Mikes Funding LLC, Series 2026-1A, <br> Class A2, 5.48%, 02/15/56<br>|  | 404 | &nbsp;&nbsp; 404000 |
| &nbsp;&nbsp;&nbsp; JP Morgan Mortgage Trust 2026-CES1, Series 2026-<br> CES1, Class A1B, 4.96%, 06/25/56<sup>(b)</sup><br>|  | 35 | &nbsp;&nbsp; 34999 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO Ltd., Series 2025-19A, Class A, <br> (3-mo. CME Term SOFR + 1.25%), 4.92%, <br> 04/22/36<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250822 |
| &nbsp;&nbsp;&nbsp; KKR CLO Ltd., Series 34A, Class AR, (3-mo. CME <br> Term SOFR + 1.10%), 4.77%, 07/15/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250135 |
| &nbsp;&nbsp;&nbsp; LCM 31 Ltd., Series 31A, Class AR, (3-mo. CME <br> Term SOFR + 1.28%), 4.95%, 07/20/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250236 |
| Lendmark Funding Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A, 4.94%, 09/20/34 |  | 171 | &nbsp;&nbsp; 172740 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class B, 5.33%, 09/20/34 |  | 181 | &nbsp;&nbsp; 183649 |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class A, 4.51%, 05/21/35 |  | 206 | &nbsp;&nbsp; 205727 |
| &nbsp;&nbsp;&nbsp; LMRE SFR1 Trust, Series 2025-SFR1, Class A, <br> 4.50%, 12/17/42<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 97634 |
| &nbsp;&nbsp;&nbsp; Long Beach Mortgage Loan Trust, Series 2006-2, <br> Class 1A, (1 mo. Term SOFR + 0.47%), 4.15%, <br> 03/25/46<sup>(a)</sup><br>|  | 105 | &nbsp;&nbsp; 92952 |
| Lyra Music Assets Delaware LP<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A2, 5.76%, 12/22/64 |  | 139 | &nbsp;&nbsp; 140236 |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, 5.60%, 09/20/65 |  | 93 | &nbsp;&nbsp; 93532 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LXVII Ltd., Series 2024-67A, <br> Class B, (3-mo. CME Term SOFR + 2.05%), <br> 5.72%, 04/25/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251066 |
| Madison Park Funding XXXI Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-31A, Class B1R, (3-mo. CME Term <br> SOFR + 1.80%), 5.47%, 07/23/37<br>|  | 250 | &nbsp;&nbsp; 251582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-31A, Class CR, (3-mo. CME Term <br> SOFR + 2.25%), 5.92%, 07/23/37<br>|  | 250 | &nbsp;&nbsp; 251266 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXV Ltd., Series 2019-35A, <br> Class CR, (3-mo. CME Term SOFR + 2.16%), <br> 5.83%, 04/20/32<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250000 |
| Mariner Finance Issuance Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-AA, Class A, 5.13%, 09/22/36 |  | 178 | &nbsp;&nbsp; 180366 |
| &nbsp;&nbsp;&nbsp; Series 2024-BA, Class A, 4.91%, 11/20/38 |  | 304 | &nbsp;&nbsp; 307967 |
| &nbsp;&nbsp;&nbsp; Series 2025-AA, Class A, 4.98%, 05/20/38 |  | 257 | &nbsp;&nbsp; 260523 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class A, 4.59%, 11/22/38 |  | 210 | &nbsp;&nbsp; 210454 |
| &nbsp;&nbsp;&nbsp; Mastr Asset Backed Securities Trust, Series 2007-<br> NCW, Class A1, (1 mo. Term SOFR + 0.41%), <br> 4.09%, 05/25/37<sup>(a)(b)</sup><br>|  | 162 | &nbsp;&nbsp; 146542 |
| &nbsp;&nbsp;&nbsp; MFA Trust, Series 2024-NPL1, Class A1, 6.33%, <br> 09/25/54<sup>(b)</sup><br>|  | 92 | &nbsp;&nbsp; 92055 |
| &nbsp;&nbsp;&nbsp; MidOcean Credit CLO XII Ltd., Series 2023-12A, <br> Class A1RR, (3-mo. CME Term SOFR + 1.34%), <br> 5.01%, 07/18/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251123 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-<br> HE8, Class A2FP, (1 mo. Term SOFR + 0.18%), <br> 3.86%, 10/25/36<sup>(a)</sup><br>|  | 40 | &nbsp;&nbsp; 17364 |
| Morgan Stanley Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-12XS, Class A4, 6.51%, 10/25/36 |  | 27 | &nbsp;&nbsp; 5761 |
| &nbsp;&nbsp;&nbsp; Series 2007-3XS, Class 2A4S, 6.46%, 01/25/47 |  | 292 | &nbsp;&nbsp; 101329 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| Navient Private Education Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-AA, Class B, 3.50%, 12/15/44 | USD | 143 | &nbsp;&nbsp; $141308 |
| &nbsp;&nbsp;&nbsp; Series 2016-AA, Class B, 3.50%, 12/16/58<sup>(a)</sup> |  | 144 | &nbsp;&nbsp; 142286 |
| Navient Private Education Refi Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-CA, Class A2, 3.13%, 02/15/68 |  | 10 | &nbsp;&nbsp; 9907 |
| &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>(a)</sup><br>|  | 295 | &nbsp;&nbsp; 297640 |
| &nbsp;&nbsp;&nbsp; Series 2021-CA, Class A, 1.06%, 10/15/69 |  | 94 | &nbsp;&nbsp; 86472 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, 5.66%, 10/15/72 |  | 114 | &nbsp;&nbsp; 117209 |
| Navient Refinance Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-B, Class A, 4.72%, 09/15/55 |  | 139 | &nbsp;&nbsp; 138659 |
| &nbsp;&nbsp;&nbsp; Series 2025-C, Class A, 4.80%, 10/15/55 |  | 132 | &nbsp;&nbsp; 132510 |
| Nelnet Student Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class A1, (1 mo. Term SOFR + <br> 0.91%), 4.59%, 04/20/62<sup>(a)</sup><br>|  | 75 | &nbsp;&nbsp; 74621 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class B1, 2.85%, 04/20/62 |  | 100 | &nbsp;&nbsp; 90452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-PL1A, Class A1A, (30-day Avg SOFR <br> + 2.25%), 5.95%, 11/25/53<sup>(a)</sup><br>|  | 41 | &nbsp;&nbsp; 41783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AA, Class A1B, (30-day Avg SOFR + <br> 1.10%), 4.81%, 03/15/57<sup>(a)</sup><br>|  | 316 | &nbsp;&nbsp; 315206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BA, Class A1B, (30-day Avg SOFR + <br> 1.35%), 5.06%, 05/17/55<sup>(a)</sup><br>|  | 550 | &nbsp;&nbsp; 552746 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class B, 4.98%, 05/17/55 |  | 110 | &nbsp;&nbsp; 110066 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class C, 5.38%, 05/17/55 |  | 125 | &nbsp;&nbsp; 125032 |
| &nbsp;&nbsp;&nbsp; Series 2025-BA, Class D, 6.04%, 05/17/55 |  | 105 | &nbsp;&nbsp; 104408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CA, Class A1B, (30-day Avg SOFR + <br> 1.35%), 5.05%, 06/22/65<sup>(a)</sup><br>|  | 134 | &nbsp;&nbsp; 134678 |
| &nbsp;&nbsp;&nbsp; Series 2025-CA, Class D, 5.82%, 06/22/65 |  | 113 | &nbsp;&nbsp; 111060 |
| NetCredit Combined Receivables LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 8.31%, 10/21/30 |  | 464 | &nbsp;&nbsp; 469428 |
| &nbsp;&nbsp;&nbsp; Series 2025-A, Class A, 7.29%, 10/20/31 |  | 418 | &nbsp;&nbsp; 423448 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman CLO XXI Ltd., Series 2016-21A, <br> Class A1R3, (3-mo. CME Term SOFR + 1.32%), <br> 4.99%, 01/20/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251000 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO Ltd., <br> Series 2020-36RA, Class A, (3-mo. CME Term <br> SOFR + 1.27%), 4.94%, 07/20/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251241 |
| OCP CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-13A, Class AR2, (3-mo. CME Term <br> SOFR + 1.34%), 5.01%, 11/26/37<br>|  | 250 | &nbsp;&nbsp; 251125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-17A, Class AR2, (3-mo. CME Term <br> SOFR + 1.40%), 5.07%, 07/20/37<br>|  | 250 | &nbsp;&nbsp; 250920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-36A, Class B1, (3-mo. CME Term <br> SOFR + 1.70%), 5.37%, 10/16/37<br>|  | 250 | &nbsp;&nbsp; 251797 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners 39 Ltd., Series 2018-<br> 3A, Class BR, (3-mo. CME Term SOFR + 1.80%), <br> 5.47%, 10/20/30<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250145 |
| OHA Credit Funding Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class AR2, (3-mo. CME Term <br> SOFR + 1.29%), 4.96%, 01/22/38<br>|  | 250 | &nbsp;&nbsp; 251082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-7A, Class A1R2, (3-mo. CME Term <br> SOFR + 1.28%), 4.95%, 07/19/38<br>|  | 250 | &nbsp;&nbsp; 251260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-10RA, Class A1, (3-mo. CME Term <br> SOFR + 1.26%), 4.93%, 07/18/37<br>|  | 250 | &nbsp;&nbsp; 250620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-17A, Class A, (3-mo. CME Term <br> SOFR + 1.48%), 5.15%, 04/20/37<br>|  | 250 | &nbsp;&nbsp; 250455 |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XI Ltd., Series 2015-11A, <br> Class A1R2, (3-mo. CME Term SOFR + 1.46%), <br> 5.13%, 04/20/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 501625 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XVI, Series 2021-16A, Class AR, <br> (3-mo. CME Term SOFR + 1.35%), 5.02%, <br> 10/18/37<sup>(a)(b)</sup><br>| USD | 500 | &nbsp;&nbsp; $502245 |
| &nbsp;&nbsp;&nbsp; OHA Loan Funding Ltd., Series 2016-1A, Class A1R2, <br> (3-mo. CME Term SOFR + 1.46%), 5.13%, <br> 07/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250980 |
| &nbsp;&nbsp;&nbsp; OnDeck Asset Securitization Trust IV LLC, <br> Series 2023-1A, Class A, 7.00%, 08/19/30<sup>(b)</sup><br>|  | 160 | &nbsp;&nbsp; 161412 |
| &nbsp;&nbsp;&nbsp; Onemain Financial Issuance Trust, Series 2025-1A, <br> Class D, 5.79%, 07/14/38<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 101076 |
| OneMain Financial Issuance Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-2A, Class A, 1.75%, 09/14/35 |  | 71 | &nbsp;&nbsp; 69709 |
| &nbsp;&nbsp;&nbsp; Series 2020-2A, Class B, 2.21%, 09/14/35 |  | 240 | &nbsp;&nbsp; 231467 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, 5.79%, 05/14/41 |  | 184 | &nbsp;&nbsp; 192867 |
| &nbsp;&nbsp;&nbsp; Option One Mortgage Loan Trust, Series 2007-FXD1, <br> Class 3A4, 5.86%, 01/25/37<br>|  | 8 | &nbsp;&nbsp; 7821 |
| &nbsp;&nbsp;&nbsp; Orchard Park CLO Ltd., Series 2024-1A, Class A, <br> (3-mo. CME Term SOFR + 1.36%), 5.03%, <br> 10/20/37<sup>(a)(b)</sup><br>|  | 310 | &nbsp;&nbsp; 311479 |
| &nbsp;&nbsp;&nbsp; Origen Manufactured Housing Contract Trust, <br> Series 2007-B, Class A1, (1 mo. Term SOFR + <br> 1.31%), 4.99%, 10/15/37<sup>(a)(b)</sup><br>|  | 12 | &nbsp;&nbsp; 11712 |
| &nbsp;&nbsp;&nbsp; Owl Rock CLO III Ltd., Series 2020-3A, Class AR, <br> (3-mo. CME Term SOFR + 1.85%), 5.52%, <br> 04/20/36<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250246 |
| &nbsp;&nbsp;&nbsp; Owl Rock CLO XVIII LLC, Series 2024-18A, Class A, <br> (3-mo. CME Term SOFR + 1.70%), 5.37%, <br> 07/24/36<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250149 |
| &nbsp;&nbsp;&nbsp; OZLM XIX Ltd., Series 2017-19A, Class A1RR, (3-<br> mo. CME Term SOFR + 1.35%), 5.02%, <br> 01/15/35<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250322 |
| &nbsp;&nbsp;&nbsp; Palmer Square CLO Ltd., Series 2024-2A, Class B, <br> (3-mo. CME Term SOFR + 1.65%), 5.32%, <br> 07/20/37<sup>(a)(b)</sup><br>|  | 300 | &nbsp;&nbsp; 302013 |
| Palmer Square Loan Funding Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-3A, Class A2R, (3-mo. CME Term <br> SOFR + 1.60%), 5.27%, 04/15/31<br>|  | 250 | &nbsp;&nbsp; 250357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-3A, Class BR, (3-mo. CME Term <br> SOFR + 2.00%), 5.67%, 04/15/31<br>|  | 250 | &nbsp;&nbsp; 250264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-3A, Class A1, (3-mo. CME Term <br> SOFR + 0.95%), 4.66%, 01/15/34<br>|  | 250 | &nbsp;&nbsp; 250181 |
| &nbsp;&nbsp;&nbsp; Park Blue CLO Ltd., Series 2025-9A, Class A1, (3-<br> mo. CME Term SOFR + 1.35%), 5.43%, <br> 10/20/38<sup>(a)(b)</sup><br>|  | 620 | &nbsp;&nbsp; 622785 |
| &nbsp;&nbsp;&nbsp; Planet Fitness Master Issuer LLC, Series 2025-1A, <br> Class A2II, 5.65%, 12/06/55<sup>(b)</sup><br>|  | 152 | &nbsp;&nbsp; 151784 |
| Progress Residential Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-SFR3, Class F, 6.60%, 04/17/39 |  | 136 | &nbsp;&nbsp; 136449 |
| &nbsp;&nbsp;&nbsp; Series 2023-SFR1, Class E1, 6.15%, 03/17/40 |  | 690 | &nbsp;&nbsp; 689730 |
| &nbsp;&nbsp;&nbsp; Quest Trust, Series 2004-X2, Class M3, (1 mo. Term <br> SOFR + 3.34%), 7.01%, 06/25/34<sup>(a)(b)</sup><br>|  | 504 | &nbsp;&nbsp; 463845 |
| &nbsp;&nbsp;&nbsp; Rad CLO Ltd., Series 2021-14A, Class A, (3-mo. <br> CME Term SOFR + 1.43%), 5.10%, 01/15/35<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250389 |
| &nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, Series 2024-CES2, Class B1, <br> 8.01%, 04/25/44<sup>(a)(b)</sup><br>|  | 145 | &nbsp;&nbsp; 148677 |
| &nbsp;&nbsp;&nbsp; Regatta 30 Funding Ltd., Series 2024-4A, Class A1, <br> (3-mo. CME Term SOFR + 1.32%), 4.99%, <br> 01/25/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251058 |
| &nbsp;&nbsp;&nbsp; Regatta 32 Funding Ltd., Series 2025-4A, Class A1, <br> (3-mo. CME Term SOFR + 1.34%), 5.01%, <br> 07/25/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251410 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Regatta 35 Funding Ltd., Series 2025-5A, Class A1, <br> (3-mo. CME Term SOFR + 1.29%), 4.96%, <br> 10/15/38<sup>(a)(b)</sup><br>| USD | 250 | &nbsp;&nbsp; $251303 |
| &nbsp;&nbsp;&nbsp; Regatta XVIII Funding Ltd., Series 2021-1A, <br> Class A1R, (3-mo. CME Term SOFR + 1.16%), <br> 4.83%, 04/15/38<sup>(a)(b)</sup><br>|  | 160 | &nbsp;&nbsp; 160426 |
| &nbsp;&nbsp;&nbsp; Regatta XXVII Funding Ltd., Series 2024-1A, <br> Class A1, (3-mo. CME Term SOFR + 1.53%), <br> 5.20%, 04/26/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250593 |
| Regional Management Issuance Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class A, 1.90%, 08/15/33 |  | 120 | &nbsp;&nbsp; 116578 |
| &nbsp;&nbsp;&nbsp; Series 2021-2, Class B, 2.35%, 08/15/33 |  | 300 | &nbsp;&nbsp; 282936 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A, 3.07%, 03/15/32 |  | 10 | &nbsp;&nbsp; 9530 |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A, 4.59%, 11/16/37 |  | 274 | &nbsp;&nbsp; 273456 |
| Republic Finance Issuance Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 6.47%, 08/20/32 |  | 100 | &nbsp;&nbsp; 102122 |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class A, 5.42%, 11/20/37 |  | 200 | &nbsp;&nbsp; 203598 |
| &nbsp;&nbsp;&nbsp; Series 2024-B, Class B, 5.86%, 11/20/37 |  | 100 | &nbsp;&nbsp; 102297 |
| &nbsp;&nbsp;&nbsp; Series 2025-A, Class A, 4.59%, 11/20/34 |  | 239 | &nbsp;&nbsp; 239536 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, Series 2020-1, <br> Class B1, 3.95%, 01/26/60<sup>(a)(b)</sup><br>|  | 450 | &nbsp;&nbsp; 432482 |
| &nbsp;&nbsp;&nbsp; Retained Vantage Data Centers Issuer LLC, <br> Series 2025-1A, Class A2A, 5.09%, 08/15/50<sup>(b)</sup><br>|  | 181 | &nbsp;&nbsp; 178929 |
| Sagard-Halseypoint CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-8A, Class A1, (3-mo. CME Term <br> SOFR + 1.39%), 5.06%, 01/30/38<br>|  | 1110 | &nbsp;&nbsp; 1114097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-10A, Class A1, (3-mo. CME Term <br> SOFR + 1.35%), 5.02%, 10/20/38<br>|  | 500 | &nbsp;&nbsp; 502210 |
| &nbsp;&nbsp;&nbsp; Sandstone Peak IV Ltd., Series 2025-1A, Class A1, <br> (3-mo. CME Term SOFR + 1.29%), 4.95%, <br> 01/20/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251000 |
| Santander Drive Auto Receivables Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-7, Class B, 5.95%, 01/17/28 |  | 29 | &nbsp;&nbsp; 29110 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class C, 5.45%, 03/15/30 |  | 240 | &nbsp;&nbsp; 243229 |
| Secucor Finance 2013-1 DAC<sup>(a)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class D, (1-mo. EURIBOR + <br> 3.40%), 5.39%, 09/20/36<br>| EUR | 100 | &nbsp;&nbsp; 118052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class F, (1-mo. EURIBOR + <br> 6.20%), 8.19%, 09/20/36<br>|  | 100 | &nbsp;&nbsp; 121026 |
| &nbsp;&nbsp;&nbsp; Service Experts Issuer LLC, Series 2024-1A, Class A, <br> 6.39%, 11/20/35<sup>(b)</sup><br>| USD | 67 | &nbsp;&nbsp; 69012 |
| &nbsp;&nbsp;&nbsp; Sesac Finance LLC, Series 2025-1, Class A2, 5.50%, <br> 07/25/55<sup>(b)</sup><br>|  | 182 | &nbsp;&nbsp; 180470 |
| Silver Point CLO Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, Class A1R, (3-mo. CME Term <br> SOFR + 1.32%), 4.99%, 01/20/38<br>|  | 250 | &nbsp;&nbsp; 251011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-13A, Class A1, (3-mo. CME Term <br> SOFR + 1.25%), 5.18%, 10/15/38<br>|  | 250 | &nbsp;&nbsp; 250965 |
| SMB Private Education Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B, Class A2B, (1 mo. Term SOFR + <br> 0.83%), 4.51%, 01/15/37<sup>(a)</sup><br>|  | 64 | &nbsp;&nbsp; 63503 |
| &nbsp;&nbsp;&nbsp; Series 2019-B, Class B, 3.56%, 06/15/43 |  | 800 | &nbsp;&nbsp; 769698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class A2A1, (1 mo. Term SOFR + <br> 0.84%), 4.52%, 01/15/53<sup>(a)</sup><br>|  | 275 | &nbsp;&nbsp; 272542 |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class B, 2.31%, 01/15/53 |  | 258 | &nbsp;&nbsp; 252232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-A, Class A1B, (30-day Avg SOFR + <br> 1.45%), 5.16%, 03/15/56<sup>(a)</sup><br>|  | 98 | &nbsp;&nbsp; 98823 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, 5.88%, 03/15/56 |  | 154 | &nbsp;&nbsp; 158394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-C, Class A1B, (30-day Avg SOFR + <br> 1.10%), 4.81%, 06/17/52<sup>(a)</sup><br>|  | 78 | &nbsp;&nbsp; 78144 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; SoFi Consumer Loan Program Trust, Series 2025-1, <br> Class A, 4.80%, 02/27/34<sup>(b)</sup><br>| USD | 249 | &nbsp;&nbsp; $250715 |
| &nbsp;&nbsp;&nbsp; SoFi Personal Loan Trust, Series 2024-1A, Class A, <br> 6.06%, 02/12/31<sup>(b)</sup><br>|  | 30 | &nbsp;&nbsp; 29372 |
| Soundview Home Loan Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-OPT3, Class M4, (1 mo. Term SOFR <br> + 1.13%), 4.81%, 11/25/35<br>|  | 25 | &nbsp;&nbsp; 21268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-NS1, Class M1, (1 mo. Term SOFR + <br> 0.64%), 4.31%, 01/25/37<br>|  | 19 | &nbsp;&nbsp; 19855 |
| &nbsp;&nbsp;&nbsp; Stream Innovations Issuer Trust, Series 2025-1A, <br> Class A, 5.05%, 09/15/45<sup>(b)</sup><br>|  | 85 | &nbsp;&nbsp; 85828 |
| &nbsp;&nbsp;&nbsp; Subway Funding LLC, Series 2024-1A, Class A2II, <br> 6.27%, 07/30/54<sup>(b)</sup><br>|  | 84 | &nbsp;&nbsp; 85631 |
| &nbsp;&nbsp;&nbsp; Summit Issuer LLC, Series 2025-1A, Class A2, <br> 5.21%, 11/20/55<sup>(b)</sup><br>|  | 165 | &nbsp;&nbsp; 166290 |
| &nbsp;&nbsp;&nbsp; Sunbit Asset Securitization Trust, Series 2025-1, <br> Class A, 5.36%, 07/15/30<sup>(b)</sup><br>|  | 670 | &nbsp;&nbsp; 672124 |
| &nbsp;&nbsp;&nbsp; Taco Bell Funding LLC, Series 2025-1A, Class A2I, <br> 4.82%, 08/25/55<sup>(b)</sup><br>|  | 243 | &nbsp;&nbsp; 241772 |
| &nbsp;&nbsp;&nbsp; TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2, <br> (3-mo. CME Term SOFR + 1.28%), 4.93%, <br> 10/13/32<sup>(a)(b)</sup><br>|  | 49 | &nbsp;&nbsp; 48848 |
| &nbsp;&nbsp;&nbsp; TICP CLO VI Ltd., Series 2016-6A, Class AR2, (3-mo. <br> CME Term SOFR + 1.38%), 5.05%, 01/15/34<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249871 |
| &nbsp;&nbsp;&nbsp; TICP CLO XI Ltd., Series 2018-11A, Class AR, (3-mo. <br> CME Term SOFR + 1.53%), 5.20%, 04/25/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250578 |
| &nbsp;&nbsp;&nbsp; Trestles CLO III Ltd., Series 2020-3A, Class A1R, <br> (3-mo. CME Term SOFR + 1.39%), 5.06%, <br> 10/20/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250918 |
| &nbsp;&nbsp;&nbsp; Trestles CLO IX Ltd., Series 2025-9A, Class A1, (3-<br> mo. CME Term SOFR + 1.26%), 5.13%, <br> 01/15/39<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250988 |
| &nbsp;&nbsp;&nbsp; Trestles CLO Ltd., Series 2017-1A, Class A1RR, (3-<br> mo. CME Term SOFR + 1.46%), 5.13%, <br> 07/25/37<sup>(a)(b)</sup><br>|  | 500 | &nbsp;&nbsp; 501919 |
| &nbsp;&nbsp;&nbsp; Trimaran CAVU Ltd., Series 2024-1A, Class A, (3-mo. <br> CME Term SOFR + 1.38%), 5.05%, 01/25/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 251134 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XVIII Ltd., Series 2021-18A, Class A1R, <br> (3-mo. CME Term SOFR + 1.22%), 4.89%, <br> 01/20/35<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250274 |
| &nbsp;&nbsp;&nbsp; Truist Bank Auto Credit-Linked Notes, Series 2025-1, <br> Class B, 4.73%, 09/26/33<sup>(b)</sup><br>|  | 202 | &nbsp;&nbsp; 203249 |
| &nbsp;&nbsp;&nbsp; UPG HI Issuer Trust, Series 2025-2, Class A, 5.00%, <br> 09/25/47<sup>(b)</sup><br>|  | 95 | &nbsp;&nbsp; 95316 |
| Upgrade Master Pass-Thru Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ST4, Class A, 5.50%, 08/16/32 |  | 79 | &nbsp;&nbsp; 79506 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST5, Class B, 5.25%, 09/15/32 |  | 100 | &nbsp;&nbsp; 100368 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST6, Class A, 4.61%, 10/15/32 |  | 82 | &nbsp;&nbsp; 81652 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST7, Class A, 4.55%, 11/15/32 |  | 162 | &nbsp;&nbsp; 161561 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST7, Class B, 4.98%, 11/15/32 |  | 100 | &nbsp;&nbsp; 100144 |
| &nbsp;&nbsp;&nbsp; Series 2025-ST8, Class C, 5.25%, 12/15/33 |  | 100 | &nbsp;&nbsp; 100163 |
| &nbsp;&nbsp;&nbsp; Upstart Securitization Trust, Series 2025-3, Class B, <br> 5.02%, 09/20/35<sup>(b)</sup><br>|  | 650 | &nbsp;&nbsp; 648908 |
| &nbsp;&nbsp;&nbsp; UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%, <br> 01/25/47<sup>(b)</sup><br>|  | 209 | &nbsp;&nbsp; 209773 |
| &nbsp;&nbsp;&nbsp; Verdelite Static CLO Ltd., Series 2024-1A, Class A, <br> (3-mo. CME Term SOFR + 1.13%), 4.80%, <br> 07/20/32<sup>(a)(b)</sup><br>|  | 150 | &nbsp;&nbsp; 150364 |
| &nbsp;&nbsp;&nbsp; Vista Point Securitization Trust, Series 2025-CES3, <br> Class A1, 5.30%, 11/25/55<sup>(b)</sup><br>|  | 148 | &nbsp;&nbsp; 148908 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Voya CLO Ltd., Series 2013-2A, Class A1R, (3-mo. <br> CME Term SOFR + 1.23%), 4.90%, 04/25/31<sup>(a)(b)</sup><br>| USD | 3 | &nbsp;&nbsp; $3049 |
| WaMu Asset-Backed Certificates WaMu Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE1, Class 2A3, (1 mo. Term SOFR + <br> 0.41%), 4.09%, 01/25/37<br>|  | 253 | &nbsp;&nbsp; 114770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE2, Class 2A2, (1 mo. Term SOFR + <br> 0.49%), 4.17%, 04/25/37<br>|  | 376 | &nbsp;&nbsp; 135959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE2, Class 2A3, (1 mo. Term SOFR + <br> 0.61%), 4.29%, 04/25/37<br>|  | 555 | &nbsp;&nbsp; 200555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE2, Class 2A4, (1 mo. Term SOFR + <br> 0.83%), 4.51%, 04/25/37<br>|  | 256 | &nbsp;&nbsp; 92462 |
| &nbsp;&nbsp;&nbsp; Washington Mutual Asset-Backed Certificates <br> WMABS Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE1, Class 2A1, (1 mo. Term SOFR + <br> 0.23%), 3.73%, 11/25/36<br>|  | 6 | &nbsp;&nbsp; 1737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE1, Class 2A2, (1 mo. Term SOFR + <br> 0.45%), 3.73%, 11/25/36<br>|  | 49 | &nbsp;&nbsp; 15474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HE2, Class 2A1, (1 mo. Term SOFR + <br> 0.31%), 3.99%, 02/25/37<br>|  | 488 | &nbsp;&nbsp; 152117 |
| Westlake Automobile Receivables Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class D, 3.49%, 03/15/27 |  | 19 | &nbsp;&nbsp; 19250 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class D, 6.79%, 11/15/28 |  | 570 | &nbsp;&nbsp; 582913 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class C, 6.29%, 03/15/28 |  | 181 | &nbsp;&nbsp; 181302 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 7.01%, 11/15/28 |  | 900 | &nbsp;&nbsp; 917593 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class C, 6.02%, 09/15/28 |  | 305 | &nbsp;&nbsp; 307952 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class D, 6.47%, 03/15/29 |  | 180 | &nbsp;&nbsp; 184721 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class C, 6.64%, 11/15/28 |  | 550 | &nbsp;&nbsp; 560043 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, 6.02%, 10/15/29 |  | 680 | &nbsp;&nbsp; 698051 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class D, 5.91%, 04/15/30 |  | 1170 | &nbsp;&nbsp; 1200134 |
| &nbsp;&nbsp;&nbsp; Whitebox CLO I Ltd., Series 2019-1A, Class A1R3, <br> (3-mo. CME Term SOFR + 1.18%), 4.85%, <br> 01/24/37<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250549 |
| Whitebox CLO II Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, Class A1R2, (3-mo. CME Term <br> SOFR + 1.38%), 5.05%, 10/24/37<br>|  | 519 | &nbsp;&nbsp; 520868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2A, Class BR2, (3-mo. CME Term <br> SOFR + 1.75%), 5.42%, 10/24/37<br>|  | 400 | &nbsp;&nbsp; 401010 |
| &nbsp;&nbsp;&nbsp; Whitebox CLO III Ltd., Series 2021-3A, Class CR, <br> (3-mo. CME Term SOFR + 1.90%), 5.57%, <br> 10/15/35<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 250223 |
| **Total Asset-Backed Securities — 6.2%** <br>**(Cost: $78,427,325)** | **Total Asset-Backed Securities — 6.2%** <br>**(Cost: $78,427,325)** | **Total Asset-Backed Securities — 6.2%** <br>**(Cost: $78,427,325)** | &nbsp;&nbsp; 79447778 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Common Stocks** | **Common Stocks** | **Common Stocks** |
| **Banks — 0.1%** | **Banks — 0.1%** |  |
| Flagstar Bank NA<sup>(d)</sup> | 15648 | &nbsp;&nbsp; 206867 |
| **Capital Markets — 0.0%** | **Capital Markets — 0.0%** |  |
| Wealthfront Corp.<sup>(d)(e)</sup> | 1394 | &nbsp;&nbsp; 12100 |
| **Diversified Telecommunication Services — 0.0%** | **Diversified Telecommunication Services — 0.0%** |  |
| Lumen Technologies, Inc.<sup>(d)(e)</sup> | 3297 | &nbsp;&nbsp; 29080 |
| **Energy Equipment & Services — 0.0%** | **Energy Equipment & Services — 0.0%** |  |
| Solaris Energy Infrastructure, Inc., Class A<sup>(d)</sup> | 612 | &nbsp;&nbsp; 33776 |
| **Entertainment — 0.0%** | **Entertainment — 0.0%** |  |
| Walt Disney Co.<sup>(d)</sup> | 129 | &nbsp;&nbsp; 14551 |
| **Hotels, Restaurants & Leisure**<sup>(e)</sup> **— 0.0%** | **Hotels, Restaurants & Leisure**<sup>(e)</sup> **— 0.0%** |  |
| Caesars Entertainment, Inc.<sup>(d)</sup> | 1680 | &nbsp;&nbsp; 34776 |

---

---

| | | |
|:---|:---|:---|
| *Security* | <br> *Shares*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |  |
| Genius Sports Ltd. | 13583 | &nbsp;&nbsp; $118172 |
| Six Flags Entertainment Corp.<sup>(d)</sup> | 1987 | &nbsp;&nbsp; 35786 |
|  |  | &nbsp;&nbsp; 188734 |
| **Household Durables — 0.0%** | **Household Durables — 0.0%** |  |
| Century Communities, Inc. | 691 | &nbsp;&nbsp; 43519 |
| M/I Homes, Inc.<sup>(e)</sup> | 175 | &nbsp;&nbsp; 23397 |
| Meritage Homes Corp.<sup>(d)</sup> | 557 | &nbsp;&nbsp; 38717 |
| Tri Pointe Homes, Inc.<sup>(d)(e)</sup> | 1219 | &nbsp;&nbsp; 40654 |
|  |  | &nbsp;&nbsp; 146287 |
| **Media**<sup>(e)</sup> **— 0.0%** | **Media**<sup>(e)</sup> **— 0.0%** |  |
| AMC Networks, Inc., Class A | 3574 | &nbsp;&nbsp; 27556 |
| EchoStar Corp., Class A<sup>(d)</sup> | 715 | &nbsp;&nbsp; 80952 |
|  |  | &nbsp;&nbsp; 108508 |
| **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |  |
| Algoma Steel Group, Inc. | 7288 | &nbsp;&nbsp; 30464 |
| **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** |  |
| QXO, Inc.<sup>(e)</sup> | 896 | &nbsp;&nbsp; 19873 |
| **Total Common Stocks — 0.1%** <br>**(Cost: $745,883)** | **Total Common Stocks — 0.1%** <br>**(Cost: $745,883)** | &nbsp;&nbsp; 790240 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |
| **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** | **Advertising Agencies — 0.1%** |
| Clear Channel Outdoor Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 04/15/28 | USD | 79 | &nbsp;&nbsp; 79025 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/29 |  | 48 | &nbsp;&nbsp; 47497 |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/01/30 |  | 36 | &nbsp;&nbsp; 37903 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/15/31 |  | 42 | &nbsp;&nbsp; 43798 |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/15/33 |  | 38 | &nbsp;&nbsp; 40376 |
| Omnicom Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 |  | 50 | &nbsp;&nbsp; 50462 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 |  | 5 | &nbsp;&nbsp; 3764 |
| &nbsp;&nbsp;&nbsp; Summer BC Holdco B SARL, (3-mo. EURIBOR + <br> 4.25%), 6.31%, 02/15/30<sup>(a)(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 111347 |
| WPP Finance 2013, 3.63%, 06/09/31<sup>(c)</sup> |  | 350 | &nbsp;&nbsp; 410525 |
|  |  |  | &nbsp;&nbsp; 824697 |
| **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** |
| Boeing Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | USD | 251 | &nbsp;&nbsp; 247887 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 |  | 495 | &nbsp;&nbsp; 525800 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 |  | 647 | &nbsp;&nbsp; 588920 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 |  | 200 | &nbsp;&nbsp; 221249 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 |  | 75 | &nbsp;&nbsp; 76668 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 |  | 307 | &nbsp;&nbsp; 224833 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 |  | 130 | &nbsp;&nbsp; 128395 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 |  | 200 | &nbsp;&nbsp; 196811 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 |  | 35 | &nbsp;&nbsp; 39965 |
| Bombardier, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/15/30 |  | 100 | &nbsp;&nbsp; 107167 |
| &nbsp;&nbsp;&nbsp; 7.25%, 07/01/31 |  | 112 | &nbsp;&nbsp; 118906 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/33 |  | 165 | &nbsp;&nbsp; 173315 |
| Embraer Netherlands Finance BV, 5.98%, 02/11/35 |  | 21 | &nbsp;&nbsp; 22233 |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited Co., <br> 4.42%, 11/15/35<br>|  | 200 | &nbsp;&nbsp; 194653 |
| General Dynamics Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 |  | 200 | &nbsp;&nbsp; 181590 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 |  | 75 | &nbsp;&nbsp; 63121 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| General Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | USD | 100 | &nbsp;&nbsp; $100681 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 |  | 25 | &nbsp;&nbsp; 28244 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36<sup>(d)</sup> |  | 150 | &nbsp;&nbsp; 151722 |
| L3Harris Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 |  | 65 | &nbsp;&nbsp; 65503 |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 |  | 240 | &nbsp;&nbsp; 213391 |
| Lockheed Martin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 |  | 147 | &nbsp;&nbsp; 148881 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 |  | 100 | &nbsp;&nbsp; 85925 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 |  | 100 | &nbsp;&nbsp; 79743 |
| Northrop Grumman Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 |  | 35 | &nbsp;&nbsp; 35467 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35 |  | 535 | &nbsp;&nbsp; 553299 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 |  | 60 | &nbsp;&nbsp; 59932 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 |  | 50 | &nbsp;&nbsp; 47113 |
| RTX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/27 |  | 42 | &nbsp;&nbsp; 44035 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 |  | 70 | &nbsp;&nbsp; 70327 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 |  | 100 | &nbsp;&nbsp; 94009 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 |  | 275 | &nbsp;&nbsp; 249024 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 |  | 50 | &nbsp;&nbsp; 43855 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 65353 |
| TransDigm, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/31 |  | 107 | &nbsp;&nbsp; 112212 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/32 |  | 107 | &nbsp;&nbsp; 110635 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/31/33 |  | 303 | &nbsp;&nbsp; 308458 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/31/34 |  | 10 | &nbsp;&nbsp; 10335 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/31/34 |  | 26 | &nbsp;&nbsp; 26910 |
|  |  |  | &nbsp;&nbsp; 5816567 |
| **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** |
| Stonepeak Nile Parent LLC, 7.25%, 03/15/32<sup>(b)</sup> |  | 86 | &nbsp;&nbsp; 90850 |
| **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** | **Automobile Components — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Axle & Manufacturing, Inc., 5.00%, <br> 10/01/29<br>|  | 100 | &nbsp;&nbsp; 97564 |
| &nbsp;&nbsp;&nbsp; Clarios Global LP/Clarios U.S. Finance Co., 4.75%, <br> 06/15/31<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 120430 |
| &nbsp;&nbsp;&nbsp; Garrett Motion Holdings, Inc./Garrett LX I SARL, <br> 7.75%, 05/31/32<sup>(b)</sup><br>| USD | 184 | &nbsp;&nbsp; 194802 |
| &nbsp;&nbsp;&nbsp; IHO Verwaltungs GmbH, (8.00% Cash or 8.75% PIK), <br> 8.00%, 11/15/32<sup>(b)(f)</sup><br>|  | 64 | &nbsp;&nbsp; 68206 |
| Lear Corp., 3.80%, 09/15/27 |  | 35 | &nbsp;&nbsp; 34849 |
| Magna International, Inc., 2.45%, 06/15/30 |  | 215 | &nbsp;&nbsp; 199378 |
| Mahle GmbH, 6.50%, 05/02/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 123616 |
| Phinia, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29 | USD | 45 | &nbsp;&nbsp; 46518 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/32 |  | 39 | &nbsp;&nbsp; 40601 |
| Tenneco, Inc., 8.00%, 11/17/28<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 100595 |
| ZF Europe Finance BV, 7.00%, 06/12/30<sup>(c)</sup> | EUR | 200 | &nbsp;&nbsp; 252696 |
|  |  |  | &nbsp;&nbsp; 1279255 |
| **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** | **Automobiles — 0.5%** |
| American Honda Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/27 | USD | 25 | &nbsp;&nbsp; 24664 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 |  | 255 | &nbsp;&nbsp; 257332 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 |  | 150 | &nbsp;&nbsp; 148756 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29 |  | 160 | &nbsp;&nbsp; 163558 |
| Asbury Automotive Group, Inc., 4.75%, 03/01/30<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 98452 |
| &nbsp;&nbsp;&nbsp; Aston Martin Capital Holdings Ltd., 10.00%, <br> 03/31/29<sup>(b)</sup><br>|  | 123 | &nbsp;&nbsp; 109782 |
| Carvana Co.<sup>(b)(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (11.00% Cash or 13.00% PIK), 9.00%, 06/01/30 |  | 73 | &nbsp;&nbsp; 76424 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** | **Automobiles (continued)** |
| Carvana Co.<sup>(b)(f)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.00%, 06/01/31 | USD | 32 | &nbsp;&nbsp; $35202 |
| Ford Motor Co., 4.75%, 01/15/43 |  | 261 | &nbsp;&nbsp; 209356 |
| Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/09/27 |  | 250 | &nbsp;&nbsp; 249865 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 |  | 200 | &nbsp;&nbsp; 197812 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 |  | 200 | &nbsp;&nbsp; 205034 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/06/29 |  | 220 | &nbsp;&nbsp; 221178 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 |  | 590 | &nbsp;&nbsp; 634696 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/06/33 |  | 350 | &nbsp;&nbsp; 353263 |
| General Motors Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 |  | 105 | &nbsp;&nbsp; 114378 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 |  | 100 | &nbsp;&nbsp; 96471 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 |  | 100 | &nbsp;&nbsp; 107537 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48 |  | 100 | &nbsp;&nbsp; 90700 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 |  | 155 | &nbsp;&nbsp; 150995 |
| General Motors Financial Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/06/26 |  | 5 | &nbsp;&nbsp; 5013 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 |  | 102 | &nbsp;&nbsp; 103635 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 |  | 135 | &nbsp;&nbsp; 140768 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 |  | 300 | &nbsp;&nbsp; 310973 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 |  | 150 | &nbsp;&nbsp; 155035 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 |  | 150 | &nbsp;&nbsp; 144744 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/08/31 |  | 45 | &nbsp;&nbsp; 47297 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 |  | 50 | &nbsp;&nbsp; 45473 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 |  | 150 | &nbsp;&nbsp; 156587 |
| Honda Motor Co. Ltd., 2.53%, 03/10/27 |  | 50 | &nbsp;&nbsp; 49303 |
| LCM Investments Holdings II LLC, 8.25%, 08/01/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 105346 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, 8.50%, <br> 01/18/31<br>|  | 135 | &nbsp;&nbsp; 159463 |
| New Flyer Holdings, Inc., 9.25%, 07/01/30<sup>(b)</sup> |  | 112 | &nbsp;&nbsp; 120666 |
| Nissan Motor Acceptance Co. LLC<sup>(b)(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.05%, 09/15/28 |  | 100 | &nbsp;&nbsp; 103688 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/30/30 |  | 62 | &nbsp;&nbsp; 61828 |
| Nissan Motor Co. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/17/30<sup>(b)</sup> |  | 62 | &nbsp;&nbsp; 65098 |
| &nbsp;&nbsp;&nbsp; 7.75%, 07/17/32<sup>(b)</sup> |  | 124 | &nbsp;&nbsp; 130867 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/17/33<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 122694 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/17/35<sup>(b)</sup> | USD | 59 | &nbsp;&nbsp; 63007 |
| &nbsp;&nbsp;&nbsp; RCI Banque SA, (5-year EURIBOR ICE Swap + <br> 2.20%), 4.75%, 03/24/37<sup>(a)(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 121620 |
| Toyota Motor Credit Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | USD | 75 | &nbsp;&nbsp; 77547 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 |  | 50 | &nbsp;&nbsp; 46386 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 |  | 75 | &nbsp;&nbsp; 72920 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 |  | 70 | &nbsp;&nbsp; 71162 |
|  |  |  | &nbsp;&nbsp; 6026575 |
| **Banks — 4.2%** | **Banks — 4.2%** | **Banks — 4.2%** | **Banks — 4.2%** |
| Banco Santander SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 |  | 200 | &nbsp;&nbsp; 200411 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 |  | 600 | &nbsp;&nbsp; 621886 |
| Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 |  | 153 | &nbsp;&nbsp; 186413 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 |  | 27 | &nbsp;&nbsp; 25569 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 1.73%, 07/22/27<sup>(a)</sup> |  | 110 | &nbsp;&nbsp; 108847 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 2.55%, 02/04/28<sup>(a)</sup> |  | 70 | &nbsp;&nbsp; 69015 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.31%), 5.51%, 01/24/36<sup>(a)</sup> |  | 883 | &nbsp;&nbsp; 916629 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.33%), 2.97%, 02/04/33<sup>(a)</sup> |  | 355 | &nbsp;&nbsp; 324672 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 3.31%, 04/22/42<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 97851 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.65%), 5.47%, 01/23/35<sup>(a)</sup> |  | 255 | &nbsp;&nbsp; 264404 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.74%, 02/12/36<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 413587 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 4.57%, 04/27/33<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 24884 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Bank of America Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 2.83%, 10/24/51<sup>(a)</sup> | USD | 271 | &nbsp;&nbsp; $171901 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.91%), 5.29%, 04/25/34<sup>(a)</sup> |  | 340 | &nbsp;&nbsp; 349269 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 2.68%, 06/19/41<sup>(a)</sup> |  | 603 | &nbsp;&nbsp; 441874 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 6.20%, 11/10/28<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 103763 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 4.95%, 07/22/28<sup>(a)</sup> |  | 235 | &nbsp;&nbsp; 238237 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.15%), 2.59%, 04/29/31<sup>(a)</sup> |  | 160 | &nbsp;&nbsp; 149232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.25%), 2.50%, <br> 02/13/31<sup>(a)</sup><br>|  | 250 | &nbsp;&nbsp; 233059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.30%), 3.42%, <br> 12/20/28<sup>(a)</sup><br>|  | 792 | &nbsp;&nbsp; 783374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.63%), 3.59%, <br> 07/21/28<sup>(a)</sup><br>|  | 206 | &nbsp;&nbsp; 204757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 3.41%), 4.08%, <br> 03/20/51<sup>(a)</sup><br>|  | 490 | &nbsp;&nbsp; 391473 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 |  | 80 | &nbsp;&nbsp; 80104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, (1-day SOFR + 1.65%), 3.48%, <br> 03/13/52<sup>(a)</sup><br>|  | 40 | &nbsp;&nbsp; 28735 |
| Bank of Montreal |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 |  | 30 | &nbsp;&nbsp; 31261 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.88%), 4.57%, 09/10/27<sup>(a)</sup> |  | 160 | &nbsp;&nbsp; 160550 |
| Bank of New York Mellon Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.84%), 4.89%, 07/21/28 |  | 25 | &nbsp;&nbsp; 25380 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 4.95%, 04/26/27 |  | 5 | &nbsp;&nbsp; 5012 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.80%), 5.80%, 10/25/28 |  | 175 | &nbsp;&nbsp; 180587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.33%), 3.44%, <br> 02/07/28<br>|  | 125 | &nbsp;&nbsp; 124496 |
| Bank of Nova Scotia |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 06/24/26 |  | 300 | &nbsp;&nbsp; 297133 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 |  | 50 | &nbsp;&nbsp; 51503 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 |  | 25 | &nbsp;&nbsp; 26047 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.05%), 4.81%, 02/02/34<sup>(a)(g)</sup> |  | 103 | &nbsp;&nbsp; 103111 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.05%), 4.59%, 05/04/37<sup>(a)</sup> |  | 115 | &nbsp;&nbsp; 112600 |
| Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/12/26 |  | 350 | &nbsp;&nbsp; 351181 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.21%), 5.83%, 05/09/27<sup>(a)</sup> |  | 250 | &nbsp;&nbsp; 251134 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 3.50%), 7.44%, 11/02/33<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 228676 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 2.16%), 4.97%, 05/16/29<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 508650 |
| BNP Paribas SA<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 4.92%, 01/15/34<sup>(b)</sup> |  | 250 | &nbsp;&nbsp; 248737 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 1.05%), 3.74%, 04/20/34<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 119182 |
| &nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce, 5.26%, <br> 04/08/29<br>| USD | 120 | &nbsp;&nbsp; 124155 |
| Citigroup, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 |  | 100 | &nbsp;&nbsp; 100645 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 |  | 100 | &nbsp;&nbsp; 105231 |
| &nbsp;&nbsp;&nbsp; 5.92%, 12/11/30<sup>(a)(h)</sup> |  | 512 | &nbsp;&nbsp; 510510 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/31/33 |  | 50 | &nbsp;&nbsp; 53372 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 |  | 220 | &nbsp;&nbsp; 279755 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 |  | 250 | &nbsp;&nbsp; 219776 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.79%, 03/04/29<sup>(a)</sup> |  | 88 | &nbsp;&nbsp; 89272 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 4.64%, 05/07/28<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 403068 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 2.98%, 11/05/30<sup>(a)</sup> |  | 363 | &nbsp;&nbsp; 345960 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.49%), 5.17%, 09/11/36<sup>(a)</sup> |  | 345 | &nbsp;&nbsp; 346467 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.83%), 6.02%, 01/24/36<sup>(a)</sup> |  | 191 | &nbsp;&nbsp; 199118 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.94%), 3.79%, 03/17/33<sup>(a)</sup> |  | 104 | &nbsp;&nbsp; 98955 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 4.91%, 05/24/33<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 101048 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 2.57%, 06/03/31<sup>(a)</sup> |  | 230 | &nbsp;&nbsp; 213244 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.66%), 6.17%, 05/25/34<sup>(a)</sup> |  | 20 | &nbsp;&nbsp; 21176 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.91%), 4.41%, 03/31/31<sup>(a)</sup> |  | 745 | &nbsp;&nbsp; 744886 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 4.55%), 5.32%, 03/26/41<sup>(a)</sup> |  | 116 | &nbsp;&nbsp; 115435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.98%, <br> 03/20/30<sup>(a)</sup><br>|  | 425 | &nbsp;&nbsp; 421842 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Citigroup, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 2.10%), 4.28%, <br> 04/24/48<sup>(a)</sup><br>| USD | 100 | &nbsp;&nbsp; $84213 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 1.58%), 4.11%, 04/29/36<sup>(a)</sup> | EUR | 100 | &nbsp;&nbsp; 121340 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.73%), 5.41%, 09/19/39<sup>(a)</sup> | USD | 179 | &nbsp;&nbsp; 178937 |
| Citizens Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 |  | 25 | &nbsp;&nbsp; 23903 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 5.84%, 01/23/30<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 104305 |
| Cooperatieve Rabobank UA, 4.80%, 01/09/29 |  | 250 | &nbsp;&nbsp; 255964 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, (1-day SOFR + 2.51%), 6.82%, <br> 11/20/29<sup>(a)</sup><br>|  | 150 | &nbsp;&nbsp; 159990 |
| Fifth Third Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 |  | 75 | &nbsp;&nbsp; 74943 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 5.14%, 01/29/37<sup>(a)</sup> |  | 40 | &nbsp;&nbsp; 39725 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.34%), 6.34%, 07/27/29<sup>(a)</sup> |  | 20 | &nbsp;&nbsp; 21027 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 4.77%, 07/28/30<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 50673 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares, Inc., (1-day SOFR + <br> 1.41%), 5.23%, 03/12/31<sup>(a)</sup><br>|  | 205 | &nbsp;&nbsp; 208006 |
| Freedom Mortgage Corp., 12.25%, 10/01/30<sup>(b)</sup> |  | 47 | &nbsp;&nbsp; 51812 |
| Goldman Sachs Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 |  | 150 | &nbsp;&nbsp; 140808 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 |  | 375 | &nbsp;&nbsp; 416311 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 |  | 200 | &nbsp;&nbsp; 217389 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 |  | 50 | &nbsp;&nbsp; 46844 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.82%), 1.54%, 09/10/27<sup>(a)</sup> |  | 30 | &nbsp;&nbsp; 29554 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.91%), 1.95%, 10/21/27<sup>(a)</sup> |  | 220 | &nbsp;&nbsp; 216719 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.96%), 4.52%, 01/21/32<sup>(a)</sup> |  | 366 | &nbsp;&nbsp; 365862 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.09%), 1.99%, 01/27/32<sup>(a)</sup> |  | 701 | &nbsp;&nbsp; 622184 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.07%, 01/21/37<sup>(a)</sup> |  | 122 | &nbsp;&nbsp; 121477 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.21%), 5.05%, 07/23/30<sup>(a)</sup> |  | 70 | &nbsp;&nbsp; 71691 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.28%), 2.62%, 04/22/32<sup>(a)</sup> |  | 637 | &nbsp;&nbsp; 580156 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.32%), 4.94%, 04/23/28<sup>(a)</sup> |  | 72 | &nbsp;&nbsp; 72777 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.54%, 01/28/36<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 206754 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 3.10%, 02/24/33<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 91889 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.02%, 10/23/35<sup>(a)</sup> |  | 790 | &nbsp;&nbsp; 790632 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.22%, 04/23/31<sup>(a)</sup> |  | 171 | &nbsp;&nbsp; 176139 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.70%), 5.73%, 01/28/56<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 100811 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.48%, 08/23/28<sup>(a)</sup> |  | 391 | &nbsp;&nbsp; 393441 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.77%), 6.48%, 10/24/29<sup>(a)</sup> |  | 40 | &nbsp;&nbsp; 42347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.56%), 4.22%, <br> 05/01/29<sup>(a)</sup><br>|  | 267 | &nbsp;&nbsp; 267633 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.18%), 5.39%, 02/02/41<sup>(a)(g)</sup> |  | 950 | &nbsp;&nbsp; 941142 |
| HSBC Holdings PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 |  | 200 | &nbsp;&nbsp; 216638 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 5.29%, 11/19/30<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 516499 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.43%), 5.13%, 11/06/36<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 199754 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.45%, 03/03/36<sup>(a)</sup> |  | 395 | &nbsp;&nbsp; 405686 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.57%), 5.89%, 08/14/27<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 201953 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.90%), 5.87%, 11/18/35<sup>(a)</sup> |  | 468 | &nbsp;&nbsp; 486750 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.11%), 4.76%, 06/09/28<sup>(a)</sup> |  | 211 | &nbsp;&nbsp; 212833 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.65%), 6.33%, 03/09/44<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 218429 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.98%), 6.55%, 06/20/34<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 215920 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.35%), 7.39%, 11/03/28<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 211060 |
| HSBC USA, Inc., 4.65%, 06/03/28 |  | 233 | &nbsp;&nbsp; 236619 |
| &nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc., (1-day SOFR + 2.02%), <br> 6.21%, 08/21/29<sup>(a)</sup><br>|  | 150 | &nbsp;&nbsp; 157220 |
| ING Groep NV<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 6.08%, 09/11/27 |  | 725 | &nbsp;&nbsp; 733890 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.09%), 6.11%, 09/11/34 |  | 200 | &nbsp;&nbsp; 215817 |
| Inter-American Development Bank, 4.50%, 05/15/26 |  | 1190 | &nbsp;&nbsp; 1192540 |
| JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 |  | 50 | &nbsp;&nbsp; 56046 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 |  | 105 | &nbsp;&nbsp; 98377 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| JPMorgan Chase & Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.80%), 4.92%, 01/24/29<sup>(a)</sup> | USD | 440 | &nbsp;&nbsp; $447945 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.01%), 5.14%, 01/24/31<sup>(a)</sup> |  | 1403 | &nbsp;&nbsp; 1447606 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.02%), 2.07%, 06/01/29<sup>(a)</sup> |  | 22 | &nbsp;&nbsp; 21039 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.13%), 5.00%, 07/22/30<sup>(a)</sup> |  | 1769 | &nbsp;&nbsp; 1815733 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.19%), 5.04%, 01/23/28<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 50507 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 2.96%, 01/25/33<sup>(a)</sup> |  | 175 | &nbsp;&nbsp; 160491 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.34%), 4.95%, 10/22/35<sup>(a)</sup> |  | 350 | &nbsp;&nbsp; 351475 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.46%), 5.29%, 07/22/35<sup>(a)</sup> |  | 23 | &nbsp;&nbsp; 23610 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.64%), 5.58%, 07/23/36<sup>(a)</sup> |  | 605 | &nbsp;&nbsp; 621499 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.80%), 4.59%, 04/26/33<sup>(a)</sup> |  | 65 | &nbsp;&nbsp; 65097 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.81%), 6.25%, 10/23/34<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 545554 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.85%), 5.35%, 06/01/34<sup>(a)</sup> |  | 217 | &nbsp;&nbsp; 224434 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.89%), 2.18%, 06/01/28<sup>(a)</sup> |  | 95 | &nbsp;&nbsp; 92823 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 4.85%, 07/25/28<sup>(a)</sup> |  | 325 | &nbsp;&nbsp; 328982 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.08%), 4.91%, 07/25/33<sup>(a)</sup> |  | 395 | &nbsp;&nbsp; 401339 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.58%), 5.72%, 09/14/33<sup>(a)</sup> |  | 300 | &nbsp;&nbsp; 316572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.11%), 1.76%, <br> 11/19/31<sup>(a)</sup><br>|  | 224 | &nbsp;&nbsp; 199217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.60%), 3.78%, <br> 02/01/28<sup>(a)</sup><br>|  | 100 | &nbsp;&nbsp; 99795 |
| KeyCorp |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 |  | 50 | &nbsp;&nbsp; 47344 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 5.31%, 01/28/37<sup>(a)</sup> |  | 29 | &nbsp;&nbsp; 29033 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.42%), 6.40%, 03/06/35<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 54176 |
| Lloyds Banking Group PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 4.82%, 06/13/29 |  | 200 | &nbsp;&nbsp; 203248 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.85%), 1.63%, 05/11/27 |  | 200 | &nbsp;&nbsp; 198700 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.47%), 3.57%, 11/07/28 |  | 200 | &nbsp;&nbsp; 198445 |
| M&T Bank Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.26%), 6.08%, 03/13/32 |  | 270 | &nbsp;&nbsp; 286787 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.80%), 7.41%, 10/30/29 |  | 1020 | &nbsp;&nbsp; 1105662 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 0.83%), 2.34%, 01/19/28 |  | 200 | &nbsp;&nbsp; 196911 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.30%), 4.08%, 04/19/28 |  | 354 | &nbsp;&nbsp; 354382 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.38%), 5.42%, 02/22/29 |  | 250 | &nbsp;&nbsp; 256872 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.53%), 5.48%, 02/22/31 |  | 600 | &nbsp;&nbsp; 623733 |
| Mizuho Financial Group, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 1.90%), 5.75%, 07/06/34 |  | 150 | &nbsp;&nbsp; 158604 |
| &nbsp;&nbsp;&nbsp; (1-year CMT + 2.05%), 5.41%, 09/13/28 |  | 200 | &nbsp;&nbsp; 204589 |
| Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/08/26 |  | 75 | &nbsp;&nbsp; 75209 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 24839 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 |  | 155 | &nbsp;&nbsp; 133485 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.88%), 1.59%, 05/04/27<sup>(a)</sup> |  | 270 | &nbsp;&nbsp; 268305 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.48%, 01/21/28<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 49296 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.03%), 1.79%, 02/13/32<sup>(a)</sup> |  | 109 | &nbsp;&nbsp; 95701 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.10%), 4.65%, 10/18/30<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 50613 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.23%, 01/15/31<sup>(a)</sup> |  | 46 | &nbsp;&nbsp; 47358 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.14%), 2.70%, 01/22/31<sup>(a)</sup> |  | 689 | &nbsp;&nbsp; 646549 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.18%), 2.24%, 07/21/32<sup>(a)</sup> |  | 827 | &nbsp;&nbsp; 733883 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.20%), 2.51%, 10/20/32<sup>(a)</sup> |  | 197 | &nbsp;&nbsp; 176830 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 5.66%, 04/18/30<sup>(a)</sup> |  | 425 | &nbsp;&nbsp; 442564 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.29%), 2.94%, 01/21/33<sup>(a)</sup> |  | 691 | &nbsp;&nbsp; 629821 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 4.99%, 04/12/29<sup>(a)</sup> |  | 24 | &nbsp;&nbsp; 24439 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.59%, 01/18/36<sup>(a)</sup> |  | 250 | &nbsp;&nbsp; 260271 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.58%), 5.83%, 04/19/35<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 132219 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.59%), 5.16%, 04/20/29<sup>(a)</sup> |  | 198 | &nbsp;&nbsp; 202351 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.71%), 5.52%, 11/19/55<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 123344 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 5.47%, 01/18/35<sup>(a)</sup> |  | 35 | &nbsp;&nbsp; 36206 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.24%), 6.30%, 10/18/28<sup>(a)</sup> |  | 375 | &nbsp;&nbsp; 388973 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.56%), 6.34%, 10/18/33<sup>(a)</sup> |  | 110 | &nbsp;&nbsp; 120024 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Morgan Stanley (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.40%), 3.77%, <br> 01/24/29<sup>(a)</sup><br>| USD | 20 | &nbsp;&nbsp; $19890 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 1.12%), 3.75%, 11/07/36<sup>(a)</sup> | EUR | 200 | &nbsp;&nbsp; 234949 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.43%), 5.95%, 01/19/38<sup>(a)</sup> | USD | 205 | &nbsp;&nbsp; 214429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, (1-day SOFR + 0.91%), 4.13%, <br> 10/18/29<sup>(a)</sup><br>|  | 395 | &nbsp;&nbsp; 394699 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Private Bank NA, (1-day SOFR + <br> 1.08%), 4.73%, 07/18/31<sup>(a)</sup><br>|  | 735 | &nbsp;&nbsp; 744661 |
| &nbsp;&nbsp;&nbsp; NatWest Group PLC, (3-mo. SOFR US + 2.02%), <br> 4.89%, 05/18/29<sup>(a)</sup><br>|  | 225 | &nbsp;&nbsp; 228808 |
| PNC Financial Services Group, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.81%, 10/21/32 |  | 505 | &nbsp;&nbsp; 512290 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.42%), 5.37%, 07/21/36 |  | 110 | &nbsp;&nbsp; 112628 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.60%), 5.40%, 07/23/35 |  | 18 | &nbsp;&nbsp; 18536 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.62%), 5.35%, 12/02/28 |  | 50 | &nbsp;&nbsp; 51238 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 1.17%), 5.42%, 01/25/41 |  | 178 | &nbsp;&nbsp; 177835 |
| &nbsp;&nbsp;&nbsp; Regions Financial Corp., (1-day SOFR + 1.49%), <br> 5.72%, 06/06/30<sup>(a)</sup><br>|  | 25 | &nbsp;&nbsp; 26103 |
| Royal Bank of Canada |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 |  | 200 | &nbsp;&nbsp; 199714 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 |  | 105 | &nbsp;&nbsp; 107883 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 |  | 25 | &nbsp;&nbsp; 25614 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 0.86%), 4.52%, 10/18/28<sup>(a)</sup> |  | 225 | &nbsp;&nbsp; 227114 |
| Santander Holdings USA, Inc.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.25%), 2.49%, 01/06/28 |  | 75 | &nbsp;&nbsp; 73870 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 6.17%, 01/09/30 |  | 100 | &nbsp;&nbsp; 104383 |
| Santander U.K. Group Holdings PLC<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 6.53%, 01/10/29 |  | 200 | &nbsp;&nbsp; 208778 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 1.66%), 3.82%, 11/03/28 |  | 200 | &nbsp;&nbsp; 199011 |
| State Street Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 2.62%, 02/07/33 |  | 100 | &nbsp;&nbsp; 90318 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.73%), 4.16%, 08/04/33 |  | 25 | &nbsp;&nbsp; 24473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.29%), 4.14%, <br> 12/03/29<br>|  | 125 | &nbsp;&nbsp; 125709 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 01/14/27 |  | 200 | &nbsp;&nbsp; 196930 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 |  | 192 | &nbsp;&nbsp; 140994 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.36%), 5.57%, 01/15/47<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 199830 |
| Toronto-Dominion Bank |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.26%, 12/11/26 |  | 25 | &nbsp;&nbsp; 25306 |
| &nbsp;&nbsp;&nbsp; (5-year USD Swap + 2.21%), 3.63%, 09/15/31<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 49761 |
| Truist Bank, Series BKNT, 2.25%, 03/11/30 |  | 540 | &nbsp;&nbsp; 494420 |
| Truist Financial Corp.<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.97%), 4.60%, 01/27/32 |  | 71 | &nbsp;&nbsp; 71181 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.37%), 4.12%, 06/06/28 |  | 258 | &nbsp;&nbsp; 258685 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.05%), 6.05%, 06/08/27 |  | 250 | &nbsp;&nbsp; 251723 |
| U.S. Bancorp<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 0.87%), 4.48%, 01/26/32 |  | 103 | &nbsp;&nbsp; 103225 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.41%), 5.42%, 02/12/36<sup>(d)</sup> |  | 545 | &nbsp;&nbsp; 564094 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.66%), 4.55%, 07/22/28 |  | 126 | &nbsp;&nbsp; 127018 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.86%), 5.68%, 01/23/35 |  | 65 | &nbsp;&nbsp; 68160 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.78%, 06/12/29 |  | 95 | &nbsp;&nbsp; 98622 |
| United Overseas Bank Ltd., 3.00%, 12/31/99<sup>(a)(c)(i)</sup> | SGD | 250 | &nbsp;&nbsp; 196182 |
| Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/07/35 | USD | 374 | &nbsp;&nbsp; 391028 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 |  | 270 | &nbsp;&nbsp; 262272 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 |  | 75 | &nbsp;&nbsp; 62738 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.07%), 5.71%, 04/22/28<sup>(a)</sup> |  | 22 | &nbsp;&nbsp; 22440 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.11%), 5.24%, 01/24/31<sup>(a)</sup> |  | 486 | &nbsp;&nbsp; 502116 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.38%), 5.21%, 12/03/35<sup>(a)</sup> |  | 370 | &nbsp;&nbsp; 375264 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.50%), 3.35%, 03/02/33<sup>(a)</sup> |  | 139 | &nbsp;&nbsp; 129608 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Wells Fargo & Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.98%), 4.81%, 07/25/28<sup>(a)</sup> | USD | 100 | &nbsp;&nbsp; $101156 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.99%), 5.56%, 07/25/34<sup>(a)</sup> |  | 250 | &nbsp;&nbsp; 260533 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.02%), 5.39%, 04/24/34<sup>(a)</sup> |  | 185 | &nbsp;&nbsp; 191327 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.06%), 6.49%, 10/23/34<sup>(a)</sup> |  | 345 | &nbsp;&nbsp; 379598 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.10%), 4.90%, 07/25/33<sup>(a)</sup> |  | 107 | &nbsp;&nbsp; 108364 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.13%), 4.61%, 04/25/53<sup>(a)</sup> |  | 250 | &nbsp;&nbsp; 214231 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.53%), 3.07%, 04/30/41<sup>(a)</sup> |  | 130 | &nbsp;&nbsp; 100321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.26%), 2.57%, <br> 02/11/31<sup>(a)</sup><br>|  | 435 | &nbsp;&nbsp; 406526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 1.43%), 2.88%, <br> 10/30/30<sup>(a)</sup><br>|  | 40 | &nbsp;&nbsp; 38112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.03%), 4.48%, <br> 04/04/31<sup>(a)</sup><br>|  | 310 | &nbsp;&nbsp; 311496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3-mo. CME Term SOFR + 4.50%), 5.01%, <br> 04/04/51<sup>(a)</sup><br>|  | 615 | &nbsp;&nbsp; 561890 |
| &nbsp;&nbsp;&nbsp; (3-mo. EURIBOR + 1.22%), 3.90%, 07/22/32<sup>(a)(c)</sup> | EUR | 200 | &nbsp;&nbsp; 244063 |
| &nbsp;&nbsp;&nbsp; Westpac Banking Corp., (5-year USD SOFR ICE <br> Swap + 2.24%), 4.32%, 11/23/31<sup>(a)</sup><br>| USD | 390 | &nbsp;&nbsp; 389889 |
|  |  |  | &nbsp;&nbsp; 54429050 |
| **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** | **Beverages — 0.3%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev <br> Worldwide, Inc.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 |  | 15 | &nbsp;&nbsp; 14792 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 |  | 247 | &nbsp;&nbsp; 227923 |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 |  | 390 | &nbsp;&nbsp; 401260 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 |  | 144 | &nbsp;&nbsp; 148394 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 |  | 180 | &nbsp;&nbsp; 179272 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 |  | 120 | &nbsp;&nbsp; 122253 |
| Coca-Cola Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 |  | 75 | &nbsp;&nbsp; 72932 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 |  | 115 | &nbsp;&nbsp; 104231 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 |  | 60 | &nbsp;&nbsp; 54020 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 |  | 192 | &nbsp;&nbsp; 160979 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 |  | 250 | &nbsp;&nbsp; 244193 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 |  | 90 | &nbsp;&nbsp; 52550 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 |  | 180 | &nbsp;&nbsp; 174565 |
| Constellation Brands, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 |  | 100 | &nbsp;&nbsp; 99858 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30 |  | 155 | &nbsp;&nbsp; 146354 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 |  | 95 | &nbsp;&nbsp; 95696 |
| Diageo Capital PLC, 5.88%, 09/30/36 |  | 200 | &nbsp;&nbsp; 215629 |
| Heineken NV, 3.51%, 05/03/34<sup>(c)</sup> | EUR | 220 | &nbsp;&nbsp; 260072 |
| Keurig Dr. Pepper, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | USD | 34 | &nbsp;&nbsp; 34148 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 |  | 50 | &nbsp;&nbsp; 47576 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 |  | 25 | &nbsp;&nbsp; 25442 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 |  | 120 | &nbsp;&nbsp; 100658 |
| &nbsp;&nbsp;&nbsp; Pepsico Singapore Financing I Pte. Ltd., 4.55%, <br> 02/16/29<br>|  | 351 | &nbsp;&nbsp; 357068 |
| PepsiCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 |  | 100 | &nbsp;&nbsp; 98762 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 |  | 25 | &nbsp;&nbsp; 23772 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 |  | 75 | &nbsp;&nbsp; 76408 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 |  | 250 | &nbsp;&nbsp; 242877 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/28/55 | EUR | 100 | &nbsp;&nbsp; 112252 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | USD | 335 | &nbsp;&nbsp; 256789 |
|  |  |  | &nbsp;&nbsp; 4150725 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| Amgen, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | USD | 253 | &nbsp;&nbsp; $238475 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 |  | 85 | &nbsp;&nbsp; 82908 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 |  | 100 | &nbsp;&nbsp; 100747 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 |  | 104 | &nbsp;&nbsp; 89136 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 |  | 50 | &nbsp;&nbsp; 32396 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 |  | 420 | &nbsp;&nbsp; 413413 |
| Genmab AS/Genmab Finance LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/15/32 |  | 130 | &nbsp;&nbsp; 133255 |
| &nbsp;&nbsp;&nbsp; 7.25%, 12/15/33 |  | 239 | &nbsp;&nbsp; 252948 |
| Gilead Sciences, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 |  | 50 | &nbsp;&nbsp; 49327 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 |  | 55 | &nbsp;&nbsp; 51112 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 |  | 80 | &nbsp;&nbsp; 58918 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 |  | 100 | &nbsp;&nbsp; 103758 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 |  | 100 | &nbsp;&nbsp; 90640 |
| Regeneron Pharmaceuticals, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 |  | 1030 | &nbsp;&nbsp; 921332 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 |  | 220 | &nbsp;&nbsp; 134806 |
| Royalty Pharma PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 |  | 400 | &nbsp;&nbsp; 363855 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 |  | 390 | &nbsp;&nbsp; 392030 |
|  |  |  | &nbsp;&nbsp; 3509056 |
| **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** | **Broadline Retail — 0.0%** |
| Kohl's Corp., 10.00%, 06/01/30<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 25196 |
| Macy's Retail Holdings LLC, 7.38%, 08/01/33<sup>(b)(d)</sup> |  | 106 | &nbsp;&nbsp; 111933 |
| Nordstrom, Inc., 4.38%, 04/01/30<sup>(d)</sup> |  | 49 | &nbsp;&nbsp; 46780 |
|  |  |  | &nbsp;&nbsp; 183909 |
| **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| Carlisle Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 |  | 25 | &nbsp;&nbsp; 23624 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/40 |  | 550 | &nbsp;&nbsp; 558787 |
| Carrier Global Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 |  | 20 | &nbsp;&nbsp; 18549 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 |  | 50 | &nbsp;&nbsp; 53508 |
| CRH America Finance, Inc., 5.50%, 01/09/35 |  | 750 | &nbsp;&nbsp; 780086 |
| Eagle Materials, Inc., 2.50%, 07/01/31 |  | 265 | &nbsp;&nbsp; 240464 |
| Fortune Brands Innovations, Inc., 5.88%, 06/01/33 |  | 25 | &nbsp;&nbsp; 26457 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire & <br> Security Finance SCA<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 |  | 100 | &nbsp;&nbsp; 89345 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 |  | 25 | &nbsp;&nbsp; 25419 |
| Martin Marietta Materials, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 |  | 315 | &nbsp;&nbsp; 321017 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 |  | 75 | &nbsp;&nbsp; 61930 |
| Quikrete Holdings, Inc., 6.38%, 03/01/32<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 103709 |
| Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/31<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 106609 |
| Standard Industries, Inc., 4.38%, 07/15/30<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 96471 |
| Trane Technologies Financing Ltd., 5.25%, 03/03/33 |  | 150 | &nbsp;&nbsp; 156030 |
| Vulcan Materials Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 |  | 25 | &nbsp;&nbsp; 25837 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 |  | 75 | &nbsp;&nbsp; 64073 |
|  |  |  | &nbsp;&nbsp; 2751915 |
| **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** | **Building Products — 0.2%** |
| Home Depot, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 |  | 300 | &nbsp;&nbsp; 295808 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 |  | 80 | &nbsp;&nbsp; 80899 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 |  | 200 | &nbsp;&nbsp; 203902 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 |  | 460 | &nbsp;&nbsp; 454870 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 |  | 270 | &nbsp;&nbsp; 291378 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 |  | 114 | &nbsp;&nbsp; 117413 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| Home Depot, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | USD | 11 | &nbsp;&nbsp; $6329 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 |  | 40 | &nbsp;&nbsp; 36612 |
| Lowe's Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 |  | 300 | &nbsp;&nbsp; 298232 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 |  | 325 | &nbsp;&nbsp; 325793 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 |  | 225 | &nbsp;&nbsp; 230026 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 |  | 116 | &nbsp;&nbsp; 105547 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 |  | 110 | &nbsp;&nbsp; 70495 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 |  | 125 | &nbsp;&nbsp; 121714 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 |  | 40 | &nbsp;&nbsp; 39341 |
| QXO Building Products, Inc., 6.75%, 04/30/32<sup>(b)</sup> |  | 215 | &nbsp;&nbsp; 221553 |
|  |  |  | &nbsp;&nbsp; 2899912 |
| **Capital Markets — 0.2%** | **Capital Markets — 0.2%** | **Capital Markets — 0.2%** | **Capital Markets — 0.2%** |
| Apollo Debt Solutions BDC, 6.55%, 03/15/32 |  | 35 | &nbsp;&nbsp; 36120 |
| Ares Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/26 |  | 200 | &nbsp;&nbsp; 198106 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 |  | 100 | &nbsp;&nbsp; 98157 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 |  | 115 | &nbsp;&nbsp; 110367 |
| ARES Capital Corp., 5.10%, 01/15/31 |  | 120 | &nbsp;&nbsp; 117958 |
| Blackstone Private Credit Fund |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 |  | 75 | &nbsp;&nbsp; 73865 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 |  | 50 | &nbsp;&nbsp; 52875 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 |  | 105 | &nbsp;&nbsp; 101967 |
| Blackstone Secured Lending Fund, 2.85%, 09/30/28 |  | 125 | &nbsp;&nbsp; 118250 |
| Blue Owl Capital Corp., 5.95%, 03/15/29 |  | 100 | &nbsp;&nbsp; 101080 |
| Blue Owl Credit Income Corp., 7.75%, 01/15/29 |  | 185 | &nbsp;&nbsp; 196047 |
| FS KKR Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 |  | 110 | &nbsp;&nbsp; 107434 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 |  | 150 | &nbsp;&nbsp; 145251 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 |  | 90 | &nbsp;&nbsp; 83052 |
| Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 9.75%, 01/15/29<sup>(d)</sup> |  | 110 | &nbsp;&nbsp; 110670 |
| &nbsp;&nbsp;&nbsp; 10.00%, 11/15/29<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 121126 |
| &nbsp;&nbsp;&nbsp; 9.00%, 06/15/30 |  | 55 | &nbsp;&nbsp; 53667 |
| Sixth Street Lending Partners, 5.75%, 01/15/30 |  | 135 | &nbsp;&nbsp; 136488 |
|  |  |  | &nbsp;&nbsp; 1962480 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Air Products and Chemicals, Inc., 4.85%, 02/08/34 |  | 150 | &nbsp;&nbsp; 152460 |
| Brenntag Finance BV, 3.38%, 10/02/31<sup>(c)</sup> | EUR | 300 | &nbsp;&nbsp; 353346 |
| Celanese U.S. Holdings LLC, 7.20%, 11/15/33<sup>(d)</sup> | USD | 100 | &nbsp;&nbsp; 105791 |
| Chemours Co., 4.63%, 11/15/29<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 93249 |
| &nbsp;&nbsp;&nbsp; CVR Partners LP/CVR Nitrogen Finance Corp., <br> 6.13%, 06/15/28<sup>(b)</sup><br>|  | 113 | &nbsp;&nbsp; 112994 |
| Dow Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 |  | 25 | &nbsp;&nbsp; 19958 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 |  | 100 | &nbsp;&nbsp; 65222 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53 |  | 145 | &nbsp;&nbsp; 150518 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 |  | 100 | &nbsp;&nbsp; 91575 |
| DuPont de Nemours, Inc., 5.42%, 11/15/48 |  | 35 | &nbsp;&nbsp; 33081 |
| Eastman Chemical Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33 |  | 75 | &nbsp;&nbsp; 78575 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 |  | 25 | &nbsp;&nbsp; 21283 |
| Ecolab, Inc., 2.13%, 02/01/32 |  | 90 | &nbsp;&nbsp; 79569 |
| EIDP, Inc., 4.50%, 05/15/26 |  | 35 | &nbsp;&nbsp; 34989 |
| FMC Corp., 3.20%, 10/01/26 |  | 25 | &nbsp;&nbsp; 24769 |
| Itelyum Regeneration SpA, 5.75%, 04/15/30<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 120272 |
| LYB International Finance III LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | USD | 125 | &nbsp;&nbsp; 125872 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 |  | 90 | &nbsp;&nbsp; 55314 |
| Mosaic Co., 5.45%, 11/15/33 |  | 25 | &nbsp;&nbsp; 25707 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| NOVA Chemicals Corp., 9.00%, 02/15/30<sup>(b)</sup> | USD | 100 | &nbsp;&nbsp; $106643 |
| Nutrien Ltd., 5.80%, 03/27/53 |  | 25 | &nbsp;&nbsp; 25065 |
| OCP SA, 6.75%, 05/02/34<sup>(c)</sup> |  | 223 | &nbsp;&nbsp; 238898 |
| Perimeter Holdings LLC, 6.25%, 01/15/34<sup>(b)</sup> |  | 41 | &nbsp;&nbsp; 41002 |
| PPG Industries, Inc., 1.20%, 03/15/26 |  | 50 | &nbsp;&nbsp; 49837 |
| Rain Carbon, Inc., 12.25%, 09/01/29<sup>(b)</sup> |  | 90 | &nbsp;&nbsp; 95629 |
| RPM International, Inc., 2.95%, 01/15/32 |  | 90 | &nbsp;&nbsp; 82188 |
| Sherwin-Williams Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 |  | 150 | &nbsp;&nbsp; 149069 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35 |  | 810 | &nbsp;&nbsp; 822129 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 |  | 250 | &nbsp;&nbsp; 213901 |
| SK Invictus Intermediate II SARL, 5.00%, 10/30/29<sup>(b)</sup> |  | 136 | &nbsp;&nbsp; 133824 |
| Tronox, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 |  | 111 | &nbsp;&nbsp; 85318 |
| &nbsp;&nbsp;&nbsp; 9.13%, 09/30/30<sup>(d)</sup> |  | 96 | &nbsp;&nbsp; 94713 |
| Westlake Corp., 5.00%, 08/15/46 |  | 75 | &nbsp;&nbsp; 64859 |
|  |  |  | &nbsp;&nbsp; 3947619 |
| **Commercial Services & Supplies — 0.6%** | **Commercial Services & Supplies — 0.6%** | **Commercial Services & Supplies — 0.6%** | **Commercial Services & Supplies — 0.6%** |
| ADT Security Corp., 5.88%, 10/15/33<sup>(b)</sup> |  | 87 | &nbsp;&nbsp; 88196 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 SARL/Aggreko Holdings, Inc., <br> 5.38%, 05/21/30<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 122462 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC/Allied Universal Finance <br> Corp., 6.88%, 06/15/30<sup>(b)</sup><br>| USD | 105 | &nbsp;&nbsp; 109043 |
| APCOA Group GmbH, 6.00%, 04/15/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 120323 |
| Automatic Data Processing, Inc., 4.75%, 05/08/32 | USD | 405 | &nbsp;&nbsp; 414408 |
| &nbsp;&nbsp;&nbsp; Avis Budget Car Rental LLC/Avis Budget Finance, <br> Inc., 8.38%, 06/15/32<sup>(b)(d)</sup><br>|  | 100 | &nbsp;&nbsp; 102873 |
| &nbsp;&nbsp;&nbsp; BCP V Modular Services Finance II PLC, 6.50%, <br> 07/10/31<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 111869 |
| Belron U.K. Finance PLC, 5.75%, 10/15/29<sup>(b)</sup> | USD | 79 | &nbsp;&nbsp; 80504 |
| Block, Inc., 3.50%, 06/01/31<sup>(d)</sup> |  | 77 | &nbsp;&nbsp; 72008 |
| California Institute of Technology |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.32%, 08/01/45 |  | 100 | &nbsp;&nbsp; 87199 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 |  | 35 | &nbsp;&nbsp; 27618 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 |  | 50 | &nbsp;&nbsp; 31673 |
| &nbsp;&nbsp;&nbsp; Case Western Reserve University, Series 2022-C, <br> 5.41%, 06/01/2122<br>|  | 95 | &nbsp;&nbsp; 85957 |
| Cornell University, 4.84%, 06/15/34 |  | 75 | &nbsp;&nbsp; 75865 |
| Deluxe Corp., 8.13%, 09/15/29<sup>(b)</sup> |  | 36 | &nbsp;&nbsp; 37775 |
| Emory University, Series 2020, 2.14%, 09/01/30 |  | 35 | &nbsp;&nbsp; 31986 |
| Equifax, Inc., 3.10%, 05/15/30 |  | 150 | &nbsp;&nbsp; 142193 |
| FTAI Aviation Investors LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 12/01/30 |  | 54 | &nbsp;&nbsp; 57257 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/31 |  | 153 | &nbsp;&nbsp; 160982 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/32 |  | 103 | &nbsp;&nbsp; 108401 |
| Garda World Security Corp., 6.00%, 06/01/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98399 |
| GATX Corp., 4.00%, 06/30/30 |  | 130 | &nbsp;&nbsp; 127546 |
| Global Payments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/26 |  | 50 | &nbsp;&nbsp; 50052 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 |  | 125 | &nbsp;&nbsp; 127989 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 |  | 40 | &nbsp;&nbsp; 40596 |
| Graham Holdings Co., 5.63%, 12/01/33<sup>(b)</sup> |  | 60 | &nbsp;&nbsp; 60289 |
| Hertz Corp., 12.63%, 07/15/29<sup>(b)(d)</sup> |  | 36 | &nbsp;&nbsp; 36237 |
| ION Platform Finance SARL<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/30/30 | EUR | 104 | &nbsp;&nbsp; 113346 |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/30/32 |  | 100 | &nbsp;&nbsp; 106861 |
| Kapla Holding SAS, 5.00%, 04/30/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 120187 |
| Loxam SAS, 4.25%, 02/15/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 119231 |
| Massachusetts Institute of Technology |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38 | USD | 50 | &nbsp;&nbsp; 46197 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 |  | 100 | &nbsp;&nbsp; 98922 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| &nbsp;&nbsp;&nbsp; Motability Operations Group PLC, 4.13%, <br> 02/04/38<sup>(c)(g)</sup><br>| EUR | 130 | &nbsp;&nbsp; $154389 |
| Pachelbel Bidco SpA, 7.13%, 05/17/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 124720 |
| PayPal Holdings, Inc., 2.30%, 06/01/30 | USD | 75 | &nbsp;&nbsp; 69480 |
| President and Fellows of Harvard College |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.61%, 02/15/35 |  | 50 | &nbsp;&nbsp; 50393 |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 |  | 150 | &nbsp;&nbsp; 91100 |
| Quanta Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 |  | 1260 | &nbsp;&nbsp; 1181119 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 |  | 220 | &nbsp;&nbsp; 194769 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 |  | 90 | &nbsp;&nbsp; 92132 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 |  | 210 | &nbsp;&nbsp; 209885 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 |  | 50 | &nbsp;&nbsp; 37129 |
| RELX Capital, Inc., 5.25%, 03/27/35 |  | 75 | &nbsp;&nbsp; 76973 |
| S&P Global, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 |  | 200 | &nbsp;&nbsp; 197158 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 |  | 45 | &nbsp;&nbsp; 47053 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/04/35<sup>(b)</sup> |  | 210 | &nbsp;&nbsp; 208315 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 |  | 200 | &nbsp;&nbsp; 101450 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 |  | 10 | &nbsp;&nbsp; 7408 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments LLC/Shift4 Payments Finance Sub, <br> Inc., 5.50%, 05/15/33<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 120698 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL International <br> Container Corp., 5.15%, 02/15/33<br>| USD | 100 | &nbsp;&nbsp; 99585 |
| &nbsp;&nbsp;&nbsp; Trustees of the University of Pennsylvania, 3.61%, <br> 02/15/2119<br>|  | 350 | &nbsp;&nbsp; 220694 |
| United Rentals North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/32<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 93447 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/33<sup>(b)</sup> |  | 32 | &nbsp;&nbsp; 31981 |
| University of Southern California, 4.98%, 10/01/53<sup>(d)</sup> |  | 10 | &nbsp;&nbsp; 9278 |
| Verisk Analytics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 |  | 470 | &nbsp;&nbsp; 469957 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 |  | 50 | &nbsp;&nbsp; 52840 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 |  | 550 | &nbsp;&nbsp; 560787 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 |  | 40 | &nbsp;&nbsp; 38807 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 |  | 35 | &nbsp;&nbsp; 25218 |
| Worldline SA/France<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 06/30/27 | EUR | 100 | &nbsp;&nbsp; 108846 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/12/28 |  | 100 | &nbsp;&nbsp; 107297 |
|  |  |  | &nbsp;&nbsp; 7997352 |
| **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** |
| Motorola Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | USD | 90 | &nbsp;&nbsp; 90917 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 |  | 25 | &nbsp;&nbsp; 25302 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 |  | 350 | &nbsp;&nbsp; 317667 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 |  | 570 | &nbsp;&nbsp; 523541 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 |  | 390 | &nbsp;&nbsp; 410137 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 |  | 495 | &nbsp;&nbsp; 509687 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 |  | 100 | &nbsp;&nbsp; 103785 |
|  |  |  | &nbsp;&nbsp; 1981036 |
| **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** | **Construction & Engineering — 0.1%** |
| AECOM, 6.00%, 08/01/33<sup>(b)</sup> |  | 38 | &nbsp;&nbsp; 38927 |
| Cellnex Finance Co. SA, 3.88%, 01/19/36<sup>(c)</sup> | EUR | 200 | &nbsp;&nbsp; 234400 |
| Heathrow Finance PLC, 6.63%, 03/01/31<sup>(c)</sup> | GBP | 100 | &nbsp;&nbsp; 139536 |
| HTA Group Ltd., 7.50%, 06/04/29<sup>(b)</sup> | USD | 164 | &nbsp;&nbsp; 169211 |
| &nbsp;&nbsp;&nbsp; IRB Infrastructure Developers Ltd., 7.11%, <br> 03/11/32<sup>(c)</sup><br>|  | 400 | &nbsp;&nbsp; 416952 |
| TAV Havalimanlari Holding A/S, 8.50%, 12/07/28<sup>(c)</sup> |  | 220 | &nbsp;&nbsp; 227700 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** |
| Tutor Perini Corp., 11.88%, 04/30/29<sup>(b)</sup> | USD | 60 | &nbsp;&nbsp; $66241 |
| &nbsp;&nbsp;&nbsp; Weekley Homes LLC/Weekley Finance Corp., 4.88%, <br> 09/15/28<sup>(b)</sup><br>|  | 49 | &nbsp;&nbsp; 48272 |
|  |  |  | &nbsp;&nbsp; 1341239 |
| **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** | **Consumer Finance — 0.7%** |
| American Express Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/20/26 |  | 50 | &nbsp;&nbsp; 49894 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 |  | 100 | &nbsp;&nbsp; 99451 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.00%), 5.10%, 02/16/28<sup>(a)</sup> |  | 665 | &nbsp;&nbsp; 672712 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.22%), 4.92%, 07/20/33<sup>(a)</sup> |  | 125 | &nbsp;&nbsp; 126629 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.24%), 4.80%, 10/24/36<sup>(a)</sup> |  | 713 | &nbsp;&nbsp; 698943 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.26%), 4.73%, 04/25/29<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 406026 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.76%), 4.42%, 08/03/33<sup>(a)</sup> |  | 50 | &nbsp;&nbsp; 49470 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.84%), 5.04%, 05/01/34<sup>(a)</sup> |  | 180 | &nbsp;&nbsp; 183164 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.93%), 5.63%, 07/28/34<sup>(a)</sup> |  | 120 | &nbsp;&nbsp; 124949 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.32%), 5.44%, 01/30/36<sup>(a)</sup> |  | 175 | &nbsp;&nbsp; 180644 |
| Atlanticus Holdings Corp., 9.75%, 09/01/30<sup>(b)</sup> |  | 86 | &nbsp;&nbsp; 81976 |
| Bread Financial Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/31 |  | 56 | &nbsp;&nbsp; 57673 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 4.30%), 8.38%, 06/15/35<sup>(a)</sup> |  | 41 | &nbsp;&nbsp; 42082 |
| Capital One Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 |  | 296 | &nbsp;&nbsp; 295419 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.56%), 5.46%, 07/26/30<sup>(a)</sup> |  | 490 | &nbsp;&nbsp; 506704 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.04%), 6.18%, 01/30/36<sup>(a)</sup> |  | 240 | &nbsp;&nbsp; 248480 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.37%), 5.27%, 05/10/33<sup>(a)</sup> |  | 40 | &nbsp;&nbsp; 40805 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.44%), 7.15%, 10/29/27<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 25538 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.60%), 5.25%, 07/26/30<sup>(a)</sup> |  | 225 | &nbsp;&nbsp; 231428 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.64%), 6.31%, 06/08/29<sup>(a)</sup> |  | 34 | &nbsp;&nbsp; 35590 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 3.37%), 7.96%, 11/02/34<sup>(a)</sup> |  | 340 | &nbsp;&nbsp; 397394 |
| Enova International, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 12/15/28 |  | 77 | &nbsp;&nbsp; 81519 |
| &nbsp;&nbsp;&nbsp; 9.13%, 08/01/29<sup>(d)</sup> |  | 114 | &nbsp;&nbsp; 120621 |
| EZCORP, Inc., 7.38%, 04/01/32<sup>(b)</sup> |  | 30 | &nbsp;&nbsp; 31958 |
| goeasy Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/01/28 |  | 66 | &nbsp;&nbsp; 67854 |
| &nbsp;&nbsp;&nbsp; 7.63%, 07/01/29 |  | 3 | &nbsp;&nbsp; 2971 |
| Mastercard, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/21/26 |  | 25 | &nbsp;&nbsp; 24863 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 |  | 25 | &nbsp;&nbsp; 24891 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 |  | 570 | &nbsp;&nbsp; 556514 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 |  | 140 | &nbsp;&nbsp; 144996 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 |  | 190 | &nbsp;&nbsp; 188836 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 |  | 100 | &nbsp;&nbsp; 77837 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 |  | 410 | &nbsp;&nbsp; 268817 |
| OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/29 |  | 67 | &nbsp;&nbsp; 69062 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/30 |  | 111 | &nbsp;&nbsp; 117090 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/15/31 |  | 146 | &nbsp;&nbsp; 153058 |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/31 |  | 39 | &nbsp;&nbsp; 40413 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/33 |  | 55 | &nbsp;&nbsp; 55610 |
| SLM Corp., 6.50%, 01/31/30 |  | 17 | &nbsp;&nbsp; 17542 |
| Synchrony Financial |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 |  | 71 | &nbsp;&nbsp; 70656 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 |  | 198 | &nbsp;&nbsp; 200996 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 |  | 45 | &nbsp;&nbsp; 40188 |
| &nbsp;&nbsp;&nbsp; 7.25%, 02/02/33<sup>(d)</sup> |  | 379 | &nbsp;&nbsp; 402528 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.68%), 5.45%, 03/06/31<sup>(a)(d)</sup> |  | 498 | &nbsp;&nbsp; 507641 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 2.13%), 5.94%, 08/02/30<sup>(a)</sup> |  | 964 | &nbsp;&nbsp; 998447 |
| Visa, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 |  | 40 | &nbsp;&nbsp; 34860 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** | **Consumer Finance (continued)** |
| Visa, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | USD | 295 | &nbsp;&nbsp; $256071 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 |  | 35 | &nbsp;&nbsp; 27178 |
|  |  |  | &nbsp;&nbsp; 9137988 |
| **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** | **Consumer Staples Distribution & Retail — 0.1%** |
| Dollar General Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 |  | 25 | &nbsp;&nbsp; 25048 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 |  | 100 | &nbsp;&nbsp; 102501 |
| Target Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 |  | 50 | &nbsp;&nbsp; 49215 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 |  | 75 | &nbsp;&nbsp; 70280 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 |  | 75 | &nbsp;&nbsp; 73958 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53 |  | 35 | &nbsp;&nbsp; 31177 |
| Walmart, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 |  | 1010 | &nbsp;&nbsp; 1034096 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 |  | 90 | &nbsp;&nbsp; 94973 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 |  | 32 | &nbsp;&nbsp; 23146 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 |  | 100 | &nbsp;&nbsp; 87868 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 |  | 55 | &nbsp;&nbsp; 48538 |
|  |  |  | &nbsp;&nbsp; 1640800 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |
| Ardagh Packaging Finance PLC, 9.50%, 12/01/30 |  | 25 | &nbsp;&nbsp; 27014 |
| &nbsp;&nbsp;&nbsp; Clydesdale Acquisition Holdings, Inc., 8.75%, <br> 04/15/30<sup>(b)(d)</sup><br>|  | 131 | &nbsp;&nbsp; 131094 |
| Mauser Packaging Solutions Holding Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.88%, 04/15/30 |  | 46 | &nbsp;&nbsp; 46863 |
| &nbsp;&nbsp;&nbsp; 9.25%, 04/15/30 |  | 44 | &nbsp;&nbsp; 43283 |
| Packaging Corp. of America |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 |  | 175 | &nbsp;&nbsp; 167565 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/33 |  | 180 | &nbsp;&nbsp; 189684 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 |  | 370 | &nbsp;&nbsp; 294697 |
| WRKCo, Inc., 3.00%, 06/15/33 |  | 80 | &nbsp;&nbsp; 71302 |
|  |  |  | &nbsp;&nbsp; 971502 |
| **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** | **Distributors — 0.0%** |
| WW Grainger, Inc., 4.45%, 09/15/34 |  | 445 | &nbsp;&nbsp; 439641 |
| **Diversified REITs — 0.9%** | **Diversified REITs — 0.9%** | **Diversified REITs — 0.9%** | **Diversified REITs — 0.9%** |
| American Tower Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 |  | 232 | &nbsp;&nbsp; 220671 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 |  | 120 | &nbsp;&nbsp; 125306 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 |  | 80 | &nbsp;&nbsp; 78886 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 |  | 150 | &nbsp;&nbsp; 142448 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 |  | 35 | &nbsp;&nbsp; 35850 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 |  | 75 | &nbsp;&nbsp; 68967 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/16/31 | EUR | 100 | &nbsp;&nbsp; 126546 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | USD | 5 | &nbsp;&nbsp; 4871 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 |  | 430 | &nbsp;&nbsp; 441898 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 |  | 100 | &nbsp;&nbsp; 63624 |
| Brixmor Operating Partnership LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 |  | 50 | &nbsp;&nbsp; 49827 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 |  | 20 | &nbsp;&nbsp; 19687 |
| Crown Castle, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 07/15/26 |  | 65 | &nbsp;&nbsp; 64160 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 |  | 25 | &nbsp;&nbsp; 25010 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29<sup>(d)</sup> |  | 67 | &nbsp;&nbsp; 68144 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 |  | 100 | &nbsp;&nbsp; 95553 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 |  | 175 | &nbsp;&nbsp; 166133 |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 |  | 225 | &nbsp;&nbsp; 198752 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 |  | 50 | &nbsp;&nbsp; 36470 |
| Digital Realty Trust LP, 5.55%, 01/15/28 |  | 75 | &nbsp;&nbsp; 77127 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** | **Diversified REITs (continued)** |
| &nbsp;&nbsp;&nbsp; Equinix Europe 2 Financing Corp. LLC, 5.50%, <br> 06/15/34<br>| USD | 247 | &nbsp;&nbsp; $255116 |
| Equinix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 |  | 50 | &nbsp;&nbsp; 47580 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 |  | 132 | &nbsp;&nbsp; 119624 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 |  | 564 | &nbsp;&nbsp; 542725 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 |  | 391 | &nbsp;&nbsp; 266297 |
| GLP Capital LP/GLP Financing II, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 |  | 401 | &nbsp;&nbsp; 410892 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 |  | 145 | &nbsp;&nbsp; 147769 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 |  | 435 | &nbsp;&nbsp; 416027 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 |  | 77 | &nbsp;&nbsp; 69706 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 |  | 295 | &nbsp;&nbsp; 295549 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 |  | 260 | &nbsp;&nbsp; 263196 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 |  | 180 | &nbsp;&nbsp; 178557 |
| Host Hotels & Resorts LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 |  | 225 | &nbsp;&nbsp; 234896 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 |  | 250 | &nbsp;&nbsp; 253385 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 |  | 105 | &nbsp;&nbsp; 100027 |
| Kimco Realty OP LLC, 2.80%, 10/01/26 |  | 50 | &nbsp;&nbsp; 49687 |
| &nbsp;&nbsp;&nbsp; Link Finance Cayman 2009 Ltd., 4.88%, <br> 02/02/36<sup>(c)(g)</sup><br>|  | 200 | &nbsp;&nbsp; 198804 |
| Millrose Properties, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/30 |  | 30 | &nbsp;&nbsp; 30621 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/32 |  | 93 | &nbsp;&nbsp; 94049 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic <br> Property LLC/PK Finance Co-Issuer, 4.88%, <br> 05/15/29<sup>(b)</sup><br>|  | 50 | &nbsp;&nbsp; 48913 |
| Prologis LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 |  | 304 | &nbsp;&nbsp; 306943 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 |  | 40 | &nbsp;&nbsp; 40230 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 |  | 30 | &nbsp;&nbsp; 28539 |
| Regency Centers LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 |  | 70 | &nbsp;&nbsp; 69781 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 |  | 100 | &nbsp;&nbsp; 97862 |
| Rithm Capital Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/01/29 |  | 159 | &nbsp;&nbsp; 162440 |
| &nbsp;&nbsp;&nbsp; 8.00%, 07/15/30 |  | 52 | &nbsp;&nbsp; 53172 |
| SBA Communications Corp., 3.88%, 02/15/27 |  | 100 | &nbsp;&nbsp; 99259 |
| Service Properties Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 09/30/27<sup>(b)(j)</sup> |  | 62 | &nbsp;&nbsp; 56127 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/27 |  | 50 | &nbsp;&nbsp; 49607 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/15/29 |  | 144 | &nbsp;&nbsp; 145726 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/30 |  | 100 | &nbsp;&nbsp; 86565 |
| &nbsp;&nbsp;&nbsp; 8.88%, 06/15/32<sup>(d)</sup> |  | 117 | &nbsp;&nbsp; 116131 |
| Sun Communities Operating LP, 2.70%, 07/15/31 |  | 320 | &nbsp;&nbsp; 290656 |
| Trust Fibra Uno, 7.70%, 01/23/32<sup>(c)</sup> |  | 202 | &nbsp;&nbsp; 220665 |
| VICI Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 |  | 5 | &nbsp;&nbsp; 5051 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 |  | 403 | &nbsp;&nbsp; 407896 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 |  | 489 | &nbsp;&nbsp; 494579 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 |  | 985 | &nbsp;&nbsp; 991055 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54<sup>(d)</sup> |  | 270 | &nbsp;&nbsp; 270357 |
| VICI Properties LP/VICI Note Co., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/28 |  | 158 | &nbsp;&nbsp; 158448 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/29 |  | 514 | &nbsp;&nbsp; 505435 |
| Weyerhaeuser Co., 4.00%, 04/15/30 |  | 260 | &nbsp;&nbsp; 256165 |
| XHR LP, 4.88%, 06/01/29<sup>(b)(d)</sup> |  | 50 | &nbsp;&nbsp; 49290 |
|  |  |  | &nbsp;&nbsp; 11095329 |
| **Diversified Telecommunication Services — 1.0%** | **Diversified Telecommunication Services — 1.0%** | **Diversified Telecommunication Services — 1.0%** | **Diversified Telecommunication Services — 1.0%** |
| APLD ComputeCo LLC, 9.25%, 12/15/30<sup>(b)</sup> |  | 229 | &nbsp;&nbsp; 237872 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| AT&T, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/25/26 | USD | 730 | &nbsp;&nbsp; $727788 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 |  | 230 | &nbsp;&nbsp; 219891 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32<sup>(d)</sup> |  | 1590 | &nbsp;&nbsp; 1578687 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 |  | 125 | &nbsp;&nbsp; 91279 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 |  | 35 | &nbsp;&nbsp; 28834 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 |  | 258 | &nbsp;&nbsp; 243200 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 |  | 489 | &nbsp;&nbsp; 326627 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 |  | 125 | &nbsp;&nbsp; 119355 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/30/56 |  | 570 | &nbsp;&nbsp; 564705 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 |  | 332 | &nbsp;&nbsp; 332278 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 |  | 399 | &nbsp;&nbsp; 274666 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 |  | 390 | &nbsp;&nbsp; 257338 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 |  | 119 | &nbsp;&nbsp; 81502 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 |  | 50 | &nbsp;&nbsp; 31698 |
| British Telecommunications PLC, 9.63%, 12/15/30 |  | 170 | &nbsp;&nbsp; 206789 |
| Cipher Compute LLC, 7.13%, 11/15/30<sup>(b)(d)</sup> |  | 39 | &nbsp;&nbsp; 40186 |
| Cisco Systems, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 |  | 239 | &nbsp;&nbsp; 242801 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 |  | 225 | &nbsp;&nbsp; 230754 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 |  | 170 | &nbsp;&nbsp; 175336 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 |  | 185 | &nbsp;&nbsp; 176786 |
| &nbsp;&nbsp;&nbsp; Connect Finco SARL/Connect U.S. Finco LLC, <br> 9.00%, 09/15/29<sup>(b)</sup><br>|  | 205 | &nbsp;&nbsp; 217580 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 9.25%, <br> 06/01/32<br>|  | 20 | &nbsp;&nbsp; 24927 |
| EchoStar Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; (6.75% Cash or 6.75% PIK), 6.75%, 11/30/30<sup>(f)</sup> |  | 208 | &nbsp;&nbsp; 211689 |
| &nbsp;&nbsp;&nbsp; 10.75%, 11/30/29 |  | 188 | &nbsp;&nbsp; 206089 |
| Flash Compute LLC, 7.25%, 12/31/30<sup>(b)</sup> |  | 49 | &nbsp;&nbsp; 49166 |
| Frontier Communications Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/28<sup>(b)(d)</sup> |  | 276 | &nbsp;&nbsp; 276009 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 170 | &nbsp;&nbsp; 171426 |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/31<sup>(b)</sup> |  | 114 | &nbsp;&nbsp; 119187 |
| GCI LLC, 4.75%, 10/15/28<sup>(b)</sup> |  | 66 | &nbsp;&nbsp; 64637 |
| Level 3 Financing, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/28 |  | 90 | &nbsp;&nbsp; 86625 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/30/33 |  | 264 | &nbsp;&nbsp; 272050 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/31/34 |  | 19 | &nbsp;&nbsp; 19680 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/36 |  | 39 | &nbsp;&nbsp; 39926 |
| Lumen Technologies, Inc., 10.00%, 10/15/32<sup>(b)</sup> |  | 31 | &nbsp;&nbsp; 31000 |
| SoftBank Group Corp., 5.25%, 10/10/29<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 120751 |
| Sprint Capital Corp., 8.75%, 03/15/32 | USD | 520 | &nbsp;&nbsp; 629732 |
| Telecom Italia Capital SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/30/34 |  | 40 | &nbsp;&nbsp; 40981 |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 |  | 52 | &nbsp;&nbsp; 56374 |
| &nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 |  | 52 | &nbsp;&nbsp; 58096 |
| &nbsp;&nbsp;&nbsp; Telefonica Emisiones SA, (5-year EURIBOR ICE <br> Swap + 1.84%), 4.38%<sup>(a)(c)(i)</sup><br>| EUR | 100 | &nbsp;&nbsp; 118710 |
| TELUS Corp., 2.80%, 02/16/27 | USD | 75 | &nbsp;&nbsp; 74076 |
| &nbsp;&nbsp;&nbsp; Uniti Group LP/Uniti Group Finance 2019, Inc./CSL <br> Capital LLC, 4.75%, 04/15/28<sup>(b)(d)</sup><br>|  | 100 | &nbsp;&nbsp; 99783 |
| Verizon Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 |  | 25 | &nbsp;&nbsp; 25213 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 |  | 115 | &nbsp;&nbsp; 114328 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 |  | 100 | &nbsp;&nbsp; 102207 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 |  | 219 | &nbsp;&nbsp; 215088 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 |  | 55 | &nbsp;&nbsp; 52942 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 |  | 475 | &nbsp;&nbsp; 481188 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35 |  | 137 | &nbsp;&nbsp; 145771 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37 |  | 38 | &nbsp;&nbsp; 38338 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 |  | 263 | &nbsp;&nbsp; 187404 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
| Verizon Communications, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | USD | 205 | &nbsp;&nbsp; $186055 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 |  | 35 | &nbsp;&nbsp; 30971 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 |  | 135 | &nbsp;&nbsp; 102553 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 |  | 755 | &nbsp;&nbsp; 534748 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54 |  | 90 | &nbsp;&nbsp; 86144 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 |  | 481 | &nbsp;&nbsp; 474801 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 |  | 350 | &nbsp;&nbsp; 346227 |
| Viasat, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 |  | 55 | &nbsp;&nbsp; 54290 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/30/31 |  | 191 | &nbsp;&nbsp; 185481 |
| WULF Compute LLC, 7.75%, 10/15/30<sup>(b)</sup> |  | 128 | &nbsp;&nbsp; 133507 |
|  |  |  | &nbsp;&nbsp; 12674122 |
| **Electric Utilities — 2.9%** | **Electric Utilities — 2.9%** | **Electric Utilities — 2.9%** | **Electric Utilities — 2.9%** |
| AEP Texas, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 |  | 25 | &nbsp;&nbsp; 25926 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 |  | 95 | &nbsp;&nbsp; 95275 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 |  | 75 | &nbsp;&nbsp; 77324 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 |  | 75 | &nbsp;&nbsp; 78220 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 |  | 182 | &nbsp;&nbsp; 123421 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 |  | 110 | &nbsp;&nbsp; 100272 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 |  | 36 | &nbsp;&nbsp; 27653 |
| AEP Transmission Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 |  | 40 | &nbsp;&nbsp; 40725 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/35 |  | 83 | &nbsp;&nbsp; 85352 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 |  | 48 | &nbsp;&nbsp; 36667 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 |  | 139 | &nbsp;&nbsp; 93603 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 |  | 250 | &nbsp;&nbsp; 241752 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 |  | 34 | &nbsp;&nbsp; 20901 |
| AES Corp., 5.45%, 06/01/28 |  | 25 | &nbsp;&nbsp; 25667 |
| Alabama Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 |  | 50 | &nbsp;&nbsp; 49989 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 |  | 70 | &nbsp;&nbsp; 74915 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39<sup>(d)</sup> |  | 32 | &nbsp;&nbsp; 34305 |
| Alpha Generation LLC, 6.25%, 01/15/34<sup>(b)</sup> |  | 16 | &nbsp;&nbsp; 16104 |
| Ameren Corp., 5.70%, 12/01/26 |  | 110 | &nbsp;&nbsp; 111438 |
| Ameren Illinois Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 |  | 200 | &nbsp;&nbsp; 203895 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 |  | 20 | &nbsp;&nbsp; 20609 |
| American Electric Power Co., Inc., 5.63%, 03/01/33 |  | 50 | &nbsp;&nbsp; 52344 |
| Appalachian Power Co., Series BB, 4.50%, 08/01/32 |  | 30 | &nbsp;&nbsp; 29725 |
| Arizona Public Service Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/31 |  | 45 | &nbsp;&nbsp; 39576 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 |  | 220 | &nbsp;&nbsp; 229327 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 |  | 90 | &nbsp;&nbsp; 94396 |
| &nbsp;&nbsp;&nbsp; AusNet Services Holdings Pty. Ltd., (3-Month BBSW <br> + 1.77%), 5.62%, 02/04/56<sup>(a)(c)</sup><br>| AUD | 130 | &nbsp;&nbsp; 90871 |
| Baltimore Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | USD | 25 | &nbsp;&nbsp; 22623 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 |  | 44 | &nbsp;&nbsp; 33785 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 |  | 130 | &nbsp;&nbsp; 125020 |
| Berkshire Hathaway Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 |  | 65 | &nbsp;&nbsp; 56732 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 |  | 100 | &nbsp;&nbsp; 108374 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 |  | 145 | &nbsp;&nbsp; 138716 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 |  | 175 | &nbsp;&nbsp; 145532 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 |  | 210 | &nbsp;&nbsp; 176583 |
| Black Hills Corp., 6.00%, 01/15/35 |  | 70 | &nbsp;&nbsp; 74227 |
| CenterPoint Energy Houston Electric LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 |  | 10 | &nbsp;&nbsp; 10315 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 |  | 50 | &nbsp;&nbsp; 50812 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 |  | 40 | &nbsp;&nbsp; 40928 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| CenterPoint Energy Houston Electric LLC (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | USD | 110 | &nbsp;&nbsp; $96325 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 |  | 40 | &nbsp;&nbsp; 35612 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 |  | 85 | &nbsp;&nbsp; 85056 |
| CenterPoint Energy, Inc., 1.45%, 06/01/26 |  | 50 | &nbsp;&nbsp; 49567 |
| Commonwealth Edison Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 |  | 155 | &nbsp;&nbsp; 165998 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 |  | 100 | &nbsp;&nbsp; 76380 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 |  | 125 | &nbsp;&nbsp; 123830 |
| Connecticut Light and Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 |  | 120 | &nbsp;&nbsp; 123130 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 |  | 25 | &nbsp;&nbsp; 24845 |
| Consolidated Edison Co. of New York, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/35 |  | 500 | &nbsp;&nbsp; 509419 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 |  | 150 | &nbsp;&nbsp; 157309 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 |  | 50 | &nbsp;&nbsp; 49770 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 |  | 116 | &nbsp;&nbsp; 94537 |
| &nbsp;&nbsp;&nbsp; Series 2006-A, 5.85%, 03/15/36 |  | 90 | &nbsp;&nbsp; 95373 |
| Constellation Energy Generation LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 |  | 15 | &nbsp;&nbsp; 15921 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 |  | 25 | &nbsp;&nbsp; 27059 |
| Consumers Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 |  | 25 | &nbsp;&nbsp; 25644 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 |  | 40 | &nbsp;&nbsp; 40697 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 |  | 40 | &nbsp;&nbsp; 40864 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 |  | 25 | &nbsp;&nbsp; 25247 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 |  | 100 | &nbsp;&nbsp; 100163 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 |  | 115 | &nbsp;&nbsp; 96665 |
| &nbsp;&nbsp;&nbsp; Continuum Green Energy India Pvt./Co-Issuers, <br> 7.50%, 06/26/33<sup>(c)</sup><br>|  | 376 | &nbsp;&nbsp; 392669 |
| &nbsp;&nbsp;&nbsp; ContourGlobal Power Holdings SA, 5.00%, <br> 02/28/30<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 121680 |
| Diamond II Ltd., 7.95%, 07/28/26<sup>(c)</sup> | USD | 450 | &nbsp;&nbsp; 450000 |
| &nbsp;&nbsp;&nbsp; Dominion Energy South Carolina, Inc., Series 2025, <br> 5.30%, 01/15/35<br>|  | 22 | &nbsp;&nbsp; 22717 |
| Dominion Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 4.35%, 08/15/32 |  | 40 | &nbsp;&nbsp; 39201 |
| &nbsp;&nbsp;&nbsp; Series B, 5.95%, 06/15/35 |  | 240 | &nbsp;&nbsp; 254505 |
| &nbsp;&nbsp;&nbsp; Series F, 5.25%, 08/01/33 |  | 50 | &nbsp;&nbsp; 51118 |
| DTE Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 |  | 70 | &nbsp;&nbsp; 72675 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 |  | 75 | &nbsp;&nbsp; 77323 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 |  | 460 | &nbsp;&nbsp; 471422 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 |  | 20 | &nbsp;&nbsp; 14731 |
| DTE Energy Co., 4.88%, 06/01/28 |  | 150 | &nbsp;&nbsp; 152568 |
| Duke Energy Carolinas LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 |  | 20 | &nbsp;&nbsp; 20530 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 |  | 534 | &nbsp;&nbsp; 406613 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 |  | 45 | &nbsp;&nbsp; 32343 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 |  | 29 | &nbsp;&nbsp; 27823 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54<sup>(d)</sup> |  | 140 | &nbsp;&nbsp; 135506 |
| Duke Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 |  | 125 | &nbsp;&nbsp; 127669 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 |  | 305 | &nbsp;&nbsp; 283174 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 |  | 86 | &nbsp;&nbsp; 66134 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 |  | 137 | &nbsp;&nbsp; 94819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 |  | 80 | &nbsp;&nbsp; 70388 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 |  | 180 | &nbsp;&nbsp; 185427 |
| Duke Energy Florida LLC, 3.00%, 12/15/51 |  | 180 | &nbsp;&nbsp; 116067 |
| Duke Energy Indiana LLC, 5.40%, 04/01/53 |  | 10 | &nbsp;&nbsp; 9535 |
| &nbsp;&nbsp;&nbsp; Duke Energy Kentucky, Inc., (Acquired 08/11/25, <br> Cost: $235,000), 6.01%, 09/15/35<sup>(h)(k)</sup><br>|  | 235 | &nbsp;&nbsp; 239112 |
| Duke Energy Ohio, Inc., 5.55%, 03/15/54 |  | 63 | &nbsp;&nbsp; 61471 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Duke Energy Progress LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | USD | 300 | &nbsp;&nbsp; $283849 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 |  | 125 | &nbsp;&nbsp; 129488 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 |  | 201 | &nbsp;&nbsp; 203641 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 |  | 50 | &nbsp;&nbsp; 31520 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 |  | 367 | &nbsp;&nbsp; 351431 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 |  | 640 | &nbsp;&nbsp; 630711 |
| E.ON International Finance BV, 3.50%, 09/03/35<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 117563 |
| Edison International, 4.13%, 03/15/28 | USD | 20 | &nbsp;&nbsp; 19870 |
| &nbsp;&nbsp;&nbsp; EDP Servicios Financieros Espana SA, 3.25%, <br> 02/04/32<sup>(c)(g)</sup><br>| EUR | 141 | &nbsp;&nbsp; 167170 |
| Entergy Arkansas LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | USD | 25 | &nbsp;&nbsp; 26097 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 |  | 30 | &nbsp;&nbsp; 29958 |
| Entergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 |  | 60 | &nbsp;&nbsp; 56265 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.67%), 7.13%, 12/01/54<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 26173 |
| Entergy Louisiana LLC, 4.20%, 09/01/48 |  | 150 | &nbsp;&nbsp; 121141 |
| Entergy Mississippi LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 |  | 130 | &nbsp;&nbsp; 132031 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 |  | 25 | &nbsp;&nbsp; 25307 |
| Entergy Texas, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 |  | 50 | &nbsp;&nbsp; 44122 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 |  | 90 | &nbsp;&nbsp; 89739 |
| Evergy Kansas Central, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 |  | 20 | &nbsp;&nbsp; 21371 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 |  | 40 | &nbsp;&nbsp; 39842 |
| Evergy Metro, Inc., 5.40%, 04/01/34 |  | 30 | &nbsp;&nbsp; 31232 |
| Eversource Energy |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/26 |  | 150 | &nbsp;&nbsp; 150328 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 |  | 10 | &nbsp;&nbsp; 10265 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 |  | 40 | &nbsp;&nbsp; 40380 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 |  | 225 | &nbsp;&nbsp; 231462 |
| Exelon Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 |  | 100 | &nbsp;&nbsp; 93750 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 |  | 145 | &nbsp;&nbsp; 151271 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 |  | 40 | &nbsp;&nbsp; 38720 |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco Actinver SA Institucion de <br> Banca Multiple, 7.25%, 01/31/41<sup>(b)</sup><br>|  | 198 | &nbsp;&nbsp; 206047 |
| FirstEnergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 |  | 187 | &nbsp;&nbsp; 174853 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 |  | 25 | &nbsp;&nbsp; 24943 |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 |  | 156 | &nbsp;&nbsp; 138016 |
| FirstEnergy Transmission LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 |  | 800 | &nbsp;&nbsp; 798055 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 |  | 495 | &nbsp;&nbsp; 494903 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/44<sup>(b)</sup> |  | 96 | &nbsp;&nbsp; 92621 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/49<sup>(b)</sup> |  | 289 | &nbsp;&nbsp; 246572 |
| Florida Power & Light Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 |  | 30 | &nbsp;&nbsp; 30748 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 |  | 100 | &nbsp;&nbsp; 103214 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 |  | 75 | &nbsp;&nbsp; 81109 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 |  | 55 | &nbsp;&nbsp; 59232 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 |  | 50 | &nbsp;&nbsp; 41532 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 |  | 100 | &nbsp;&nbsp; 68542 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 |  | 134 | &nbsp;&nbsp; 85588 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 |  | 170 | &nbsp;&nbsp; 163224 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/66 |  | 25 | &nbsp;&nbsp; 24565 |
| Georgia Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33 |  | 130 | &nbsp;&nbsp; 132712 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 |  | 80 | &nbsp;&nbsp; 74458 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 |  | 90 | &nbsp;&nbsp; 87790 |
| &nbsp;&nbsp;&nbsp; Series 2010-C, 4.75%, 09/01/40 |  | 40 | &nbsp;&nbsp; 37986 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Georgia Power Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | USD | 37 | &nbsp;&nbsp; $27648 |
| Idaho Power Co., 5.80%, 04/01/54 |  | 25 | &nbsp;&nbsp; 25408 |
| India Clean Energy Holdings, 4.50%, 04/18/27<sup>(c)</sup> |  | 400 | &nbsp;&nbsp; 393680 |
| Indiana Michigan Power Co., 5.63%, 04/01/53 |  | 20 | &nbsp;&nbsp; 19918 |
| Interstate Power and Light Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 |  | 50 | &nbsp;&nbsp; 50072 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 |  | 80 | &nbsp;&nbsp; 83223 |
| JSW Hydro Energy Ltd., 4.13%, 05/18/31<sup>(c)</sup> |  | 209 | &nbsp;&nbsp; 195990 |
| Kentucky Utilities Co., 3.30%, 06/01/50 |  | 25 | &nbsp;&nbsp; 17312 |
| MidAmerican Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 |  | 30 | &nbsp;&nbsp; 30748 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 |  | 45 | &nbsp;&nbsp; 42740 |
| Minejesa Capital BV, 5.63%, 08/10/37<sup>(c)</sup> |  | 300 | &nbsp;&nbsp; 296658 |
| Mong Duong Finance Holdings BV, 5.13%, 05/07/29 |  | 290 | &nbsp;&nbsp; 287952 |
| MVM Energetika Zrt, 6.50%, 03/13/31<sup>(c)</sup> |  | 206 | &nbsp;&nbsp; 217523 |
| National Grid PLC, 5.42%, 01/11/34 |  | 40 | &nbsp;&nbsp; 41268 |
| National Rural Utilities Cooperative Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/13/26 |  | 40 | &nbsp;&nbsp; 40490 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 |  | 60 | &nbsp;&nbsp; 61518 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 |  | 75 | &nbsp;&nbsp; 77433 |
| Nevada Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 |  | 15 | &nbsp;&nbsp; 15356 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 |  | 35 | &nbsp;&nbsp; 34607 |
| NextEra Energy Capital Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 |  | 160 | &nbsp;&nbsp; 161831 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 |  | 95 | &nbsp;&nbsp; 87367 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 |  | 140 | &nbsp;&nbsp; 143092 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 |  | 90 | &nbsp;&nbsp; 92727 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 |  | 55 | &nbsp;&nbsp; 53056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year EURIBOR ICE Swap + 1.59%), 4.00%, <br> 05/15/56<sup>(a)</sup><br>| EUR | 400 | &nbsp;&nbsp; 473275 |
| Northern States Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | USD | 100 | &nbsp;&nbsp; 68259 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 |  | 110 | &nbsp;&nbsp; 101795 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 |  | 50 | &nbsp;&nbsp; 48396 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 |  | 35 | &nbsp;&nbsp; 35024 |
| NRG Energy, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/29 |  | 98 | &nbsp;&nbsp; 97556 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/33 |  | 752 | &nbsp;&nbsp; 827577 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/34 |  | 20 | &nbsp;&nbsp; 20532 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 |  | 34 | &nbsp;&nbsp; 34355 |
| NSTAR Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 |  | 50 | &nbsp;&nbsp; 49634 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 |  | 40 | &nbsp;&nbsp; 36000 |
| Oglethorpe Power Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 |  | 10 | &nbsp;&nbsp; 8935 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 |  | 65 | &nbsp;&nbsp; 66813 |
| Ohio Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 |  | 220 | &nbsp;&nbsp; 229087 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 |  | 64 | &nbsp;&nbsp; 49224 |
| &nbsp;&nbsp;&nbsp; Series P, 2.60%, 04/01/30 |  | 229 | &nbsp;&nbsp; 214326 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 |  | 32 | &nbsp;&nbsp; 28058 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 |  | 30 | &nbsp;&nbsp; 18602 |
| Oklahoma Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/33 |  | 75 | &nbsp;&nbsp; 78200 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 |  | 40 | &nbsp;&nbsp; 39354 |
| Oncor Electric Delivery Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 |  | 70 | &nbsp;&nbsp; 66161 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 |  | 65 | &nbsp;&nbsp; 68807 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 |  | 145 | &nbsp;&nbsp; 140846 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Pacific Gas and Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/26 | USD | 65 | &nbsp;&nbsp; $64935 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 |  | 150 | &nbsp;&nbsp; 148585 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 |  | 40 | &nbsp;&nbsp; 41951 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 |  | 100 | &nbsp;&nbsp; 99725 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 |  | 100 | &nbsp;&nbsp; 93112 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 106039 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 |  | 22 | &nbsp;&nbsp; 23706 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 |  | 200 | &nbsp;&nbsp; 221681 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 |  | 45 | &nbsp;&nbsp; 47095 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 |  | 50 | &nbsp;&nbsp; 43503 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 |  | 103 | &nbsp;&nbsp; 78198 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 |  | 509 | &nbsp;&nbsp; 432775 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 |  | 100 | &nbsp;&nbsp; 79525 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 |  | 346 | &nbsp;&nbsp; 269808 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 |  | 67 | &nbsp;&nbsp; 50389 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 |  | 518 | &nbsp;&nbsp; 439264 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 |  | 177 | &nbsp;&nbsp; 119740 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 |  | 241 | &nbsp;&nbsp; 210709 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 |  | 628 | &nbsp;&nbsp; 669239 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 |  | 323 | &nbsp;&nbsp; 342067 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 |  | 131 | &nbsp;&nbsp; 125957 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 |  | 70 | &nbsp;&nbsp; 69493 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 |  | 701 | &nbsp;&nbsp; 690341 |
| PacifiCorp |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 |  | 20 | &nbsp;&nbsp; 17636 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 |  | 30 | &nbsp;&nbsp; 27029 |
| PacifiCorp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 |  | 415 | &nbsp;&nbsp; 424668 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 |  | 50 | &nbsp;&nbsp; 51449 |
| PECO Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 |  | 25 | &nbsp;&nbsp; 25492 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 |  | 40 | &nbsp;&nbsp; 25154 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 |  | 120 | &nbsp;&nbsp; 98857 |
| PG&E Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/28 |  | 80 | &nbsp;&nbsp; 79830 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/30<sup>(d)</sup> |  | 1016 | &nbsp;&nbsp; 1009844 |
| Pinnacle West Capital Corp., 5.15%, 05/15/30 |  | 238 | &nbsp;&nbsp; 245138 |
| Potomac Electric Power Co., 5.20%, 03/15/34 |  | 130 | &nbsp;&nbsp; 133150 |
| PPL Electric Utilities Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 |  | 95 | &nbsp;&nbsp; 95760 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 |  | 40 | &nbsp;&nbsp; 38171 |
| Public Service Co. of Colorado |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 |  | 145 | &nbsp;&nbsp; 127726 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 |  | 20 | &nbsp;&nbsp; 18596 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 |  | 55 | &nbsp;&nbsp; 55023 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 |  | 90 | &nbsp;&nbsp; 90985 |
| &nbsp;&nbsp;&nbsp; Series 39, 4.50%, 06/01/52 |  | 50 | &nbsp;&nbsp; 41533 |
| Public Service Co. of Oklahoma, 5.25%, 01/15/33 |  | 50 | &nbsp;&nbsp; 51163 |
| Public Service Electric and Gas Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 |  | 80 | &nbsp;&nbsp; 80315 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 |  | 75 | &nbsp;&nbsp; 77623 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 |  | 55 | &nbsp;&nbsp; 56616 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 |  | 50 | &nbsp;&nbsp; 50285 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 |  | 50 | &nbsp;&nbsp; 42082 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 |  | 90 | &nbsp;&nbsp; 87965 |
| Public Service Enterprise Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 |  | 100 | &nbsp;&nbsp; 89697 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 |  | 50 | &nbsp;&nbsp; 51553 |
| Puget Sound Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 |  | 130 | &nbsp;&nbsp; 105753 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 |  | 10 | &nbsp;&nbsp; 9620 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Puget Sound Energy, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | USD | 30 | &nbsp;&nbsp; $29689 |
| &nbsp;&nbsp;&nbsp; RTE Reseau de Transport d'Electricite SADIR, <br> 3.88%, 11/24/37<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 118828 |
| San Diego Gas & Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | USD | 120 | &nbsp;&nbsp; 113129 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 |  | 90 | &nbsp;&nbsp; 80338 |
| &nbsp;&nbsp;&nbsp; San Miguel Global Power Holdings Corp., (5-year <br> CMT + 7.12%), 8.38%<sup>(a)(c)(i)</sup><br>|  | 200 | &nbsp;&nbsp; 202250 |
| Sempra, 4.00%, 02/01/48 |  | 180 | &nbsp;&nbsp; 137807 |
| Sierra Pacific Power Co., 5.90%, 03/15/54 |  | 30 | &nbsp;&nbsp; 30172 |
| Southern California Edison Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 |  | 150 | &nbsp;&nbsp; 153466 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 |  | 25 | &nbsp;&nbsp; 25671 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 |  | 145 | &nbsp;&nbsp; 150053 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 |  | 100 | &nbsp;&nbsp; 101109 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 |  | 35 | &nbsp;&nbsp; 34163 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 |  | 100 | &nbsp;&nbsp; 87253 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 |  | 80 | &nbsp;&nbsp; 53229 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 |  | 260 | &nbsp;&nbsp; 244578 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 |  | 20 | &nbsp;&nbsp; 19201 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 |  | 20 | &nbsp;&nbsp; 18861 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 |  | 70 | &nbsp;&nbsp; 70495 |
| Southern Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/01/26 |  | 250 | &nbsp;&nbsp; 249504 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 |  | 95 | &nbsp;&nbsp; 96748 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/32 |  | 283 | &nbsp;&nbsp; 299836 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 |  | 60 | &nbsp;&nbsp; 63041 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 |  | 75 | &nbsp;&nbsp; 73992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, (5-year CMT + 2.92%), 3.75%, <br> 09/15/51<sup>(a)</sup><br>|  | 100 | &nbsp;&nbsp; 99230 |
| Southwestern Electric Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 |  | 10 | &nbsp;&nbsp; 10235 |
| &nbsp;&nbsp;&nbsp; Series M, 4.10%, 09/15/28 |  | 120 | &nbsp;&nbsp; 120006 |
| &nbsp;&nbsp;&nbsp; Series N, 1.65%, 03/15/26 |  | 50 | &nbsp;&nbsp; 49865 |
| Southwestern Public Service Co., 6.00%, 06/01/54 |  | 50 | &nbsp;&nbsp; 51010 |
| System Energy Resources, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/28<sup>(d)</sup> |  | 207 | &nbsp;&nbsp; 214915 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 |  | 480 | &nbsp;&nbsp; 484785 |
| Talen Energy Supply LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/34 |  | 107 | &nbsp;&nbsp; 108440 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/36 |  | 119 | &nbsp;&nbsp; 122004 |
| Tampa Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 |  | 50 | &nbsp;&nbsp; 51177 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35 |  | 470 | &nbsp;&nbsp; 475474 |
| Tucson Electric Power Co., 5.50%, 04/15/53 |  | 10 | &nbsp;&nbsp; 9606 |
| Union Electric Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 |  | 150 | &nbsp;&nbsp; 154076 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 |  | 110 | &nbsp;&nbsp; 106248 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 |  | 175 | &nbsp;&nbsp; 161389 |
| Virginia Electric and Power Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 |  | 128 | &nbsp;&nbsp; 129609 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 |  | 40 | &nbsp;&nbsp; 43753 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 |  | 50 | &nbsp;&nbsp; 66687 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 |  | 90 | &nbsp;&nbsp; 85850 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 |  | 165 | &nbsp;&nbsp; 162808 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 |  | 70 | &nbsp;&nbsp; 68797 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 |  | 439 | &nbsp;&nbsp; 437822 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 |  | 100 | &nbsp;&nbsp; 99816 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 |  | 25 | &nbsp;&nbsp; 19185 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 |  | 125 | &nbsp;&nbsp; 111656 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Virginia Electric and Power Co. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55 | USD | 50 | &nbsp;&nbsp; $48646 |
| Vistra Operations Co. LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/30 |  | 100 | &nbsp;&nbsp; 99682 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/15/31 |  | 272 | &nbsp;&nbsp; 287809 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/15/33 |  | 205 | &nbsp;&nbsp; 227316 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/30/34 |  | 782 | &nbsp;&nbsp; 801693 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/36 |  | 32 | &nbsp;&nbsp; 31828 |
| VoltaGrid LLC, 7.38%, 11/01/30<sup>(b)</sup> |  | 41 | &nbsp;&nbsp; 41525 |
| WEC Energy Group, Inc., 5.60%, 09/12/26 |  | 21 | &nbsp;&nbsp; 21182 |
| Wisconsin Electric Power Co., 4.75%, 09/30/32 |  | 25 | &nbsp;&nbsp; 25500 |
| Wisconsin Power and Light Co., 3.95%, 09/01/32 |  | 150 | &nbsp;&nbsp; 144436 |
| Xcel Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 |  | 173 | &nbsp;&nbsp; 168774 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 |  | 45 | &nbsp;&nbsp; 44779 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 |  | 125 | &nbsp;&nbsp; 128706 |
|  |  |  | &nbsp;&nbsp; 36666652 |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
| Amphenol Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 |  | 120 | &nbsp;&nbsp; 107228 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54 |  | 155 | &nbsp;&nbsp; 150864 |
| Arrow Electronics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 |  | 95 | &nbsp;&nbsp; 94460 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 |  | 489 | &nbsp;&nbsp; 509266 |
| Avnet, Inc., 6.25%, 03/15/28 |  | 45 | &nbsp;&nbsp; 46701 |
| CDW LLC/CDW Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 |  | 2300 | &nbsp;&nbsp; 2219829 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 |  | 310 | &nbsp;&nbsp; 314924 |
| Emerson Electric Co., 2.00%, 12/21/28 |  | 50 | &nbsp;&nbsp; 47518 |
| Fortive Corp., 3.15%, 06/15/26 |  | 25 | &nbsp;&nbsp; 24909 |
| Honeywell International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 |  | 233 | &nbsp;&nbsp; 238000 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 |  | 150 | &nbsp;&nbsp; 154363 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 |  | 330 | &nbsp;&nbsp; 327227 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 |  | 100 | &nbsp;&nbsp; 101797 |
| Jabil, Inc., 4.25%, 05/15/27 |  | 100 | &nbsp;&nbsp; 100271 |
| Keysight Technologies, Inc., 4.95%, 10/15/34 |  | 165 | &nbsp;&nbsp; 165961 |
| TD SYNNEX Corp., 1.75%, 08/09/26 |  | 175 | &nbsp;&nbsp; 172721 |
| Xerox Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 10.25%, 10/15/30 |  | 68 | &nbsp;&nbsp; 56062 |
| &nbsp;&nbsp;&nbsp; 13.50%, 04/15/31<sup>(d)</sup> |  | 19 | &nbsp;&nbsp; 13822 |
|  |  |  | &nbsp;&nbsp; 4845923 |
| **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** | **Energy Equipment & Services — 0.1%** |
| &nbsp;&nbsp;&nbsp; Archrock Services LP / Archrock Partners Finance <br> Corp., 6.00%, 02/01/34<sup>(b)</sup><br>|  | 23 | &nbsp;&nbsp; 22983 |
| Bristow Group, Inc., 6.75%, 02/01/33<sup>(b)</sup> |  | 98 | &nbsp;&nbsp; 99148 |
| Deepocean Ltd., 6.00%, 04/08/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 122905 |
| OEG Finance PLC, 7.25%, 09/27/29<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 123818 |
| Solaris Energy Infrastructure, Inc.<sup>(l)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/01/30 | USD | 77 | &nbsp;&nbsp; 178032 |
| &nbsp;&nbsp;&nbsp; 0.25%, 10/01/31 |  | 158 | &nbsp;&nbsp; 194419 |
| Tidewater, Inc., 9.13%, 07/15/30<sup>(b)</sup> |  | 156 | &nbsp;&nbsp; 168742 |
| &nbsp;&nbsp;&nbsp; USA Compression Partners LP/USA Compression <br> Finance Corp., 7.13%, 03/15/29<sup>(b)</sup><br>|  | 53 | &nbsp;&nbsp; 54877 |
| Viridien, 10.00%, 10/15/30<sup>(b)</sup> |  | 87 | &nbsp;&nbsp; 93642 |
| Weatherford International Ltd., 6.75%, 10/15/33<sup>(b)</sup> |  | 98 | &nbsp;&nbsp; 101501 |
|  |  |  | &nbsp;&nbsp; 1160067 |
| **Entertainment — 0.3%** | **Entertainment — 0.3%** | **Entertainment — 0.3%** | **Entertainment — 0.3%** |
| &nbsp;&nbsp;&nbsp; Allwyn Entertainment Financing U.K. PLC, 4.13%, <br> 02/15/31<sup>(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 116976 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** | **Entertainment (continued)** |
| Bracelet Holdings, Inc., 9.25%, 07/02/28<sup>(b)</sup> | USD | 146 | &nbsp;&nbsp; $143770 |
| Caesars Entertainment, Inc., 6.00%, 10/15/32<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 97286 |
| Light & Wonder International, Inc., 7.50%, 09/01/31<sup>(b)</sup> |  | 113 | &nbsp;&nbsp; 118248 |
| &nbsp;&nbsp;&nbsp; Midwest Gaming Borrower LLC/Midwest Gaming <br> Finance Corp., 4.88%, 05/01/29<sup>(b)</sup><br>|  | 50 | &nbsp;&nbsp; 49117 |
| &nbsp;&nbsp;&nbsp; Mohegan Tribal Gaming Authority/MS Digital <br> Entertainment Holdings LLC, 11.88%, 04/15/31<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 105036 |
| &nbsp;&nbsp;&nbsp; Resorts World Las Vegas LLC/RWLV Capital, Inc., <br> 8.45%, 07/27/30<sup>(b)</sup><br>|  | 40 | &nbsp;&nbsp; 40700 |
| Six Flags Entertainment Corp., 7.25%, 05/15/31<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 98687 |
| &nbsp;&nbsp;&nbsp; Six Flags Entertainment Corp/Canada's Wonderland <br> Co/Millennium Operations LLC, 8.63%, 01/15/32<sup>(b)</sup><br>|  | 10 | &nbsp;&nbsp; 10204 |
| SJM International Ltd., 6.50%, 01/15/31<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 198300 |
| Tabcorp Finance Pty. Ltd., 5.99%, 05/28/31<sup>(c)</sup> | AUD | 250 | &nbsp;&nbsp; 172521 |
| Warnermedia Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/27 | USD | 2872 | &nbsp;&nbsp; 2850776 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/29 |  | 43 | &nbsp;&nbsp; 41712 |
| &nbsp;&nbsp;&nbsp; 4.28%, 03/15/32 |  | 117 | &nbsp;&nbsp; 102960 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 |  | 310 | &nbsp;&nbsp; 217775 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/52 |  | 94 | &nbsp;&nbsp; 62475 |
|  |  |  | &nbsp;&nbsp; 4426543 |
| **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** | **Environmental, Maintenance & Security Service — 0.2%** |
| Biffa Group Holdings Ltd., 5.25%, 06/15/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 118551 |
| Paprec Holding SA, 4.13%, 07/15/30<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 119404 |
| Republic Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | USD | 75 | &nbsp;&nbsp; 69889 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 |  | 295 | &nbsp;&nbsp; 304324 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 |  | 340 | &nbsp;&nbsp; 229769 |
| Reworld Holding Corp., 4.88%, 12/01/29<sup>(b)</sup> |  | 52 | &nbsp;&nbsp; 50340 |
| Waste Connections, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 |  | 130 | &nbsp;&nbsp; 122863 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 |  | 25 | &nbsp;&nbsp; 22127 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 |  | 75 | &nbsp;&nbsp; 69830 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35<sup>(d)</sup> |  | 625 | &nbsp;&nbsp; 644978 |
| Waste Management, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 |  | 475 | &nbsp;&nbsp; 491369 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 |  | 50 | &nbsp;&nbsp; 51146 |
|  |  |  | &nbsp;&nbsp; 2294590 |
| **Financial Services — 1.1%** | **Financial Services — 1.1%** | **Financial Services — 1.1%** | **Financial Services — 1.1%** |
| &nbsp;&nbsp;&nbsp; Acropolis Trade & Investments Ltd., (11.04% PIK), <br> 11.04%, 04/02/28<sup>(b)(h)</sup><br>|  | 541 | &nbsp;&nbsp; 562182 |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/29/26 |  | 240 | &nbsp;&nbsp; 237249 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 |  | 150 | &nbsp;&nbsp; 138780 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 |  | 730 | &nbsp;&nbsp; 725167 |
| Air Lease Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 |  | 50 | &nbsp;&nbsp; 49594 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 |  | 100 | &nbsp;&nbsp; 100722 |
| Ally Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 |  | 200 | &nbsp;&nbsp; 226780 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.82%), 6.85%, 01/03/30<sup>(a)</sup> |  | 75 | &nbsp;&nbsp; 79394 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 3.26%), 6.99%, 06/13/29<sup>(a)</sup> |  | 20 | &nbsp;&nbsp; 21093 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR Index + 1.73%), 5.54%, 01/17/31<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 25596 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.45%), 6.65%, 01/17/40<sup>(a)</sup> |  | 14 | &nbsp;&nbsp; 13995 |
| Ameriprise Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 |  | 290 | &nbsp;&nbsp; 303616 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 |  | 340 | &nbsp;&nbsp; 351654 |
| Andiron, 7.32%, 01/21/30<sup>(h)</sup> |  | 30 | &nbsp;&nbsp; 30000 |
| Ares Management Corp., 6.38%, 11/10/28 |  | 1240 | &nbsp;&nbsp; 1308097 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; AT&T Reign II Multi-Property Lease-Backed Pass-<br> Through Trust, 6.09%, 12/15/44<sup>(b)</sup><br>| USD | 413 | &nbsp;&nbsp; $415491 |
| Blue Owl Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 |  | 540 | &nbsp;&nbsp; 489947 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 |  | 370 | &nbsp;&nbsp; 381296 |
| Brookfield Capital Finance LLC, 6.09%, 06/14/33 |  | 15 | &nbsp;&nbsp; 16006 |
| Brookfield Finance, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 |  | 125 | &nbsp;&nbsp; 125415 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 |  | 135 | &nbsp;&nbsp; 146042 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 |  | 330 | &nbsp;&nbsp; 340977 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 |  | 165 | &nbsp;&nbsp; 165370 |
| &nbsp;&nbsp;&nbsp; Burford Capital Global Finance LLC, 9.25%, <br> 07/01/31<sup>(b)</sup><br>|  | 79 | &nbsp;&nbsp; 81312 |
| Charles Schwab Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/11/26 |  | 20 | &nbsp;&nbsp; 19941 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/24/26 |  | 300 | &nbsp;&nbsp; 303018 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 |  | 5 | &nbsp;&nbsp; 4931 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 |  | 3 | &nbsp;&nbsp; 2966 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 |  | 2 | &nbsp;&nbsp; 1756 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 |  | 9 | &nbsp;&nbsp; 8162 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 |  | 64 | &nbsp;&nbsp; 56282 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 |  | 3 | &nbsp;&nbsp; 2751 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.23%), 4.91%, 11/14/36<sup>(a)</sup> |  | 310 | &nbsp;&nbsp; 307253 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 1.88%), 6.20%, 11/17/29<sup>(a)</sup> |  | 160 | &nbsp;&nbsp; 169028 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.01%), 6.14%, 08/24/34<sup>(a)</sup> |  | 110 | &nbsp;&nbsp; 119451 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.21%), 5.64%, 05/19/29<sup>(a)</sup> |  | 56 | &nbsp;&nbsp; 58117 |
| &nbsp;&nbsp;&nbsp; (1-day SOFR + 2.50%), 5.85%, 05/19/34<sup>(a)</sup> |  | 51 | &nbsp;&nbsp; 54436 |
| Coinbase Global, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/28 |  | 181 | &nbsp;&nbsp; 172817 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/31 |  | 50 | &nbsp;&nbsp; 44173 |
| Credit Acceptance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 12/15/28 |  | 79 | &nbsp;&nbsp; 82782 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/15/30 |  | 23 | &nbsp;&nbsp; 23023 |
| Freedom Mortgage Holdings LLC, 8.38%, 04/01/32<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 24060 |
| Garfunkelux Holdco 3 SA, 9.00%, 09/01/28<sup>(c)</sup> | EUR | 11 | &nbsp;&nbsp; 12989 |
| GGAM Finance Ltd., 8.00%, 06/15/28<sup>(b)</sup> | USD | 127 | &nbsp;&nbsp; 133719 |
| GS Finance Corp., 5.95%, 01/15/31<sup>(a)</sup> |  | 1080 | &nbsp;&nbsp; 1080000 |
| Intercontinental Exchange, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 |  | 313 | &nbsp;&nbsp; 310235 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 |  | 20 | &nbsp;&nbsp; 19880 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 |  | 500 | &nbsp;&nbsp; 502655 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 |  | 675 | &nbsp;&nbsp; 613441 |
| Jane Street Group/JSG Finance, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/32 |  | 100 | &nbsp;&nbsp; 101851 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/01/33 |  | 36 | &nbsp;&nbsp; 37445 |
| Jefferies Financial Group, Inc., 4.85%, 01/15/27 |  | 20 | &nbsp;&nbsp; 20146 |
| Lazard Group LLC, 4.50%, 09/19/28 |  | 100 | &nbsp;&nbsp; 100695 |
| LPL Holdings, Inc., 5.65%, 03/15/35 |  | 525 | &nbsp;&nbsp; 534995 |
| Muthoot Finance Ltd., 5.75%, 08/04/30 |  | 200 | &nbsp;&nbsp; 199750 |
| Nasdaq, Inc., 5.35%, 06/28/28 |  | 354 | &nbsp;&nbsp; 364664 |
| ORIX Corp., 5.20%, 09/13/32 |  | 50 | &nbsp;&nbsp; 51703 |
| Osaic Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/32 |  | 17 | &nbsp;&nbsp; 17618 |
| &nbsp;&nbsp;&nbsp; 8.00%, 08/01/33 |  | 10 | &nbsp;&nbsp; 10365 |
| &nbsp;&nbsp;&nbsp; Series JAN, 6.75%, 08/01/32 |  | 39 | &nbsp;&nbsp; 40377 |
| &nbsp;&nbsp;&nbsp; Series JAN, 8.00%, 08/01/33 |  | 35 | &nbsp;&nbsp; 36312 |
| PennyMac Financial Services, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.13%, 11/15/30 |  | 69 | &nbsp;&nbsp; 71235 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/32 |  | 120 | &nbsp;&nbsp; 122635 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/33 |  | 82 | &nbsp;&nbsp; 83641 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34 |  | 20 | &nbsp;&nbsp; 20183 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Progroup AG, 5.38%, 04/15/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; $121172 |
| Raymond James Financial, Inc., 4.95%, 07/15/46 | USD | 50 | &nbsp;&nbsp; 45759 |
| &nbsp;&nbsp;&nbsp; Resurgent Trade & Investment Ltd., 9.52%, <br> 12/01/27<sup>(h)</sup><br>|  | 330 | &nbsp;&nbsp; 330825 |
| Rocket Cos., Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/29 |  | 75 | &nbsp;&nbsp; 77147 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/01/30 |  | 61 | &nbsp;&nbsp; 62452 |
| &nbsp;&nbsp;&nbsp; 7.13%, 02/01/32 |  | 109 | &nbsp;&nbsp; 113904 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/01/33 |  | 24 | &nbsp;&nbsp; 24899 |
| Stonex Escrow Issuer LLC, 6.88%, 07/15/32<sup>(b)</sup> |  | 52 | &nbsp;&nbsp; 53648 |
| StoneX Group, Inc., 7.88%, 03/01/31<sup>(b)</sup> |  | 130 | &nbsp;&nbsp; 138305 |
| United Wholesale Mortgage LLC, 5.50%, 04/15/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 98800 |
| UWM Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/30 |  | 99 | &nbsp;&nbsp; 99855 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/31 |  | 72 | &nbsp;&nbsp; 71545 |
| Velocity Commercial Capital LLC, 9.38%, 02/15/31<sup>(b)</sup> |  | 50 | &nbsp;&nbsp; 50750 |
| &nbsp;&nbsp;&nbsp; VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%, <br> 06/15/31<sup>(b)</sup><br>|  | 122 | &nbsp;&nbsp; 127806 |
| Voya Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/26 |  | 100 | &nbsp;&nbsp; 99878 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/34 |  | 430 | &nbsp;&nbsp; 428718 |
|  |  |  | &nbsp;&nbsp; 14222719 |
| **Food Products — 0.2%** | **Food Products — 0.2%** | **Food Products — 0.2%** | **Food Products — 0.2%** |
| Albertsons Cos, Inc., 5.75%, 03/31/34<sup>(b)</sup> |  | 135 | &nbsp;&nbsp; 132769 |
| Archer-Daniels-Midland Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/11/26 |  | 50 | &nbsp;&nbsp; 49670 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 |  | 20 | &nbsp;&nbsp; 19910 |
| Bellis Acquisition Co. PLC, 8.00%, 07/01/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 112179 |
| Bunge Ltd. Finance Corp., 2.75%, 05/14/31 | USD | 55 | &nbsp;&nbsp; 50638 |
| Froneri Lux FinCo SARL, 4.75%, 08/01/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 119571 |
| General Mills, Inc., 4.95%, 03/29/33 | USD | 25 | &nbsp;&nbsp; 25286 |
| Hershey Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/26 |  | 35 | &nbsp;&nbsp; 34726 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 |  | 25 | &nbsp;&nbsp; 25657 |
| J.M. Smucker Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 |  | 20 | &nbsp;&nbsp; 19814 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 |  | 225 | &nbsp;&nbsp; 212267 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux SARL/JBS USA Food Co./JBS <br> Lux Co. SARL<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 |  | 166 | &nbsp;&nbsp; 173231 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 |  | 25 | &nbsp;&nbsp; 27562 |
| Kraft Heinz Foods Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 |  | 105 | &nbsp;&nbsp; 95467 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 |  | 251 | &nbsp;&nbsp; 205981 |
| Kroger Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 |  | 120 | &nbsp;&nbsp; 120109 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 |  | 110 | &nbsp;&nbsp; 104954 |
| Mondelez International, Inc., 4.50%, 05/06/30 |  | 75 | &nbsp;&nbsp; 75720 |
| Pilgrim's Pride Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 |  | 570 | &nbsp;&nbsp; 609326 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 |  | 180 | &nbsp;&nbsp; 199122 |
| Post Holdings, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/31<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 94736 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/33 |  | 154 | &nbsp;&nbsp; 155181 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/34<sup>(d)</sup> |  | 61 | &nbsp;&nbsp; 61437 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/36 |  | 125 | &nbsp;&nbsp; 125113 |
| Sysco Corp., 3.25%, 07/15/27 |  | 25 | &nbsp;&nbsp; 24782 |
| The Campbell's Co., 5.20%, 03/19/27 |  | 25 | &nbsp;&nbsp; 25315 |
| Tyson Foods, Inc., 5.10%, 09/28/48 |  | 50 | &nbsp;&nbsp; 46212 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| U.S. Foods, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/28 | USD | 40 | &nbsp;&nbsp; $41255 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/32 |  | 72 | &nbsp;&nbsp; 75543 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/33 |  | 88 | &nbsp;&nbsp; 89522 |
|  |  |  | &nbsp;&nbsp; 3153055 |
| **Ground Transportation — 0.2%** | **Ground Transportation — 0.2%** | **Ground Transportation — 0.2%** | **Ground Transportation — 0.2%** |
| Burlington Northern Santa Fe LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 |  | 25 | &nbsp;&nbsp; 25425 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 |  | 200 | &nbsp;&nbsp; 177555 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 |  | 45 | &nbsp;&nbsp; 42310 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 |  | 100 | &nbsp;&nbsp; 82324 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 |  | 40 | &nbsp;&nbsp; 33690 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54<sup>(d)</sup> |  | 505 | &nbsp;&nbsp; 475757 |
| Canadian National Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 |  | 75 | &nbsp;&nbsp; 82633 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 |  | 125 | &nbsp;&nbsp; 138049 |
| Canadian Pacific Railway Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 |  | 25 | &nbsp;&nbsp; 25021 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 |  | 495 | &nbsp;&nbsp; 506349 |
| CSX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 |  | 140 | &nbsp;&nbsp; 153640 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 |  | 75 | &nbsp;&nbsp; 63105 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55 |  | 40 | &nbsp;&nbsp; 35972 |
| Danaos Corp., 6.88%, 10/15/32<sup>(b)</sup> |  | 159 | &nbsp;&nbsp; 164222 |
| Norfolk Southern Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/26 |  | 25 | &nbsp;&nbsp; 24910 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 |  | 50 | &nbsp;&nbsp; 49693 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 |  | 150 | &nbsp;&nbsp; 141503 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 |  | 180 | &nbsp;&nbsp; 113627 |
| Union Pacific Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 |  | 625 | &nbsp;&nbsp; 586489 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 |  | 20 | &nbsp;&nbsp; 18409 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 |  | 75 | &nbsp;&nbsp; 75606 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 |  | 131 | &nbsp;&nbsp; 106743 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 |  | 44 | &nbsp;&nbsp; 31901 |
|  |  |  | &nbsp;&nbsp; 3154933 |
| **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** | **Health Care Equipment & Supplies — 0.1%** |
| Abbott Laboratories, 4.90%, 11/30/46 |  | 410 | &nbsp;&nbsp; 382230 |
| Avantor Funding, Inc., 4.63%, 07/15/28<sup>(b)</sup> |  | 106 | &nbsp;&nbsp; 105184 |
| Bausch & Lomb Corp., 8.38%, 10/01/28<sup>(b)</sup> |  | 181 | &nbsp;&nbsp; 188693 |
| Baxter International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 |  | 100 | &nbsp;&nbsp; 97681 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 |  | 80 | &nbsp;&nbsp; 69908 |
| Boston Scientific Corp., 2.65%, 06/01/30 |  | 25 | &nbsp;&nbsp; 23505 |
| Insulet Corp., 6.50%, 04/01/33<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 124884 |
| Medline Borrower LP, 3.88%, 04/01/29<sup>(b)</sup> |  | 100 | &nbsp;&nbsp; 97772 |
| Revvity, Inc., 3.30%, 09/15/29 |  | 50 | &nbsp;&nbsp; 48279 |
| Zimmer Biomet Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 |  | 90 | &nbsp;&nbsp; 90743 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 |  | 70 | &nbsp;&nbsp; 72421 |
|  |  |  | &nbsp;&nbsp; 1301300 |
| **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** | **Health Care Providers & Services — 0.8%** |
| Adventist Health System, 5.43%, 03/01/32<sup>(d)</sup> |  | 50 | &nbsp;&nbsp; 51175 |
| Allina Health System, Series 2019, 3.89%, 04/15/49 |  | 50 | &nbsp;&nbsp; 38257 |
| Banner Health, 2.34%, 01/01/30 |  | 50 | &nbsp;&nbsp; 46661 |
| Baylor Scott & White Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.19%, 11/15/45 |  | 50 | &nbsp;&nbsp; 42302 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.84%, 11/15/50 |  | 225 | &nbsp;&nbsp; 142788 |
| Centene Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 |  | 100 | &nbsp;&nbsp; 99405 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Centene Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | USD | 310 | &nbsp;&nbsp; $302188 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 |  | 149 | &nbsp;&nbsp; 137457 |
| &nbsp;&nbsp;&nbsp; CHS/Community Health Systems, Inc., 10.88%, <br> 01/15/32<sup>(b)(d)</sup><br>|  | 90 | &nbsp;&nbsp; 96888 |
| Cigna Group |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 |  | 115 | &nbsp;&nbsp; 115945 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 |  | 100 | &nbsp;&nbsp; 102712 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 |  | 50 | &nbsp;&nbsp; 47635 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 |  | 162 | &nbsp;&nbsp; 126874 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 |  | 145 | &nbsp;&nbsp; 128561 |
| CommonSpirit Health |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 |  | 50 | &nbsp;&nbsp; 37187 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 |  | 35 | &nbsp;&nbsp; 37644 |
| DaVita, Inc., 6.88%, 09/01/32<sup>(b)</sup> |  | 71 | &nbsp;&nbsp; 73133 |
| Dignity Health, 4.50%, 11/01/42<sup>(d)</sup> |  | 50 | &nbsp;&nbsp; 43540 |
| Elevance Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 |  | 129 | &nbsp;&nbsp; 128405 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 |  | 150 | &nbsp;&nbsp; 150344 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 |  | 200 | &nbsp;&nbsp; 178089 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 |  | 268 | &nbsp;&nbsp; 221099 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 |  | 75 | &nbsp;&nbsp; 73158 |
| Ephios Subco 3 SARL, 7.88%, 01/31/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 126398 |
| Fortrea Holdings, Inc., 7.50%, 07/01/30<sup>(b)(d)</sup> | USD | 90 | &nbsp;&nbsp; 91561 |
| &nbsp;&nbsp;&nbsp; Hackensack Meridian Health, Inc., Series 2020, <br> 2.68%, 09/01/41<br>|  | 50 | &nbsp;&nbsp; 36122 |
| HCA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 |  | 175 | &nbsp;&nbsp; 178302 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 |  | 466 | &nbsp;&nbsp; 484480 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 |  | 199 | &nbsp;&nbsp; 178227 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 |  | 110 | &nbsp;&nbsp; 103792 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/06/33 |  | 88 | &nbsp;&nbsp; 100760 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 |  | 200 | &nbsp;&nbsp; 207720 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 |  | 80 | &nbsp;&nbsp; 77208 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 |  | 115 | &nbsp;&nbsp; 108531 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 |  | 595 | &nbsp;&nbsp; 485630 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 |  | 255 | &nbsp;&nbsp; 252975 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 |  | 200 | &nbsp;&nbsp; 203576 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 |  | 442 | &nbsp;&nbsp; 438779 |
| Humana, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 |  | 35 | &nbsp;&nbsp; 34084 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 |  | 270 | &nbsp;&nbsp; 272097 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 |  | 50 | &nbsp;&nbsp; 51213 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 |  | 50 | &nbsp;&nbsp; 51760 |
| Kaiser Foundation Hospitals |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/42 |  | 50 | &nbsp;&nbsp; 47612 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 |  | 50 | &nbsp;&nbsp; 41484 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 |  | 275 | &nbsp;&nbsp; 180052 |
| Laboratory Corp. of America Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 |  | 65 | &nbsp;&nbsp; 62112 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 |  | 510 | &nbsp;&nbsp; 503576 |
| Mehilainen Yhtiot OYJ, 5.13%, 06/30/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 120262 |
| &nbsp;&nbsp;&nbsp; Memorial Sloan-Kettering Cancer Center, <br> Series 2020, 2.96%, 01/01/50<br>| USD | 40 | &nbsp;&nbsp; 26362 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> Series 2022, 3.80%, 11/15/52<br>|  | 50 | &nbsp;&nbsp; 37062 |
| &nbsp;&nbsp;&nbsp; MPH Acquisition Holdings LLC, (6.50% Cash and <br> 5.00% PIK), 11.50%, 12/31/30<sup>(b)(f)</sup><br>|  | 106 | &nbsp;&nbsp; 110854 |
| Nationwide Children's Hospital, Inc., 4.56%, 11/01/52 |  | 35 | &nbsp;&nbsp; 30015 |
| Northwell Healthcare, Inc., 3.81%, 11/01/49 |  | 85 | &nbsp;&nbsp; 63221 |
| Novant Health, Inc., 2.64%, 11/01/36 |  | 50 | &nbsp;&nbsp; 40005 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| &nbsp;&nbsp;&nbsp; Providence St. Joseph Health Obligated Group, <br> Series A, 3.93%, 10/01/48<br>| USD | 50 | &nbsp;&nbsp; $38836 |
| Quest Diagnostics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 |  | 650 | &nbsp;&nbsp; 657389 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 |  | 710 | &nbsp;&nbsp; 721920 |
| Select Medical Corp., 6.25%, 12/01/32<sup>(b)(d)</sup> |  | 15 | &nbsp;&nbsp; 14557 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 |  | 100 | &nbsp;&nbsp; 61643 |
| Sotera Health Holdings LLC, 7.38%, 06/01/31<sup>(b)</sup> |  | 78 | &nbsp;&nbsp; 82073 |
| Sutter Health, 5.55%, 08/15/53<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 100128 |
| Tenet Healthcare Corp., 4.63%, 06/15/28 |  | 180 | &nbsp;&nbsp; 179498 |
| UnitedHealth Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 |  | 133 | &nbsp;&nbsp; 134399 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 |  | 223 | &nbsp;&nbsp; 231768 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 |  | 100 | &nbsp;&nbsp; 114500 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 |  | 100 | &nbsp;&nbsp; 87478 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 |  | 290 | &nbsp;&nbsp; 247086 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 |  | 282 | &nbsp;&nbsp; 229611 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 |  | 180 | &nbsp;&nbsp; 180867 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 |  | 125 | &nbsp;&nbsp; 121717 |
| Universal Health Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 |  | 50 | &nbsp;&nbsp; 50301 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 |  | 330 | &nbsp;&nbsp; 323563 |
|  |  |  | &nbsp;&nbsp; 10744613 |
| **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** | **Health Care REITs — 0.2%** |
| Alexandria Real Estate Equities, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 |  | 40 | &nbsp;&nbsp; 40356 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 |  | 105 | &nbsp;&nbsp; 106772 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 |  | 200 | &nbsp;&nbsp; 151466 |
| Diversified Healthcare Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28<sup>(d)</sup> |  | 87 | &nbsp;&nbsp; 83971 |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/15/30<sup>(b)</sup> |  | 17 | &nbsp;&nbsp; 17509 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/31 |  | 102 | &nbsp;&nbsp; 91010 |
| Healthcare Realty Holdings LP, 3.75%, 07/01/27 |  | 25 | &nbsp;&nbsp; 24857 |
| Healthpeak OP LLC, 3.00%, 01/15/30 |  | 385 | &nbsp;&nbsp; 365378 |
| MPT Operating Partnership LP/MPT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 |  | 94 | &nbsp;&nbsp; 91908 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 110 | &nbsp;&nbsp; 94311 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 123912 |
| Omega Healthcare Investors, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | USD | 379 | &nbsp;&nbsp; 385367 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 |  | 170 | &nbsp;&nbsp; 159050 |
| Ventas Realty LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 |  | 145 | &nbsp;&nbsp; 138007 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 |  | 200 | &nbsp;&nbsp; 205850 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 |  | 315 | &nbsp;&nbsp; 314572 |
| Welltower OP LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 |  | 410 | &nbsp;&nbsp; 414110 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 |  | 20 | &nbsp;&nbsp; 19321 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 |  | 250 | &nbsp;&nbsp; 253849 |
|  |  |  | &nbsp;&nbsp; 3081576 |
| **Hotels, Restaurants & Leisure — 0.5%** | **Hotels, Restaurants & Leisure — 0.5%** | **Hotels, Restaurants & Leisure — 0.5%** | **Hotels, Restaurants & Leisure — 0.5%** |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC/New Red Finance, Inc., 4.00%, <br> 10/15/30<sup>(b)(d)</sup><br>|  | 100 | &nbsp;&nbsp; 95413 |
| Darden Restaurants, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 |  | 205 | &nbsp;&nbsp; 206085 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 |  | 185 | &nbsp;&nbsp; 186795 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 |  | 270 | &nbsp;&nbsp; 293557 |
| Essendi SA, 5.63%, 05/15/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 121939 |
| &nbsp;&nbsp;&nbsp; Fertitta Entertainment LLC/Fertitta Entertainment <br> Finance Co., Inc., 6.75%, 01/15/30<sup>(b)(d)</sup><br>| USD | 100 | &nbsp;&nbsp; 94567 |
| Fortune Star BVI Ltd., 5.88%, 11/20/30<sup>(c)</sup> | EUR | 255 | &nbsp;&nbsp; 299241 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| &nbsp;&nbsp;&nbsp; Genting New York LLC/GENNY Capital, Inc., 7.25%, <br> 10/01/29<sup>(b)</sup><br>| USD | 87 | &nbsp;&nbsp; $89914 |
| &nbsp;&nbsp;&nbsp; Hilton Domestic Operating Co., Inc., 6.13%, <br> 04/01/32<sup>(b)</sup><br>|  | 67 | &nbsp;&nbsp; 69206 |
| Hyatt Hotels Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/30/27 |  | 200 | &nbsp;&nbsp; 203109 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 |  | 990 | &nbsp;&nbsp; 1020064 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 |  | 35 | &nbsp;&nbsp; 36678 |
| Las Vegas Sands Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 |  | 85 | &nbsp;&nbsp; 82834 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 |  | 75 | &nbsp;&nbsp; 78193 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 |  | 45 | &nbsp;&nbsp; 46809 |
| Marriott International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/26 |  | 100 | &nbsp;&nbsp; 100800 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 |  | 220 | &nbsp;&nbsp; 228457 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 |  | 330 | &nbsp;&nbsp; 338319 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 |  | 440 | &nbsp;&nbsp; 451113 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 |  | 25 | &nbsp;&nbsp; 23329 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 |  | 400 | &nbsp;&nbsp; 371218 |
| McDonald's Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 |  | 50 | &nbsp;&nbsp; 49985 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 |  | 270 | &nbsp;&nbsp; 199162 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 |  | 40 | &nbsp;&nbsp; 37245 |
| Melco Resorts Finance Ltd.<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/21/28 |  | 200 | &nbsp;&nbsp; 199774 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/04/29 |  | 200 | &nbsp;&nbsp; 197840 |
| MGM China Holdings Ltd., 7.13%, 06/26/31<sup>(c)</sup> |  | 250 | &nbsp;&nbsp; 264687 |
| Starbucks Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 |  | 75 | &nbsp;&nbsp; 69351 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 |  | 275 | &nbsp;&nbsp; 278066 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34 |  | 25 | &nbsp;&nbsp; 25480 |
| Wynn Macau Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/26/28<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 199638 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/34<sup>(b)</sup> |  | 35 | &nbsp;&nbsp; 35481 |
|  |  |  | &nbsp;&nbsp; 5994349 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |
| &nbsp;&nbsp;&nbsp; Ashton Woods USA LLC/Ashton Woods Finance <br> Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/01/30 |  | 52 | &nbsp;&nbsp; 49204 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/01/33<sup>(d)</sup> |  | 18 | &nbsp;&nbsp; 18161 |
| Beazer Homes USA, Inc., 7.25%, 10/15/29<sup>(d)</sup> |  | 93 | &nbsp;&nbsp; 94126 |
| &nbsp;&nbsp;&nbsp; Brookfield Residential Properties, Inc./Brookfield <br> Residential U.S. LLC, 5.00%, 06/15/29<sup>(b)</sup><br>|  | 51 | &nbsp;&nbsp; 49385 |
| Century Communities, Inc., 6.63%, 09/15/33<sup>(b)</sup> |  | 3 | &nbsp;&nbsp; 3038 |
| Forestar Group, Inc., 5.00%, 03/01/28<sup>(b)</sup> |  | 49 | &nbsp;&nbsp; 48964 |
| Installed Building Products, Inc., 5.63%, 02/01/34<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 23132 |
| Lennar Corp., 4.75%, 11/29/27 |  | 10 | &nbsp;&nbsp; 10093 |
| LGI Homes, Inc.<sup>(b)(d)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 12/15/28 |  | 45 | &nbsp;&nbsp; 46896 |
| &nbsp;&nbsp;&nbsp; 7.00%, 11/15/32 |  | 54 | &nbsp;&nbsp; 52667 |
| Mattamy Group Corp., 4.63%, 03/01/30<sup>(b)</sup> |  | 51 | &nbsp;&nbsp; 49799 |
| NVR, Inc., 3.00%, 05/15/30 |  | 1150 | &nbsp;&nbsp; 1092345 |
| PulteGroup, Inc., 5.50%, 03/01/26 |  | 50 | &nbsp;&nbsp; 50051 |
| Sekisui House U.S., Inc., 3.97%, 08/06/61 |  | 15 | &nbsp;&nbsp; 9969 |
| Somnigroup International, Inc., 4.00%, 04/15/29<sup>(b)</sup> |  | 57 | &nbsp;&nbsp; 55299 |
| STL Holding Co. LLC, 8.75%, 02/15/29<sup>(b)</sup> |  | 44 | &nbsp;&nbsp; 46270 |
| Whirlpool Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/26/29 |  | 180 | &nbsp;&nbsp; 177723 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| Whirlpool Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | USD | 29 | &nbsp;&nbsp; $21037 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50 |  | 29 | &nbsp;&nbsp; 21004 |
|  |  |  | &nbsp;&nbsp; 1919163 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
| Kimberly-Clark Corp., 6.63%, 08/01/37 |  | 55 | &nbsp;&nbsp; 63191 |
| **Independent Power and Renewable Electricity Producers — 0.1%** | **Independent Power and Renewable Electricity Producers — 0.1%** | **Independent Power and Renewable Electricity Producers — 0.1%** | **Independent Power and Renewable Electricity Producers — 0.1%** |
| Continuum Energy Pte. Ltd., 5.00%, 09/11/27<sup>(b)(d)(h)</sup> |  | 227 | &nbsp;&nbsp; 226450 |
| India Green Power Holdings, 4.00%, 02/22/27<sup>(c)</sup> |  | 217 | &nbsp;&nbsp; 212431 |
| ReNew Pvt Ltd., 5.88%, 03/05/27<sup>(c)</sup> |  | 400 | &nbsp;&nbsp; 399200 |
|  |  |  | &nbsp;&nbsp; 838081 |
| **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** | **Industrial Conglomerates — 0.1%** |
| 3M Co., 3.38%, 03/01/29 |  | 100 | &nbsp;&nbsp; 98105 |
| Axon Enterprise, Inc., 6.13%, 03/15/30<sup>(b)</sup> |  | 60 | &nbsp;&nbsp; 61677 |
| Eaton Corp., 4.00%, 11/02/32 |  | 250 | &nbsp;&nbsp; 244803 |
| Enpro, Inc., 6.13%, 06/01/33<sup>(b)</sup> |  | 28 | &nbsp;&nbsp; 28792 |
| Entegris, Inc., 4.75%, 04/15/29<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 99924 |
| Maxam Prill SARL, 6.00%, 07/15/30<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 123053 |
| Parker-Hannifin Corp., 4.10%, 03/01/47 | USD | 75 | &nbsp;&nbsp; 61567 |
| Textron, Inc., 3.00%, 06/01/30 |  | 55 | &nbsp;&nbsp; 52114 |
|  |  |  | &nbsp;&nbsp; 770035 |
| **Insurance — 0.8%** | **Insurance — 0.8%** | **Insurance — 0.8%** | **Insurance — 0.8%** |
| &nbsp;&nbsp;&nbsp; Acrisure LLC/Acrisure Finance, Inc., 6.75%, <br> 07/01/32<sup>(b)</sup><br>|  | 29 | &nbsp;&nbsp; 29731 |
| Aflac, Inc., 4.75%, 01/15/49 |  | 10 | &nbsp;&nbsp; 8786 |
| Alleghany Corp., 3.63%, 05/15/30 |  | 75 | &nbsp;&nbsp; 73434 |
| &nbsp;&nbsp;&nbsp; Alliant Holdings Intermediate LLC/Alliant Holdings <br> Co-Issuer, 7.38%, 10/01/32<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 103522 |
| Allstate Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 |  | 225 | &nbsp;&nbsp; 231987 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 |  | 200 | &nbsp;&nbsp; 206909 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 |  | 100 | &nbsp;&nbsp; 104591 |
| American International Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 |  | 250 | &nbsp;&nbsp; 256058 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 |  | 40 | &nbsp;&nbsp; 40960 |
| &nbsp;&nbsp;&nbsp; American National Group, Inc., (5-year CMT + <br> 3.18%), 7.00%, 12/01/55<sup>(a)</sup><br>|  | 50 | &nbsp;&nbsp; 50495 |
| &nbsp;&nbsp;&nbsp; Aon Corp./Aon Global Holdings PLC, 3.90%, <br> 02/28/52<br>|  | 85 | &nbsp;&nbsp; 63690 |
| Aon North America, Inc., 5.45%, 03/01/34 |  | 400 | &nbsp;&nbsp; 415460 |
| Ardonagh Finco Ltd., 6.88%, 02/15/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 121788 |
| Arthur J Gallagher & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | USD | 70 | &nbsp;&nbsp; 48434 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 |  | 35 | &nbsp;&nbsp; 22008 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 |  | 200 | &nbsp;&nbsp; 196163 |
| Assurant, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/36 |  | 165 | &nbsp;&nbsp; 167360 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 4.40%), 7.00%, 03/27/48<sup>(a)</sup> |  | 64 | &nbsp;&nbsp; 65895 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings, Inc., 6.13%, <br> 09/15/28<br>|  | 186 | &nbsp;&nbsp; 195202 |
| Athene Holding Ltd., 3.95%, 05/25/51 |  | 5 | &nbsp;&nbsp; 3500 |
| &nbsp;&nbsp;&nbsp; Baldwin Insurance Group Holdings LLC/Baldwin <br> Insurance Group Holdings Finance, 7.13%, <br> 05/15/31<sup>(b)</sup><br>|  | 96 | &nbsp;&nbsp; 98719 |
| Berkshire Hathaway Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 |  | 140 | &nbsp;&nbsp; 128794 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 |  | 257 | &nbsp;&nbsp; 213758 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 |  | 160 | &nbsp;&nbsp; 122129 |
| Brighthouse Financial, Inc., 3.85%, 12/22/51 |  | 20 | &nbsp;&nbsp; 12115 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Brown & Brown, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | USD | 100 | &nbsp;&nbsp; $102989 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 |  | 290 | &nbsp;&nbsp; 251834 |
| CNA Financial Corp., 5.20%, 08/15/35 |  | 250 | &nbsp;&nbsp; 250646 |
| Corebridge Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 |  | 20 | &nbsp;&nbsp; 19049 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 |  | 75 | &nbsp;&nbsp; 78350 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 |  | 180 | &nbsp;&nbsp; 153944 |
| Equitable Holdings, Inc., 5.00%, 04/20/48 |  | 160 | &nbsp;&nbsp; 143915 |
| Everest Reinsurance Holdings, Inc., 3.50%, 10/15/50 |  | 330 | &nbsp;&nbsp; 229788 |
| Fairfax Financial Holdings Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 |  | 110 | &nbsp;&nbsp; 115126 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 |  | 262 | &nbsp;&nbsp; 264051 |
| Fidelity National Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 |  | 250 | &nbsp;&nbsp; 223589 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/51 |  | 100 | &nbsp;&nbsp; 63785 |
| Lincoln National Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 |  | 100 | &nbsp;&nbsp; 99455 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31 |  | 230 | &nbsp;&nbsp; 218325 |
| Loews Corp., 3.75%, 04/01/26 |  | 75 | &nbsp;&nbsp; 74978 |
| Manulife Financial Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 |  | 20 | &nbsp;&nbsp; 19653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5-year USD SOFR ICE Swap + 1.65%), 4.06%, <br> 02/24/32<sup>(a)</sup><br>|  | 75 | &nbsp;&nbsp; 74838 |
| Markel Group, Inc., 6.00%, 05/16/54 |  | 205 | &nbsp;&nbsp; 207310 |
| Marsh & McLennan Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 |  | 79 | &nbsp;&nbsp; 79865 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 |  | 100 | &nbsp;&nbsp; 100985 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 |  | 80 | &nbsp;&nbsp; 71799 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 |  | 400 | &nbsp;&nbsp; 362080 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 |  | 125 | &nbsp;&nbsp; 125558 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 |  | 100 | &nbsp;&nbsp; 96531 |
| MetLife, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 |  | 25 | &nbsp;&nbsp; 26220 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 |  | 50 | &nbsp;&nbsp; 51833 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 |  | 310 | &nbsp;&nbsp; 256171 |
| Old Republic International Corp., 3.88%, 08/26/26 |  | 75 | &nbsp;&nbsp; 74944 |
| Principal Financial Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 |  | 29 | &nbsp;&nbsp; 30060 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 |  | 90 | &nbsp;&nbsp; 86921 |
| Progressive Corp., 3.70%, 03/15/52 |  | 150 | &nbsp;&nbsp; 111916 |
| Prudential Financial, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 |  | 175 | &nbsp;&nbsp; 135269 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 |  | 170 | &nbsp;&nbsp; 125340 |
| Prudential Funding Asia PLC, 3.13%, 04/14/30 |  | 120 | &nbsp;&nbsp; 114835 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc., 5.75%, <br> 09/15/34<br>|  | 200 | &nbsp;&nbsp; 207996 |
| RenaissanceRe Holdings Ltd., 5.75%, 06/05/33 |  | 775 | &nbsp;&nbsp; 809764 |
| Travelers Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 |  | 55 | &nbsp;&nbsp; 60940 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 |  | 45 | &nbsp;&nbsp; 40755 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 |  | 20 | &nbsp;&nbsp; 19623 |
| Unum Group |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 |  | 40 | &nbsp;&nbsp; 32488 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 |  | 110 | &nbsp;&nbsp; 83238 |
| Willis North America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 |  | 760 | &nbsp;&nbsp; 781659 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 |  | 520 | &nbsp;&nbsp; 521526 |
|  |  |  | &nbsp;&nbsp; 9981429 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** | **Interactive Media & Services — 0.6%** |
| Alphabet, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | USD | 490 | &nbsp;&nbsp; $490394 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 |  | 1268 | &nbsp;&nbsp; 1254704 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 |  | 220 | &nbsp;&nbsp; 148078 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 |  | 1460 | &nbsp;&nbsp; 1391047 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 |  | 211 | &nbsp;&nbsp; 205788 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60 |  | 35 | &nbsp;&nbsp; 17840 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 |  | 540 | &nbsp;&nbsp; 530168 |
| Beignet Investor LLC, 6.58%, 05/30/49<sup>(b)</sup> |  | 1209 | &nbsp;&nbsp; 1258831 |
| Meta Platforms, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 |  | 500 | &nbsp;&nbsp; 506573 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 |  | 115 | &nbsp;&nbsp; 115288 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 |  | 215 | &nbsp;&nbsp; 218987 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 |  | 53 | &nbsp;&nbsp; 52425 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 |  | 139 | &nbsp;&nbsp; 111572 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 |  | 150 | &nbsp;&nbsp; 142296 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 |  | 370 | &nbsp;&nbsp; 340990 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 |  | 185 | &nbsp;&nbsp; 176024 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 |  | 272 | &nbsp;&nbsp; 216943 |
| Netflix, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 |  | 75 | &nbsp;&nbsp; 78672 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 |  | 50 | &nbsp;&nbsp; 47830 |
| Snap, Inc., 6.88%, 03/01/33<sup>(b)(d)</sup> |  | 139 | &nbsp;&nbsp; 142636 |
|  |  |  | &nbsp;&nbsp; 7447086 |
| **Internet Software & Services — 0.5%** | **Internet Software & Services — 0.5%** | **Internet Software & Services — 0.5%** | **Internet Software & Services — 0.5%** |
| Amazon.com, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 |  | 181 | &nbsp;&nbsp; 179168 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 |  | 120 | &nbsp;&nbsp; 116092 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 |  | 640 | &nbsp;&nbsp; 633712 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 |  | 139 | &nbsp;&nbsp; 132941 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 |  | 340 | &nbsp;&nbsp; 277866 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 |  | 379 | &nbsp;&nbsp; 295479 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 |  | 162 | &nbsp;&nbsp; 129325 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 |  | 291 | &nbsp;&nbsp; 282339 |
| AppLovin Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 |  | 180 | &nbsp;&nbsp; 184638 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 |  | 606 | &nbsp;&nbsp; 626359 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 |  | 190 | &nbsp;&nbsp; 194522 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/54 |  | 469 | &nbsp;&nbsp; 463848 |
| Booking Holdings, Inc., 3.55%, 03/15/28 |  | 20 | &nbsp;&nbsp; 19841 |
| eBay, Inc., 2.70%, 03/11/30 |  | 325 | &nbsp;&nbsp; 305650 |
| Expedia Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 |  | 60 | &nbsp;&nbsp; 60425 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 |  | 25 | &nbsp;&nbsp; 24882 |
| Getty Images, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/21/30<sup>(d)</sup> |  | 12 | &nbsp;&nbsp; 10741 |
| &nbsp;&nbsp;&nbsp; 10.50%, 11/15/30 |  | 23 | &nbsp;&nbsp; 23289 |
| &nbsp;&nbsp;&nbsp; GrubHub Holdings, Inc., (6.00% Cash and 7.00% <br> PIK), 13.00%, 07/31/30<sup>(b)(d)(f)</sup><br>|  | 103 | &nbsp;&nbsp; 84289 |
| Match Group Holdings II LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/15/29 |  | 41 | &nbsp;&nbsp; 40997 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/33 |  | 82 | &nbsp;&nbsp; 82305 |
| Rakuten Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 11.25%, 02/15/27<sup>(b)</sup> |  | 131 | &nbsp;&nbsp; 139549 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(c)</sup> |  | 400 | &nbsp;&nbsp; 448142 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/29<sup>(b)</sup> |  | 116 | &nbsp;&nbsp; 129961 |
| Uber Technologies, Inc., 5.35%, 09/15/54<sup>(d)</sup> |  | 55 | &nbsp;&nbsp; 52333 |
| VeriSign, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 |  | 1010 | &nbsp;&nbsp; 918959 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 |  | 135 | &nbsp;&nbsp; 138394 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Internet Software & Services (continued)** | **Internet Software & Services (continued)** | **Internet Software & Services (continued)** | **Internet Software & Services (continued)** |
| Wayfair LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 10/31/29 | USD | 126 | &nbsp;&nbsp; $131744 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/15/30 |  | 87 | &nbsp;&nbsp; 92491 |
| ZipRecruiter, Inc., 5.00%, 01/15/30<sup>(b)</sup> |  | 44 | &nbsp;&nbsp; 30530 |
|  |  |  | &nbsp;&nbsp; 6250811 |
| **IT Services — 0.5%** | **IT Services — 0.5%** | **IT Services — 0.5%** | **IT Services — 0.5%** |
| Accenture Capital, Inc., 4.50%, 10/04/34 |  | 120 | &nbsp;&nbsp; 118019 |
| Atos SE, 9.73%, 12/18/29<sup>(c)(m)</sup> | EUR | 100 | &nbsp;&nbsp; 134775 |
| Broadridge Financial Solutions, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | USD | 20 | &nbsp;&nbsp; 19012 |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 |  | 400 | &nbsp;&nbsp; 363387 |
| CACI International, Inc., 6.38%, 06/15/33<sup>(b)</sup> |  | 135 | &nbsp;&nbsp; 140067 |
| CGI, Inc., 1.45%, 09/14/26 |  | 25 | &nbsp;&nbsp; 24609 |
| CoreWeave, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/30<sup>(d)</sup> |  | 303 | &nbsp;&nbsp; 298273 |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/31 |  | 124 | &nbsp;&nbsp; 120560 |
| Fair Isaac Corp., 6.00%, 05/15/33<sup>(b)</sup> |  | 59 | &nbsp;&nbsp; 60117 |
| Fidelity National Information Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/01/26 |  | 35 | &nbsp;&nbsp; 34923 |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 |  | 25 | &nbsp;&nbsp; 23796 |
| Fiserv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 |  | 364 | &nbsp;&nbsp; 373763 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 |  | 25 | &nbsp;&nbsp; 24295 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 |  | 220 | &nbsp;&nbsp; 203213 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 |  | 40 | &nbsp;&nbsp; 41098 |
| Gartner, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/28 |  | 135 | &nbsp;&nbsp; 134667 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/29 |  | 143 | &nbsp;&nbsp; 138075 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 |  | 116 | &nbsp;&nbsp; 109968 |
| IBM International Capital Pte. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 |  | 100 | &nbsp;&nbsp; 96257 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 |  | 100 | &nbsp;&nbsp; 92816 |
| International Business Machines Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 |  | 815 | &nbsp;&nbsp; 802333 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 |  | 100 | &nbsp;&nbsp; 101488 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 |  | 40 | &nbsp;&nbsp; 43152 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 |  | 335 | &nbsp;&nbsp; 270453 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 |  | 330 | &nbsp;&nbsp; 300357 |
| Kyndryl Holdings, Inc., 2.05%, 10/15/26 |  | 25 | &nbsp;&nbsp; 24647 |
| Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 |  | 135 | &nbsp;&nbsp; 128654 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 |  | 912 | &nbsp;&nbsp; 804178 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 |  | 718 | &nbsp;&nbsp; 625544 |
| Prime Investment Partners Ltd., 11.00%, 05/01/30<sup>(h)</sup> |  | 139 | &nbsp;&nbsp; 144554 |
|  |  |  | &nbsp;&nbsp; 5797050 |
| **Leisure Products — 0.1%** | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** | **Leisure Products — 0.1%** |
| Acushnet Co., 5.63%, 12/01/33<sup>(b)</sup> |  | 39 | &nbsp;&nbsp; 39367 |
| Amer Sports Co., 6.75%, 02/16/31<sup>(b)</sup> |  | 127 | &nbsp;&nbsp; 132051 |
| Carnival Corp., 5.75%, 08/01/32<sup>(b)</sup> |  | 305 | &nbsp;&nbsp; 313242 |
| Deuce Finco PLC, 7.00%, 11/20/31<sup>(c)</sup> | GBP | 100 | &nbsp;&nbsp; 138860 |
| Dometic Group AB, 5.00%, 09/11/30<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 119858 |
| Hasbro, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | USD | 20 | &nbsp;&nbsp; 19855 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 |  | 50 | &nbsp;&nbsp; 49346 |
| Life Time, Inc., 6.00%, 11/15/31<sup>(b)</sup> |  | 89 | &nbsp;&nbsp; 91251 |
| Lindblad Expeditions LLC, 7.00%, 09/15/30<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 24010 |
| Patrick Industries, Inc., 6.38%, 11/01/32<sup>(b)</sup> |  | 117 | &nbsp;&nbsp; 119747 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** |
| Royal Caribbean Cruises Ltd., 5.38%, 01/15/36 | USD | 145 | &nbsp;&nbsp; $145303 |
| Viking Cruises Ltd., 5.88%, 10/15/33<sup>(b)</sup> |  | 48 | &nbsp;&nbsp; 48662 |
|  |  |  | &nbsp;&nbsp; 1241552 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| CNH Industrial Capital LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 |  | 20 | &nbsp;&nbsp; 20164 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 |  | 75 | &nbsp;&nbsp; 77632 |
| Columbus McKinnon Corp., 7.13%, 02/01/33<sup>(b)</sup> |  | 2 | &nbsp;&nbsp; 2010 |
| CompoSecure Holdings LLC, 5.63%, 02/01/33<sup>(b)</sup> |  | 32 | &nbsp;&nbsp; 31898 |
| Flowserve Corp., 2.80%, 01/15/32 |  | 730 | &nbsp;&nbsp; 655602 |
| IDEX Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 |  | 380 | &nbsp;&nbsp; 359650 |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 |  | 585 | &nbsp;&nbsp; 533843 |
| John Deere Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 |  | 100 | &nbsp;&nbsp; 98576 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28<sup>(d)</sup> |  | 50 | &nbsp;&nbsp; 51025 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 |  | 145 | &nbsp;&nbsp; 129668 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 |  | 75 | &nbsp;&nbsp; 77268 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/12/34 |  | 75 | &nbsp;&nbsp; 77115 |
| Manitowoc Co., Inc., 9.25%, 10/01/31<sup>(b)</sup> |  | 68 | &nbsp;&nbsp; 73855 |
| nVent Finance SARL, 5.65%, 05/15/33 |  | 280 | &nbsp;&nbsp; 291963 |
| Otis Worldwide Corp., 2.57%, 02/15/30 |  | 85 | &nbsp;&nbsp; 79637 |
| Regal Rexnord Corp., 6.40%, 04/15/33 |  | 75 | &nbsp;&nbsp; 80147 |
| Stanley Black & Decker, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 |  | 100 | &nbsp;&nbsp; 100318 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 |  | 65 | &nbsp;&nbsp; 59795 |
| Westinghouse Air Brake Technologies Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 |  | 190 | &nbsp;&nbsp; 192510 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 |  | 340 | &nbsp;&nbsp; 355599 |
| Xylem, Inc., 3.25%, 11/01/26 |  | 50 | &nbsp;&nbsp; 49736 |
|  |  |  | &nbsp;&nbsp; 3398011 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| AMC Networks, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 10.25%, 01/15/29<sup>(b)</sup> |  | 122 | &nbsp;&nbsp; 127209 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(d)</sup> |  | 60 | &nbsp;&nbsp; 52429 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/29<sup>(l)</sup> |  | 46 | &nbsp;&nbsp; 42550 |
| &nbsp;&nbsp;&nbsp; 10.50%, 07/15/32<sup>(b)(d)</sup> |  | 38 | &nbsp;&nbsp; 40971 |
| CCO Holdings LLC / CCO Holdings Capital Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/33 |  | 78 | &nbsp;&nbsp; 78753 |
| &nbsp;&nbsp;&nbsp; 7.38%, 02/01/36 |  | 98 | &nbsp;&nbsp; 98117 |
| CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup> |  | 28 | &nbsp;&nbsp; 27689 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)</sup> |  | 17 | &nbsp;&nbsp; 17163 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 93984 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/01/31<sup>(b)(d)</sup> |  | 206 | &nbsp;&nbsp; 211895 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)(d)</sup> |  | 6 | &nbsp;&nbsp; 5480 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 |  | 133 | &nbsp;&nbsp; 119353 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(b)(d)</sup> |  | 262 | &nbsp;&nbsp; 221309 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 |  | 50 | &nbsp;&nbsp; 43003 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 |  | 125 | &nbsp;&nbsp; 129197 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 |  | 280 | &nbsp;&nbsp; 255354 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 |  | 150 | &nbsp;&nbsp; 141177 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 |  | 19 | &nbsp;&nbsp; 14398 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 |  | 455 | &nbsp;&nbsp; 297106 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 |  | 403 | &nbsp;&nbsp; 242534 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 |  | 166 | &nbsp;&nbsp; 109498 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 |  | 100 | &nbsp;&nbsp; 79086 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | USD | 100 | &nbsp;&nbsp; $98549 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/28 |  | 525 | &nbsp;&nbsp; 527810 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 |  | 50 | &nbsp;&nbsp; 49958 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 |  | 175 | &nbsp;&nbsp; 143794 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 |  | 95 | &nbsp;&nbsp; 50453 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55 |  | 111 | &nbsp;&nbsp; 109956 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 |  | 445 | &nbsp;&nbsp; 250817 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 |  | 225 | &nbsp;&nbsp; 186668 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 |  | 30 | &nbsp;&nbsp; 16237 |
| CSC Holdings LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/27 |  | 87 | &nbsp;&nbsp; 76790 |
| &nbsp;&nbsp;&nbsp; 11.25%, 05/15/28 |  | 203 | &nbsp;&nbsp; 162702 |
| Directv Financing LLC, 8.88%, 02/01/30<sup>(b)</sup> |  | 23 | &nbsp;&nbsp; 23288 |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC/Directv Financing Co-Obligor, <br> Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/27 |  | 33 | &nbsp;&nbsp; 33161 |
| &nbsp;&nbsp;&nbsp; 10.00%, 02/15/31 |  | 157 | &nbsp;&nbsp; 161724 |
| Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/20/28 |  | 1000 | &nbsp;&nbsp; 982500 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 |  | 56 | &nbsp;&nbsp; 43259 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 |  | 100 | &nbsp;&nbsp; 82531 |
| DISH DBS Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/01/28 |  | 93 | &nbsp;&nbsp; 89334 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(b)</sup> |  | 90 | &nbsp;&nbsp; 87095 |
| FactSet Research Systems, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 |  | 320 | &nbsp;&nbsp; 316149 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 |  | 357 | &nbsp;&nbsp; 331940 |
| Fox Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 |  | 250 | &nbsp;&nbsp; 274785 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 |  | 70 | &nbsp;&nbsp; 67030 |
| Gray Media, Inc., 9.63%, 07/15/32<sup>(b)</sup> |  | 13 | &nbsp;&nbsp; 13402 |
| iHeartCommunications, Inc., 10.88%, 05/01/30<sup>(b)</sup> |  | 87 | &nbsp;&nbsp; 72134 |
| Nexstar Media, Inc., 4.75%, 11/01/28<sup>(b)(d)</sup> |  | 86 | &nbsp;&nbsp; 85481 |
| Paramount Global |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 |  | 54 | &nbsp;&nbsp; 52462 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 |  | 33 | &nbsp;&nbsp; 22603 |
| &nbsp;&nbsp;&nbsp; (3-mo. SOFR US + 4.16%), 6.25%, 02/28/57<sup>(a)</sup> |  | 101 | &nbsp;&nbsp; 91784 |
| Sinclair Television Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 |  | 59 | &nbsp;&nbsp; 52001 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/32<sup>(d)</sup> |  | 80 | &nbsp;&nbsp; 63100 |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/33 |  | 56 | &nbsp;&nbsp; 57928 |
| Sirius XM Radio LLC, 4.13%, 07/01/30<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 94302 |
| Sunrise FinCo I BV, 4.63%, 05/15/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 119917 |
| Time Warner Cable LLC, 4.50%, 09/15/42 | USD | 115 | &nbsp;&nbsp; 88681 |
| Univision Communications, Inc., 8.50%, 07/31/31<sup>(b)(d)</sup> |  | 100 | &nbsp;&nbsp; 104286 |
| Versant Media Group, Inc., 7.25%, 01/30/31<sup>(b)</sup> |  | 22 | &nbsp;&nbsp; 22545 |
| VZ Secured Financing BV, 5.25%, 01/15/33<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 115036 |
| Walt Disney Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | USD | 100 | &nbsp;&nbsp; 83267 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 |  | 250 | &nbsp;&nbsp; 183069 |
|  |  |  | &nbsp;&nbsp; 7936783 |
| **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** | **Metals & Mining — 0.5%** |
| ArcelorMittal SA, 6.80%, 11/29/32 |  | 50 | &nbsp;&nbsp; 56002 |
| BHP Billiton Finance USA Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 |  | 205 | &nbsp;&nbsp; 208440 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 |  | 520 | &nbsp;&nbsp; 535640 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 |  | 220 | &nbsp;&nbsp; 228851 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 |  | 65 | &nbsp;&nbsp; 66137 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 |  | 50 | &nbsp;&nbsp; 51734 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| BHP Billiton Finance USA Ltd. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | USD | 200 | &nbsp;&nbsp; $190451 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53 |  | 25 | &nbsp;&nbsp; 24769 |
| Century Aluminum Co., 6.88%, 08/01/32<sup>(b)</sup> |  | 81 | &nbsp;&nbsp; 83881 |
| Champion Iron Canada, Inc., 7.88%, 07/15/32<sup>(b)</sup> |  | 56 | &nbsp;&nbsp; 59904 |
| Cleveland-Cliffs, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/01/33<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 104354 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/34 |  | 63 | &nbsp;&nbsp; 65982 |
| Commercial Metals Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/33 |  | 39 | &nbsp;&nbsp; 39651 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/35 |  | 74 | &nbsp;&nbsp; 75606 |
| Eldorado Gold Corp., 6.25%, 09/01/29<sup>(b)</sup> |  | 78 | &nbsp;&nbsp; 78452 |
| First Quantum Minerals Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.38%, 03/01/29 |  | 78 | &nbsp;&nbsp; 81803 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/33 |  | 114 | &nbsp;&nbsp; 122160 |
| Fortescue Treasury Pty. Ltd., 6.13%, 04/15/32<sup>(b)</sup> |  | 130 | &nbsp;&nbsp; 135385 |
| Freeport-McMoRan, Inc., 5.45%, 03/15/43 |  | 50 | &nbsp;&nbsp; 48725 |
| Glencore Funding LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 |  | 26 | &nbsp;&nbsp; 23927 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/27/31 |  | 139 | &nbsp;&nbsp; 128727 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/08/33<sup>(d)</sup> |  | 58 | &nbsp;&nbsp; 61155 |
| Ivanhoe Mines Ltd., 7.88%, 01/23/30<sup>(b)</sup> |  | 116 | &nbsp;&nbsp; 120423 |
| Kaiser Aluminum Corp., 5.88%, 03/01/34<sup>(b)</sup> |  | 13 | &nbsp;&nbsp; 13097 |
| Mineral Resources Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 10/01/28 |  | 45 | &nbsp;&nbsp; 47268 |
| &nbsp;&nbsp;&nbsp; 8.50%, 05/01/30<sup>(d)</sup> |  | 115 | &nbsp;&nbsp; 119213 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/31 |  | 126 | &nbsp;&nbsp; 132420 |
| New Gold, Inc., 6.88%, 04/01/32<sup>(b)</sup> |  | 75 | &nbsp;&nbsp; 79682 |
| Novelis Corp., 6.88%, 01/30/30<sup>(b)</sup> |  | 55 | &nbsp;&nbsp; 57005 |
| Perenti Finance Pty. Ltd., 7.50%, 04/26/29<sup>(b)</sup> |  | 76 | &nbsp;&nbsp; 78914 |
| Reliance, Inc., 2.15%, 08/15/30 |  | 700 | &nbsp;&nbsp; 636773 |
| Rio Tinto Finance USA PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 |  | 485 | &nbsp;&nbsp; 498622 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 |  | 150 | &nbsp;&nbsp; 139916 |
| Samarco Mineracao SA<sup>(f)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; (9.00% Cash or 9.00% PIK), 9.50%, 06/30/31<sup>(c)</sup> |  | 164 | &nbsp;&nbsp; 164715 |
| &nbsp;&nbsp;&nbsp; (9.00% PIK), 9.50%, 06/30/31<sup>(b)</sup> |  | 11 | &nbsp;&nbsp; 11054 |
| Southern Copper Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 |  | 310 | &nbsp;&nbsp; 301088 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 |  | 460 | &nbsp;&nbsp; 477595 |
| Steel Dynamics, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 |  | 55 | &nbsp;&nbsp; 53193 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 |  | 65 | &nbsp;&nbsp; 66013 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 |  | 108 | &nbsp;&nbsp; 72954 |
| Taseko Mines Ltd., 8.25%, 05/01/30<sup>(b)</sup> |  | 97 | &nbsp;&nbsp; 102960 |
| Vale Overseas Ltd., 6.40%, 06/28/54 |  | 66 | &nbsp;&nbsp; 67815 |
| &nbsp;&nbsp;&nbsp; Vedanta Resources Finance II PLC, 10.88%, <br> 09/17/29<sup>(c)</sup><br>|  | 220 | &nbsp;&nbsp; 235125 |
|  |  |  | &nbsp;&nbsp; 5947581 |
| **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.0%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.0%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.0%** | **Mortgage Real Estate Investment Trusts (REITs)**<sup>(b)</sup> **— 0.0%** |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc., 4.63%, <br> 06/15/29<br>|  | 64 | &nbsp;&nbsp; 63766 |
| Blackstone Mortgage Trust, Inc., 7.75%, 12/01/29 |  | 117 | &nbsp;&nbsp; 125415 |
| &nbsp;&nbsp;&nbsp; EF Holdco/EF Cayman Holdings/Ellington Fin REIT <br> Cayman/TRS/EF Cayman Non-MTM, 7.38%, <br> 09/30/30<br>|  | 85 | &nbsp;&nbsp; 85909 |
| Starwood Property Trust, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/29 |  | 97 | &nbsp;&nbsp; 102298 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 40 | &nbsp;&nbsp; 41114 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** | **Mortgage Real Estate Investment Trusts (REITs) (continued)** |
| Starwood Property Trust, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/30 | USD | 39 | &nbsp;&nbsp; $40613 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/30 |  | 49 | &nbsp;&nbsp; 51031 |
|  |  |  | &nbsp;&nbsp; 510146 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
| AmeriGas Partners LP/AmeriGas Finance Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.38%, 06/01/28 |  | 164 | &nbsp;&nbsp; 169577 |
| &nbsp;&nbsp;&nbsp; 9.50%, 06/01/30<sup>(d)</sup> |  | 145 | &nbsp;&nbsp; 155405 |
| Atmos Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 |  | 125 | &nbsp;&nbsp; 135095 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 |  | 30 | &nbsp;&nbsp; 25318 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 |  | 30 | &nbsp;&nbsp; 32381 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 |  | 45 | &nbsp;&nbsp; 43477 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Resources Corp., 5.25%, <br> 03/01/28<br>|  | 25 | &nbsp;&nbsp; 25626 |
| EP Infrastructure AS<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/27/33 | EUR | 200 | &nbsp;&nbsp; 236686 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/29/34 |  | 200 | &nbsp;&nbsp; 237926 |
| National Fuel Gas Co., 5.95%, 03/15/35 | USD | 270 | &nbsp;&nbsp; 282985 |
| NiSource, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 |  | 10 | &nbsp;&nbsp; 10334 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 |  | 70 | &nbsp;&nbsp; 72127 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 |  | 45 | &nbsp;&nbsp; 39596 |
| Piedmont Natural Gas Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 |  | 50 | &nbsp;&nbsp; 48957 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 |  | 90 | &nbsp;&nbsp; 93376 |
| Southern California Gas Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 |  | 15 | &nbsp;&nbsp; 16120 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 |  | 90 | &nbsp;&nbsp; 89555 |
| Southern Co. Gas Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 |  | 75 | &nbsp;&nbsp; 79314 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 |  | 30 | &nbsp;&nbsp; 30021 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 |  | 20 | &nbsp;&nbsp; 20674 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 |  | 50 | &nbsp;&nbsp; 44215 |
| Southwest Gas Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 |  | 130 | &nbsp;&nbsp; 129102 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 |  | 150 | &nbsp;&nbsp; 145085 |
|  |  |  | &nbsp;&nbsp; 2162952 |
| **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** | **Office REITs — 0.0%** |
| Boston Properties LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 |  | 75 | &nbsp;&nbsp; 72841 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 |  | 365 | &nbsp;&nbsp; 342754 |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 |  | 25 | &nbsp;&nbsp; 20673 |
| Cousins Properties LP, 5.25%, 07/15/30 |  | 170 | &nbsp;&nbsp; 174438 |
|  |  |  | &nbsp;&nbsp; 610706 |
| **Oil, Gas & Consumable Fuels — 3.8%** | **Oil, Gas & Consumable Fuels — 3.8%** | **Oil, Gas & Consumable Fuels — 3.8%** | **Oil, Gas & Consumable Fuels — 3.8%** |
| &nbsp;&nbsp;&nbsp; Aethon United BR LP/Aethon United Finance Corp., <br> 7.50%, 10/01/29<sup>(b)</sup><br>|  | 56 | &nbsp;&nbsp; 58929 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP / Antero Midstream <br> Finance Corp., 5.75%, 07/01/34<sup>(b)</sup><br>|  | 43 | &nbsp;&nbsp; 43434 |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream <br> Finance Corp., 5.75%, 10/15/33<sup>(b)</sup><br>|  | 31 | &nbsp;&nbsp; 31338 |
| Antero Resources Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 02/01/29 |  | 153 | &nbsp;&nbsp; 155318 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/30 |  | 1152 | &nbsp;&nbsp; 1168375 |
| BKV Upstream Midstream LLC, 7.50%, 10/15/30<sup>(b)</sup> |  | 127 | &nbsp;&nbsp; 128587 |
| Boardwalk Pipelines LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/26 |  | 50 | &nbsp;&nbsp; 50090 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 |  | 25 | &nbsp;&nbsp; 25364 |
| BP Capital Markets America, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 |  | 50 | &nbsp;&nbsp; 50549 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| BP Capital Markets America, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | USD | 150 | &nbsp;&nbsp; $154629 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 |  | 80 | &nbsp;&nbsp; 60965 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 |  | 257 | &nbsp;&nbsp; 159301 |
| California Resources Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/29<sup>(d)</sup> |  | 197 | &nbsp;&nbsp; 207201 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/34 |  | 91 | &nbsp;&nbsp; 91790 |
| &nbsp;&nbsp;&nbsp; Calumet Specialty Products Partners LP / Calumet <br> Finance Corp., 9.75%, 02/15/31<sup>(b)</sup><br>|  | 44 | &nbsp;&nbsp; 45375 |
| &nbsp;&nbsp;&nbsp; Calumet Specialty Products Partners LP/Calumet <br> Finance Corp., 9.75%, 07/15/28<sup>(b)</sup><br>|  | 105 | &nbsp;&nbsp; 108176 |
| Cameron LNG LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/15/35 |  | 522 | &nbsp;&nbsp; 457936 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 |  | 62 | &nbsp;&nbsp; 54144 |
| Canadian Natural Resources Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34 |  | 55 | &nbsp;&nbsp; 55973 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 |  | 180 | &nbsp;&nbsp; 190556 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 |  | 30 | &nbsp;&nbsp; 26502 |
| CD&R Firefly Bidco PLC, 8.63%, 04/30/29<sup>(c)</sup> | GBP | 100 | &nbsp;&nbsp; 143099 |
| Cheniere Corpus Christi Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | USD | 120 | &nbsp;&nbsp; 117409 |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 |  | 654 | &nbsp;&nbsp; 559985 |
| Cheniere Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 |  | 56 | &nbsp;&nbsp; 54528 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 |  | 369 | &nbsp;&nbsp; 384633 |
| Cheniere Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 |  | 10 | &nbsp;&nbsp; 10000 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 |  | 1754 | &nbsp;&nbsp; 1818524 |
| Chevron Corp., 2.95%, 05/16/26 |  | 25 | &nbsp;&nbsp; 24940 |
| Chevron USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 |  | 25 | &nbsp;&nbsp; 25559 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 |  | 1330 | &nbsp;&nbsp; 1357348 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 |  | 40 | &nbsp;&nbsp; 23370 |
| Chord Energy Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/30 |  | 46 | &nbsp;&nbsp; 46897 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/33 |  | 72 | &nbsp;&nbsp; 74640 |
| CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(b)</sup> |  | 73 | &nbsp;&nbsp; 70924 |
| CNX Resources Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 |  | 53 | &nbsp;&nbsp; 53307 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/31 |  | 66 | &nbsp;&nbsp; 68355 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/01/32 |  | 252 | &nbsp;&nbsp; 263648 |
| ConocoPhillips, 5.90%, 05/15/38 |  | 50 | &nbsp;&nbsp; 53311 |
| ConocoPhillips Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 |  | 125 | &nbsp;&nbsp; 135293 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 |  | 5 | &nbsp;&nbsp; 3699 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 |  | 85 | &nbsp;&nbsp; 61895 |
| Continental Resources, Inc., 4.90%, 06/01/44 |  | 5 | &nbsp;&nbsp; 4046 |
| Coterra Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 |  | 25 | &nbsp;&nbsp; 24944 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 |  | 270 | &nbsp;&nbsp; 279171 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 |  | 105 | &nbsp;&nbsp; 106873 |
| Crescent Energy Finance LLC, 7.38%, 01/15/33<sup>(b)</sup> |  | 11 | &nbsp;&nbsp; 10646 |
| CVR Energy, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/29 |  | 82 | &nbsp;&nbsp; 85464 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/15/31<sup>(g)</sup> |  | 62 | &nbsp;&nbsp; 61870 |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/34<sup>(g)</sup> |  | 90 | &nbsp;&nbsp; 89270 |
| DCP Midstream Operating LP, 5.13%, 05/15/29 |  | 25 | &nbsp;&nbsp; 25593 |
| &nbsp;&nbsp;&nbsp; Delek Logistics Partners LP/Delek Logistics Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.63%, 03/15/29 |  | 215 | &nbsp;&nbsp; 224852 |
| &nbsp;&nbsp;&nbsp; 7.38%, 06/30/33 |  | 35 | &nbsp;&nbsp; 35991 |
| Devon Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(d)</sup> |  | 120 | &nbsp;&nbsp; 120992 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Devon Energy Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | USD | 100 | &nbsp;&nbsp; $98561 |
| &nbsp;&nbsp;&nbsp; Diamond Foreign Asset Co./Diamond Finance LLC, <br> 8.50%, 10/01/30<sup>(b)</sup><br>|  | 52 | &nbsp;&nbsp; 55293 |
| Diamondback Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 |  | 948 | &nbsp;&nbsp; 942576 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 |  | 1577 | &nbsp;&nbsp; 1531803 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 |  | 887 | &nbsp;&nbsp; 831089 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 |  | 80 | &nbsp;&nbsp; 86309 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51<sup>(d)</sup> |  | 18 | &nbsp;&nbsp; 14569 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 |  | 125 | &nbsp;&nbsp; 119426 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 |  | 75 | &nbsp;&nbsp; 71639 |
| Eastern Energy Gas Holdings LLC, 5.80%, 01/15/35 |  | 186 | &nbsp;&nbsp; 196489 |
| Ecopetrol SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/32 |  | 113 | &nbsp;&nbsp; 115896 |
| &nbsp;&nbsp;&nbsp; 8.88%, 01/13/33 |  | 3 | &nbsp;&nbsp; 3217 |
| Enbridge, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 |  | 215 | &nbsp;&nbsp; 215348 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 |  | 206 | &nbsp;&nbsp; 205155 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 |  | 50 | &nbsp;&nbsp; 52518 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 |  | 20 | &nbsp;&nbsp; 19634 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54 |  | 175 | &nbsp;&nbsp; 176961 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 3.12%), 7.38%, 03/15/55<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 26554 |
| Energean Israel Finance Ltd., 8.50%, 09/30/33<sup>(b)(c)</sup> |  | 21 | &nbsp;&nbsp; 22154 |
| Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 |  | 475 | &nbsp;&nbsp; 482212 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 |  | 103 | &nbsp;&nbsp; 104667 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 |  | 205 | &nbsp;&nbsp; 211523 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 |  | 150 | &nbsp;&nbsp; 146162 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 |  | 330 | &nbsp;&nbsp; 339756 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 |  | 50 | &nbsp;&nbsp; 58012 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 |  | 164 | &nbsp;&nbsp; 166519 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 |  | 260 | &nbsp;&nbsp; 235899 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 |  | 305 | &nbsp;&nbsp; 290792 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.48%), 6.75%, 02/15/56<sup>(a)</sup> |  | 43 | &nbsp;&nbsp; 43306 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.68%), 6.50%, 02/15/56<sup>(a)</sup> |  | 43 | &nbsp;&nbsp; 43002 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.83%), 7.13%, 10/01/54<sup>(a)</sup> |  | 46 | &nbsp;&nbsp; 47534 |
| Enterprise Products Operating LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 |  | 100 | &nbsp;&nbsp; 100661 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 |  | 200 | &nbsp;&nbsp; 221298 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 |  | 171 | &nbsp;&nbsp; 173653 |
| EOG Resources, Inc., 5.65%, 12/01/54 |  | 60 | &nbsp;&nbsp; 58959 |
| EQT Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/26<sup>(b)</sup> |  | 253 | &nbsp;&nbsp; 252197 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/27 |  | 454 | &nbsp;&nbsp; 463626 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 |  | 601 | &nbsp;&nbsp; 598716 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 |  | 553 | &nbsp;&nbsp; 570431 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 |  | 857 | &nbsp;&nbsp; 860728 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 |  | 444 | &nbsp;&nbsp; 451826 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/01/29 |  | 885 | &nbsp;&nbsp; 915822 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 |  | 1128 | &nbsp;&nbsp; 1224875 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 |  | 1759 | &nbsp;&nbsp; 1936002 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 |  | 3424 | &nbsp;&nbsp; 3439459 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/31<sup>(b)</sup> |  | 1209 | &nbsp;&nbsp; 1143137 |
| Equinor ASA, 3.70%, 04/06/50 |  | 55 | &nbsp;&nbsp; 41672 |
| Expand Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 |  | 452 | &nbsp;&nbsp; 452272 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29<sup>(b)</sup> |  | 99 | &nbsp;&nbsp; 99005 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/15/29<sup>(b)</sup> |  | 382 | &nbsp;&nbsp; 384036 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 |  | 241 | &nbsp;&nbsp; 245288 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 |  | 555 | &nbsp;&nbsp; 549921 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 |  | 1363 | &nbsp;&nbsp; 1409432 |
| Exxon Mobil Corp., 3.45%, 04/15/51 |  | 115 | &nbsp;&nbsp; 82501 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Genesis Energy LP/Genesis Energy Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/15/29 | USD | 74 | &nbsp;&nbsp; $77143 |
| &nbsp;&nbsp;&nbsp; 8.88%, 04/15/30 |  | 11 | &nbsp;&nbsp; 11577 |
| &nbsp;&nbsp;&nbsp; 7.88%, 05/15/32 |  | 177 | &nbsp;&nbsp; 184702 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/15/33 |  | 43 | &nbsp;&nbsp; 44877 |
| &nbsp;&nbsp;&nbsp; Global Partners LP/GLP Finance Corp., 8.25%, <br> 01/15/32<sup>(b)(d)</sup><br>|  | 48 | &nbsp;&nbsp; 50594 |
| Gulfport Energy Operating Corp., 6.75%, 09/01/29<sup>(b)</sup> |  | 122 | &nbsp;&nbsp; 125817 |
| Hess Corp., 5.60%, 02/15/41 |  | 150 | &nbsp;&nbsp; 155188 |
| HF Sinclair Corp., 5.00%, 02/01/28 |  | 25 | &nbsp;&nbsp; 24996 |
| &nbsp;&nbsp;&nbsp; Hilcorp Energy I LP/Hilcorp Finance Co., 8.38%, <br> 11/01/33<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 103823 |
| Ithaca Energy North Sea PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 10/15/29<sup>(b)</sup> |  | 203 | &nbsp;&nbsp; 211589 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 119831 |
| Karoon USA Finance, Inc., 10.50%, 05/14/29<sup>(b)</sup> | USD | 44 | &nbsp;&nbsp; 45351 |
| Kinder Morgan Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 |  | 200 | &nbsp;&nbsp; 229903 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 |  | 50 | &nbsp;&nbsp; 52687 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 |  | 115 | &nbsp;&nbsp; 130459 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 |  | 50 | &nbsp;&nbsp; 58973 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 |  | 100 | &nbsp;&nbsp; 89487 |
| Kinder Morgan, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 |  | 195 | &nbsp;&nbsp; 226008 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54<sup>(d)</sup> |  | 370 | &nbsp;&nbsp; 371848 |
| &nbsp;&nbsp;&nbsp; Magnolia Oil & Gas Operating LLC/Magnolia Oil & <br> Gas Finance Corp., 6.88%, 12/01/32<sup>(b)</sup><br>|  | 112 | &nbsp;&nbsp; 116306 |
| Medco Laurel Tree Pte Ltd., 6.95%, 11/12/28<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 200596 |
| MPLX LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 |  | 25 | &nbsp;&nbsp; 25070 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 |  | 276 | &nbsp;&nbsp; 275862 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 |  | 345 | &nbsp;&nbsp; 348740 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 |  | 50 | &nbsp;&nbsp; 50369 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 |  | 50 | &nbsp;&nbsp; 50123 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 |  | 170 | &nbsp;&nbsp; 170549 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 |  | 125 | &nbsp;&nbsp; 111724 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 |  | 400 | &nbsp;&nbsp; 332529 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 |  | 101 | &nbsp;&nbsp; 85197 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 |  | 310 | &nbsp;&nbsp; 300338 |
| Murphy Oil Corp., 6.50%, 02/15/34 |  | 39 | &nbsp;&nbsp; 38859 |
| Nabors Industries, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.13%, 01/31/30 |  | 45 | &nbsp;&nbsp; 47521 |
| &nbsp;&nbsp;&nbsp; 8.88%, 08/15/31 |  | 36 | &nbsp;&nbsp; 36606 |
| &nbsp;&nbsp;&nbsp; 7.63%, 11/15/32 |  | 45 | &nbsp;&nbsp; 45842 |
| &nbsp;&nbsp;&nbsp; NGL Energy Operating LLC/NGL Energy Finance <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 02/15/29 |  | 82 | &nbsp;&nbsp; 85094 |
| &nbsp;&nbsp;&nbsp; 8.38%, 02/15/32 |  | 121 | &nbsp;&nbsp; 126646 |
| NGPL PipeCo LLC, 3.25%, 07/15/31<sup>(b)</sup> |  | 591 | &nbsp;&nbsp; 544616 |
| Noble Finance II LLC, 8.00%, 04/15/30<sup>(b)</sup> |  | 152 | &nbsp;&nbsp; 158453 |
| Northern Oil & Gas, Inc., 7.88%, 10/15/33<sup>(b)(d)</sup> |  | 22 | &nbsp;&nbsp; 22212 |
| Occidental Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 |  | 125 | &nbsp;&nbsp; 134404 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 |  | 95 | &nbsp;&nbsp; 101335 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 |  | 190 | &nbsp;&nbsp; 142219 |
| ONEOK, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/15/26 |  | 50 | &nbsp;&nbsp; 50123 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/26 |  | 200 | &nbsp;&nbsp; 202085 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 |  | 40 | &nbsp;&nbsp; 40354 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 |  | 270 | &nbsp;&nbsp; 280405 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 |  | 90 | &nbsp;&nbsp; 87482 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 |  | 75 | &nbsp;&nbsp; 75195 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 |  | 300 | &nbsp;&nbsp; 321745 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| ONEOK, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | USD | 90 | &nbsp;&nbsp; $96263 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 |  | 230 | &nbsp;&nbsp; 243939 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 |  | 100 | &nbsp;&nbsp; 103077 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 |  | 116 | &nbsp;&nbsp; 108061 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 |  | 40 | &nbsp;&nbsp; 33703 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 |  | 100 | &nbsp;&nbsp; 72734 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 |  | 110 | &nbsp;&nbsp; 122409 |
| Ovintiv, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 |  | 25 | &nbsp;&nbsp; 25777 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 |  | 100 | &nbsp;&nbsp; 108278 |
| Patterson-UTI Energy, Inc., 5.15%, 11/15/29 |  | 55 | &nbsp;&nbsp; 55693 |
| &nbsp;&nbsp;&nbsp; Permian Resources Operating LLC, 8.00%, <br> 04/15/27<sup>(b)</sup><br>|  | 46 | &nbsp;&nbsp; 46418 |
| Petroleos de Venezuela SA<sup>(c)(e)(n)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/26 |  | 23 | &nbsp;&nbsp; 6981 |
| &nbsp;&nbsp;&nbsp; 9.75%, 05/17/35 |  | 26 | &nbsp;&nbsp; 9360 |
| Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/31/26<sup>(b)</sup> |  | 409 | &nbsp;&nbsp; 409511 |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/02/29 |  | 10 | &nbsp;&nbsp; 10740 |
| &nbsp;&nbsp;&nbsp; 6.84%, 01/23/30 |  | 70 | &nbsp;&nbsp; 71540 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 95 | &nbsp;&nbsp; 92568 |
| &nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 |  | 10 | &nbsp;&nbsp; 9982 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/23/45<sup>(d)</sup> |  | 54 | &nbsp;&nbsp; 43951 |
| Phillips 66 Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 |  | 125 | &nbsp;&nbsp; 127109 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 |  | 75 | &nbsp;&nbsp; 72214 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 |  | 50 | &nbsp;&nbsp; 47022 |
| Plains All American Pipeline LP, 5.95%, 06/15/35 |  | 410 | &nbsp;&nbsp; 427512 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 |  | 130 | &nbsp;&nbsp; 126628 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 |  | 60 | &nbsp;&nbsp; 61874 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 |  | 35 | &nbsp;&nbsp; 30868 |
| Puma International Financing SA, 7.75%, 04/25/29<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 206937 |
| Sabine Pass Liquefaction LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 |  | 65 | &nbsp;&nbsp; 65131 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 |  | 706 | &nbsp;&nbsp; 709648 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 |  | 265 | &nbsp;&nbsp; 278035 |
| Seadrill Finance Ltd., 8.38%, 08/01/30<sup>(b)</sup> |  | 19 | &nbsp;&nbsp; 19904 |
| Shell Finance U.S., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38<sup>(b)</sup> |  | 175 | &nbsp;&nbsp; 195359 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 |  | 75 | &nbsp;&nbsp; 60795 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51<sup>(b)</sup> |  | 120 | &nbsp;&nbsp; 77683 |
| SM Energy Co.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/26 |  | 88 | &nbsp;&nbsp; 87912 |
| &nbsp;&nbsp;&nbsp; 8.38%, 07/01/28 |  | 46 | &nbsp;&nbsp; 47348 |
| &nbsp;&nbsp;&nbsp; 6.75%, 08/01/29 |  | 100 | &nbsp;&nbsp; 101138 |
| &nbsp;&nbsp;&nbsp; 8.63%, 11/01/30 |  | 11 | &nbsp;&nbsp; 11634 |
| South Bow USA Infrastructure Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 |  | 25 | &nbsp;&nbsp; 25264 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 |  | 50 | &nbsp;&nbsp; 50432 |
| Sunoco LP/Sunoco Finance Corp., 4.50%, 04/30/30 |  | 100 | &nbsp;&nbsp; 97642 |
| &nbsp;&nbsp;&nbsp; Tallgrass Energy Partners LP/Tallgrass Energy <br> Finance Corp., 7.38%, 02/15/29<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 103667 |
| Talos Production, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 02/01/29 |  | 112 | &nbsp;&nbsp; 116698 |
| &nbsp;&nbsp;&nbsp; 9.38%, 02/01/31 |  | 117 | &nbsp;&nbsp; 123944 |
| Targa Resources Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 |  | 195 | &nbsp;&nbsp; 197926 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 |  | 139 | &nbsp;&nbsp; 132972 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Targa Resources Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | USD | 31 | &nbsp;&nbsp; $33124 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 |  | 130 | &nbsp;&nbsp; 142169 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 |  | 270 | &nbsp;&nbsp; 276593 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 |  | 140 | &nbsp;&nbsp; 141683 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources <br> Partners Finance Corp.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 |  | 20 | &nbsp;&nbsp; 20026 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 |  | 472 | &nbsp;&nbsp; 476404 |
| &nbsp;&nbsp;&nbsp; TotalEnergies Capital International SA, 3.13%, <br> 05/29/50<br>|  | 300 | &nbsp;&nbsp; 201217 |
| TotalEnergies Capital SA, 5.49%, 04/05/54 |  | 280 | &nbsp;&nbsp; 272255 |
| TransCanada PipeLines Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 |  | 135 | &nbsp;&nbsp; 141419 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 |  | 25 | &nbsp;&nbsp; 26698 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 |  | 75 | &nbsp;&nbsp; 89134 |
| Transocean International Ltd., 8.25%, 05/15/29<sup>(b)(d)</sup> |  | 47 | &nbsp;&nbsp; 47887 |
| Transocean Titan Financing Ltd., 8.38%, 02/01/28<sup>(b)</sup> |  | 36 | &nbsp;&nbsp; 37161 |
| Trident Energy Finance PLC, 12.50%, 11/30/29<sup>(c)</sup> |  | 226 | &nbsp;&nbsp; 233955 |
| Valaris Ltd., 8.38%, 04/30/30<sup>(b)</sup> |  | 195 | &nbsp;&nbsp; 203757 |
| Valero Energy Corp., 7.50%, 04/15/32 |  | 50 | &nbsp;&nbsp; 57446 |
| Venture Global LNG, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/01/28 |  | 22 | &nbsp;&nbsp; 22521 |
| &nbsp;&nbsp;&nbsp; 8.38%, 06/01/31<sup>(d)</sup> |  | 152 | &nbsp;&nbsp; 155468 |
| &nbsp;&nbsp;&nbsp; 9.88%, 02/01/32<sup>(d)</sup> |  | 48 | &nbsp;&nbsp; 50750 |
| Venture Global Plaquemines LNG LLC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/30 |  | 100 | &nbsp;&nbsp; 102930 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/36 |  | 30 | &nbsp;&nbsp; 31448 |
| Vermilion Energy, Inc., 7.25%, 02/15/33<sup>(b)</sup> |  | 89 | &nbsp;&nbsp; 86192 |
| Viper Energy Partners LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 |  | 315 | &nbsp;&nbsp; 318960 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 |  | 316 | &nbsp;&nbsp; 321707 |
| Vista Energy Argentina SAU, 7.63%, 12/10/35<sup>(b)</sup> |  | 16 | &nbsp;&nbsp; 16052 |
| Western Midstream Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/35 |  | 160 | &nbsp;&nbsp; 159309 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 |  | 95 | &nbsp;&nbsp; 86932 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 |  | 150 | &nbsp;&nbsp; 128814 |
| Williams Cos., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 |  | 225 | &nbsp;&nbsp; 224408 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 |  | 165 | &nbsp;&nbsp; 163911 |
| YPF SA, 9.50%, 01/17/31<sup>(b)</sup> |  | 19 | &nbsp;&nbsp; 20109 |
|  |  |  | &nbsp;&nbsp; 48863872 |
| **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** |
| &nbsp;&nbsp;&nbsp; American Airlines Trust, Series 2025-1, Class B, <br> 5.65%, 05/11/36<br>|  | 21 | &nbsp;&nbsp; 21124 |
| &nbsp;&nbsp;&nbsp; American Airlines, Inc./AAdvantage Loyalty IP Ltd., <br> 5.75%, 04/20/29<sup>(b)</sup><br>|  | 142 | &nbsp;&nbsp; 143477 |
| Avianca Midco 2 PLC, 9.00%, 12/01/28<sup>(b)</sup> |  | 19 | &nbsp;&nbsp; 19916 |
| &nbsp;&nbsp;&nbsp; JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, <br> 09/20/31<sup>(b)(d)</sup><br>|  | 126 | &nbsp;&nbsp; 126550 |
| &nbsp;&nbsp;&nbsp; JetBlue Pass-Through Trust, Series 2019-1, <br> Class AA, 2.75%, 11/15/33<br>|  | 29 | &nbsp;&nbsp; 25738 |
| Latam Airlines Group SA, 7.63%, 01/07/31<sup>(b)</sup> |  | 42 | &nbsp;&nbsp; 44142 |
| Southwest Airlines Co., 5.13%, 06/15/27 |  | 75 | &nbsp;&nbsp; 75905 |
|  |  |  | &nbsp;&nbsp; 456852 |
| **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** | **Personal Care Products — 0.0%** |
| Colgate-Palmolive Co., 3.70%, 08/01/47 |  | 50 | &nbsp;&nbsp; 39504 |
| Estee Lauder Cos., Inc., 2.38%, 12/01/29 |  | 100 | &nbsp;&nbsp; 93849 |
| Kenvue, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 |  | 25 | &nbsp;&nbsp; 25455 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Kenvue, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53 | USD | 150 | &nbsp;&nbsp; $137331 |
| Procter & Gamble Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 |  | 25 | &nbsp;&nbsp; 24746 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 |  | 25 | &nbsp;&nbsp; 19156 |
|  |  |  | &nbsp;&nbsp; 340041 |
| **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** | **Pharmaceuticals — 1.0%** |
| 1261229 B.C. Ltd., 10.00%, 04/15/32<sup>(b)</sup> |  | 264 | &nbsp;&nbsp; 270932 |
| AbbVie, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 |  | 157 | &nbsp;&nbsp; 152315 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 |  | 100 | &nbsp;&nbsp; 98353 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 |  | 100 | &nbsp;&nbsp; 89005 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 |  | 203 | &nbsp;&nbsp; 180568 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 |  | 100 | &nbsp;&nbsp; 90708 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 |  | 380 | &nbsp;&nbsp; 312985 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 |  | 300 | &nbsp;&nbsp; 290964 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 |  | 75 | &nbsp;&nbsp; 72634 |
| Amneal Pharmaceuticals LLC, 6.88%, 08/01/32<sup>(b)</sup> |  | 144 | &nbsp;&nbsp; 151628 |
| Astrazeneca Finance LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 |  | 130 | &nbsp;&nbsp; 124229 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 |  | 175 | &nbsp;&nbsp; 179562 |
| AstraZeneca PLC, 6.45%, 09/15/37 |  | 170 | &nbsp;&nbsp; 192435 |
| Bausch Health Cos., Inc., 11.00%, 09/30/28<sup>(b)</sup> |  | 192 | &nbsp;&nbsp; 199599 |
| Becton Dickinson & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 |  | 200 | &nbsp;&nbsp; 202646 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 |  | 123 | &nbsp;&nbsp; 126489 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 |  | 25 | &nbsp;&nbsp; 23577 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 |  | 100 | &nbsp;&nbsp; 74830 |
| Bristol-Myers Squibb Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 |  | 213 | &nbsp;&nbsp; 150695 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 |  | 80 | &nbsp;&nbsp; 61291 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 |  | 100 | &nbsp;&nbsp; 86155 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 |  | 250 | &nbsp;&nbsp; 204131 |
| Cardinal Health, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 |  | 123 | &nbsp;&nbsp; 127833 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 |  | 380 | &nbsp;&nbsp; 390580 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 |  | 90 | &nbsp;&nbsp; 89664 |
| Cencora, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 |  | 540 | &nbsp;&nbsp; 552386 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 |  | 310 | &nbsp;&nbsp; 285834 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 |  | 245 | &nbsp;&nbsp; 250826 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 |  | 80 | &nbsp;&nbsp; 81645 |
| CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 |  | 100 | &nbsp;&nbsp; 95897 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 |  | 200 | &nbsp;&nbsp; 200655 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 |  | 111 | &nbsp;&nbsp; 113414 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 |  | 180 | &nbsp;&nbsp; 182977 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 |  | 540 | &nbsp;&nbsp; 549436 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 |  | 91 | &nbsp;&nbsp; 64729 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 |  | 200 | &nbsp;&nbsp; 179656 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 |  | 275 | &nbsp;&nbsp; 241837 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 |  | 100 | &nbsp;&nbsp; 96508 |
| Dolcetto Holdco SpA, 5.63%, 07/14/32<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 120579 |
| Eli Lilly & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 | USD | 510 | &nbsp;&nbsp; 527783 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 |  | 88 | &nbsp;&nbsp; 88084 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 |  | 249 | &nbsp;&nbsp; 226497 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 |  | 250 | &nbsp;&nbsp; 231085 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 |  | 40 | &nbsp;&nbsp; 40050 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 |  | 60 | &nbsp;&nbsp; 53822 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 |  | 65 | &nbsp;&nbsp; 64982 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| GlaxoSmithKline Capital, Inc., 6.38%, 05/15/38 | USD | 125 | &nbsp;&nbsp; $140013 |
| Grifols SA, 7.50%, 05/01/30<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 124068 |
| Gruenenthal GmbH, 4.63%, 11/15/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 119934 |
| Harrow, Inc., 8.63%, 09/15/30<sup>(b)</sup> | USD | 55 | &nbsp;&nbsp; 57416 |
| &nbsp;&nbsp;&nbsp; HLF Financing SARL LLC/Herbalife International, <br> Inc., 12.25%, 04/15/29<sup>(b)</sup><br>|  | 93 | &nbsp;&nbsp; 99989 |
| Johnson & Johnson |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 |  | 50 | &nbsp;&nbsp; 51885 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 |  | 25 | &nbsp;&nbsp; 22604 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 |  | 70 | &nbsp;&nbsp; 77530 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 |  | 125 | &nbsp;&nbsp; 109432 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 |  | 123 | &nbsp;&nbsp; 98728 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 |  | 16 | &nbsp;&nbsp; 8769 |
| Merck & Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 |  | 500 | &nbsp;&nbsp; 487796 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/04/35 |  | 803 | &nbsp;&nbsp; 796130 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 |  | 80 | &nbsp;&nbsp; 68721 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/46 |  | 118 | &nbsp;&nbsp; 117379 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 |  | 50 | &nbsp;&nbsp; 45686 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 |  | 40 | &nbsp;&nbsp; 23153 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 |  | 240 | &nbsp;&nbsp; 218163 |
| Mylan, Inc., 4.55%, 04/15/28 |  | 25 | &nbsp;&nbsp; 25070 |
| &nbsp;&nbsp;&nbsp; Nidda Healthcare Holding GmbH, (3-mo. EURIBOR + <br> 3.25%), 5.28%, 10/15/32<sup>(a)(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 119136 |
| Novartis Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | USD | 25 | &nbsp;&nbsp; 24809 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 |  | 90 | &nbsp;&nbsp; 79914 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 |  | 25 | &nbsp;&nbsp; 15969 |
| &nbsp;&nbsp;&nbsp; Organon & Co./Organon Foreign Debt Co-Issuer <br> BV<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/30/31 |  | 87 | &nbsp;&nbsp; 79009 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/34 |  | 38 | &nbsp;&nbsp; 37133 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 |  | 200 | &nbsp;&nbsp; 189687 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 |  | 135 | &nbsp;&nbsp; 125571 |
| Pfizer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 |  | 100 | &nbsp;&nbsp; 93609 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 |  | 200 | &nbsp;&nbsp; 237903 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 |  | 58 | &nbsp;&nbsp; 60406 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 3.15%, 10/01/26<br>|  | 100 | &nbsp;&nbsp; 99262 |
| Viatris, Inc., 2.30%, 06/22/27 |  | 20 | &nbsp;&nbsp; 19476 |
| Wyeth LLC, 6.50%, 02/01/34 |  | 100 | &nbsp;&nbsp; 112001 |
| Zoetis, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 |  | 295 | &nbsp;&nbsp; 294956 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 |  | 55 | &nbsp;&nbsp; 58312 |
|  |  |  | &nbsp;&nbsp; 12532109 |
| **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** | **Real Estate Management & Development — 0.2%** |
| &nbsp;&nbsp;&nbsp; Adler Financing SARL, Series 1L, (8.25% PIK), <br> 8.25%, 12/31/28<sup>(f)</sup><br>| EUR | 78 | &nbsp;&nbsp; 102981 |
| Alstria Office AG, 5.50%, 03/20/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 121880 |
| &nbsp;&nbsp;&nbsp; Anywhere Real Estate Group LLC/Realogy Co-Issuer <br> Corp.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | USD | 62 | &nbsp;&nbsp; 61179 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/30 |  | 54 | &nbsp;&nbsp; 51497 |
| &nbsp;&nbsp;&nbsp; 9.75%, 04/15/30 |  | 61 | &nbsp;&nbsp; 66579 |
| &nbsp;&nbsp;&nbsp; Aroundtown Finance SARL, (5-year EURIBOR ICE <br> Swap + 3.43%), 5.25%<sup>(a)(c)(i)</sup><br>| EUR | 100 | &nbsp;&nbsp; 117178 |
| CBRE Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | USD | 40 | &nbsp;&nbsp; 36212 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 |  | 285 | &nbsp;&nbsp; 303315 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** |
| Citycon Treasury BV, 5.38%, 07/08/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; $112988 |
| &nbsp;&nbsp;&nbsp; Cushman & Wakefield U.S. Borrower LLC, 8.88%, <br> 09/01/31<sup>(b)</sup><br>| USD | 54 | &nbsp;&nbsp; 57551 |
| Five Point Operating Co. LP, 8.00%, 10/01/30<sup>(b)</sup> |  | 92 | &nbsp;&nbsp; 95620 |
| GLP Pte Ltd., 9.75%, 05/20/28<sup>(c)</sup> |  | 200 | &nbsp;&nbsp; 205200 |
| &nbsp;&nbsp;&nbsp; Grand City Properties SA, (5-year EUR Swap + <br> 2.18%), 1.50%<sup>(a)(c)(i)</sup><br>| EUR | 100 | &nbsp;&nbsp; 117863 |
| &nbsp;&nbsp;&nbsp; Heimstaden Bostad AB, (5-year EURIBOR ICE Swap <br> + 4.19%), 6.25%<sup>(a)(c)(i)</sup><br>|  | 100 | &nbsp;&nbsp; 125654 |
| Howard Hughes Corp., 5.38%, 08/01/28<sup>(b)</sup> | USD | 48 | &nbsp;&nbsp; 47990 |
| New Immo Holding SA, 5.88%, 04/17/28<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 123071 |
| Vivion Investments SARL<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/08/30 |  | 100 | &nbsp;&nbsp; 116771 |
| &nbsp;&nbsp;&nbsp; (6.50% PIK), 6.50%, 02/28/29<sup>(f)</sup> |  | 100 | &nbsp;&nbsp; 118938 |
| Vonovia SE, Series B, 0.88%, 05/20/32<sup>(c)(l)</sup> |  | 100 | &nbsp;&nbsp; 115027 |
|  |  |  | &nbsp;&nbsp; 2097494 |
| **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** | **Residential REITs — 0.1%** |
| ERP Operating LP, 4.65%, 09/15/34 | USD | 160 | &nbsp;&nbsp; 158007 |
| &nbsp;&nbsp;&nbsp; Invitation Homes Operating Partnership LP, 5.50%, <br> 08/15/33<br>|  | 60 | &nbsp;&nbsp; 61544 |
| Mid-America Apartments LP, 3.60%, 06/01/27 |  | 50 | &nbsp;&nbsp; 49822 |
| NNN REIT, Inc., 5.60%, 10/15/33 |  | 150 | &nbsp;&nbsp; 156361 |
| Realty Income Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 |  | 20 | &nbsp;&nbsp; 19858 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 |  | 100 | &nbsp;&nbsp; 98979 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 |  | 250 | &nbsp;&nbsp; 254740 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 |  | 50 | &nbsp;&nbsp; 49480 |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 |  | 40 | &nbsp;&nbsp; 33250 |
| Store Capital LLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30<sup>(b)</sup> |  | 169 | &nbsp;&nbsp; 172113 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/18/30 |  | 237 | &nbsp;&nbsp; 215884 |
|  |  |  | &nbsp;&nbsp; 1270038 |
| **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** | **Retail REITs — 0.1%** |
| Simon Property Group LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 |  | 120 | &nbsp;&nbsp; 117372 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 |  | 60 | &nbsp;&nbsp; 59501 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 |  | 150 | &nbsp;&nbsp; 171817 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 |  | 330 | &nbsp;&nbsp; 304139 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 |  | 330 | &nbsp;&nbsp; 275181 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 |  | 30 | &nbsp;&nbsp; 20697 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53 |  | 230 | &nbsp;&nbsp; 234228 |
|  |  |  | &nbsp;&nbsp; 1182935 |
| **Semiconductors & Semiconductor Equipment — 0.4%** | **Semiconductors & Semiconductor Equipment — 0.4%** | **Semiconductors & Semiconductor Equipment — 0.4%** | **Semiconductors & Semiconductor Equipment — 0.4%** |
| Amkor Technology, Inc., 5.88%, 10/01/33<sup>(b)</sup> |  | 45 | &nbsp;&nbsp; 45860 |
| ams-OSRAM AG, 12.25%, 03/30/29<sup>(b)</sup> |  | 60 | &nbsp;&nbsp; 63754 |
| Analog Devices, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 |  | 20 | &nbsp;&nbsp; 17781 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 |  | 50 | &nbsp;&nbsp; 36709 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 |  | 35 | &nbsp;&nbsp; 22696 |
| &nbsp;&nbsp;&nbsp; Ap Grange Holdings LLC, (Acquired 07/21/24, Cost: <br> $251,000), 6.50%, 03/20/45<sup>(h)(k)</sup><br>|  | 251 | &nbsp;&nbsp; 265432 |
| Applied Materials, Inc., 5.85%, 06/15/41 |  | 25 | &nbsp;&nbsp; 26614 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance Ltd., <br> 3.50%, 01/15/28<br>|  | 150 | &nbsp;&nbsp; 149020 |
| Broadcom, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(b)</sup> |  | 20 | &nbsp;&nbsp; 19945 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 |  | 65 | &nbsp;&nbsp; 67386 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(b)</sup> |  | 25 | &nbsp;&nbsp; 24454 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 |  | 176 | &nbsp;&nbsp; 182245 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 |  | 201 | &nbsp;&nbsp; 185730 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 |  | 324 | &nbsp;&nbsp; 294558 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
| Broadcom, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | USD | 285 | &nbsp;&nbsp; $291229 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(b)</sup> |  | 125 | &nbsp;&nbsp; 107493 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 |  | 100 | &nbsp;&nbsp; 98710 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 |  | 215 | &nbsp;&nbsp; 210438 |
| Foundry JV Holdco LLC, 5.90%, 01/25/33<sup>(b)</sup> |  | 405 | &nbsp;&nbsp; 424784 |
| Intel Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 |  | 43 | &nbsp;&nbsp; 42562 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 |  | 168 | &nbsp;&nbsp; 170597 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 |  | 100 | &nbsp;&nbsp; 93664 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 |  | 100 | &nbsp;&nbsp; 98181 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33 |  | 380 | &nbsp;&nbsp; 387540 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 |  | 60 | &nbsp;&nbsp; 42397 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 |  | 120 | &nbsp;&nbsp; 113286 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 |  | 100 | &nbsp;&nbsp; 82070 |
| Kioxia Holdings Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/24/30 |  | 50 | &nbsp;&nbsp; 51653 |
| &nbsp;&nbsp;&nbsp; 6.63%, 07/24/33<sup>(b)</sup> |  | 96 | &nbsp;&nbsp; 100244 |
| KLA Corp., 4.95%, 07/15/52 |  | 175 | &nbsp;&nbsp; 159466 |
| Marvell Technology, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 |  | 40 | &nbsp;&nbsp; 41692 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 |  | 160 | &nbsp;&nbsp; 170189 |
| Microchip Technology, Inc., 5.05%, 03/15/29 |  | 25 | &nbsp;&nbsp; 25582 |
| Micron Technology, Inc., 5.33%, 02/06/29 |  | 125 | &nbsp;&nbsp; 128932 |
| MKS, Inc., 4.25%, 02/15/34<sup>(c)(g)</sup> | EUR | 100 | &nbsp;&nbsp; 118532 |
| NVIDIA Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | USD | 40 | &nbsp;&nbsp; 33733 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 |  | 100 | &nbsp;&nbsp; 74065 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 |  | 50 | &nbsp;&nbsp; 49478 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 |  | 230 | &nbsp;&nbsp; 206243 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 |  | 50 | &nbsp;&nbsp; 50585 |
| QUALCOMM, Inc., 3.25%, 05/20/27 |  | 75 | &nbsp;&nbsp; 74607 |
| Texas Instruments, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 |  | 110 | &nbsp;&nbsp; 112451 |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 |  | 255 | &nbsp;&nbsp; 232345 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 |  | 200 | &nbsp;&nbsp; 206186 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 |  | 50 | &nbsp;&nbsp; 41381 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54 |  | 120 | &nbsp;&nbsp; 113660 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 |  | 50 | &nbsp;&nbsp; 45044 |
|  |  |  | &nbsp;&nbsp; 5601203 |
| **Software — 0.6%** | **Software — 0.6%** | **Software — 0.6%** | **Software — 0.6%** |
| Cloud Software Group, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.00%, 09/30/29 |  | 234 | &nbsp;&nbsp; 236287 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/30/32 |  | 59 | &nbsp;&nbsp; 60008 |
| Concentrix Corp., 6.60%, 08/02/28 |  | 50 | &nbsp;&nbsp; 51968 |
| Electronic Arts, Inc., 2.95%, 02/15/51 |  | 25 | &nbsp;&nbsp; 23217 |
| Intuit, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 |  | 440 | &nbsp;&nbsp; 456377 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 |  | 90 | &nbsp;&nbsp; 86864 |
| IPD 3 BV, 5.50%, 06/15/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 118132 |
| Microsoft Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/39 | USD | 93 | &nbsp;&nbsp; 96786 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 |  | 175 | &nbsp;&nbsp; 106060 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 |  | 684 | &nbsp;&nbsp; 445541 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 |  | 200 | &nbsp;&nbsp; 157225 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 |  | 330 | &nbsp;&nbsp; 187451 |
| MSCI, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 |  | 250 | &nbsp;&nbsp; 250865 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 |  | 450 | &nbsp;&nbsp; 443845 |
| Oracle Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/26 |  | 350 | &nbsp;&nbsp; 347615 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Oracle Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | USD | 177 | &nbsp;&nbsp; $173599 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 |  | 40 | &nbsp;&nbsp; 36959 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 |  | 165 | &nbsp;&nbsp; 163308 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 |  | 195 | &nbsp;&nbsp; 175182 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 |  | 60 | &nbsp;&nbsp; 57802 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 |  | 100 | &nbsp;&nbsp; 90305 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 |  | 108 | &nbsp;&nbsp; 100243 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 |  | 985 | &nbsp;&nbsp; 960320 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 |  | 94 | &nbsp;&nbsp; 92895 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 |  | 160 | &nbsp;&nbsp; 118175 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 |  | 520 | &nbsp;&nbsp; 379445 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 |  | 55 | &nbsp;&nbsp; 41714 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 |  | 325 | &nbsp;&nbsp; 202715 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 |  | 6 | &nbsp;&nbsp; 3934 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 |  | 117 | &nbsp;&nbsp; 97279 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54<sup>(d)</sup> |  | 470 | &nbsp;&nbsp; 377624 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 |  | 549 | &nbsp;&nbsp; 480522 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 |  | 110 | &nbsp;&nbsp; 66746 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 |  | 549 | &nbsp;&nbsp; 352375 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 |  | 524 | &nbsp;&nbsp; 457174 |
| Pagaya U.S. Holdings Co. LLC, 8.88%, 08/01/30<sup>(b)</sup> |  | 135 | &nbsp;&nbsp; 120460 |
| Roper Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 |  | 340 | &nbsp;&nbsp; 343438 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 |  | 95 | &nbsp;&nbsp; 85929 |
| Take-Two Interactive Software, Inc., 3.70%, 04/14/27 |  | 50 | &nbsp;&nbsp; 49845 |
| VMware LLC, 4.70%, 05/15/30 |  | 75 | &nbsp;&nbsp; 76268 |
|  |  |  | &nbsp;&nbsp; 8172497 |
| **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** | **Specialized REITs — 0.1%** |
| CubeSmart LP, 2.25%, 12/15/28 |  | 100 | &nbsp;&nbsp; 95109 |
| Extra Space Storage LP |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 |  | 24 | &nbsp;&nbsp; 23736 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 |  | 518 | &nbsp;&nbsp; 539013 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 |  | 100 | &nbsp;&nbsp; 87418 |
| Iron Mountain, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(b)</sup> |  | 53 | &nbsp;&nbsp; 54459 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31<sup>(b)(d)</sup> |  | 126 | &nbsp;&nbsp; 120408 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/33<sup>(b)(d)</sup> |  | 55 | &nbsp;&nbsp; 55577 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/34<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 115656 |
| Public Storage Operating Co., 5.10%, 08/01/33 | USD | 50 | &nbsp;&nbsp; 51631 |
|  |  |  | &nbsp;&nbsp; 1143007 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
| AutoZone, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/26 |  | 125 | &nbsp;&nbsp; 125594 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 |  | 225 | &nbsp;&nbsp; 249239 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34 |  | 305 | &nbsp;&nbsp; 314336 |
| Bubbles Bidco SpA, 6.50%, 09/30/31<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 121711 |
| Dick's Sporting Goods, Inc., 4.00%, 10/01/29<sup>(b)</sup> | USD | 44 | &nbsp;&nbsp; 43386 |
| &nbsp;&nbsp;&nbsp; Duomo Bidco SpA, (3-mo. EURIBOR + 3.25%), <br> 5.31%, 01/15/32<sup>(a)(c)</sup><br>| EUR | 100 | &nbsp;&nbsp; 118847 |
| FirstCash, Inc.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/01/30 | USD | 51 | &nbsp;&nbsp; 51238 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/01/32 |  | 168 | &nbsp;&nbsp; 174636 |
| Gap, Inc., 3.63%, 10/01/29<sup>(b)</sup> |  | 89 | &nbsp;&nbsp; 84645 |
| Genuine Parts Co., 4.95%, 08/15/29 |  | 25 | &nbsp;&nbsp; 25406 |
| Goldstory SAS, 6.75%, 02/01/30<sup>(c)</sup> | EUR | 100 | &nbsp;&nbsp; 116741 |
| O'Reilly Automotive, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | USD | 50 | &nbsp;&nbsp; 49616 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 |  | 125 | &nbsp;&nbsp; 124848 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** | **Specialty Retail (continued)** |
| &nbsp;&nbsp;&nbsp; Petco Health & Wellness Co., Inc., 8.25%, <br> 02/01/31<sup>(b)(g)</sup><br>| USD | 25 | &nbsp;&nbsp; $25065 |
| QVC, Inc., 6.88%, 04/15/29<sup>(b)</sup> |  | 172 | &nbsp;&nbsp; 71380 |
| Ross Stores, Inc., 0.88%, 04/15/26 |  | 50 | &nbsp;&nbsp; 49696 |
|  |  |  | &nbsp;&nbsp; 1746384 |
| **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** | **Technology Hardware, Storage & Peripherals — 0.3%** |
| Apple, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 |  | 382 | &nbsp;&nbsp; 390398 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 |  | 95 | &nbsp;&nbsp; 68015 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 |  | 50 | &nbsp;&nbsp; 42105 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 |  | 224 | &nbsp;&nbsp; 204660 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 |  | 425 | &nbsp;&nbsp; 386483 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 |  | 189 | &nbsp;&nbsp; 116643 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53 |  | 250 | &nbsp;&nbsp; 234839 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 |  | 229 | &nbsp;&nbsp; 125834 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 |  | 160 | &nbsp;&nbsp; 124756 |
| Dell International LLC/EMC Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 |  | 65 | &nbsp;&nbsp; 66701 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 |  | 25 | &nbsp;&nbsp; 25791 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 |  | 100 | &nbsp;&nbsp; 106738 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 |  | 297 | &nbsp;&nbsp; 296222 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 |  | 45 | &nbsp;&nbsp; 47239 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 |  | 215 | &nbsp;&nbsp; 219529 |
| Diebold Nixdorf, Inc., 7.75%, 03/31/30<sup>(b)</sup> |  | 47 | &nbsp;&nbsp; 49776 |
| HP, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 |  | 75 | &nbsp;&nbsp; 74001 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41 |  | 145 | &nbsp;&nbsp; 144460 |
| NCR Atleos Corp., 9.50%, 04/01/29<sup>(b)</sup> |  | 102 | &nbsp;&nbsp; 109315 |
| NetApp, Inc., 5.70%, 03/17/35 |  | 434 | &nbsp;&nbsp; 451508 |
| Seagate Data Storage Technology Pte. Ltd.<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/15/30 |  | 41 | &nbsp;&nbsp; 42237 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/01/32 |  | 113 | &nbsp;&nbsp; 127737 |
|  |  |  | &nbsp;&nbsp; 3454987 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |
| NIKE, Inc., 2.85%, 03/27/30 |  | 100 | &nbsp;&nbsp; 95422 |
| Ralph Lauren Corp., 5.00%, 06/15/32 |  | 710 | &nbsp;&nbsp; 730877 |
| VF Corp., 0.25%, 02/25/28 | EUR | 100 | &nbsp;&nbsp; 111016 |
|  |  |  | &nbsp;&nbsp; 937315 |
| **Tobacco — 0.7%** | **Tobacco — 0.7%** | **Tobacco — 0.7%** | **Tobacco — 0.7%** |
| Altria Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | USD | 500 | &nbsp;&nbsp; 508631 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 |  | 150 | &nbsp;&nbsp; 144660 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 |  | 400 | &nbsp;&nbsp; 353997 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 |  | 40 | &nbsp;&nbsp; 40371 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 |  | 95 | &nbsp;&nbsp; 97193 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 |  | 760 | &nbsp;&nbsp; 585499 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 |  | 62 | &nbsp;&nbsp; 51815 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49<sup>(d)</sup> |  | 1110 | &nbsp;&nbsp; 1106437 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 |  | 179 | &nbsp;&nbsp; 143175 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 |  | 290 | &nbsp;&nbsp; 204579 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61<sup>(d)</sup> |  | 450 | &nbsp;&nbsp; 324969 |
| BAT Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 |  | 150 | &nbsp;&nbsp; 146281 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 |  | 330 | &nbsp;&nbsp; 350263 |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 |  | 25 | &nbsp;&nbsp; 23064 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 |  | 75 | &nbsp;&nbsp; 87542 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 |  | 225 | &nbsp;&nbsp; 222939 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 |  | 550 | &nbsp;&nbsp; 587840 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40<sup>(d)</sup> |  | 269 | &nbsp;&nbsp; 218309 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 |  | 563 | &nbsp;&nbsp; 632026 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** | **Tobacco (continued)** |
| BAT Capital Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | USD | 190 | &nbsp;&nbsp; $214954 |
| BAT International Finance PLC, 1.67%, 03/25/26 |  | 200 | &nbsp;&nbsp; 199333 |
| Philip Morris International, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 |  | 325 | &nbsp;&nbsp; 328097 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 |  | 590 | &nbsp;&nbsp; 601087 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 |  | 215 | &nbsp;&nbsp; 226149 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 |  | 50 | &nbsp;&nbsp; 44587 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 |  | 345 | &nbsp;&nbsp; 368022 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 |  | 795 | &nbsp;&nbsp; 827392 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 |  | 90 | &nbsp;&nbsp; 95230 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 |  | 75 | &nbsp;&nbsp; 77423 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 |  | 85 | &nbsp;&nbsp; 94191 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 |  | 380 | &nbsp;&nbsp; 322938 |
| Reynolds American, Inc., 5.85%, 08/15/45 |  | 332 | &nbsp;&nbsp; 326858 |
| Turning Point Brands, Inc., 7.63%, 03/15/32<sup>(b)</sup> |  | 56 | &nbsp;&nbsp; 60068 |
|  |  |  | &nbsp;&nbsp; 9615919 |
| **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** | **Transportation Infrastructure — 0.1%** |
| Edge Finco PLC, 8.13%, 08/15/31<sup>(c)</sup> | GBP | 100 | &nbsp;&nbsp; 145905 |
| FedEx Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/28 | USD | 20 | &nbsp;&nbsp; 19770 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 |  | 285 | &nbsp;&nbsp; 275052 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 |  | 80 | &nbsp;&nbsp; 72968 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 |  | 305 | &nbsp;&nbsp; 267188 |
| Ryder System, Inc., 6.60%, 12/01/33 |  | 80 | &nbsp;&nbsp; 88828 |
| United Parcel Service, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35 |  | 100 | &nbsp;&nbsp; 103596 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50 |  | 25 | &nbsp;&nbsp; 23948 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53<sup>(d)</sup> |  | 100 | &nbsp;&nbsp; 91264 |
|  |  |  | &nbsp;&nbsp; 1088519 |
| **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** |
| American Water Capital Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 |  | 35 | &nbsp;&nbsp; 31632 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 |  | 80 | &nbsp;&nbsp; 79958 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 |  | 120 | &nbsp;&nbsp; 98000 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 |  | 30 | &nbsp;&nbsp; 29123 |
| Essential Utilities, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 |  | 50 | &nbsp;&nbsp; 50626 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 |  | 185 | &nbsp;&nbsp; 190398 |
| &nbsp;&nbsp;&nbsp; Severn Trent Utilities Finance PLC, 4.25%, <br> 01/29/40<sup>(c)</sup><br>| EUR | 200 | &nbsp;&nbsp; 236547 |
|  |  |  | &nbsp;&nbsp; 716284 |
| **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** |
| Iliad Holding SAS, 6.88%, 04/15/31<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 126379 |
| Millicom International Cellular SA<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/25/29 | USD | 39 | &nbsp;&nbsp; 39913 |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/02/32 |  | 146 | &nbsp;&nbsp; 151409 |
| Rogers Communications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 |  | 65 | &nbsp;&nbsp; 64417 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.62%), 7.13%, 04/15/55<sup>(a)</sup> |  | 63 | &nbsp;&nbsp; 66065 |
| &nbsp;&nbsp;&nbsp; (5-year CMT + 2.65%), 7.00%, 04/15/55<sup>(a)</sup> |  | 155 | &nbsp;&nbsp; 160777 |
| Telecom Argentina SA<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 9.25%, 05/28/33 |  | 23 | &nbsp;&nbsp; 24111 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/20/36 |  | 22 | &nbsp;&nbsp; 22123 |
| T-Mobile USA, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 |  | 150 | &nbsp;&nbsp; 144310 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 |  | 90 | &nbsp;&nbsp; 91597 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 |  | 25 | &nbsp;&nbsp; 24404 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 |  | 650 | &nbsp;&nbsp; 638861 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
| T-Mobile USA, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | USD | 520 | &nbsp;&nbsp; $475685 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 |  | 175 | &nbsp;&nbsp; 157363 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 |  | 35 | &nbsp;&nbsp; 35587 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 |  | 695 | &nbsp;&nbsp; 708647 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 |  | 100 | &nbsp;&nbsp; 67015 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 |  | 240 | &nbsp;&nbsp; 234045 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 |  | 65 | &nbsp;&nbsp; 61169 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 |  | 240 | &nbsp;&nbsp; 217171 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 |  | 180 | &nbsp;&nbsp; 173894 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 |  | 200 | &nbsp;&nbsp; 132193 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 |  | 653 | &nbsp;&nbsp; 640153 |
| Vmed O2 U.K. Financing I PLC, 4.50%, 07/15/31<sup>(c)</sup> | GBP | 100 | &nbsp;&nbsp; 121387 |
| Vodafone Group PLC |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | USD | 300 | &nbsp;&nbsp; 327475 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 |  | 45 | &nbsp;&nbsp; 49032 |
| Zegona Finance PLC, 8.63%, 07/15/29<sup>(b)</sup> |  | 170 | &nbsp;&nbsp; 179220 |
|  |  |  | &nbsp;&nbsp; 5134402 |
| **Total Corporate Bonds — 30.1%** <br>**(Cost: $378,441,842)** | **Total Corporate Bonds — 30.1%** <br>**(Cost: $378,441,842)** | **Total Corporate Bonds — 30.1%** <br>**(Cost: $378,441,842)** | &nbsp;&nbsp; 385426374 |
| **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> | **Floating Rate Loan Interests**<sup>(a)</sup> |
| **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** | **Construction & Engineering — 0.0%** |
| &nbsp;&nbsp;&nbsp; ITG Communications LLC, Term Loan B, (1-mo. CME <br> Term SOFR + 4.75%), 8.42%, 07/09/31<br>|  | 126 | &nbsp;&nbsp; 121695 |
| **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** |
| &nbsp;&nbsp;&nbsp; CPV Fairview LLC, 2025 Term Loan, (3-mo. CME <br> Term SOFR at 0.00% Floor + 2.50%), 6.17%, <br> 08/14/31<br>|  | 45 | &nbsp;&nbsp; 44900 |
| &nbsp;&nbsp;&nbsp; Kestrel Acquisition, LLC, 2025 Term Loan, (3-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 11/06/31<br>|  | 38 | &nbsp;&nbsp; 37966 |
| &nbsp;&nbsp;&nbsp; Ohio Power Partners LLC, Term Loan, (1-mo. CME <br> Term SOFR at 0.00% Floor + 2.75%), 6.42%, <br> 11/12/32<sup>(h)</sup><br>|  | 37 | &nbsp;&nbsp; 36632 |
|  |  |  | &nbsp;&nbsp; 119498 |
| **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** | **Entertainment — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bally's Corp., 2021 Term Loan B, (3-mo. CME Term <br> SOFR at 0.50% Floor + 3.25%), 7.18%, 10/02/28<br>|  | 202 | &nbsp;&nbsp; 198620 |
| **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |
| &nbsp;&nbsp;&nbsp; Peninsula Pacific Entertainment LLC, 2025 Term <br> Loan B, (3-mo. CME Term SOFR at 0.00% Floor + <br> 4.75%), 8.42%, 10/01/32<sup>(h)</sup><br>|  | 93 | &nbsp;&nbsp; 92989 |
| **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** | **Independent Power and Renewable Electricity Producers — 0.0%** |
| &nbsp;&nbsp;&nbsp; West Deptford Energy Holdings LLC, 2025 Term <br> Loan, (1-mo. CME Term SOFR at 0.00% Floor + <br> 4.00%), 7.67%, 12/30/31<br>|  | 50 | &nbsp;&nbsp; 49533 |
| **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** | **Media — 0.1%** |
| &nbsp;&nbsp;&nbsp; Directv Financing LLC, 2025 Term Loan B, (3-mo. <br> CME Term SOFR at 0.75% Floor + 5.50%), 9.17%, <br> 02/17/31<br>|  | 93 | &nbsp;&nbsp; 93222 |
| &nbsp;&nbsp;&nbsp; ECL Entertainment LLC, 2025 Term Loan B, (1-mo. <br> CME Term SOFR at 0.00% Floor + 3.00%), 6.67%, <br> 08/30/30<br>|  | 114 | &nbsp;&nbsp; 113647 |
|  |  |  | &nbsp;&nbsp; 206869 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
| &nbsp;&nbsp;&nbsp; CVR CHC LP, Term Loan B, (3-mo. CME Term SOFR <br> at 0.00% Floor + 4.00%), 7.67%, 12/30/27<sup>(h)</sup><br>| USD | 125 | &nbsp;&nbsp; $125086 |
| **Technology Hardware, Storage & Peripherals — 0.0%** | **Technology Hardware, Storage & Peripherals — 0.0%** | **Technology Hardware, Storage & Peripherals — 0.0%** | **Technology Hardware, Storage & Peripherals — 0.0%** |
| &nbsp;&nbsp;&nbsp; Xerox Corp., 2023 Term Loan B, (3-mo. CME Term <br> SOFR at 0.50% Floor + 4.00%), 7.67%, 11/19/29<br>|  | 16 | &nbsp;&nbsp; 12331 |
| **Total Floating Rate Loan Interests — 0.1%** <br>**(Cost: $921,466)** | **Total Floating Rate Loan Interests — 0.1%** <br>**(Cost: $921,466)** | **Total Floating Rate Loan Interests — 0.1%** <br>**(Cost: $921,466)** | &nbsp;&nbsp; 926621 |
| **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** | **Foreign Agency Obligations** |
| **Argentina — 0.0%** | **Argentina — 0.0%** | **Argentina — 0.0%** |  |
| Argentine Republic Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/09/29 |  | 3 | &nbsp;&nbsp; 2471 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/09/35<sup>(m)</sup> |  | 43 | &nbsp;&nbsp; 33368 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(m)</sup> |  | 27 | &nbsp;&nbsp; 19575 |
|  |  |  | &nbsp;&nbsp; 55414 |
| **Barbados — 0.0%** | **Barbados — 0.0%** | **Barbados — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Barbados Government International Bonds, 8.00%, <br> 06/26/35<sup>(b)</sup><br>|  | 19 | &nbsp;&nbsp; 20349 |
| **Brazil — 0.0%** | **Brazil — 0.0%** | **Brazil — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Brazil Notas do Tesouro Nacional Serie B, 6.00%, <br> 08/15/30<br>| BRL | 309 | &nbsp;&nbsp; 261493 |
| &nbsp;&nbsp;&nbsp; Brazil Notas do Tesouro Nacional Serie F, 10.00%, <br> 01/01/27<br>|  | 1424 | &nbsp;&nbsp; 263415 |
|  |  |  | &nbsp;&nbsp; 524908 |
| **Canada — 0.0%** | **Canada — 0.0%** | **Canada — 0.0%** |  |
| Province of Alberta Canada, 1.30%, 07/22/30 |  | 10 | &nbsp;&nbsp; 8930 |
| Province of Ontario Canada |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27 |  | 15 | &nbsp;&nbsp; 14897 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 |  | 35 | &nbsp;&nbsp; 31277 |
| Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/26 |  | 10 | &nbsp;&nbsp; 9971 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/21/31 |  | 10 | &nbsp;&nbsp; 9000 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 |  | 15 | &nbsp;&nbsp; 15137 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 |  | 10 | &nbsp;&nbsp; 11229 |
|  |  |  | &nbsp;&nbsp; 100441 |
| **Chile — 0.0%** | **Chile — 0.0%** | **Chile — 0.0%** |  |
| Chile Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 |  | 200 | &nbsp;&nbsp; 146100 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 |  | 200 | &nbsp;&nbsp; 158400 |
|  |  |  | &nbsp;&nbsp; 304500 |
| **China — 0.0%** | **China — 0.0%** | **China — 0.0%** |  |
| China Government Bonds, 2.11%, 08/25/34 | CNY | 520 | &nbsp;&nbsp; 76770 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |  |
| Colombian TES |  |  |  |
| &nbsp;&nbsp;&nbsp; 12.50%, 02/27/30 | COP | 229700 | &nbsp;&nbsp; 60734 |
| &nbsp;&nbsp;&nbsp; Series B, 5.75%, 11/03/27 |  | 1079500 | &nbsp;&nbsp; 263482 |
| &nbsp;&nbsp;&nbsp; Series B, 7.75%, 09/18/30 |  | 1194900 | &nbsp;&nbsp; 267618 |
| &nbsp;&nbsp;&nbsp; Series B, 7.25%, 10/26/50 |  | 174200 | &nbsp;&nbsp; 29141 |
|  |  |  | &nbsp;&nbsp; 620975 |
| **Czech Republic — 0.0%** | **Czech Republic — 0.0%** | **Czech Republic — 0.0%** |  |
| Czech Republic Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 105, 2.75%, 07/23/29 | CZK | 2140 | &nbsp;&nbsp; 101545 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Czech Republic (continued)** | **Czech Republic (continued)** | **Czech Republic (continued)** |  |
| Czech Republic Government Bonds (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 154, 4.50%, 11/11/32 | CZK | 2160 | &nbsp;&nbsp; $107794 |
| &nbsp;&nbsp;&nbsp; Series 49, 4.20%, 12/04/36<sup>(c)</sup> |  | 670 | &nbsp;&nbsp; 31941 |
|  |  |  | &nbsp;&nbsp; 241280 |
| **Ecuador — 0.0%** | **Ecuador — 0.0%** | **Ecuador — 0.0%** |  |
| Ecuador Government International Bonds<sup>(c)(m)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/31/35 | USD | 14 | &nbsp;&nbsp; 12810 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/31/40 |  | 27 | &nbsp;&nbsp; 22302 |
|  |  |  | &nbsp;&nbsp; 35112 |
| **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** |  |
| Egypt Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp; 24.44%, 08/05/28 | EGP | 600 | &nbsp;&nbsp; 13124 |
| &nbsp;&nbsp;&nbsp; 23.38%, 08/26/28 |  | 1912 | &nbsp;&nbsp; 41156 |
| &nbsp;&nbsp;&nbsp; Egypt Government Bonds, Series 3Y, 24.46%, <br> 10/01/27<br>|  | 2612 | &nbsp;&nbsp; 56348 |
|  |  |  | &nbsp;&nbsp; 110628 |
| **Ghana — 0.0%** | **Ghana — 0.0%** | **Ghana — 0.0%** |  |
| Ghana Government International Bonds<sup>(m)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/35<sup>(b)</sup> | USD | 21 | &nbsp;&nbsp; 19110 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/35<sup>(c)</sup> |  | 13 | &nbsp;&nbsp; 11830 |
|  |  |  | &nbsp;&nbsp; 30940 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |  |
| Hungary Government Bonds, 7.00%, 10/24/35 | HUF | 23480 | &nbsp;&nbsp; 75065 |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, Series 6Y, <br> 4.00%, 07/25/29<sup>(c)</sup><br>| EUR | 16 | &nbsp;&nbsp; 19500 |
|  |  |  | &nbsp;&nbsp; 94565 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |  |
| Indonesia Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | USD | 640 | &nbsp;&nbsp; 605440 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 |  | 450 | &nbsp;&nbsp; 451800 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 |  | 270 | &nbsp;&nbsp; 174150 |
| Indonesia Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/15/27 | IDR | 2226000 | &nbsp;&nbsp; 136046 |
| &nbsp;&nbsp;&nbsp; 8.25%, 06/15/32 |  | 59000 | &nbsp;&nbsp; 3898 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/33 |  | 456000 | &nbsp;&nbsp; 28160 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/33 |  | 306000 | &nbsp;&nbsp; 18564 |
| &nbsp;&nbsp;&nbsp; Series 103, 6.75%, 07/15/35 |  | 352000 | &nbsp;&nbsp; 21559 |
|  |  |  | &nbsp;&nbsp; 1439617 |
| **Japan — 0.1%** | **Japan — 0.1%** | **Japan — 0.1%** |  |
| Japan Government Thirty Year Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/20/55 | JPY | 19700 | &nbsp;&nbsp; 118493 |
| &nbsp;&nbsp;&nbsp; Series 76, 1.40%, 09/20/52 |  | 17000 | &nbsp;&nbsp; 68392 |
| &nbsp;&nbsp;&nbsp; Series 85, 2.30%, 12/20/54 |  | 193800 | &nbsp;&nbsp; 962751 |
| &nbsp;&nbsp;&nbsp; Series 86, 2.40%, 03/20/55 |  | 101950 | &nbsp;&nbsp; 517846 |
|  |  |  | &nbsp;&nbsp; 1667482 |
| **Lebanon — 0.0%** | **Lebanon — 0.0%** | **Lebanon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Lebanon Government International Bond, 6.25%, <br> 11/04/24<sup>(c)(e)(n)</sup><br>| USD | 23 | &nbsp;&nbsp; 6649 |
| Lebanon Government International Bonds<sup>(c)(e)(n)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/03/28 |  | 41 | &nbsp;&nbsp; 11858 |
| &nbsp;&nbsp;&nbsp; Series 10Y, 6.85%, 03/23/27 |  | 39 | &nbsp;&nbsp; 11280 |
|  |  |  | &nbsp;&nbsp; 29787 |
| **Mexico — 0.2%** | **Mexico — 0.2%** | **Mexico — 0.2%** |  |
| Mexican Bonos |  |  |  |
| &nbsp;&nbsp;&nbsp; Series M, 8.50%, 03/01/29 | MXN | 2831 | &nbsp;&nbsp; 164599 |
| &nbsp;&nbsp;&nbsp; Series M, 8.50%, 05/31/29 |  | 67 | &nbsp;&nbsp; 3903 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Mexico (continued)** | **Mexico (continued)** | **Mexico (continued)** |  |
| Mexican Bonos (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series M, 7.50%, 05/26/33 | MXN | 6350 | &nbsp;&nbsp; $342175 |
| &nbsp;&nbsp;&nbsp; Series M, 8.00%, 02/21/36 |  | 950 | &nbsp;&nbsp; 51170 |
| &nbsp;&nbsp;&nbsp; Mexico Government International Bond, 5.38%, <br> 05/16/40<br>| EUR | 100 | &nbsp;&nbsp; 117883 |
| Mexico Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | USD | 900 | &nbsp;&nbsp; 801000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 |  | 405 | &nbsp;&nbsp; 349110 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 |  | 22 | &nbsp;&nbsp; 21802 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50<sup>(d)</sup> |  | 650 | &nbsp;&nbsp; 491400 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 |  | 200 | &nbsp;&nbsp; 189600 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 |  | 500 | &nbsp;&nbsp; 537000 |
|  |  |  | &nbsp;&nbsp; 3069642 |
| **Panama — 0.1%** | **Panama — 0.1%** | **Panama — 0.1%** |  |
| Panama Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 |  | 380 | &nbsp;&nbsp; 374395 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 |  | 200 | &nbsp;&nbsp; 175600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 |  | 270 | &nbsp;&nbsp; 199496 |
|  |  |  | &nbsp;&nbsp; 749491 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |  |
| Peru Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.60%, 08/12/39<sup>(c)</sup> | PEN | 190 | &nbsp;&nbsp; 62032 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | USD | 480 | &nbsp;&nbsp; 333840 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 |  | 110 | &nbsp;&nbsp; 112475 |
| &nbsp;&nbsp;&nbsp; Peruvian Government International Bonds, 7.60%, <br> 08/12/39<sup>(b)</sup><br>| PEN | 73 | &nbsp;&nbsp; 23833 |
|  |  |  | &nbsp;&nbsp; 532180 |
| **Philippines — 0.2%** | **Philippines — 0.2%** | **Philippines — 0.2%** |  |
| Philippines Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/28/29 | PHP | 4030 | &nbsp;&nbsp; 70148 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/27/30 |  | 5640 | &nbsp;&nbsp; 98676 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/30 |  | 36960 | &nbsp;&nbsp; 637203 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/28/35 |  | 14300 | &nbsp;&nbsp; 249953 |
| Philippines Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | USD | 420 | &nbsp;&nbsp; 412256 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 |  | 600 | &nbsp;&nbsp; 424728 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50 |  | 200 | &nbsp;&nbsp; 207750 |
|  |  |  | &nbsp;&nbsp; 2100714 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |  |
| Republic of Poland Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/35 | PLN | 621 | &nbsp;&nbsp; 173626 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/25/36 |  | 161 | &nbsp;&nbsp; 42022 |
| &nbsp;&nbsp;&nbsp; Series 0130, 5.00%, 01/25/30 |  | 290 | &nbsp;&nbsp; 83942 |
| &nbsp;&nbsp;&nbsp; Series 0429, 5.75%, 04/25/29 |  | 561 | &nbsp;&nbsp; 166589 |
| &nbsp;&nbsp;&nbsp; Series 0729, 4.75%, 07/25/29 |  | 315 | &nbsp;&nbsp; 90847 |
| &nbsp;&nbsp;&nbsp; Series 1034, 5.00%, 10/25/34 |  | 362 | &nbsp;&nbsp; 102104 |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government International Bonds, <br> Series 30Y, 5.50%, 03/18/54<br>| USD | 170 | &nbsp;&nbsp; 160847 |
|  |  |  | &nbsp;&nbsp; 819977 |
| **Romania — 0.0%** | **Romania — 0.0%** | **Romania — 0.0%** |  |
| Romanian Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/32<sup>(c)</sup> | EUR | 19 | &nbsp;&nbsp; 23500 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/07/33<sup>(b)</sup> |  | 5 | &nbsp;&nbsp; 6105 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/07/37<sup>(b)</sup> |  | 5 | &nbsp;&nbsp; 6156 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/07/45<sup>(b)</sup> |  | 4 | &nbsp;&nbsp; 4941 |
|  |  |  | &nbsp;&nbsp; 40702 |
| **South Africa — 0.1%** | **South Africa — 0.1%** | **South Africa — 0.1%** |  |
| Republic of South Africa Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2030, 8.00%, 01/31/30 | ZAR | 6065 | &nbsp;&nbsp; 385622 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **South Africa (continued)** | **South Africa (continued)** | **South Africa (continued)** |  |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> Bonds (continued)<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2037, 8.50%, 01/31/37 | ZAR | 4831 | &nbsp;&nbsp; $301203 |
| &nbsp;&nbsp;&nbsp; Series R213, 7.00%, 02/28/31 |  | 7746 | &nbsp;&nbsp; 470892 |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government International <br> Bonds, 7.10%, 11/19/36<sup>(c)</sup><br>| USD | 200 | &nbsp;&nbsp; 212195 |
|  |  |  | &nbsp;&nbsp; 1369912 |
| **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** |  |
| Export-Import Bank of Korea, 5.13%, 09/18/33 |  | 300 | &nbsp;&nbsp; 313485 |
| **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** | **Sri Lanka — 0.0%** |  |
| Sri Lanka Government International Bonds<sup>(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/28 |  | 4 | &nbsp;&nbsp; 3562 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35<sup>(m)</sup> |  | 15 | &nbsp;&nbsp; 12252 |
|  |  |  | &nbsp;&nbsp; 15814 |
| **Thailand — 0.1%** | **Thailand — 0.1%** | **Thailand — 0.1%** |  |
| Thailand Government Bond, 2.98%, 06/17/45 | THB | 2900 | &nbsp;&nbsp; 94096 |
| Thailand Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/17/29 |  | 10610 | &nbsp;&nbsp; 350764 |
| &nbsp;&nbsp;&nbsp; 2.41%, 03/17/35 |  | 3243 | &nbsp;&nbsp; 107111 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/17/55 |  | 76 | &nbsp;&nbsp; 2932 |
|  |  |  | &nbsp;&nbsp; 554903 |
| **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** |  |
| Turkiye Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 10Y, 26.20%, 10/05/33 | TRY | 970 | &nbsp;&nbsp; 21034 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 31.08%, 11/08/28 |  | 812 | &nbsp;&nbsp; 18669 |
| &nbsp;&nbsp;&nbsp; Series 5Y, 30.00%, 09/12/29 |  | 940 | &nbsp;&nbsp; 21347 |
|  |  |  | &nbsp;&nbsp; 61050 |
| **Ukraine — 0.0%** | **Ukraine — 0.0%** | **Ukraine — 0.0%** |  |
| Ukraine Government International Bonds<sup>(m)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/29<sup>(b)</sup> | USD | 20 | &nbsp;&nbsp; 15520 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/29<sup>(c)</sup> |  | 17 | &nbsp;&nbsp; 13192 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30<sup>(b)</sup> |  | 1 | &nbsp;&nbsp; 631 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/35<sup>(b)</sup> |  | 2 | &nbsp;&nbsp; 1128 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/36<sup>(c)</sup> |  | 23 | &nbsp;&nbsp; 12846 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/36<sup>(c)</sup> |  | 18 | &nbsp;&nbsp; 10926 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/36<sup>(b)</sup> |  | 3 | &nbsp;&nbsp; 1821 |
|  |  |  | &nbsp;&nbsp; 56064 |
| **Uruguay — 0.0%** | **Uruguay — 0.0%** | **Uruguay — 0.0%** |  |
| Uruguay Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 |  | 167 | &nbsp;&nbsp; 167667 |
| &nbsp;&nbsp;&nbsp; 9.75%, 07/20/33 | UYU | 682 | &nbsp;&nbsp; 19957 |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/29/35 |  | 2172 | &nbsp;&nbsp; 58686 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | USD | 253 | &nbsp;&nbsp; 236209 |
|  |  |  | &nbsp;&nbsp; 482519 |
| **Venezuela — 0.0%** | **Venezuela — 0.0%** | **Venezuela — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Venezuela Government International Bond, 9.25%, <br> 09/15/27<sup>(e)(n)</sup><br>|  | 13 | &nbsp;&nbsp; 5576 |
| &nbsp;&nbsp;&nbsp; Venezuela Government International Bonds, 11.95%, <br> 08/05/31<sup>(c)(e)(n)</sup><br>|  | 42 | &nbsp;&nbsp; 18354 |
|  |  |  | &nbsp;&nbsp; 23930 |
| **Total Foreign Agency Obligations — 1.2%** <br>**(Cost: $15,527,707)** | **Total Foreign Agency Obligations — 1.2%** <br>**(Cost: $15,527,707)** | **Total Foreign Agency Obligations — 1.2%** <br>**(Cost: $15,527,707)** | &nbsp;&nbsp; 15543151 |
| **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
| **California — 0.1%** | **California — 0.1%** | **California — 0.1%** |  |
| Bay Area Toll Authority, RB, BAB |  |  |  |
| &nbsp;&nbsp;&nbsp; Series F-2, 6.26%, 04/01/49 |  | 100 | &nbsp;&nbsp; 104689 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **California (continued)** | **California (continued)** | **California (continued)** |  |
| Bay Area Toll Authority, RB, BAB (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50 | USD | 190 | &nbsp;&nbsp; $216026 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District, GO, BAB, <br> 6.60%, 08/01/42<br>|  | 145 | &nbsp;&nbsp; 156876 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power, RB, BAB, <br> 6.60%, 07/01/50<sup>(d)</sup><br>|  | 100 | &nbsp;&nbsp; 108416 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue, RB, Series N, 3.26%, 05/15/60<br>|  | 50 | &nbsp;&nbsp; 32379 |
| State of California, GO, BAB |  |  |  |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 |  | 250 | &nbsp;&nbsp; 300552 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 |  | 100 | &nbsp;&nbsp; 115906 |
| State of California, Refunding GO, 4.60%, 04/01/28<sup>(o)</sup> |  | 370 | &nbsp;&nbsp; 376196 |
| &nbsp;&nbsp;&nbsp; University of California, RB, Series AD, 4.86%, <br> 05/15/2112<br>|  | 270 | &nbsp;&nbsp; 223713 |
|  |  |  | &nbsp;&nbsp; 1634753 |
| **Connecticut — 0.0%** | **Connecticut — 0.0%** | **Connecticut — 0.0%** |  |
| State of Connecticut, GO, Series A, 5.85%, 03/15/32 |  | 50 | &nbsp;&nbsp; 53619 |
| **Georgia — 0.0%** | **Georgia — 0.0%** | **Georgia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia, Refunding RB, <br> BAB, 6.64%, 04/01/57<br>|  | 49 | &nbsp;&nbsp; 52922 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue, RB, Series B, 6.90%, 12/01/40<br>|  | 45 | &nbsp;&nbsp; 50690 |
| State of Illinois, GO, 5.10%, 06/01/33 |  | 576 | &nbsp;&nbsp; 589453 |
|  |  |  | &nbsp;&nbsp; 640143 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** | **Louisiana — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority, RB, <br> Class A-2, 4.15%, 02/01/33<br>|  | 230 | &nbsp;&nbsp; 229500 |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, GOL, Series H, <br> 2.90%, 09/01/49<sup>(d)</sup><br>|  | 50 | &nbsp;&nbsp; 34288 |
| **Michigan — 0.0%** | **Michigan — 0.0%** | **Michigan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; University of Michigan, RB, Series B, 2.56%, <br> 04/01/50<br>|  | 100 | &nbsp;&nbsp; 61991 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** | **New Jersey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; New Jersey Turnpike Authority, RB, BAB, Series F, <br> 7.41%, 01/01/40<br>|  | 184 | &nbsp;&nbsp; 218395 |
| **New York — 0.1%** | **New York — 0.1%** | **New York — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; City of New York, GO, Series B-1, Sustainability <br> Bonds, 5.83%, 10/01/53<br>|  | 15 | &nbsp;&nbsp; 15471 |
| &nbsp;&nbsp;&nbsp; City of New York, GO, BAB, Series F-1, 6.27%, <br> 12/01/37<br>|  | 75 | &nbsp;&nbsp; 80463 |
| &nbsp;&nbsp;&nbsp; Empire State Development Corp., RB, BAB, 5.77%, <br> 03/15/39<br>|  | 40 | &nbsp;&nbsp; 41087 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority, RB, BAB, <br> 6.67%, 11/15/39<br>|  | 80 | &nbsp;&nbsp; 86604 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, RB, <br> 5.95%, 06/15/42<br>|  | 50 | &nbsp;&nbsp; 51189 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, 5.88%, 06/15/44<br>|  | 60 | &nbsp;&nbsp; 60677 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority, <br> Refunding RB, BAB, 6.01%, 06/15/42<br>|  | 60 | &nbsp;&nbsp; 61781 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **New York (continued)** | **New York (continued)** | **New York (continued)** |  |
| Port Authority of New York & New Jersey, RB |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 165, 5.65%, 11/01/40 | USD | 50 | &nbsp;&nbsp; $53203 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 |  | 110 | &nbsp;&nbsp; 102321 |
|  |  |  | &nbsp;&nbsp; 552796 |
| **Ohio — 0.0%** | **Ohio — 0.0%** | **Ohio — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; American Municipal Power, Inc., RB, Series B, 8.08%, <br> 02/15/50<br>|  | 150 | &nbsp;&nbsp; 187786 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Commonwealth Financing Authority, RB, Series A, <br> 3.86%, 06/01/38<br>|  | 50 | &nbsp;&nbsp; 46401 |
| &nbsp;&nbsp;&nbsp; Pennsylvania State University, Refunding RB, <br> Series D, 2.79%, 09/01/43<br>|  | 50 | &nbsp;&nbsp; 38775 |
|  |  |  | &nbsp;&nbsp; 85176 |
| **Texas — 0.0%** | **Texas — 0.0%** | **Texas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas System, <br> RB, BAB, Series C, 4.79%, 08/15/46<br>|  | 50 | &nbsp;&nbsp; 47571 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Texas Electric & Gas Systems <br> Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41<br>|  | 50 | &nbsp;&nbsp; 51257 |
| &nbsp;&nbsp;&nbsp; Dallas Fort Worth International Airport, Refunding RB, <br> 2.84%, 11/01/46<br>|  | 50 | &nbsp;&nbsp; 36300 |
| &nbsp;&nbsp;&nbsp; Port of Beaumont Navigation District, Refunding ARB, <br> Series B, 10.00%, 07/01/26<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100290 |
| State of Texas, GO, BAB, 5.52%, 04/01/39 |  | 145 | &nbsp;&nbsp; 148488 |
|  |  |  | &nbsp;&nbsp; 383906 |
| **Total Municipal Bonds — 0.3%** <br>**(Cost: $4,069,511)** | **Total Municipal Bonds — 0.3%** <br>**(Cost: $4,069,511)** | **Total Municipal Bonds — 0.3%** <br>**(Cost: $4,069,511)** | &nbsp;&nbsp; 4135275 |
| **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Collateralized Mortgage Obligations — 8.7%** | **Collateralized Mortgage Obligations — 8.7%** | **Collateralized Mortgage Obligations — 8.7%** | **Collateralized Mortgage Obligations — 8.7%** |
| A&D Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM5, Class A1, 7.05%, 11/25/68 |  | 99 | &nbsp;&nbsp; 99954 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, 5.70%, 11/25/69 |  | 80 | &nbsp;&nbsp; 80909 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.91%, 02/25/71<sup>(a)</sup> |  | 155 | &nbsp;&nbsp; 155242 |
| &nbsp;&nbsp;&nbsp; ACRA Trust, Series 2024-NQM1, Class A1, 5.61%, <br> 10/25/64<sup>(b)</sup><br>|  | 142 | &nbsp;&nbsp; 143693 |
| Ajax Mortgage Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-C, Class A, 6.12%, 01/25/61 |  | 29 | &nbsp;&nbsp; 29265 |
| &nbsp;&nbsp;&nbsp; Series 2023-C, Class A1, 3.50%, 05/25/63 |  | 181 | &nbsp;&nbsp; 175471 |
| Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-29CB, Class A6, 5.50%, 07/25/35 |  | 6 | &nbsp;&nbsp; 3283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-31, Class 1A1, (1 mo. Term SOFR + <br> 0.67%), 4.35%, 08/25/35<sup>(a)</sup><br>|  | 383 | &nbsp;&nbsp; 372107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-55CW, Class 2A3, (1 mo. Term SOFR <br> + 0.46%), 4.20%, 11/25/35<sup>(a)</sup><br>|  | 11 | &nbsp;&nbsp; 8250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-59, Class 1A1, (1 mo. Term SOFR + <br> 0.77%), 4.45%, 11/20/35<sup>(a)</sup><br>|  | 9 | &nbsp;&nbsp; 8422 |
| &nbsp;&nbsp;&nbsp; Series 2006-11CB, Class 2A1, 6.25%, 05/25/36 |  | 895 | &nbsp;&nbsp; 443467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA17, Class 1A1D, (1 mo. Term <br> SOFR + 0.40%), 4.08%, 12/20/46<sup>(a)</sup><br>|  | 284 | &nbsp;&nbsp; 256665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA2, Class A5, (1 mo. Term SOFR + <br> 0.57%), 4.25%, 05/20/46<sup>(a)</sup><br>|  | 180 | &nbsp;&nbsp; 164550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OC10, Class 2A3, (1 mo. Term SOFR <br> + 0.57%), 4.25%, 11/25/36<sup>(a)</sup><br>|  | 351 | &nbsp;&nbsp; 322492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OC7, Class 2A3, (1 mo. Term SOFR + <br> 0.61%), 4.29%, 07/25/46<sup>(a)</sup><br>|  | 332 | &nbsp;&nbsp; 307582 |
| &nbsp;&nbsp;&nbsp; Series 2007-19, Class 1A34, 6.00%, 08/25/37 |  | 281 | &nbsp;&nbsp; 127039 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; American Home Mortgage Investment Trust, <br> Series 2006-2, Class 2A2, (1 mo. Term SOFR + <br> 1.74%), 5.44%, 05/25/36<sup>(a)</sup><br>| USD | 2206 | &nbsp;&nbsp; $176459 |
| Angel Oak Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, 4.75%, 09/26/67 |  | 293 | &nbsp;&nbsp; 292054 |
| &nbsp;&nbsp;&nbsp; Series 2023-7, Class A1, 4.80%, 11/25/67 |  | 145 | &nbsp;&nbsp; 144635 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A1, 5.21%, 08/25/68 |  | 38 | &nbsp;&nbsp; 37887 |
| &nbsp;&nbsp;&nbsp; Series 2024-10, Class A1, 5.35%, 10/25/69 |  | 40 | &nbsp;&nbsp; 40128 |
| &nbsp;&nbsp;&nbsp; Series 2024-11, Class A1, 5.70%, 08/25/69 |  | 59 | &nbsp;&nbsp; 60158 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A1, 5.69%, 01/25/70 |  | 781 | &nbsp;&nbsp; 789968 |
| &nbsp;&nbsp;&nbsp; Series 2025-2, Class A1, 5.64%, 02/25/70 |  | 156 | &nbsp;&nbsp; 157903 |
| &nbsp;&nbsp;&nbsp; Series 2025-8, Class A1, 5.41%, 07/25/70 |  | 249 | &nbsp;&nbsp; 251401 |
| AOMT, Series 2024-6, Class A3, 4.65%, 11/25/67<sup>(b)</sup> |  | 261 | &nbsp;&nbsp; 258832 |
| Banc of America Alternative Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2003-8, Class 1CB1, 5.50%, 10/25/33 |  | 45 | &nbsp;&nbsp; 45279 |
| &nbsp;&nbsp;&nbsp; Series 2006-7, Class A4, 6.50%, 10/25/36 |  | 24 | &nbsp;&nbsp; 6216 |
| Banc of America Funding Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-1, Class 1A6, 5.75%, 01/25/37 |  | 8 | &nbsp;&nbsp; 6587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-3, Class TA8, (1 mo. Term SOFR + <br> 0.29%), 3.97%, 04/25/37<sup>(a)</sup><br>|  | 191 | &nbsp;&nbsp; 158795 |
| &nbsp;&nbsp;&nbsp; Barclays Mortgage Loan Trust, Series 2025-NQM1, <br> Class A1, 5.66%, 01/25/65<sup>(b)</sup><br>|  | 912 | &nbsp;&nbsp; 922483 |
| Bear Stearns Asset Backed Securities I Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-AC2, Class 1A1, (1 mo. Term SOFR + <br> 0.46%), 4.14%, 03/25/36<br>|  | 45 | &nbsp;&nbsp; 11297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2006-IM1, Class A3, (1 mo. Term SOFR + <br> 0.67%), 4.35%, 04/25/36<br>|  | 199 | &nbsp;&nbsp; 197933 |
| &nbsp;&nbsp;&nbsp; Braccan Mortgage Funding, Series 2024-1, Class X, <br> (1-day SONIA GBP 4.34%), 8.21%, 02/15/67<sup>(a)(c)</sup><br>| GBP | 82 | &nbsp;&nbsp; 113171 |
| BRAVO Residential Funding Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM1, Class B1, 3.17%, 02/25/49<sup>(a)</sup> | USD | 265 | &nbsp;&nbsp; 219467 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A3, 4.35%, 01/25/60 |  | 273 | &nbsp;&nbsp; 268482 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, 5.68%, 11/25/64 |  | 183 | &nbsp;&nbsp; 185426 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM7, Class A1, 5.46%, 07/25/65<sup>(a)</sup> |  | 180 | &nbsp;&nbsp; 182275 |
| Chase Mortgage Finance Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-S2, Class 1A16, 6.25%, 10/25/36 |  | 396 | &nbsp;&nbsp; 141071 |
| &nbsp;&nbsp;&nbsp; Series 2007-A1, Class 3A1, 5.58%, 02/25/37<sup>(a)</sup> |  | 110 | &nbsp;&nbsp; 108972 |
| &nbsp;&nbsp;&nbsp; Series 2007-S5, Class 1A10, 6.00%, 07/25/37 |  | 524 | &nbsp;&nbsp; 220256 |
| CHL Mortgage Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-17, Class A6, 6.00%, 12/25/36 |  | 5 | &nbsp;&nbsp; 2351 |
| &nbsp;&nbsp;&nbsp; Series 2007-11, Class A1, 6.00%, 08/25/37 |  | 525 | &nbsp;&nbsp; 216259 |
| &nbsp;&nbsp;&nbsp; Series 2007-3, Class A17, 6.00%, 04/25/37 |  | 160 | &nbsp;&nbsp; 71200 |
| &nbsp;&nbsp;&nbsp; Series 2007-4, Class 1A47, 6.00%, 05/25/37 |  | 272 | &nbsp;&nbsp; 107563 |
| &nbsp;&nbsp;&nbsp; Series 2007-8, Class 1A12, 5.88%, 01/25/38 |  | 140 | &nbsp;&nbsp; 55859 |
| &nbsp;&nbsp;&nbsp; Series 2007-8, Class 1A24, 6.00%, 01/25/38 |  | 90 | &nbsp;&nbsp; 36400 |
| &nbsp;&nbsp;&nbsp; Series 2007-9, Class A1, 5.75%, 07/25/37 |  | 18 | &nbsp;&nbsp; 7937 |
| CIM Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-I1, Class B1, 7.04%, 04/25/58<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 100578 |
| &nbsp;&nbsp;&nbsp; Series 2023-I2, Class B1, 6.77%, 12/25/67<sup>(a)</sup> |  | 115 | &nbsp;&nbsp; 115082 |
| &nbsp;&nbsp;&nbsp; Series 2025-I1, Class A1, 5.66%, 10/25/69 |  | 398 | &nbsp;&nbsp; 402574 |
| &nbsp;&nbsp;&nbsp; Series 2025-I1, Class M1, 6.44%, 10/25/69<sup>(a)</sup> |  | 540 | &nbsp;&nbsp; 548055 |
| &nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, Series 2007-6, <br> Class 2A1, (1 mo. Term SOFR + 0.61%), 4.29%, <br> 05/25/37<sup>(a)</sup><br>|  | 23 | &nbsp;&nbsp; 21069 |
| COLT Mortgage Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-5, Class A1, 1.73%, 11/26/66<sup>(a)</sup> |  | 103 | &nbsp;&nbsp; 94534 |
| &nbsp;&nbsp;&nbsp; Series 2024-6, Class A1, 5.39%, 11/25/69 |  | 77 | &nbsp;&nbsp; 77604 |
| &nbsp;&nbsp;&nbsp; Series 2025-11, Class A1, 5.05%, 11/25/70<sup>(a)</sup> |  | 140 | &nbsp;&nbsp; 140444 |
| &nbsp;&nbsp;&nbsp; Series 2025-7, Class A1, 5.47%, 06/25/70 |  | 245 | &nbsp;&nbsp; 248078 |
| &nbsp;&nbsp;&nbsp; Series 2025-8, Class A1, 5.48%, 08/25/70 |  | 145 | &nbsp;&nbsp; 146719 |
| Connecticut Avenue Securities Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R04, Class 2B1, (30-day Avg SOFR + <br> 5.36%), 9.06%, 06/25/39<br>|  | 2126 | &nbsp;&nbsp; 2159208 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Connecticut Avenue Securities Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-R06, Class 2B1, (30-day Avg SOFR + <br> 3.86%), 7.56%, 09/25/39<br>| USD | 706 | &nbsp;&nbsp; $716835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-R02, Class 2B1, (30-day Avg SOFR + <br> 3.11%), 6.81%, 01/25/40<br>|  | 1000 | &nbsp;&nbsp; 1016205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBT1, Class 1B1, (30-day Avg SOFR <br> + 6.86%), 10.56%, 02/25/40<br>|  | 1900 | &nbsp;&nbsp; 1994411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBT1, Class 1M2, (30-day Avg SOFR <br> + 3.76%), 7.46%, 02/25/40<br>|  | 2325 | &nbsp;&nbsp; 2394405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R01, Class 1B1, (30-day Avg SOFR + <br> 3.10%), 6.80%, 10/25/41<br>|  | 2550 | &nbsp;&nbsp; 2588250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R02, Class 2B1, (30-day Avg SOFR + <br> 3.30%), 7.00%, 11/25/41<br>|  | 1600 | &nbsp;&nbsp; 1628818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-R03, Class 1B1, (30-day Avg SOFR + <br> 2.75%), 6.45%, 12/25/41<br>|  | 2250 | &nbsp;&nbsp; 2283750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R01, Class 1B1, (30-day Avg SOFR + <br> 3.15%), 6.85%, 12/25/41<br>|  | 2690 | &nbsp;&nbsp; 2740569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2B1, (30-day Avg SOFR + <br> 4.50%), 8.20%, 01/25/42<br>|  | 1825 | &nbsp;&nbsp; 1884312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R02, Class 2M2, (30-day Avg SOFR + <br> 3.00%), 6.70%, 01/25/42<br>|  | 2324 | &nbsp;&nbsp; 2363152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R03, Class 1B1, (30-day Avg SOFR + <br> 6.25%), 9.95%, 03/25/42<br>|  | 1650 | &nbsp;&nbsp; 1746184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R04, Class 1B1, (30-day Avg SOFR + <br> 5.25%), 8.95%, 03/25/42<br>|  | 3150 | &nbsp;&nbsp; 3299269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2B1, (30-day Avg SOFR + <br> 4.50%), 8.20%, 04/25/42<br>|  | 1500 | &nbsp;&nbsp; 1561618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R05, Class 2M2, (30-day Avg SOFR + <br> 3.00%), 6.70%, 04/25/42<br>|  | 1500 | &nbsp;&nbsp; 1532745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-R07 1B-1, Class B1, (30-day Avg <br> SOFR + 6.80%), 10.50%, 06/25/42<br>|  | 500 | &nbsp;&nbsp; 537500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-R02, Class 1B1, (30-day Avg SOFR + <br> 5.55%), 9.25%, 01/25/43<br>|  | 520 | &nbsp;&nbsp; 558611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R01, Class 1B1, (30-day Avg SOFR + <br> 2.70%), 6.40%, 01/25/44<br>|  | 1950 | &nbsp;&nbsp; 2012104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R02, Class 1B1, (30-day Avg SOFR + <br> 2.50%), 6.20%, 02/25/44<br>|  | 1000 | &nbsp;&nbsp; 1023979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R05, Class 2M2, (30-day Avg SOFR + <br> 1.70%), 5.40%, 07/25/44<br>|  | 1960 | &nbsp;&nbsp; 1967507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-R06, Class 1B1, (30-day Avg SOFR + <br> 2.05%), 5.75%, 09/25/44<br>|  | 1500 | &nbsp;&nbsp; 1505619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R01, Class 1B1, (30-day Avg SOFR + <br> 1.70%), 5.40%, 01/25/45<br>|  | 469 | &nbsp;&nbsp; 467852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1M2, (30-day Avg SOFR + <br> 1.60%), 5.30%, 02/25/45<br>|  | 1750 | &nbsp;&nbsp; 1754367 |
| &nbsp;&nbsp;&nbsp; Credit Suisse First Boston Mortgage Securities Corp., <br> Series 2005-11, Class 1A1, 6.50%, 12/25/35<br>|  | 80 | &nbsp;&nbsp; 31985 |
| Cross Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-H7, Class A1, 5.59%, 11/25/69<sup>(a)</sup> |  | 116 | &nbsp;&nbsp; 117292 |
| &nbsp;&nbsp;&nbsp; Series 2025-H1, Class M1, 6.48%, 02/25/70<sup>(a)</sup> |  | 144 | &nbsp;&nbsp; 145973 |
| &nbsp;&nbsp;&nbsp; Series 2025-H8, Class A1A, 5.00%, 11/25/70 |  | 385 | &nbsp;&nbsp; 386888 |
| CSMC<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-6R, Class 5A2, (1 mo. Term SOFR + <br> 0.29%), 3.76%, 03/27/36<sup>(a)</sup><br>|  | 20 | &nbsp;&nbsp; 15716 |
| &nbsp;&nbsp;&nbsp; Series 2019-NQM1, Class A3, 4.06%, 10/25/59 |  | 22 | &nbsp;&nbsp; 21426 |
| CSMC Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-NQM6, Class PT, 9.44%, 12/25/67 |  | 138 | &nbsp;&nbsp; 138101 |
| &nbsp;&nbsp;&nbsp; Series 2020-SPT1, Class PT, 6.45%, 04/25/65 |  | 113 | &nbsp;&nbsp; 114924 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM5, Class M1, 5.17%, 05/25/67 |  | 1000 | &nbsp;&nbsp; 963867 |
| Deephaven Residential Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1, Class B1, 3.10%, 05/25/65<sup>(a)</sup> |  | 400 | &nbsp;&nbsp; 368990 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class M1, 4.30%, 03/25/67<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 89472 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A1, 5.74%, 07/25/69 |  | 70 | &nbsp;&nbsp; 70418 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Deephaven Residential Mortgage Trust<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-INV1, Class A1, 5.09%, 11/25/60<sup>(a)</sup> | USD | 303 | &nbsp;&nbsp; $305117 |
| &nbsp;&nbsp;&nbsp; Series 2026-INV1, Class A1, 4.80%, 12/25/70<sup>(a)</sup> |  | 150 | &nbsp;&nbsp; 150000 |
| &nbsp;&nbsp;&nbsp; Easy Street Mortgage Loan Trust, Series-RTL2, <br> Class A1, 5.61%, 10/25/40<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100532 |
| EFMT |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-4, Class B2, 5.88%, 09/25/67<sup>(a)(b)</sup> |  | 100 | &nbsp;&nbsp; 99097 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM1, Class A1A, 5.71%, 11/25/69<sup>(b)</sup> |  | 123 | &nbsp;&nbsp; 124551 |
| &nbsp;&nbsp;&nbsp; Series 2025-INV1, Class A1, 5.63%, 03/25/70<sup>(b)</sup> |  | 177 | &nbsp;&nbsp; 178915 |
| &nbsp;&nbsp;&nbsp; Series 2025-INV3, Class A1, 5.44%, 07/25/70<sup>(b)</sup> |  | 368 | &nbsp;&nbsp; 372040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.03%, <br> 11/25/70<sup>(a)(b)</sup><br>|  | 477 | &nbsp;&nbsp; 479000 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, 4.77%, 02/25/71 |  | 140 | &nbsp;&nbsp; 140000 |
| &nbsp;&nbsp;&nbsp; FIGRE Trust, Series 2024-SL1, Class A1, 5.75%, <br> 07/25/53<sup>(a)(b)</sup><br>|  | 101 | &nbsp;&nbsp; 102723 |
| First Horizon Alternative Mortgage Securities Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-AA12, Class 2A1, 4.77%, 02/25/36 |  | 7 | &nbsp;&nbsp; 4249 |
| &nbsp;&nbsp;&nbsp; Series 2006-AA7, Class A1, 4.79%, 01/25/37 |  | 473 | &nbsp;&nbsp; 366977 |
| Freddie Mac STACR REMIC Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-HQA5, Class B1, (30-day Avg SOFR + <br> 4.00%), 7.70%, 11/25/50<br>|  | 2350 | &nbsp;&nbsp; 2573032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA1, Class B1, (30-day Avg SOFR + <br> 2.65%), 6.35%, 01/25/51<br>|  | 2300 | &nbsp;&nbsp; 2427149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA2, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.10%, 08/25/33<br>|  | 2255 | &nbsp;&nbsp; 2499777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA2, Class B2, (30-day Avg SOFR + <br> 6.00%), 9.70%, 08/25/33<br>|  | 300 | &nbsp;&nbsp; 374814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA3, Class B1, (30-day Avg SOFR + <br> 3.50%), 7.20%, 10/25/33<br>|  | 800 | &nbsp;&nbsp; 901905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class B1, (30-day Avg SOFR + <br> 3.05%), 6.75%, 01/25/34<br>|  | 2130 | &nbsp;&nbsp; 2264183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA5, Class B2, (30-day Avg SOFR + <br> 5.50%), 9.20%, 01/25/34<br>|  | 500 | &nbsp;&nbsp; 605625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA6, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.10%, 10/25/41<br>|  | 2100 | &nbsp;&nbsp; 2136750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DNA7, Class B1, (30-day Avg SOFR + <br> 3.65%), 7.35%, 11/25/41<br>|  | 2394 | &nbsp;&nbsp; 2443388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA1, Class B1, (30-day Avg SOFR + <br> 3.00%), 6.70%, 08/25/33<br>|  | 2023 | &nbsp;&nbsp; 2224447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA2, Class B1, (30-day Avg SOFR + <br> 3.15%), 6.85%, 12/25/33<br>|  | 795 | &nbsp;&nbsp; 887722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA3, Class B1, (30-day Avg SOFR + <br> 3.35%), 7.05%, 09/25/41<br>|  | 2110 | &nbsp;&nbsp; 2139667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA3, Class M2, (30-day Avg SOFR <br> + 2.10%), 5.80%, 09/25/41<br>|  | 1500 | &nbsp;&nbsp; 1510234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-HQA4, Class M2, (30-day Avg SOFR <br> + 2.35%), 6.05%, 12/25/41<br>|  | 1750 | &nbsp;&nbsp; 1772417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA1, Class B1, (30-day Avg SOFR + <br> 3.40%), 7.10%, 01/25/42<br>|  | 2500 | &nbsp;&nbsp; 2550775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA2, Class M2, (30-day Avg SOFR <br> + 3.75%), 7.45%, 02/25/42<br>|  | 1004 | &nbsp;&nbsp; 1033026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M2, (30-day Avg SOFR <br> + 4.35%), 8.05%, 04/25/42<br>|  | 2375 | &nbsp;&nbsp; 2469392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M2, (30-day Avg SOFR <br> + 5.25%), 8.95%, 05/25/42<br>|  | 2000 | &nbsp;&nbsp; 2108327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA5, Class M2, (30-day Avg SOFR <br> + 6.75%), 10.45%, 06/25/42<br>|  | 1000 | &nbsp;&nbsp; 1078457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M2, (30-day Avg SOFR <br> + 5.75%), 9.45%, 09/25/42<br>|  | 1000 | &nbsp;&nbsp; 1075276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-DNA7, Class M2, (30-day Avg SOFR <br> + 7.00%), 10.70%, 03/25/52<br>|  | 1500 | &nbsp;&nbsp; 1644869 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Freddie Mac STACR REMIC Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-HQA1, Class M2, (30-day Avg SOFR <br> + 5.25%), 8.95%, 03/25/42<br>| USD | 2725 | &nbsp;&nbsp; $2848470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA1, Class M1B, (30-day Avg SOFR <br> + 3.50%), 7.20%, 05/25/43<br>|  | 590 | &nbsp;&nbsp; 618038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-HQA3, Class M2, (30-day Avg SOFR <br> + 3.35%), 7.05%, 11/25/43<br>|  | 1000 | &nbsp;&nbsp; 1051250 |
| &nbsp;&nbsp;&nbsp; Gaea Mortgage Loan Trust, Series 2025-A, Class A, <br> 6.75%, 02/25/30<sup>(a)(b)</sup><br>|  | 61 | &nbsp;&nbsp; 59438 |
| GCAT Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-NQM3, Class B1, 3.47%, 05/25/66<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 76347 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, 4.25%, 05/25/67<sup>(a)</sup> |  | 131 | &nbsp;&nbsp; 126469 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, 0.00%, 06/25/70 |  | 207 | &nbsp;&nbsp; 209360 |
| GS Mortgage-Backed Securities Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class A4, 4.00%, 05/25/62<sup>(a)</sup> |  | 64 | &nbsp;&nbsp; 60413 |
| &nbsp;&nbsp;&nbsp; Series 2025-DSC2, Class A1, 5.04%, 01/25/66 |  | 136 | &nbsp;&nbsp; 136108 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.01%, 07/25/65 |  | 185 | &nbsp;&nbsp; 185991 |
| &nbsp;&nbsp;&nbsp; GSMPS Mortgage Loan Trust, Series 2005-RP2, <br> Class 1AF, (1 mo. Term SOFR + 0.46%), 4.14%, <br> 03/25/35<sup>(a)(b)</sup><br>|  | 127 | &nbsp;&nbsp; 118704 |
| &nbsp;&nbsp;&nbsp; HarborView Mortgage Loan Trust, Series 2005-1, <br> Class 1A, (1 mo. Term SOFR + 0.75%), 4.43%, <br> 03/19/35<sup>(a)</sup><br>|  | 22 | &nbsp;&nbsp; 10665 |
| Homes Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class A1, 5.72%, 10/25/69 |  | 77 | &nbsp;&nbsp; 77905 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class B1, 7.23%, 01/25/70<sup>(a)</sup> |  | 392 | &nbsp;&nbsp; 398042 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class M1, 6.52%, 01/25/70<sup>(a)</sup> |  | 200 | &nbsp;&nbsp; 203330 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, 5.43%, 02/25/70 |  | 184 | &nbsp;&nbsp; 186092 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.03%, 09/25/70<sup>(a)</sup> |  | 174 | &nbsp;&nbsp; 175148 |
| &nbsp;&nbsp;&nbsp; Impac CMB Trust, Series 2007-A, Class A, (1 mo. <br> Term SOFR + 0.61%), 4.29%, 05/25/37<sup>(a)(b)</sup><br>|  | 47 | &nbsp;&nbsp; 45946 |
| &nbsp;&nbsp;&nbsp; Impac Secured Assets Trust, Series 2006-3, <br> Class A1, (1 mo. Term SOFR + 0.45%), 4.13%, <br> 11/25/36<sup>(a)</sup><br>|  | 18 | &nbsp;&nbsp; 16429 |
| &nbsp;&nbsp;&nbsp; IndyMac INDX Mortgage Loan Trust, Series 2006-<br> AR41, Class A3, (1 mo. Term SOFR + 0.47%), <br> 4.15%, 02/25/37<sup>(a)</sup><br>|  | 9 | &nbsp;&nbsp; 8381 |
| &nbsp;&nbsp;&nbsp; JP Morgan Alternative Loan Trust, Series 2006-A1, <br> Class 2A1, 4.89%, 03/25/36<sup>(a)</sup><br>|  | 674 | &nbsp;&nbsp; 501091 |
| JP Morgan Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-VIS2, Class B1, 7.71%, 11/25/64<sup>(a)</sup> |  | 25 | &nbsp;&nbsp; 25465 |
| &nbsp;&nbsp;&nbsp; Series 2025-VIS1, Class M1, 6.41%, 08/25/55<sup>(a)</sup> |  | 150 | &nbsp;&nbsp; 152394 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1LC, 4.93%, 06/25/66 |  | 30 | &nbsp;&nbsp; 29999 |
| &nbsp;&nbsp;&nbsp; MASTR Reperforming Loan Trust, Series 2005-1, <br> Class 1A3, 7.00%, 08/25/34<sup>(b)</sup><br>|  | 320 | &nbsp;&nbsp; 217733 |
| MFA Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM1, Class M1, 4.30%, 12/25/66<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 89723 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL1, Class A1, 7.09%, 02/25/29 |  | 100 | &nbsp;&nbsp; 100264 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, 5.26%, 08/25/70 |  | 440 | &nbsp;&nbsp; 443662 |
| &nbsp;&nbsp;&nbsp; Mill City Mortgage Loan Trust, Series 2023-NQM1, <br> Class A1, 6.05%, 10/25/67<sup>(b)</sup><br>|  | 102 | &nbsp;&nbsp; 101854 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Resecuritization Trust, Series 2015-<br> R2, Class 1B, (12-mo. MTA + 0.71%), 4.01%, <br> 12/27/46<sup>(a)(b)</sup><br>|  | 306 | &nbsp;&nbsp; 278696 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class B1, 7.34%, 09/25/68 |  | 536 | &nbsp;&nbsp; 540636 |
| &nbsp;&nbsp;&nbsp; Series 2025-DSC2, Class A1, 5.44%, 07/25/70 |  | 490 | &nbsp;&nbsp; 495091 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, 5.74%, 11/25/69 |  | 141 | &nbsp;&nbsp; 142817 |
| New Residential Mortgage Loan Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, 5.64%, 01/25/65 |  | 447 | &nbsp;&nbsp; 455516 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class B1, 6.92%, 01/25/65<sup>(a)</sup> |  | 500 | &nbsp;&nbsp; 510016 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class M1, 6.47%, 01/25/65<sup>(a)</sup> |  | 289 | &nbsp;&nbsp; 298921 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| New Residential Mortgage Loan Trust<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM4, Class A1, 5.35%, 07/25/65<sup>(a)</sup> | USD | 135 | &nbsp;&nbsp; $136016 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1, 5.11%, 08/25/65<sup>(a)</sup> |  | 94 | &nbsp;&nbsp; 94523 |
| &nbsp;&nbsp;&nbsp; NMLT Trust, Series 2021-INV1, Class B1, 3.61%, <br> 05/25/56<sup>(a)(b)</sup><br>|  | 541 | &nbsp;&nbsp; 435818 |
| &nbsp;&nbsp;&nbsp; NRZT, Series 2025-NQM6, Class A1, 5.09%, <br> 10/25/65<sup>(a)(b)</sup><br>|  | 181 | &nbsp;&nbsp; 181827 |
| &nbsp;&nbsp;&nbsp; NYMT Loan Trust, Series 2026-INV1, Class A1, <br> 4.77%, 02/25/61<sup>(a)(b)</sup><br>|  | 104 | &nbsp;&nbsp; 103999 |
| &nbsp;&nbsp;&nbsp; NYMT Trust, Series 2024-RR1, Class A, 7.38%, <br> 05/25/64<sup>(b)</sup><br>|  | 132 | &nbsp;&nbsp; 131632 |
| &nbsp;&nbsp;&nbsp; OBX Trust, Series 2025-NQM3, Class A1, 5.65%, <br> 12/01/64<sup>(b)</sup><br>|  | 107 | &nbsp;&nbsp; 108255 |
| PRKCM Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-AFC1, Class A1A, 4.10%, 04/25/57<sup>(a)</sup> |  | 70 | &nbsp;&nbsp; 69950 |
| &nbsp;&nbsp;&nbsp; Series 2023-AFC1, Class A1, 6.60%, 02/25/58 |  | 70 | &nbsp;&nbsp; 70127 |
| PRPM Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, 5.80%, 11/25/69 |  | 467 | &nbsp;&nbsp; 472202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class M1A, 6.65%, <br> 11/25/69<sup>(a)</sup><br>|  | 113 | &nbsp;&nbsp; 115656 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM3, Class A1, 5.61%, 05/25/70 |  | 369 | &nbsp;&nbsp; 372706 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM5, Class A1A, 5.18%, 10/25/70 |  | 153 | &nbsp;&nbsp; 154188 |
| RALI Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-QA6, Class NB21, 4.78%, 05/25/35 |  | 918 | &nbsp;&nbsp; 424820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-QO2, Class A1, (12-mo. MTA + <br> 1.36%), 5.03%, 09/25/45<br>|  | 370 | &nbsp;&nbsp; 320884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-QH3, Class A1, (1 mo. Term SOFR + <br> 0.43%), 4.11%, 04/25/37<br>|  | 130 | &nbsp;&nbsp; 128402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-QO2, Class A1, (1 mo. Term SOFR + <br> 0.26%), 3.94%, 02/25/47<br>|  | 374 | &nbsp;&nbsp; 110011 |
| &nbsp;&nbsp;&nbsp; RCKT Mortgage Trust, Series 2024-CES8, <br> Class A1A, 5.49%, 11/25/44<sup>(b)</sup><br>|  | 73 | &nbsp;&nbsp; 73580 |
| Reperforming Loan REMIC Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-R1, Class 1AF1, (1 mo. Term SOFR + <br> 0.47%), 4.15%, 03/25/35<br>|  | 19 | &nbsp;&nbsp; 18357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-R1, Class 1AF2, (1 mo. Term SOFR + <br> 0.47%), 4.15%, 03/25/35<br>|  | 115 | &nbsp;&nbsp; 111548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-R2, Class 1AF1, (1 mo. Term SOFR + <br> 0.45%), 4.13%, 06/25/35<br>|  | 10 | &nbsp;&nbsp; 9811 |
| Residential Asset Securitization Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-A14C, Class 1A2, 6.25%, 12/25/36 |  | 339 | &nbsp;&nbsp; 233965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-A9, Class A1, (1 mo. Term SOFR + <br> 0.66%), 4.34%, 09/25/37<sup>(a)</sup><br>|  | 1094 | &nbsp;&nbsp; 271497 |
| RFMSI Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-SA4, Class 2A1, 5.43%, 11/25/36 |  | 4 | &nbsp;&nbsp; 3053 |
| &nbsp;&nbsp;&nbsp; Series 2007-SA4, Class 3A1, 5.73%, 10/25/37 |  | 224 | &nbsp;&nbsp; 134918 |
| Saluda Grade Alternative Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL4, Class A1, 7.50%, 02/25/30 |  | 140 | &nbsp;&nbsp; 140030 |
| &nbsp;&nbsp;&nbsp; Series 2024-RTL5, Class A1, 7.76%, 04/25/30 |  | 100 | &nbsp;&nbsp; 100624 |
| Santander Mortgage Asset Receivable Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, 5.14%, 11/25/65 |  | 96 | &nbsp;&nbsp; 96990 |
| &nbsp;&nbsp;&nbsp; Series 2026-NQM1, Class A1, 4.95%, 11/25/65 |  | 194 | &nbsp;&nbsp; 194743 |
| &nbsp;&nbsp;&nbsp; Sequoia Mortgage Trust, Series 2017-CH2, Class B3, <br> 4.40%, 12/25/47<sup>(a)(b)</sup><br>|  | 115 | &nbsp;&nbsp; 113911 |
| SG Residential Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-3, Class B1, 4.08%, 09/25/59 |  | 257 | &nbsp;&nbsp; 245906 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class B1, 5.27%, 08/25/62 |  | 50 | &nbsp;&nbsp; 49506 |
| &nbsp;&nbsp;&nbsp; Series 2022-2, Class M1, 5.27%, 08/25/62 |  | 205 | &nbsp;&nbsp; 203929 |
| &nbsp;&nbsp;&nbsp; TRK Trust, Series 2021-INV2, Class B1, 4.10%, <br> 11/25/56<sup>(a)(b)</sup><br>|  | 125 | &nbsp;&nbsp; 105065 |
| Verus Securitization Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class B1, 3.20%, 06/25/66<sup>(a)</sup> |  | 214 | &nbsp;&nbsp; 165090 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
| Verus Securitization Trust<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-8, Class A1, 2.82%, 11/25/66<sup>(a)</sup> | USD | 94 | &nbsp;&nbsp; $87926 |
| &nbsp;&nbsp;&nbsp; Series 2023-3, Class B1, 4.05%, 02/25/67<sup>(a)</sup> |  | 100 | &nbsp;&nbsp; 79542 |
| &nbsp;&nbsp;&nbsp; Series 2023-INV1, Class M1, 7.44%, 02/25/68<sup>(a)</sup> |  | 120 | &nbsp;&nbsp; 119582 |
| &nbsp;&nbsp;&nbsp; Series 2025-5, Class A1, 5.43%, 06/25/70 |  | 251 | &nbsp;&nbsp; 253715 |
| &nbsp;&nbsp;&nbsp; Series 2025-6, Class A1, 5.42%, 07/25/70 |  | 592 | &nbsp;&nbsp; 598533 |
| &nbsp;&nbsp;&nbsp; Series 2026-R1, Class A1, 4.83%, 10/25/67<sup>(a)</sup> |  | 213 | &nbsp;&nbsp; 212755 |
| &nbsp;&nbsp;&nbsp; Series 2026-R1, Class A1LC, 4.94%, 10/25/67 |  | 321 | &nbsp;&nbsp; 320991 |
| &nbsp;&nbsp;&nbsp; Visio Trust, Series 2022-1, Class B1, 6.00%, <br> 08/25/57<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 99586 |
| &nbsp;&nbsp;&nbsp; Wachovia Mortgage Loan Trust, Series 2006-AMN1, <br> Class A2, (1 mo. Term SOFR + 0.41%), 1.65%, <br> 08/25/36<sup>(a)</sup><br>|  | 970 | &nbsp;&nbsp; 318768 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(a)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-AR8, Class 1A4, 4.47%, 08/25/46 |  | 57 | &nbsp;&nbsp; 53916 |
| &nbsp;&nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.95%, 03/25/37 |  | 9 | &nbsp;&nbsp; 8558 |
| &nbsp;&nbsp;&nbsp; Series 2007-HY4, Class 1A1, 3.67%, 04/25/37 |  | 336 | &nbsp;&nbsp; 303828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA5, Class 1A, (12-mo. MTA + <br> 0.75%), 4.42%, 06/25/47<br>|  | 80 | &nbsp;&nbsp; 68563 |
| &nbsp;&nbsp;&nbsp; Washington Mutual Mortgage Pass-Through <br> Certificates Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-9, Class 5A1, 5.50%, 11/25/35 |  | 145 | &nbsp;&nbsp; 119001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2005-AR1, Class A1A, (1 mo. Term SOFR + <br> 0.63%), 4.31%, 12/25/35<sup>(a)</sup><br>|  | 147 | &nbsp;&nbsp; 129783 |
| &nbsp;&nbsp;&nbsp; Series 2006-6, Class 3CB1, 7.00%, 08/25/36 |  | 318 | &nbsp;&nbsp; 124036 |
| &nbsp;&nbsp;&nbsp; Series 2006-8, Class A4, 4.07%, 10/25/36 |  | 80 | &nbsp;&nbsp; 25848 |
| &nbsp;&nbsp;&nbsp; Series 2007-5, Class A6, 6.00%, 06/25/37 |  | 141 | &nbsp;&nbsp; 130690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA2, Class 2A, (12-mo. MTA + <br> 0.70%), 4.37%, 01/25/47<sup>(a)</sup><br>|  | 187 | &nbsp;&nbsp; 163458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA3, Class 5A, (12-mo. MTA + <br> 1.25%), 4.92%, 04/25/47<sup>(a)</sup><br>|  | 80 | &nbsp;&nbsp; 70430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OC2, Class A3, (1 mo. Term SOFR + <br> 0.73%), 4.41%, 06/25/37<sup>(a)</sup><br>|  | 12 | &nbsp;&nbsp; 11437 |
|  |  |  | &nbsp;&nbsp; 111435476 |
| **Commercial Mortgage-Backed Securities — 3.3%** | **Commercial Mortgage-Backed Securities — 3.3%** | **Commercial Mortgage-Backed Securities — 3.3%** | **Commercial Mortgage-Backed Securities — 3.3%** |
| 1301 Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1301, Class A, 5.06%, 08/11/42 |  | 55 | &nbsp;&nbsp; 55867 |
| &nbsp;&nbsp;&nbsp; Series 2025-1301, Class E, 7.24%, 08/11/42 |  | 35 | &nbsp;&nbsp; 36412 |
| &nbsp;&nbsp;&nbsp; Series 2025-1301, Class F, 8.10%, 08/11/42 |  | 444 | &nbsp;&nbsp; 455273 |
| 1345 Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AOA, Class A, (1 mo. Term SOFR + <br> 1.60%), 5.28%, 06/15/42<br>|  | 116 | &nbsp;&nbsp; 116124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-AOA, Class E, (1 mo. Term SOFR + <br> 4.50%), 8.18%, 06/15/42<br>|  | 116 | &nbsp;&nbsp; 116873 |
| &nbsp;&nbsp;&nbsp; A10 Issuer LLC, Series 2025-FL6, Class A, (1 mo. <br> Term SOFR + 1.47%), 5.22%, 05/15/42<sup>(a)(b)</sup><br>|  | 140 | &nbsp;&nbsp; 140142 |
| &nbsp;&nbsp;&nbsp; ACRES LLC, Series 2025-FL3, Class A, (1 mo. Term <br> SOFR + 1.62%), 5.29%, 08/18/40<sup>(a)(b)</sup><br>|  | 538 | &nbsp;&nbsp; 539058 |
| &nbsp;&nbsp;&nbsp; Arbor Realty Commercial Real Estate Notes, <br> Series 2025-FL1, Class A, (1 mo. Term SOFR + <br> 1.35%), 5.03%, 01/20/43<sup>(a)(b)</sup><br>|  | 165 | &nbsp;&nbsp; 164905 |
| AREIT Ltd.<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CRE9, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.37%, 05/17/41<br>|  | 162 | &nbsp;&nbsp; 162359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CRE10, Class A, (1 mo. Term SOFR + <br> 1.39%), 5.06%, 12/17/29<br>|  | 795 | &nbsp;&nbsp; 793893 |
| ARES Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-IND, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.37%, 07/15/41<br>|  | 370 | &nbsp;&nbsp; 370694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2026-GCP, Class A, (1 mo. Term SOFR + <br> 1.25%), 4.95%, 02/15/43<br>|  | 100 | &nbsp;&nbsp; 100136 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| Atrium Hotel Portfolio Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-ATRM, Class A, 5.59%, 11/10/29 | USD | 160 | &nbsp;&nbsp; $163439 |
| &nbsp;&nbsp;&nbsp; Series 2024-ATRM, Class E, 9.52%, 11/10/29 |  | 32 | &nbsp;&nbsp; 33015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ATRM, Class A, (1 mo. Term SOFR + <br> 1.65%), 5.33%, 08/15/42<br>|  | 68 | &nbsp;&nbsp; 68195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ATRM, Class F, (1 mo. Term SOFR + <br> 5.50%), 9.18%, 08/15/42<br>|  | 146 | &nbsp;&nbsp; 145722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ATRM, Class G, (1 mo. Term SOFR + <br> 6.75%), 10.43%, 08/15/42<br>|  | 31 | &nbsp;&nbsp; 30942 |
| BAHA Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-MAR, Class A, 6.17%, 12/10/41 |  | 560 | &nbsp;&nbsp; 581037 |
| &nbsp;&nbsp;&nbsp; Series 2024-MAR, Class B, 7.07%, 12/10/41 |  | 20 | &nbsp;&nbsp; 20963 |
| &nbsp;&nbsp;&nbsp; Series 2024-MAR, Class C, 7.77%, 12/10/41 |  | 789 | &nbsp;&nbsp; 828815 |
| BAMLL Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-BHP, Class A, (1 mo. Term SOFR + <br> 2.35%), 6.03%, 08/15/39<br>|  | 120 | &nbsp;&nbsp; 120194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ASHF, Class A, (1 mo. Term SOFR + <br> 1.85%), 5.53%, 02/15/42<br>|  | 802 | &nbsp;&nbsp; 802690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ASHF, Class E, (1 mo. Term SOFR + <br> 5.25%), 8.93%, 02/15/42<br>|  | 163 | &nbsp;&nbsp; 163154 |
| Bank |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-BN19, Class A3, 3.18%, 08/15/61 |  | 250 | &nbsp;&nbsp; 237771 |
| &nbsp;&nbsp;&nbsp; Series 2019-BN20, Class A3, 3.01%, 09/15/62 |  | 250 | &nbsp;&nbsp; 236837 |
| &nbsp;&nbsp;&nbsp; Series 2021-BN35, Class C, 2.90%, 06/15/64<sup>(a)</sup> |  | 46 | &nbsp;&nbsp; 39098 |
| &nbsp;&nbsp;&nbsp; Series 2021-BN37, Class A4, 2.37%, 11/15/64 |  | 350 | &nbsp;&nbsp; 309295 |
| &nbsp;&nbsp;&nbsp; Series 2022-BNK41, Class A4, 3.79%, 04/15/65<sup>(a)</sup> |  | 150 | &nbsp;&nbsp; 143300 |
| BBCMS Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-C22, Class A5, 6.80%, 11/15/56<sup>(a)</sup> |  | 530 | &nbsp;&nbsp; 588317 |
| &nbsp;&nbsp;&nbsp; Series 2024-C26, Class A5, 5.83%, 05/15/57 |  | 11 | &nbsp;&nbsp; 11776 |
| &nbsp;&nbsp;&nbsp; Series 2025-C35, Class A5, 5.59%, 07/15/58<sup>(a)</sup> |  | 165 | &nbsp;&nbsp; 173908 |
| &nbsp;&nbsp;&nbsp; Series 2025-C35, Class AS, 5.84%, 07/15/58<sup>(a)</sup> |  | 73 | &nbsp;&nbsp; 75902 |
| &nbsp;&nbsp;&nbsp; Series 2025-C35, Class D, 4.50%, 07/15/58<sup>(b)</sup> |  | 37 | &nbsp;&nbsp; 31145 |
| &nbsp;&nbsp;&nbsp; BDS LLC, Series 2024-FL13, Class A, (1 mo. Term <br> SOFR + 1.58%), 5.25%, 09/19/39<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100131 |
| &nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust, Series 2020-B21, <br> Class A5, 1.98%, 12/17/53<br>|  | 45 | &nbsp;&nbsp; 39918 |
| BFLD Commercial Mortgage Trust<sup>(a)(b)</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>|  | 70 | &nbsp;&nbsp; 70153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-UNIV, Class E, (1 mo. Term SOFR + <br> 3.64%), 7.32%, 11/15/41<br>|  | 47 | &nbsp;&nbsp; 47323 |
| &nbsp;&nbsp;&nbsp; Series 2025-5MW, Class A, 4.67%, 10/10/42 |  | 100 | &nbsp;&nbsp; 100362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-660F, Class A, (1 mo. Term SOFR + <br> 1.50%), 5.18%, 11/15/42<br>|  | 337 | &nbsp;&nbsp; 338158 |
| &nbsp;&nbsp;&nbsp; BFLD Mortgage Trust, Series 2024-VICT, Class A, <br> (1 mo. Term SOFR + 1.89%), 5.57%, 07/15/41<sup>(a)(b)</sup><br>|  | 173 | &nbsp;&nbsp; 173757 |
| &nbsp;&nbsp;&nbsp; BFLD Trust, Series 2025-EWEST, Class A, (1 mo. <br> Term SOFR + 1.55%), 5.23%, 06/15/42<sup>(a)(b)</sup><br>|  | 245 | &nbsp;&nbsp; 245153 |
| &nbsp;&nbsp;&nbsp; BHMS Commercial Mortgage Trust, Series 2025-<br> ATLS, Class A, (1 mo. Term SOFR + 1.85%), <br> 5.53%, 08/15/42<sup>(a)(b)</sup><br>|  | 193 | &nbsp;&nbsp; 194206 |
| &nbsp;&nbsp;&nbsp; BLP Commercial Mortgage Trust, Series 2024-IND2, <br> Class A, (1 mo. Term SOFR + 1.34%), 5.02%, <br> 03/15/41<sup>(a)(b)</sup><br>|  | 331 | &nbsp;&nbsp; 330979 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust, Series 2023-C5, Class XA, <br> 0.72%, 06/15/56<sup>(a)</sup><br>|  | 344 | &nbsp;&nbsp; 13557 |
| BMP<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF23, Class D, (1 mo. Term SOFR + <br> 2.39%), 6.07%, 06/15/41<br>|  | 220 | &nbsp;&nbsp; 220687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF23, Class E, (1 mo. Term SOFR + <br> 3.39%), 7.07%, 06/15/41<br>|  | 39 | &nbsp;&nbsp; 39195 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; BPR Commercial Mortgage Trust, Series 2025-STAR, <br> Class A, 5.11%, 11/05/42<sup>(a)(b)</sup><br>| USD | 105 | &nbsp;&nbsp; $105759 |
| &nbsp;&nbsp;&nbsp; BPR Trust, Series 2024-PMDW, Class A, 5.36%, <br> 11/05/41<sup>(a)(b)</sup><br>|  | 10 | &nbsp;&nbsp; 10226 |
| &nbsp;&nbsp;&nbsp; BRES Commercial Mortgage Trust, Series 2025-<br> ATCAP, Class A, (1 mo. Term SOFR + 1.49%), <br> 5.17%, 11/15/42<sup>(a)(b)</sup><br>|  | 133 | &nbsp;&nbsp; 133539 |
| &nbsp;&nbsp;&nbsp; BWAY Trust, Series 2025-1535, Class A, 6.52%, <br> 05/05/42<sup>(a)(b)</sup><br>|  | 23 | &nbsp;&nbsp; 23715 |
| &nbsp;&nbsp;&nbsp; BX, Series 2024-PALM, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.22%, 06/15/37<sup>(a)(b)</sup><br>|  | 503 | &nbsp;&nbsp; 503103 |
| BX Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-VIV5, Class A, 2.84%, 03/09/44 |  | 240 | &nbsp;&nbsp; 223657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-CSMO, Class B, (1 mo. Term SOFR + <br> 3.14%), 6.82%, 06/15/27<br>|  | 412 | &nbsp;&nbsp; 412711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-LP2, Class A, (1 mo. Term SOFR + <br> 1.01%), 4.69%, 02/15/39<br>|  | 22 | &nbsp;&nbsp; 22174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-XL3, Class A, (1 mo. Term SOFR + <br> 1.76%), 5.44%, 12/09/40<br>|  | 152 | &nbsp;&nbsp; 151699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-XL3, Class D, (1 mo. Term SOFR + <br> 3.59%), 7.27%, 12/09/40<br>|  | 233 | &nbsp;&nbsp; 233100 |
| &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; 144057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-AIRC, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.37%, 08/15/41<br>|  | 255 | &nbsp;&nbsp; 255530 |
| &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>|  | 187 | &nbsp;&nbsp; 187467 |
| &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>|  | 43 | &nbsp;&nbsp; 43215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-GPA3, Class B, (1 mo. Term SOFR + <br> 1.64%), 5.32%, 12/15/39<br>|  | 80 | &nbsp;&nbsp; 80492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-KING, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.22%, 05/15/34<br>|  | 99 | &nbsp;&nbsp; 98762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MDHS, Class A, (1 mo. Term SOFR + <br> 1.64%), 5.32%, 05/15/41<br>|  | 227 | &nbsp;&nbsp; 226918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 02/15/39<br>|  | 253 | &nbsp;&nbsp; 253557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MF, Class E, (1 mo. Term SOFR + <br> 3.74%), 7.42%, 02/15/39<br>|  | 89 | &nbsp;&nbsp; 88988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-PURE, Class A, (1-day CORRA + <br> 1.90%), 4.18%, 11/15/41<br>| CAD | 26 | &nbsp;&nbsp; 19056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-XL4, Class D, (1 mo. Term SOFR + <br> 3.14%), 6.82%, 02/15/39<br>| USD | 158 | &nbsp;&nbsp; 158012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-XL4, Class E, (1 mo. Term SOFR + <br> 4.19%), 7.87%, 02/15/39<br>|  | 102 | &nbsp;&nbsp; 102696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BCAT, Class A, (1 mo. Term SOFR + <br> 1.38%), 5.06%, 08/15/42<br>|  | 104 | &nbsp;&nbsp; 103624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BCAT, Class E, (1 mo. Term SOFR + <br> 3.50%), 7.18%, 08/15/42<br>|  | 96 | &nbsp;&nbsp; 95603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-JDI, Class A, (1 mo. Term SOFR + <br> 1.40%), 5.08%, 11/15/42<br>|  | 238 | &nbsp;&nbsp; 238609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-JDI, Class E, (1 mo. Term SOFR + <br> 3.40%), 7.08%, 11/15/42<br>|  | 96 | &nbsp;&nbsp; 96393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SPOT, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 04/15/40<br>|  | 91 | &nbsp;&nbsp; 90834 |
| BX Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-LBA, Class AV, (1 mo. Term SOFR + <br> 0.91%), 4.60%, 02/15/36<br>|  | 198 | &nbsp;&nbsp; 197579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-IND, Class A, (1 mo. Term SOFR + <br> 1.49%), 5.17%, 04/15/37<br>|  | 65 | &nbsp;&nbsp; 65504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNYN, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 04/15/41<br>|  | 74 | &nbsp;&nbsp; 74378 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| BX Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNYN, Class D, (1 mo. Term SOFR + <br> 2.69%), 6.37%, 04/15/41<br>| USD | 72 | &nbsp;&nbsp; $72783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-CNYN, Class E, (1 mo. Term SOFR + <br> 3.69%), 7.37%, 04/15/41<br>|  | 72 | &nbsp;&nbsp; 72346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-PAT, Class A, (1 mo. Term SOFR + <br> 2.09%), 5.77%, 03/15/41<br>|  | 60 | &nbsp;&nbsp; 59981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-PAT, Class C, (1 mo. Term SOFR + <br> 4.44%), 8.12%, 03/15/41<br>|  | 122 | &nbsp;&nbsp; 122429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-PAT, Class D, (1 mo. Term SOFR + <br> 5.39%), 9.07%, 03/15/41<br>|  | 56 | &nbsp;&nbsp; 56350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class A, (1 mo. Term SOFR + <br> 1.49%), 5.17%, 06/15/41<br>|  | 384 | &nbsp;&nbsp; 384480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class E, (1 mo. Term SOFR + <br> 2.89%), 6.57%, 06/15/41<br>|  | 60 | &nbsp;&nbsp; 60000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-VLT4, Class F, (1 mo. Term SOFR + <br> 3.94%), 7.62%, 06/15/41<br>|  | 150 | &nbsp;&nbsp; 150170 |
| &nbsp;&nbsp;&nbsp; Series 2025-LIFE, Class A, 5.88%, 06/13/47 |  | 100 | &nbsp;&nbsp; 102538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LUNR, Class A, (1 mo. Term SOFR + <br> 1.50%), 5.18%, 06/15/40<br>|  | 24 | &nbsp;&nbsp; 23961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-OMG, Class A, (1 mo. Term SOFR + <br> 1.35%), 5.03%, 10/15/42<br>|  | 84 | &nbsp;&nbsp; 84285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-ROIC, Class E, (1 mo. Term SOFR + <br> 2.94%), 6.62%, 03/15/30<br>|  | 259 | &nbsp;&nbsp; 257929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-TAIL, Class A, (1 mo. Term SOFR + <br> 1.40%), 5.08%, 06/15/35<br>|  | 100 | &nbsp;&nbsp; 100063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-TAIL, Class E, (1 mo. Term SOFR + <br> 3.30%), 6.98%, 06/15/35<br>|  | 124 | &nbsp;&nbsp; 124032 |
| &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>|  | 136 | &nbsp;&nbsp; 136170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-VOLT, Class A, (1 mo. Term SOFR + <br> 1.70%), 5.38%, 12/15/44<br>|  | 122 | &nbsp;&nbsp; 122571 |
| &nbsp;&nbsp;&nbsp; BXMT Ltd, Series 2025-FL5, Class A, (1 mo. Term <br> SOFR + 1.64%), 5.31%, 10/18/42<sup>(a)(b)</sup><br>|  | 164 | &nbsp;&nbsp; 164202 |
| &nbsp;&nbsp;&nbsp; Cali, Series 2024-SUN, Class A, (1 mo. Term SOFR + <br> 1.89%), 5.56%, 07/15/41<sup>(a)(b)</sup><br>|  | 140 | &nbsp;&nbsp; 140262 |
| &nbsp;&nbsp;&nbsp; CENT, Series 2025-CITY, Class A, 4.92%, <br> 07/10/40<sup>(a)(b)</sup><br>|  | 720 | &nbsp;&nbsp; 730350 |
| &nbsp;&nbsp;&nbsp; CFCRE Commercial Mortgage Trust, Series 2016-C4, <br> Class AM, 3.69%, 05/10/58<br>|  | 560 | &nbsp;&nbsp; 557051 |
| &nbsp;&nbsp;&nbsp; CFK Trust, Series 2020-MF2, Class B, 2.79%, <br> 03/15/39<sup>(b)</sup><br>|  | 330 | &nbsp;&nbsp; 307715 |
| &nbsp;&nbsp;&nbsp; CFSP Mortgage Trust, Series 2024-AHP1, Class A, <br> 6.50%, 04/15/37<br>|  | 199 | &nbsp;&nbsp; 191595 |
| CHI Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-110W, Class A, 5.10%, 12/13/40 |  | 128 | &nbsp;&nbsp; 129218 |
| &nbsp;&nbsp;&nbsp; Series 2025-110W, Class D, 6.63%, 12/13/40 |  | 100 | &nbsp;&nbsp; 101322 |
| CIP Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SBAY, Class A, (1 mo. Term SOFR + <br> 1.40%), 5.08%, 10/15/37<br>|  | 313 | &nbsp;&nbsp; 313391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-SBAY, Class E, (1 mo. Term SOFR + <br> 3.75%), 7.43%, 10/15/37<br>|  | 237 | &nbsp;&nbsp; 237592 |
| Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-PF2, Class A5, 5.29%, 11/15/55<sup>(a)</sup> |  | 300 | &nbsp;&nbsp; 309570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WCL1, Class A, (1 mo. Term SOFR + <br> 1.84%), 5.52%, 06/15/41<sup>(a)(b)</sup><br>|  | 170 | &nbsp;&nbsp; 169947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-WCL1, Class B, (1 mo. Term SOFR + <br> 2.59%), 6.27%, 06/15/41<sup>(a)(b)</sup><br>|  | 50 | &nbsp;&nbsp; 49969 |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class A, 5.50%, 08/10/40<sup>(b)</sup> |  | 254 | &nbsp;&nbsp; 254032 |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class E, 8.20%, 08/10/40<sup>(a)(b)</sup> |  | 40 | &nbsp;&nbsp; 39889 |
| &nbsp;&nbsp;&nbsp; Series 2025-167G, Class F, 9.16%, 08/10/40<sup>(a)(b)</sup> |  | 34 | &nbsp;&nbsp; 33907 |
| &nbsp;&nbsp;&nbsp; Series 2025-SBX, Class B, 5.55%, 08/10/41<sup>(a)(b)</sup> |  | 48 | &nbsp;&nbsp; 48154 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| CONE Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class A, (1 mo. Term SOFR + <br> 1.64%), 5.32%, 08/15/41<br>| USD | 70 | &nbsp;&nbsp; $70000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-DFW1, Class E, (1 mo. Term SOFR + <br> 3.89%), 7.57%, 08/15/41<br>|  | 200 | &nbsp;&nbsp; 199855 |
| CSTL Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Class E, 1.00%, 02/10/43 |  | 100 | &nbsp;&nbsp; 100180 |
| &nbsp;&nbsp;&nbsp; Series 2024-GATE, Class A, 4.76%, 11/10/41<sup>(a)(b)</sup> |  | 170 | &nbsp;&nbsp; 171209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-GATE2, Class D, 5.63%, <br> 11/10/42<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100264 |
| DBC Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DBC, Class A, (1 mo. Term SOFR + <br> 1.35%), 5.03%, 11/15/42<br>|  | 237 | &nbsp;&nbsp; 237444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DBC, Class C, (1 mo. Term SOFR + <br> 2.05%), 5.73%, 11/15/42<br>|  | 118 | &nbsp;&nbsp; 118147 |
| &nbsp;&nbsp;&nbsp; DBGS, Series 2024-SBL, Class A, (1 mo. Term SOFR <br> + 1.88%), 5.56%, 08/15/34<sup>(a)(b)</sup><br>|  | 260 | &nbsp;&nbsp; 260000 |
| &nbsp;&nbsp;&nbsp; DBSG Mortgage Trust, Series 2024-ALTA, Class A, <br> 5.95%, 06/10/37<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 101507 |
| DC Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-HLTN, Class A, 5.73%, 04/13/40 |  | 10 | &nbsp;&nbsp; 10132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class A, (1 mo. Term SOFR + <br> 1.59%), 5.27%, 08/15/37<br>|  | 41 | &nbsp;&nbsp; 41077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-LXP, Class D, (1 mo. Term SOFR + <br> 2.89%), 6.57%, 08/15/37<br>|  | 18 | &nbsp;&nbsp; 18056 |
| DK Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-SPBX, Class A, (1 mo. Term SOFR + <br> 1.50%), 5.18%, 03/15/34<br>|  | 72 | &nbsp;&nbsp; 72180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-SPBX, Class E, (1 mo. Term SOFR + <br> 4.00%), 7.68%, 03/15/34<br>|  | 204 | &nbsp;&nbsp; 205003 |
| &nbsp;&nbsp;&nbsp; Durst Commercial Mortgage Trust, Series 2025-151, <br> Class D, 7.02%, 08/10/42<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 102997 |
| ELM Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class A10, 5.99%, 06/10/39 |  | 75 | &nbsp;&nbsp; 75421 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class A15, 5.99%, 06/10/39 |  | 75 | &nbsp;&nbsp; 75331 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class E10, 8.05%, 06/10/39 |  | 95 | &nbsp;&nbsp; 95315 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class XP10, 0.24%, 06/10/39 |  | 1000 | &nbsp;&nbsp; 778 |
| &nbsp;&nbsp;&nbsp; Series 2024-ELM, Class XP15, 1.61%, 06/10/39 |  | 1005 | &nbsp;&nbsp; 5198 |
| &nbsp;&nbsp;&nbsp; EQT Trust, Series 2024-EXTR, Class A, 5.33%, <br> 07/05/41<sup>(a)(b)</sup><br>|  | 350 | &nbsp;&nbsp; 357388 |
| &nbsp;&nbsp;&nbsp; Extended Stay America Trust, Series 2025-ESH, <br> Class A, (1 mo. Term SOFR + 1.30%), 4.98%, <br> 10/15/42<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100437 |
| &nbsp;&nbsp;&nbsp; Fashion Show Mall LLC, Series 2024-SHOW, <br> Class A, 5.27%, 10/10/41<sup>(a)(b)</sup><br>|  | 17 | &nbsp;&nbsp; 17303 |
| Fontainebleau Miami Beach Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-FBLU, Class A, (1 mo. Term SOFR + <br> 1.45%), 5.13%, 12/15/39<br>|  | 700 | &nbsp;&nbsp; 701750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-FBLU, Class G, (1 mo. Term SOFR + <br> 5.65%), 9.33%, 12/15/39<br>|  | 100 | &nbsp;&nbsp; 101325 |
| FS Rialto Issuer LLC<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-FL9, Class A, (1 mo. Term SOFR + <br> 1.63%), 6.73%, 10/19/39<br>|  | 100 | &nbsp;&nbsp; 100398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-FL10, Class A, (1 mo. Term SOFR + <br> 1.39%), 5.06%, 08/19/42<br>|  | 780 | &nbsp;&nbsp; 781407 |
| GGP, Series 2026-TY, 1.00%, 03/05/43 |  | 42 | &nbsp;&nbsp; 42000 |
| GS Mortgage Securities Corp. Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-FUN, Class B, (1 mo. Term SOFR + <br> 2.79%), 6.47%, 03/15/28<br>|  | 510 | &nbsp;&nbsp; 512869 |
| &nbsp;&nbsp;&nbsp; Series 2023-SHIP, Class C, 5.51%, 09/10/38 |  | 530 | &nbsp;&nbsp; 531042 |
| &nbsp;&nbsp;&nbsp; Series 2023-SHIP, Class E, 7.43%, 09/10/38 |  | 132 | &nbsp;&nbsp; 132479 |
| &nbsp;&nbsp;&nbsp; Series 2024-RVR, Class E, 7.72%, 08/10/41 |  | 37 | &nbsp;&nbsp; 36907 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| GS Mortgage Securities Corp. Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &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>| USD | 210 | &nbsp;&nbsp; $210527 |
| GS Mortgage Securities Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-GS8, Class A4, 3.47%, 11/10/50 |  | 300 | &nbsp;&nbsp; 296220 |
| &nbsp;&nbsp;&nbsp; Series 2019-GSA1, Class AS, 3.34%, 11/10/52 |  | 190 | &nbsp;&nbsp; 180311 |
| &nbsp;&nbsp;&nbsp; GSAT Trust, Series 2025-BMF, Class A, (1 mo. Term <br> SOFR + 1.50%), 5.18%, 07/15/40<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100156 |
| &nbsp;&nbsp;&nbsp; GWT, Series 2024-WLF2, Class A, (1 mo. Term <br> SOFR + 1.69%), 5.37%, 05/15/41<sup>(a)(b)</sup><br>|  | 142 | &nbsp;&nbsp; 142577 |
| &nbsp;&nbsp;&nbsp; Harvest Commercial Capital Loan Trust, <br> Series 2024-1, Class A, 6.16%, 10/25/56<br>|  | 515 | &nbsp;&nbsp; 525786 |
| HIH Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2061P, Class A, (1 mo. Term SOFR + <br> 1.84%), 5.52%, 10/15/41<br>|  | 68 | &nbsp;&nbsp; 68442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-2061P, Class D, (1 mo. Term SOFR + <br> 3.64%), 7.32%, 10/15/41<br>|  | 29 | &nbsp;&nbsp; 29387 |
| HILT Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-ORL, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.22%, 05/15/37<br>|  | 100 | &nbsp;&nbsp; 100188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-ORL, Class D, (1 mo. Term SOFR + <br> 3.19%), 6.87%, 05/15/37<br>|  | 100 | &nbsp;&nbsp; 100438 |
| &nbsp;&nbsp;&nbsp; HLTN Commercial Mortgage Trust, Series 2024-<br> DPLO, Class A, (1 mo. Term SOFR + 1.64%), <br> 5.32%, 06/15/41<sup>(a)(b)</sup><br>|  | 37 | &nbsp;&nbsp; 37069 |
| &nbsp;&nbsp;&nbsp; Hono Lulu Mortgage Trust, Series 2021-LULU, <br> Class A, (1 mo. Term SOFR + 1.26%), 4.95%, <br> 10/15/36<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 99000 |
| &nbsp;&nbsp;&nbsp; Houston Galleria Mall Trust, Series 2025-HGLR, <br> Class A, 5.46%, 02/05/45<sup>(a)(b)</sup><br>|  | 158 | &nbsp;&nbsp; 164248 |
| &nbsp;&nbsp;&nbsp; HTL Commercial Mortgage Trust, Series 2024-T53, <br> Class E, 10.26%, 05/10/39<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 103167 |
| &nbsp;&nbsp;&nbsp; ILPT Commercial Mortgage Trust, Series 2025-LPF2, <br> Class A, 5.29%, 07/13/42<sup>(a)(b)</sup><br>|  | 252 | &nbsp;&nbsp; 257693 |
| &nbsp;&nbsp;&nbsp; INT Commercial Mortgage Trust, Series 2025-PLAZA, <br> Class A, 5.04%, 11/05/37<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 101058 |
| &nbsp;&nbsp;&nbsp; INV Mortgage Trust, Series 2024-IND, Class A, (1 mo. <br> Term SOFR + 1.74%), 5.42%, 11/15/41<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 99188 |
| &nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities <br> Trust<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-JP2, Class A4, 2.82%, 08/15/49 |  | 133 | &nbsp;&nbsp; 132263 |
| &nbsp;&nbsp;&nbsp; Series 2024-IGLG, Class A, 5.17%, 11/09/39<sup>(a)(b)</sup> |  | 160 | &nbsp;&nbsp; 161389 |
| &nbsp;&nbsp;&nbsp; Series 2024-IGLG, Class D, 6.48%, 11/09/39<sup>(a)(b)</sup> |  | 41 | &nbsp;&nbsp; 41088 |
| &nbsp;&nbsp;&nbsp; Series 2024-IGLG, Class E, 7.25%, 11/09/39<sup>(a)(b)</sup> |  | 137 | &nbsp;&nbsp; 137172 |
| &nbsp;&nbsp;&nbsp; Series 2024-IGLG, Class F, 8.22%, 11/09/39<sup>(a)(b)</sup> |  | 118 | &nbsp;&nbsp; 118004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-BHR5, Class A, (1 mo. Term SOFR + <br> 1.69%), 5.37%, 03/15/40<sup>(a)(b)</sup><br>|  | 63 | &nbsp;&nbsp; 63118 |
| &nbsp;&nbsp;&nbsp; JPMCC Commercial Mortgage Securities Trust, <br> Series 2019-COR5, Class A3, 3.12%, 06/13/52<br>|  | 40 | &nbsp;&nbsp; 38653 |
| JW Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class A, (1 mo. Term SOFR + <br> 1.62%), 5.30%, 06/15/39<br>|  | 119 | &nbsp;&nbsp; 119297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-MRCO, Class D, (1 mo. Term SOFR + <br> 3.19%), 6.87%, 06/15/39<br>|  | 88 | &nbsp;&nbsp; 88220 |
| &nbsp;&nbsp;&nbsp; JW Trust, Series 2024-BERY, Class A, (1 mo. Term <br> SOFR + 1.59%), 5.27%, 11/15/39<sup>(a)(b)</sup><br>|  | 600 | &nbsp;&nbsp; 601500 |
| KSL Commercial Mortgage Trust<sup>(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Class A, 5.57%, 06/15/42 |  | 32 | &nbsp;&nbsp; 32155 |
| &nbsp;&nbsp;&nbsp; Class E, 7.77%, 06/05/42 |  | 63 | &nbsp;&nbsp; 63212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HT2, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.22%, 12/15/39<sup>(a)</sup><br>|  | 97 | &nbsp;&nbsp; 97091 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| Lagarino European Loan Conduit<sup>(a)(c)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 40X, Class B, (3-mo. EURIBOR + 2.15%), <br> 4.15%, 06/22/37<br>| EUR | 90 | &nbsp;&nbsp; $107141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 40X, Class C, (3-mo. EURIBOR + 2.65%), <br> 4.65%, 06/22/37<br>|  | 90 | &nbsp;&nbsp; 107141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 40X, Class D, (3-mo. EURIBOR + 3.55%), <br> 5.55%, 06/22/37<br>|  | 91 | &nbsp;&nbsp; 108320 |
| &nbsp;&nbsp;&nbsp; Last Mile Logistics Pan Euro Finance, Series 1X, <br> Class E, (3-mo. EURIBOR + 2.70%), 4.76%, <br> 08/17/33<sup>(a)(c)</sup><br>|  | 459 | &nbsp;&nbsp; 542679 |
| &nbsp;&nbsp;&nbsp; Last Mile Securities, Series 2021-1X, Class D, (3-mo. <br> EURIBOR + 2.35%), 4.41%, 08/17/31<sup>(a)(c)</sup><br>|  | 232 | &nbsp;&nbsp; 274966 |
| LBA Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-7IND, Class A, (1 mo. Term SOFR + <br> 1.44%), 5.12%, 10/15/41<br>| USD | 43 | &nbsp;&nbsp; 42665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-7IND, Class D, (1 mo. Term SOFR + <br> 2.64%), 6.32%, 10/15/41<br>|  | 12 | &nbsp;&nbsp; 12103 |
| LoanCore<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CRE8, Class A, (1 mo. Term SOFR + <br> 1.39%), 5.06%, 08/17/42<br>|  | 427 | &nbsp;&nbsp; 427066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-CRE9, Class A, (1 mo. Term SOFR + <br> 1.45%), 5.13%, 08/18/42<br>|  | 135 | &nbsp;&nbsp; 135162 |
| &nbsp;&nbsp;&nbsp; MAC Trust, Series 2025-801B, Class A, (1 mo. Term <br> SOFR + 1.70%), 5.38%, 10/15/40<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100374 |
| MCR Mortgage Trust<sup>(b)</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>(a)</sup><br>|  | 90 | &nbsp;&nbsp; 90410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-HTL, Class C, (1 mo. Term SOFR + <br> 3.11%), 6.79%, 02/15/37<sup>(a)</sup><br>|  | 81 | &nbsp;&nbsp; 80594 |
| &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class A, 5.92%, 06/12/39 |  | 70 | &nbsp;&nbsp; 70865 |
| &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class E, 8.73%, 06/12/39 |  | 37 | &nbsp;&nbsp; 37473 |
| &nbsp;&nbsp;&nbsp; Series 2024-TWA, Class XA, 0.92%, 06/12/39 |  | 332 | &nbsp;&nbsp; 2480 |
| &nbsp;&nbsp;&nbsp; MF1 LLC, Series 2026-FL21, Class A, (1 mo. Term <br> SOFR + 1.35%), 1.00%, 02/18/41<sup>(a)(b)(g)</sup><br>|  | 106 | &nbsp;&nbsp; 106000 |
| &nbsp;&nbsp;&nbsp; MHP Trust, Series 2021-STOR, Class G, (1 mo. Term <br> SOFR + 2.86%), 6.55%, 07/15/38<sup>(a)(b)</sup><br>|  | 250 | &nbsp;&nbsp; 249687 |
| &nbsp;&nbsp;&nbsp; MIC Trust, Series 2023-MIC, Class A, 8.44%, <br> 12/05/38<sup>(a)(b)</sup><br>|  | 31 | &nbsp;&nbsp; 33474 |
| Morgan Stanley Capital I Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-UB11, Class A4, 2.78%, 08/15/49 |  | 305 | &nbsp;&nbsp; 302268 |
| &nbsp;&nbsp;&nbsp; Series 2019-H6, Class D, 3.00%, 06/15/52<sup>(b)</sup> |  | 10 | &nbsp;&nbsp; 8269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-230P, Class B, (1 mo. Term SOFR + <br> 1.56%), 5.24%, 12/15/38<sup>(a)(b)</sup><br>|  | 10 | &nbsp;&nbsp; 9550 |
| &nbsp;&nbsp;&nbsp; Series 2024-NSTB, Class A, 3.90%, 09/24/57<sup>(a)(b)</sup> |  | 65 | &nbsp;&nbsp; 63683 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, Series 2023-2, <br> Class XA, 0.91%, 12/15/56<sup>(a)</sup><br>|  | 1085 | &nbsp;&nbsp; 59799 |
| &nbsp;&nbsp;&nbsp; MTN Commercial Mortgage Trust, Series 2022-LPFL, <br> Class A, (1 mo. Term SOFR + 1.40%), 5.09%, <br> 03/15/39<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100000 |
| NCMF Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-MFS, Class A, 4.88%, 06/10/33 |  | 140 | &nbsp;&nbsp; 140746 |
| &nbsp;&nbsp;&nbsp; Series 2025-MFS, Class E, 7.53%, 06/10/33 |  | 393 | &nbsp;&nbsp; 399284 |
| &nbsp;&nbsp;&nbsp; Series 2025-MFS, Class F, 8.44%, 06/10/33 |  | 282 | &nbsp;&nbsp; 286688 |
| &nbsp;&nbsp;&nbsp; NRTH Commercial Mortgage Trust, Series 2025-<br> PARK, Class A, (1 mo. Term SOFR + 1.39%), <br> 5.07%, 10/15/40<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100313 |
| &nbsp;&nbsp;&nbsp; NY Commercial Mortgage Trust, Series 2025-299P, <br> Class B, 5.93%, 02/10/47<sup>(a)(b)</sup><br>|  | 271 | &nbsp;&nbsp; 283256 |
| NYC Commercial Mortgage Trust<sup>(a)(b)</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>|  | 172 | &nbsp;&nbsp; 173335 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| NYC Commercial Mortgage Trust<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-28L, Class A, 4.67%, 11/05/38 | USD | 139 | &nbsp;&nbsp; $139680 |
| &nbsp;&nbsp;&nbsp; Series 2025-300P, Class E, 7.39%, 07/13/42 |  | 112 | &nbsp;&nbsp; 114870 |
| &nbsp;&nbsp;&nbsp; NYCT Trust, Series 2024-3ELV, Class A, (1 mo. Term <br> SOFR + 1.99%), 5.67%, 08/15/29<sup>(a)(b)</sup><br>|  | 172 | &nbsp;&nbsp; 172679 |
| &nbsp;&nbsp;&nbsp; One New York Plaza Trust, Series 2020-1NYP, <br> Class A, (1 mo. Term SOFR + 1.06%), 4.75%, <br> 01/15/36<sup>(a)(b)</sup><br>|  | 112 | &nbsp;&nbsp; 108640 |
| &nbsp;&nbsp;&nbsp; ORL Trust, Series 2024-GLKS, Class A, (1 mo. Term <br> SOFR + 1.49%), 5.17%, 12/15/39<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100250 |
| Park Avenue Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-280P, Class B, (1 mo. Term SOFR + <br> 1.38%), 5.05%, 09/15/34<br>|  | 283 | &nbsp;&nbsp; 282116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-280P, Class E, (1 mo. Term SOFR + <br> 2.42%), 6.09%, 09/15/34<br>|  | 138 | &nbsp;&nbsp; 137247 |
| &nbsp;&nbsp;&nbsp; PENN Commercial Mortgage Trust, Series 2025-P11, <br> Class A, 5.34%, 08/10/42<sup>(b)</sup><br>|  | 31 | &nbsp;&nbsp; 31881 |
| &nbsp;&nbsp;&nbsp; PGA Trust, Series 2024-RSR2, Class A, (1 mo. Term <br> SOFR + 1.89%), 5.57%, 06/15/39<sup>(a)(b)</sup><br>|  | 38 | &nbsp;&nbsp; 38012 |
| &nbsp;&nbsp;&nbsp; PRM5 Trust, Series 2025-PRM5, Class D, 5.81%, <br> 03/10/33<sup>(a)(b)</sup><br>|  | 489 | &nbsp;&nbsp; 490435 |
| &nbsp;&nbsp;&nbsp; ROCK Trust, Series 2024-CNTR, Class E, 8.82%, <br> 11/13/41<sup>(b)</sup><br>|  | 100 | &nbsp;&nbsp; 106308 |
| SCG Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-DLFN, Class E, (1 mo. Term SOFR + <br> 2.95%), 6.63%, 03/15/35<br>|  | 109 | &nbsp;&nbsp; 108727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-FLWR, Class A, (1 mo. Term SOFR + <br> 1.25%), 4.93%, 08/15/42<br>|  | 44 | &nbsp;&nbsp; 44110 |
| &nbsp;&nbsp;&nbsp; SDAL Trust, Series 2025-DAL, Class A, (1 mo. Term <br> SOFR + 2.44%), 6.12%, 04/15/42<sup>(a)(b)</sup><br>|  | 100 | &nbsp;&nbsp; 100571 |
| SELF Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-STRG, Class A, (1 mo. Term SOFR + <br> 1.54%), 5.22%, 11/15/34<br>|  | 6 | &nbsp;&nbsp; 6282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-STRG, Class E, (1 mo. Term SOFR + <br> 4.19%), 7.87%, 11/15/34<br>|  | 70 | &nbsp;&nbsp; 70175 |
| &nbsp;&nbsp;&nbsp; SG Commercial Mortgage Securities Trust, <br> Series 2019-PREZ, Class E, 3.48%, 09/15/39<sup>(a)(b)</sup><br>|  | 26 | &nbsp;&nbsp; 22230 |
| SHR Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-LXRY, Class A, (1 mo. Term SOFR + <br> 1.95%), 5.63%, 10/15/41<br>|  | 191 | &nbsp;&nbsp; 191836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-LXRY, Class D, (1 mo. Term SOFR + <br> 3.60%), 7.28%, 10/15/41<br>|  | 100 | &nbsp;&nbsp; 100999 |
| &nbsp;&nbsp;&nbsp; Taurus, Series 2025-UK2X, Class D, (1-day SONIA <br> GBP 3.20%), 7.07%, 02/18/35<sup>(a)(c)</sup><br>| GBP | 172 | &nbsp;&nbsp; 235454 |
| &nbsp;&nbsp;&nbsp; TYSN Mortgage Trust, Series 2023-CRNR, Class A, <br> 6.58%, 12/10/33<sup>(a)(b)</sup><br>| USD | 376 | &nbsp;&nbsp; 395111 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust, Series 2017-C4, <br> Class AS, 3.84%, 10/15/50<sup>(a)</sup><br>|  | 580 | &nbsp;&nbsp; 564332 |
| &nbsp;&nbsp;&nbsp; UK Logistics, Series 2025-1X, Class D, (1-day SONIA <br> GBP 4.00%), 7.87%, 05/17/35<sup>(a)(c)</sup><br>| GBP | 136 | &nbsp;&nbsp; 186846 |
| &nbsp;&nbsp;&nbsp; UNIV Trust, Series 2025-APTS, Class A, (1 mo. Term <br> SOFR + 1.65%), 5.33%, 11/15/42<sup>(a)(b)</sup><br>| USD | 124 | &nbsp;&nbsp; 124154 |
| &nbsp;&nbsp;&nbsp; VCC Trust, Series 2025-MC1, Class A1, 8.16%, <br> 05/25/55<sup>(b)</sup><br>|  | 75 | &nbsp;&nbsp; 74852 |
| VEGAS<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-GCS, Class C, 6.22%, 07/10/36 |  | 140 | &nbsp;&nbsp; 143167 |
| &nbsp;&nbsp;&nbsp; Series 2024-GCS, Class D, 6.22%, 07/10/36 |  | 244 | &nbsp;&nbsp; 246891 |
| Velocity Commercial Capital Loan Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1, Class AFX, 2.61%, 02/25/50 |  | 421 | &nbsp;&nbsp; 392428 |
| &nbsp;&nbsp;&nbsp; Series 2022-3, Class A, 5.22%, 06/25/52 |  | 137 | &nbsp;&nbsp; 135380 |
| &nbsp;&nbsp;&nbsp; Series 2023-2, Class M1, 7.03%, 05/25/53 |  | 74 | &nbsp;&nbsp; 74780 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** | **Commercial Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Velocity Commercial Capital Loan <br> Trust<sup>(a)(b)</sup> (continued)<br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A, 6.55%, 01/25/54 | USD | 77 | &nbsp;&nbsp; $78539 |
| &nbsp;&nbsp;&nbsp; Series 2024-5, Class A, 5.49%, 10/25/54 |  | 78 | &nbsp;&nbsp; 78680 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class M2, 6.98%, 02/25/55 |  | 1248 | &nbsp;&nbsp; 1269866 |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class M3, 7.33%, 02/25/55 |  | 100 | &nbsp;&nbsp; 101304 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class A, 5.87%, 06/25/55 |  | 548 | &nbsp;&nbsp; 556084 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class M3, 7.38%, 06/25/55 |  | 99 | &nbsp;&nbsp; 101022 |
| Wells Fargo Commercial Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-C40, Class A4, 3.58%, 10/15/50 |  | 200 | &nbsp;&nbsp; 197735 |
| &nbsp;&nbsp;&nbsp; Series 2019-C49, Class D, 3.00%, 03/15/52<sup>(b)</sup> |  | 10 | &nbsp;&nbsp; 8294 |
| &nbsp;&nbsp;&nbsp; Series 2024-1CHI, Class A, 5.48%, 07/15/35<sup>(a)(b)</sup> |  | 154 | &nbsp;&nbsp; 155281 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class B, 6.22%, 07/15/43<sup>(b)</sup> |  | 176 | &nbsp;&nbsp; 180895 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class C, 6.43%, 07/15/43<sup>(b)</sup> |  | 112 | &nbsp;&nbsp; 112788 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class D, 7.08%, 07/15/43<sup>(b)</sup> |  | 50 | &nbsp;&nbsp; 50259 |
| &nbsp;&nbsp;&nbsp; Series 2024-BPRC, Class X, 0.09%, 07/15/43<sup>(a)(b)</sup> |  | 1390 | &nbsp;&nbsp; 11576 |
| &nbsp;&nbsp;&nbsp; WEST Trust, Series 2025-ROSE, Class A, 5.28%, <br> 04/10/35<sup>(a)(b)</sup><br>|  | 56 | &nbsp;&nbsp; 56837 |
| WHARF Commercial Mortgage Trust<sup>(a)(b)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-DC, Class A, 5.53%, 07/15/40 |  | 114 | &nbsp;&nbsp; 117491 |
| &nbsp;&nbsp;&nbsp; Series 2025-DC, Class E, 7.98%, 07/15/40 |  | 115 | &nbsp;&nbsp; 117163 |
|  |  |  | &nbsp;&nbsp; 42294105 |
| **Interest Only Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.1%** | **Interest Only Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.1%** | **Interest Only Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.1%** | **Interest Only Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.1%** |
| &nbsp;&nbsp;&nbsp; JP Morgan Resecuritization Trust, Series 2014-5, <br> Class 5C, 0.00%, 05/27/36<sup>(b)</sup><br>|  | 1355 | &nbsp;&nbsp; 227999 |
| &nbsp;&nbsp;&nbsp; Residential Asset Securitization Trust, Series 2007-<br> A9, Class A2, (1 mo. Term SOFR + 6.34%), 2.66%, <br> 09/25/37<br>|  | 1094 | &nbsp;&nbsp; 144311 |
|  |  |  | &nbsp;&nbsp; 372310 |
| **Total Non-Agency Mortgage-Backed Securities — 12.1%** <br>**(Cost: $153,649,098)** | **Total Non-Agency Mortgage-Backed Securities — 12.1%** <br>**(Cost: $153,649,098)** | **Total Non-Agency Mortgage-Backed Securities — 12.1%** <br>**(Cost: $153,649,098)** | &nbsp;&nbsp; 154101891 |
| **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 0.1%**<sup>(a)</sup> | **Capital Trusts — 0.1%**<sup>(a)</sup> | **Capital Trusts — 0.1%**<sup>(a)</sup> | **Capital Trusts — 0.1%**<sup>(a)</sup> |
| **Automobiles — 0.0%** | **Automobiles — 0.0%** | **Automobiles — 0.0%** |  |
| Volkswagen International Finance NV, 5.99%<sup>(c)(i)</sup> | EUR | 100 | &nbsp;&nbsp; 125499 |
| **Chemicals — 0.0%** | **Chemicals — 0.0%** | **Chemicals — 0.0%** |  |
| FMC Corp., 8.45%, 11/01/55 | USD | 100 | &nbsp;&nbsp; 80203 |
| **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** | **Electric Utilities — 0.0%** |  |
| AES Corp., 7.60%, 01/15/55 |  | 45 | &nbsp;&nbsp; 45627 |
| Edison International |  |  |  |
| &nbsp;&nbsp;&nbsp; 8.13%, 06/15/53 |  | 50 | &nbsp;&nbsp; 51744 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/54 |  | 50 | &nbsp;&nbsp; 52077 |
| PG&E Corp., 7.38%, 03/15/55 |  | 50 | &nbsp;&nbsp; 51602 |
| Southern Co., Series 2025, 6.38%, 03/15/55 |  | 25 | &nbsp;&nbsp; 26074 |
|  |  |  | &nbsp;&nbsp; 227124 |
| **Internet Software & Services — 0.0%** | **Internet Software & Services — 0.0%** | **Internet Software & Services — 0.0%** |  |
| Rakuten Group, Inc., 8.13%<sup>(b)(i)</sup> |  | 42 | &nbsp;&nbsp; 43470 |
| **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** |  |
| Bell Telephone Co. of Canada or Bell Canada |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 09/15/55 |  | 46 | &nbsp;&nbsp; 47659 |
| &nbsp;&nbsp;&nbsp; 7.00%, 09/15/55 |  | 64 | &nbsp;&nbsp; 67125 |
| TELUS Corp., 7.00%, 10/15/55 |  | 42 | &nbsp;&nbsp; 43925 |
|  |  |  | &nbsp;&nbsp; 158709 |
| **Multi-Utilities — 0.0%** | **Multi-Utilities — 0.0%** | **Multi-Utilities — 0.0%** |  |
| AltaGas Ltd., 7.20%, 10/15/54<sup>(b)</sup> |  | 63 | &nbsp;&nbsp; 65523 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |  |
| Sunoco LP, 7.88%<sup>(b)(i)</sup> | USD | 39 | &nbsp;&nbsp; $40171 |
| **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** | **Passenger Airlines — 0.0%** |  |
| Air France-KLM, 5.75%<sup>(c)(i)</sup> | EUR | 100 | &nbsp;&nbsp; 121478 |
| **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** | **Pharmaceuticals — 0.1%** |  |
| Bayer AG, 5.38%, 03/25/82<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 123527 |
| CVS Health Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/10/54 | USD | 73 | &nbsp;&nbsp; 75890 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/10/55 |  | 75 | &nbsp;&nbsp; 78498 |
|  |  |  | &nbsp;&nbsp; 277915 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |  |
| Vivion Investments SARL, 8.13%<sup>(c)(i)</sup> | EUR | 100 | &nbsp;&nbsp; 111586 |
| **Utilities**<sup>(i)</sup> **— 0.0%** | **Utilities**<sup>(i)</sup> **— 0.0%** | **Utilities**<sup>(i)</sup> **— 0.0%** |  |
| Electricite de France SA |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%<sup>(c)</sup> |  | 100 | &nbsp;&nbsp; 118613 |
| &nbsp;&nbsp;&nbsp; 9.13%<sup>(b)</sup> | USD | 54 | &nbsp;&nbsp; 63916 |
|  |  |  | &nbsp;&nbsp; 182529 |
|  |  |  | &nbsp;&nbsp; 1434207 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** | **Preferred Stocks — 0.0%** |
| **Aerospace & Defense — 0.0%** | **Aerospace & Defense — 0.0%** |  |
| Boeing Co., 10/15/27<sup>(d)(l)</sup> | 750 | &nbsp;&nbsp; 56040 |
|  |  | &nbsp;&nbsp; 56040 |
| **Total Preferred Securities — 0.1%** <br>**(Cost: $1,463,340)** | **Total Preferred Securities — 0.1%** <br>**(Cost: $1,463,340)** | &nbsp;&nbsp; 1490247 |

---

&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%** |  |
| &nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Securities, 6.00%, <br> 06/01/55 - 09/01/55<br>| USD | 1394 | &nbsp;&nbsp; 1429955 |
| **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** | **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** | **Collateralized Mortgage Obligations**<sup>(a)</sup> **— 0.7%** |  |
| Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-35, Class FC, (30-day Avg SOFR + <br> 1.10%), 4.80%, 08/25/53<br>|  | 215 | &nbsp;&nbsp; 216684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-68, Class FB, (30-day Avg SOFR + <br> 1.05%), 4.75%, 01/25/54<br>|  | 221 | &nbsp;&nbsp; 222506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-63, Class FH, (30-day Avg SOFR + <br> 1.10%), 4.80%, 09/25/54<br>|  | 159 | &nbsp;&nbsp; 160248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-88, Class FC, (30-day Avg SOFR + <br> 1.40%), 5.10%, 12/25/54<br>|  | 131 | &nbsp;&nbsp; 132536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-96, Class FA, (30-day Avg SOFR + <br> 1.40%), 5.10%, 12/25/54<br>|  | 229 | &nbsp;&nbsp; 231737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-1, Class FX, (30-day Avg SOFR + <br> 1.35%), 5.05%, 02/25/55<br>|  | 137 | &nbsp;&nbsp; 138780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-13, Class FB, (30-day Avg SOFR + <br> 1.30%), 5.00%, 03/25/55<br>|  | 158 | &nbsp;&nbsp; 159537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-2, Class FG, (30-day Avg SOFR + <br> 1.45%), 5.15%, 02/25/55<br>|  | 334 | &nbsp;&nbsp; 338441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-35, Class FJ, (30-day Avg SOFR + <br> 1.60%), 5.30%, 05/25/55<br>|  | 448 | &nbsp;&nbsp; 454779 |

---

---

| | | | |
|:---|:---|:---|:---|
| *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 2025-63, Class DF, (30-day Avg SOFR + <br> 1.40%), 5.10%, 08/25/55<br>| USD | 110 | &nbsp;&nbsp; $111523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025-9, Class FG, (30-day Avg SOFR + <br> 1.35%), 5.05%, 03/25/55<br>|  | 85 | &nbsp;&nbsp; 85927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5471, Class FM, (30-day Avg SOFR + <br> 1.40%), 5.10%, 11/25/54<br>|  | 1290 | &nbsp;&nbsp; 1304169 |
| Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5468, Class WF, (30-day Avg SOFR + <br> 1.10%), 4.80%, 11/25/54<br>|  | 162 | &nbsp;&nbsp; 162665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5478, Class FD, (30-day Avg SOFR + <br> 1.40%), 5.10%, 02/25/54<br>|  | 113 | &nbsp;&nbsp; 113943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5482, Class FB, (30-day Avg SOFR + <br> 1.50%), 5.20%, 12/25/54<br>|  | 187 | &nbsp;&nbsp; 189061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5500, Class DF, (30-day Avg SOFR + <br> 1.35%), 5.05%, 10/25/54<br>|  | 140 | &nbsp;&nbsp; 141718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5502, Class EF, (30-day Avg SOFR + <br> 1.40%), 5.10%, 02/25/55<br>|  | 113 | &nbsp;&nbsp; 113723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5503, Class FB, (30-day Avg SOFR + <br> 1.35%), 5.05%, 02/25/55<br>|  | 134 | &nbsp;&nbsp; 135935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5508, Class FE, (30-day Avg SOFR + <br> 1.60%), 5.30%, 02/25/55<br>|  | 154 | &nbsp;&nbsp; 156584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5513, Class FD, (30-day Avg SOFR + <br> 1.35%), 5.05%, 01/25/55<br>|  | 1139 | &nbsp;&nbsp; 1151340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5516, Class FC, (30-day Avg SOFR + <br> 1.40%), 5.10%, 03/25/55<br>|  | 2742 | &nbsp;&nbsp; 2769756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5543, Class FH, (30-day Avg SOFR + <br> 1.50%), 5.20%, 06/25/55<br>|  | 153 | &nbsp;&nbsp; 155077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5563, Class FA, (30-day Avg SOFR + <br> 1.35%), 5.05%, 08/25/55<br>|  | 287 | &nbsp;&nbsp; 289930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 5574, Class FB, (30-day Avg SOFR + <br> 1.35%), 5.05%, 09/25/55<br>|  | 129 | &nbsp;&nbsp; 130533 |
| &nbsp;&nbsp;&nbsp; Ginnie Mae, Series 2025-9, Class FE, (30-day Avg <br> SOFR + 1.25%), 4.95%, 01/20/55<br>|  | 133 | &nbsp;&nbsp; 134236 |
|  |  |  | &nbsp;&nbsp; 9201368 |
| **Commercial Mortgage-Backed Securities — 0.0%** | **Commercial Mortgage-Backed Securities — 0.0%** | **Commercial Mortgage-Backed Securities — 0.0%** |  |
| &nbsp;&nbsp;&nbsp; Fannie Mae-Aces, Series 2021-M4, Class A2, 1.47%, <br> 02/25/31<sup>(a)</sup><br>|  | 150 | &nbsp;&nbsp; 132762 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2024-<br> P015, Class A1, 4.30%, 11/25/32<sup>(a)</sup><br>|  | 25 | &nbsp;&nbsp; 24767 |
| Ginnie Mae |  |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-119, Class AD, 2.25%, 04/16/65 |  | 38 | &nbsp;&nbsp; 30575 |
| &nbsp;&nbsp;&nbsp; Series 2023-50, Class AC, 3.25%, 09/16/63<sup>(a)</sup> |  | 23 | &nbsp;&nbsp; 20560 |
| &nbsp;&nbsp;&nbsp; Series 2025-126B, Class AD, 5.00%, 05/16/65 |  | 50 | &nbsp;&nbsp; 49733 |
| &nbsp;&nbsp;&nbsp; Series 2025-129, Class AB, 4.75%, 09/16/54 |  | 37 | &nbsp;&nbsp; 36605 |
| &nbsp;&nbsp;&nbsp; Series 2025-88, Class AT, 5.00%, 06/16/58 |  | 110 | &nbsp;&nbsp; 110532 |
|  |  |  | &nbsp;&nbsp; 405534 |
| **Mortgage-Backed Securities — 52.9%** | **Mortgage-Backed Securities — 52.9%** | **Mortgage-Backed Securities — 52.9%** |  |
| &nbsp;&nbsp;&nbsp; Fannie Mae Mortgage-Backed Securities, 5.81%, <br> 06/01/31<br>|  | 123 | &nbsp;&nbsp; 127820 |
| Freddie Mac Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 |  | 118 | &nbsp;&nbsp; 114012 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/48 |  | 56 | &nbsp;&nbsp; 52731 |
| Ginnie Mae<sup>(p)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/55 |  | 1002 | &nbsp;&nbsp; 1036115 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/55 - 02/15/56 |  | 2831 | &nbsp;&nbsp; 2677546 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/55 - 02/19/56 |  | 4851 | &nbsp;&nbsp; 4849447 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/55 - 02/19/56 |  | 2129 | &nbsp;&nbsp; 1950461 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/56 - 03/19/56 |  | 16919 | &nbsp;&nbsp; 14065318 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/19/56 - 03/19/56 |  | 17904 | &nbsp;&nbsp; 15502379 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/19/56 - 03/19/56 |  | 3402 | &nbsp;&nbsp; 3070946 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**(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)** |  |
| Ginnie Mae<sup>(p)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/19/56 | USD | 2587 | &nbsp;&nbsp; $2525866 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/56 - 03/19/56 |  | 17077 | &nbsp;&nbsp; 17256755 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/19/56 - 03/19/56 |  | 12977 | &nbsp;&nbsp; 13248890 |
| Ginnie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/40 - 02/20/53 |  | 1038 | &nbsp;&nbsp; 991600 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/46 - 10/20/52 |  | 3552 | &nbsp;&nbsp; 3305616 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/49 - 11/20/53 |  | 2031 | &nbsp;&nbsp; 1994506 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/50 - 12/20/52 |  | 3955 | &nbsp;&nbsp; 3575974 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/51 - 07/20/52 |  | 6302 | &nbsp;&nbsp; 5244275 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/51 - 01/20/53 |  | 4438 | &nbsp;&nbsp; 3849224 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/52 - 12/20/54 |  | 1572 | &nbsp;&nbsp; 1581340 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/20/53 |  | 33 | &nbsp;&nbsp; 33264 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/20/53 - 09/20/55 |  | 986 | &nbsp;&nbsp; 1019636 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/54 |  | 449 | &nbsp;&nbsp; 460280 |
| Uniform Mortgage-Backed Securities<sup>(p)</sup> <br>|  |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/31 - 03/12/56 |  | 39274 | &nbsp;&nbsp; 35032565 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/33 - 03/12/56 |  | 123845 | &nbsp;&nbsp; 114772973 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/35 - 03/12/56 |  | 60863 | &nbsp;&nbsp; 52182978 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 - 03/12/56 |  | 91470 | &nbsp;&nbsp; 75656158 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/36 - 10/01/51 |  | 5040 | &nbsp;&nbsp; 4218636 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/40 - 03/12/56 |  | 23780 | &nbsp;&nbsp; 23352321 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/40 - 03/12/56 |  | 26632 | &nbsp;&nbsp; 25640737 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/48 - 03/12/56 |  | 100983 | &nbsp;&nbsp; 102485087 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/52 - 03/15/56 |  | 60759 | &nbsp;&nbsp; 60753584 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/52 - 02/15/56 |  | 63329 | &nbsp;&nbsp; 64917498 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/52 - 02/15/56 |  | 15499 | &nbsp;&nbsp; 16086798 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/55 |  | 2662 | &nbsp;&nbsp; 2786310 |
|  |  |  | &nbsp;&nbsp; 676419646 |
| **Total U.S. Government Sponsored Agency Securities — 53.7%** <br>**(Cost: $683,336,092)** | **Total U.S. Government Sponsored Agency Securities — 53.7%** <br>**(Cost: $683,336,092)** | **Total U.S. Government Sponsored Agency Securities — 53.7%** <br>**(Cost: $683,336,092)** | &nbsp;&nbsp; 687456503 |
| **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
| U.S. Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 - 08/15/40 |  | 5102 | &nbsp;&nbsp; 3207736 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/40 |  | 1024 | &nbsp;&nbsp; 983800 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 - 11/15/51 |  | 7743 | &nbsp;&nbsp; 4643260 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 |  | 10440 | &nbsp;&nbsp; 7021308 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/41 - 11/15/43 |  | 6010 | &nbsp;&nbsp; 5255428 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 - 05/15/51 |  | 1446 | &nbsp;&nbsp; 961852 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 - 08/15/52 |  | 14938 | &nbsp;&nbsp; 11117956 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/43 |  | 718 | &nbsp;&nbsp; 643614 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 - 05/15/53 |  | 1249 | &nbsp;&nbsp; 1045559 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/43 - 05/15/55 |  | 709 | &nbsp;&nbsp; 698639 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/44 - 11/15/48 |  | 1900 | &nbsp;&nbsp; 1561429 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 - 05/15/48 |  | 42856 | &nbsp;&nbsp; 32460824 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 - 08/15/53 |  | 10167 | &nbsp;&nbsp; 9021717 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 - 11/15/55 |  | 3767 | &nbsp;&nbsp; 3614307 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 |  | 686 | &nbsp;&nbsp; 487087 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/49 |  | 1239 | &nbsp;&nbsp; 774355 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 |  | 909 | &nbsp;&nbsp; 475224 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 |  | 419 | &nbsp;&nbsp; 239256 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 |  | 2623 | &nbsp;&nbsp; 1825038 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/52 |  | 4500 | &nbsp;&nbsp; 3884941 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation-Indexed Notes, 1.63%, <br> 04/15/30<br>|  | 4990 | &nbsp;&nbsp; 5065029 |
| U.S. Treasury Notes |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/27 - 11/15/32 |  | 6484 | &nbsp;&nbsp; 6567006 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 - 08/15/32 |  | 19834 | &nbsp;&nbsp; 19614424 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 - 12/31/31 |  | 2228 | &nbsp;&nbsp; 2292584 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/27 - 04/15/28 |  | 1172 | &nbsp;&nbsp; 1176121 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)*<br>| *Value* |
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| U.S. Treasury Notes (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 - 01/31/32 | USD | 319 | &nbsp;&nbsp; $326410 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 - 09/15/28 |  | 61 | &nbsp;&nbsp; 60779 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/27 |  | 1103 | &nbsp;&nbsp; 1047462 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 - 04/30/30 |  | 529 | &nbsp;&nbsp; 527944 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/27 - 08/15/34 |  | 39181 | &nbsp;&nbsp; 39373422 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 - 05/15/35 |  | 3092 | &nbsp;&nbsp; 3142100 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 - 11/15/35 |  | 52662 | &nbsp;&nbsp; 53173811 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/28 - 09/30/31 |  | 9309 | &nbsp;&nbsp; 9282495 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 - 05/15/32 |  | 69552 | &nbsp;&nbsp; 66210772 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/28 - 02/15/35 |  | 839 | &nbsp;&nbsp; 865909 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 - 10/31/30 |  | 21919 | &nbsp;&nbsp; 22849388 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/29 |  | 1009 | &nbsp;&nbsp; 995954 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/15/30 |  | 615 | &nbsp;&nbsp; 535002 |
| **Total U.S. Treasury Obligations — 25.2%** <br>**(Cost: $321,623,576)** | **Total U.S. Treasury Obligations — 25.2%** <br>**(Cost: $321,623,576)** | **Total U.S. Treasury Obligations — 25.2%** <br>**(Cost: $321,623,576)** | &nbsp;&nbsp; 323029942 |
| **Total Long-Term Investments — 129.1%** <br>**(Cost: $1,638,205,840)** | **Total Long-Term Investments — 129.1%** <br>**(Cost: $1,638,205,840)** | **Total Long-Term Investments — 129.1%** <br>**(Cost: $1,638,205,840)** | &nbsp;&nbsp; 1652348022 |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Foreign Agency Obligations — 0.1%** | **Foreign Agency Obligations — 0.1%** | **Foreign Agency Obligations — 0.1%** |  |
| &nbsp;&nbsp;&nbsp; Brazil Letras do Tesouro Nacional, 0.00%, 04/01/26 - <br> 07/01/26<sup>(j)(q)</sup><br>| BRL | 2369 | &nbsp;&nbsp; 437465 |
| Egypt Treasury Bills, 0.00%, 05/05/26 - 06/23/26<sup>(j)(q)</sup> | EGP | 8425 | &nbsp;&nbsp; 166712 |
| Mexican Bonos, Series M, 7.00%, 09/03/26 | MXN | 5148 | &nbsp;&nbsp; 294495 |
|  |  |  | &nbsp;&nbsp; 898672 |

---

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

---

| | | |
|:---|:---|:---|
|  | <br>*Shares*<br>|  |
| **Money Market Funds — 10.6%** | **Money Market Funds — 10.6%** |  |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares, 3.82%<sup>(r)(s)(t)</sup><br>| 11268492 | &nbsp;&nbsp; 11274126 |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares, 3.57%<sup>(r)(s)</sup><br>| 124789227 | &nbsp;&nbsp; 124789227 |
|  |  | &nbsp;&nbsp; 136063353 |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | *Par* <br>*(000)*<br>|  |
| **U.S. Treasury Obligations — 0.0%** | **U.S. Treasury Obligations — 0.0%** | **U.S. Treasury Obligations — 0.0%** |  |
| U.S. Treasury Notes, 4.63%, 10/15/26 - 11/15/26 | USD | 493 | &nbsp;&nbsp; 496214 |
| **Total Short-Term Securities — 10.7%** <br>**(Cost: $137,421,778)** | **Total Short-Term Securities — 10.7%** <br>**(Cost: $137,421,778)** | **Total Short-Term Securities — 10.7%** <br>**(Cost: $137,421,778)** | &nbsp;&nbsp; 137458239 |
| **Options Purchased — 0.0%** <br>**(Cost: $118,733)** | **Options Purchased — 0.0%** <br>**(Cost: $118,733)** | **Options Purchased — 0.0%** <br>**(Cost: $118,733)** | &nbsp;&nbsp; 47679 |
| **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 139.8%** <br>**(Cost: $1,775,746,351)** | **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 139.8%** <br>**(Cost: $1,775,746,351)** | **Total Investments Before TBA Sale Commitments and** <br>**Options Written — 139.8%** <br>**(Cost: $1,775,746,351)** | &nbsp;&nbsp; 1789853940 |
| **TBA Sale Commitments**<sup>(p)</sup> | **TBA Sale Commitments**<sup>(p)</sup> | **TBA Sale Commitments**<sup>(p)</sup> | **TBA Sale Commitments**<sup>(p)</sup> |
| **Mortgage-Backed Securities — (25.4)%** | **Mortgage-Backed Securities — (25.4)%** | **Mortgage-Backed Securities — (25.4)%** |  |
| Ginnie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/56 |  | (7462)<br>| &nbsp;&nbsp; (6204404)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 02/19/56 |  | (6475)<br>| &nbsp;&nbsp; (5607457)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 02/19/56 |  | (238)<br>| &nbsp;&nbsp; (214854)<br>|
| &nbsp;&nbsp;&nbsp; 3.50%, 02/19/56 |  | (193)<br>| &nbsp;&nbsp; (176778)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**(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)** |  |
| Ginnie Mae Mortgage-Backed Securities (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/19/56 | USD | (775)<br>| &nbsp;&nbsp; $(756686)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 02/19/56 |  | (236)<br>| &nbsp;&nbsp; (235944)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/56 |  | (5182)<br>| &nbsp;&nbsp; (5238603)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 02/19/56 |  | (5609)<br>| &nbsp;&nbsp; (5737289)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/55 |  | (45)<br>| &nbsp;&nbsp; (46532)<br>|
| Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/17/41 - 02/12/56 |  | (22287)<br>| &nbsp;&nbsp; (18195330)<br>|
| &nbsp;&nbsp;&nbsp; 2.50%, 02/17/41 - 02/12/56 |  | (19928)<br>| &nbsp;&nbsp; (16947501)<br>|
| &nbsp;&nbsp;&nbsp; 3.00%, 02/17/41 - 02/12/56 |  | (8749)<br>| &nbsp;&nbsp; (7765103)<br>|
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/40 - 03/12/56 |  | (66057)<br>| &nbsp;&nbsp; (61182646)<br>|
| &nbsp;&nbsp;&nbsp; 4.00%, 02/17/41 - 02/12/56 |  | (11868)<br>| &nbsp;&nbsp; (11344808)<br>|
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/40 - 02/15/56 |  | (10418)<br>| &nbsp;&nbsp; (10206198)<br>|
| &nbsp;&nbsp;&nbsp; 5.00%, 02/12/56 - 03/15/56 |  | (83890)<br>| &nbsp;&nbsp; (83836513)<br>|
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/56 |  | (35150)<br>| &nbsp;&nbsp; (35638954)<br>|
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56 |  | (36822)<br>| &nbsp;&nbsp; (37704915)<br>|
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/55 - 02/15/56 |  | (14785)<br>| &nbsp;&nbsp; (15311459)<br>|
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/55 |  | (2662)<br>| &nbsp;&nbsp; (2786310)<br>|
| **Total TBA Sale Commitments — (25.4)%** <br>**(Proceeds: $(325142741))** | **Total TBA Sale Commitments — (25.4)%** <br>**(Proceeds: $(325142741))** | **Total TBA Sale Commitments — (25.4)%** <br>**(Proceeds: $(325142741))** | &nbsp;&nbsp; (325138284)<br>|
| **Options Written — (0.1)%** <br>**(Premiums Received: $(1183051))** | **Options Written — (0.1)%** <br>**(Premiums Received: $(1183051))** | **Options Written — (0.1)%** <br>**(Premiums Received: $(1183051))** | &nbsp;&nbsp; (1056952)<br>|
| **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 114.3%** <br>**(Cost: $1,449,420,559)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 114.3%** <br>**(Cost: $1,449,420,559)** | **Total Investments, Net of TBA Sale Commitments and** <br>**Options Written — 114.3%** <br>**(Cost: $1,449,420,559)** | &nbsp;&nbsp; 1463658704 |
| **Liabilities in Excess of Other Assets — (14.3)%** | **Liabilities in Excess of Other Assets — (14.3)%** | **Liabilities in Excess of Other Assets — (14.3)%** | &nbsp;&nbsp; (183541438)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | &nbsp;&nbsp; $1280117266 |

---

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

<sup>(a)</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>(b)</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. 

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

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

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

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

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

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

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

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

<sup>(k)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $504,544, representing less than 0.05% of its net assets as of period end, and an original cost of $486,000. 

<sup>(l)</sup> Convertible security.

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

<sup>(o)</sup> U.S. Government securities held in escrow, are used to pay interest on this security as well as to retire the bond in full at the date indicated, typically at a premium to par. 

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

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

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*10/31/25*<br>| *Purchases* <br>*at Cost*<br>| *Net* <br>*Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*01/31/26*<br>| *Shares* <br>*Held at* <br>*01/31/26*<br>| *Income* | *Capital Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL Agency <br> Shares<br>| $21246207 | $—<br> $(9972025 )<sup>(a)</sup><br>| &nbsp;&nbsp; $406 | $(462)<br>| $11274126 | 11268492 | $16210 <br><sup>(b)</sup><br>| &nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity Funds, T-Fund, Institutional <br> Shares<br>| 192172783 | —<br> (67383556 )<sup>(a)</sup><br>| &nbsp;&nbsp; — |  | 124789227 | 124789227 | 2120745 | &nbsp;&nbsp; — |
|  |  |  | &nbsp;&nbsp; $406 | $(462)<br>| $136063353 |  | $2136955 | &nbsp;&nbsp; $— |

---

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

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

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

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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; Euro BTP | &nbsp;&nbsp; 57 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; $8183 | &nbsp;&nbsp;&nbsp;&nbsp; $27154 |
| &nbsp;&nbsp;&nbsp; Euro Bund | &nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75963 | &nbsp;&nbsp;&nbsp;&nbsp; 56609 |
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | &nbsp;&nbsp; 24 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 | &nbsp;&nbsp;&nbsp;&nbsp; (7950)<br>|
| &nbsp;&nbsp;&nbsp; 3-Year Australian Treasury Bonds | &nbsp;&nbsp; 77 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5618 | &nbsp;&nbsp;&nbsp;&nbsp; (15479)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 266 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 29730 | &nbsp;&nbsp;&nbsp;&nbsp; 15434 |
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | &nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5817 | &nbsp;&nbsp;&nbsp;&nbsp; (62058)<br>|
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 | &nbsp;&nbsp;&nbsp;&nbsp; (74312)<br>|
| &nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | &nbsp;&nbsp; 118 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7958 | &nbsp;&nbsp;&nbsp;&nbsp; (187394)<br>|
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 683 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85889 | &nbsp;&nbsp;&nbsp;&nbsp; (76646)<br>|
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 764 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35503 | &nbsp;&nbsp;&nbsp;&nbsp; (191791)<br>|
| &nbsp;&nbsp;&nbsp; 30-Day Federal Funds | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 07/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp; (272)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp; 09/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2173 | &nbsp;&nbsp;&nbsp;&nbsp; (2231)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 277 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 67048 | &nbsp;&nbsp;&nbsp;&nbsp; (18921)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 03/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6043 | &nbsp;&nbsp;&nbsp;&nbsp; (601)<br>|
| &nbsp;&nbsp;&nbsp; 3-Month SOFR | &nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 6028 | &nbsp;&nbsp;&nbsp;&nbsp; (1533)<br>|
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (539991)<br>|
| Short Contracts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; 30-Year Euro Buxl Bond | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp; (72)<br>|
| &nbsp;&nbsp;&nbsp; Euro BOBL | &nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp;&nbsp;&nbsp; (877)<br>|
| &nbsp;&nbsp;&nbsp; Euro Bund | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 152 | &nbsp;&nbsp;&nbsp;&nbsp; (192)<br>|
| &nbsp;&nbsp;&nbsp; Euro OAT | &nbsp;&nbsp; 209 | &nbsp;&nbsp;&nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30207 | &nbsp;&nbsp;&nbsp;&nbsp; (194156)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year Australian Treasury Bonds | &nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp; 03/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27439 | &nbsp;&nbsp;&nbsp;&nbsp; (78933)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year Canadian Bond | &nbsp;&nbsp; 439 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 38414 | &nbsp;&nbsp;&nbsp;&nbsp; (20866)<br>|
| &nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | &nbsp;&nbsp; 279 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24700 | &nbsp;&nbsp;&nbsp;&nbsp; 47246 |
| &nbsp;&nbsp;&nbsp; E-mini Russell 2000 Index | &nbsp;&nbsp; 4 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp; (10280)<br>|
| &nbsp;&nbsp;&nbsp; U.S. Long Bond | &nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp; 747 |
| &nbsp;&nbsp;&nbsp; Long Gilt | &nbsp;&nbsp; 429 | &nbsp;&nbsp;&nbsp;&nbsp; 03/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52834 | &nbsp;&nbsp;&nbsp;&nbsp; 302588 |
| &nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | &nbsp;&nbsp; 18 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3752 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | &nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp; 03/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 653 | &nbsp;&nbsp;&nbsp;&nbsp; 21 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 45226 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(494765)<br>|

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized* <br>*Appreciation* <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| BRL | 61660 | USD | 11000 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $716 |
| BRL | 84911 | USD | 15600 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
| BRL | 380064 | USD | 67802 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4416 |
| BRL | 2187743 | USD | 389022 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26681 |
| BRL | 242775 | USD | 45000 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1131 |
| BRL | 258960 | USD | 48000 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1206 |
| BRL | 310619 | USD | 57300 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1722 |
| BRL | 208486 | USD | 38832 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 784 |
| USD | 11790 | BRL | 61661 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| USD | 16235 | BRL | 84911 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| USD | 72669 | BRL | 380064 | Barclays Bank PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| USD | 90802 | BRL | 471989 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1117 |
| USD | 418299 | BRL | 2187743 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2595 |
| USD | 487501 | BRL | 2534030 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5998 |
| USD | 545137 | BRL | 2851120 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3382 |
| USD | 46419 | BRL | 242775 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| USD | 49513 | BRL | 258960 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
| USD | 59391 | BRL | 310619 | Goldman Sachs International | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| USD | 39863 | BRL | 208486 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| COP | 203989500 | USD | 55000 | Citibank N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $82 |
| COP | 242777176 | USD | 65458 | Citibank N.A. | 02/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| AUD | 62000 | USD | 41593 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580 |
| AUD | 109385 | USD | 73381 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2787 |
| CLP | 72715320 | USD | 81000 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2197 |
| CLP | 182387977 | USD | 203168 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5509 |
| COP | 690959475 | USD | 182750 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3360 |
| CZK | 2433677 | USD | 117000 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1550 |
| CZK | 7755864 | USD | 372834 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4971 |
| EUR | 189750 | USD | 221989 | BNP Paribas SA | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3165 |
| HUF | 4896913 | USD | 14736 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
| HUF | 63471838 | USD | 190955 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5964 |
| IDR | 1582283200 | USD | 94000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
| IDR | 9818084089 | USD | 583271 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888 |
| JPY | 5309542 | USD | 34000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
| JPY | 5621868 | USD | 36000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
| KRW | 31912320 | USD | 22000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
| KRW | 32190400 | USD | 22000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| KRW | 35116800 | USD | 24000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| KRW | 77367068 | USD | 53336 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
| MXN | 3618068 | USD | 201000 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5638 |
| MXN | 10421962 | USD | 578987 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16242 |
| MXN | 1210408 | USD | 67000 | Toronto-Dominion Bank | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2130 |
| MYR | 88616 | USD | 22000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
| MYR | 96672 | USD | 24000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 |
| MYR | 429798 | USD | 106000 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3106 |
| MYR | 2463173 | USD | 607486 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17802 |
| PHP | 513823 | USD | 8667 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| PHP | 1189435 | USD | 20063 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| PLN | 401541 | USD | 111264 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1742 |
| PLN | 1749194 | USD | 484689 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7588 |
| RON | 389844 | USD | 89240 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1370 |
| USD | 33424 | EUR | 28000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| USD | 37005 | EUR | 31000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
| USD | 34000 | MXN | 592542 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| USD | 61000 | MXN | 1063090 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
| USD | 34000 | MXN | 588200 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| USD | 60000 | MXN | 1038000 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717 |
| USD | 28000 | PEN | 94259 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
| USD | 53353 | PEN | 179608 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| USD | 34000 | SGD | 43045 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| USD | 60000 | SGD | 75962 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| USD | 3000 | ZAR | 47702 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
| ZAR | 6081266 | USD | 369541 | BNP Paribas SA | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6305 |
| ZAR | 1283358 | USD | 78000 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
| MXN | 274169 | USD | 15135 | Goldman Sachs International | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
| USD | 75358 | IDR | 1258915161 | Morgan Stanley & Co. International PLC | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
| USD | 20214 | PEN | 68130 | Citibank N.A. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| USD | 20484 | PEN | 68870 | Citibank N.A. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| USD | 545116 | BRL | 2851120 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6778 |
| AUD | 230000 | USD | 152795 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7349 |
| AUD | 131000 | USD | 87659 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3553 |
| AUD | 4267050 | USD | 2958662 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12389 |
| AUD | 100000 | USD | 66868 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2759 |
| AUD | 330000 | USD | 221718 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8053 |
| AUD | 733000 | USD | 496347 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14024 |
| AUD | 746000 | USD | 502963 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16460 |
| BRL | 981719 | USD | 177677 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7034 |
| BRL | 392000 | USD | 71940 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1815 |
| BRL | 190000 | USD | 34741 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| BRL | 4267850 | USD | 767581 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35420 |
| BRL | 4959531 | USD | 892323 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40818 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| BRL | 191000 | USD | 34895 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1042 |
| BRL | 995000 | USD | 177702 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9508 |
| CAD | 218000 | USD | 158751 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1648 |
| CAD | 376000 | USD | 274380 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2271 |
| CAD | 456940 | USD | 334690 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1515 |
| CAD | 627000 | USD | 456853 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4477 |
| CAD | 1017060 | USD | 745413 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2913 |
| CAD | 250250 | USD | 180834 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3293 |
| CAD | 836000 | USD | 603982 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11125 |
| CAD | 185260 | USD | 134433 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1877 |
| CAD | 249000 | USD | 180734 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2474 |
| CAD | 274000 | USD | 198597 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3005 |
| CAD | 301000 | USD | 217365 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4103 |
| CAD | 401000 | USD | 293389 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1657 |
| CHF | 60000 | EUR | 64654 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180 |
| CHF | 120000 | EUR | 129584 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
| CHF | 148000 | EUR | 159450 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2947 |
| CHF | 256000 | EUR | 275327 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5666 |
| CHF | 559000 | EUR | 604093 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8938 |
| CHF | 218000 | EUR | 236007 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2985 |
| CHF | 275000 | EUR | 296372 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5361 |
| CLP | 146803000 | USD | 158998 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8952 |
| CLP | 64997000 | USD | 73494 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
| CLP | 789691450 | USD | 854339 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49108 |
| COP | 836793100 | USD | 213891 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10548 |
| COP | 441224000 | USD | 117660 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682 |
| COP | 523050000 | USD | 140003 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| COP | 789666000 | USD | 205482 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6316 |
| EUR | 108972 | CZK | 2645000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
| EUR | 129411 | CZK | 3151000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| EUR | 130903 | CZK | 3180000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| EUR | 149959 | CZK | 3648000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
| EUR | 43334 | CZK | 1055000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
| EUR | 130296 | CZK | 3168000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 404 |
| EUR | 64341 | CZK | 1562000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
| EUR | 129325 | CZK | 3143000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| EUR | 44000 | USD | 51237 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| EUR | 100000 | USD | 118404 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
| EUR | 351000 | USD | 410312 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6589 |
| EUR | 243000 | USD | 284719 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3904 |
| EUR | 1295360 | USD | 1515096 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23471 |
| EUR | 111000 | USD | 129830 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2011 |
| EUR | 585000 | USD | 687919 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6916 |
| EUR | 96000 | USD | 112949 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076 |
| EUR | 281000 | USD | 330227 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3532 |
| GBP | 521000 | USD | 696952 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15920 |
| GBP | 83000 | USD | 111473 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2094 |
| GBP | 340000 | USD | 457550 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7664 |
| GBP | 146000 | USD | 196764 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3005 |
| GBP | 198000 | USD | 267116 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3802 |
| GBP | 252000 | USD | 335792 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9014 |
| GBP | 660000 | USD | 893206 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9856 |
| GBP | 745000 | USD | 1003932 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15434 |
| GBP | 269000 | USD | 359084 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8983 |
| HUF | 60500000 | EUR | 155533 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2721 |
| HUF | 91571000 | EUR | 236383 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2964 |
| HUF | 203545000 | EUR | 529129 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200 |
| HUF | 75182000 | EUR | 193856 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2694 |
| HUF | 50652000 | EUR | 130632 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1784 |
| HUF | 57858750 | EUR | 149532 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 |
| JPY | 14594000 | USD | 93619 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
| JPY | 9554000 | USD | 61177 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 785 |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| JPY | 161453377 | USD | 1044493 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $2606 |
| KRW | 306853000 | USD | 209671 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2160 |
| KRW | 473182685 | USD | 323270 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3384 |
| MXN | 2379325 | USD | 130758 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4862 |
| MXN | 807000 | USD | 44496 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503 |
| MXN | 1096000 | USD | 60642 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1829 |
| MXN | 2804000 | USD | 152664 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7162 |
| MXN | 2936000 | USD | 162660 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4690 |
| MXN | 12331587 | USD | 669242 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33650 |
| MXN | 755000 | USD | 41597 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1437 |
| MXN | 1729500 | USD | 95241 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3339 |
| MXN | 2524000 | USD | 140818 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3048 |
| MXN | 5370000 | USD | 296144 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9942 |
| MXN | 1660000 | USD | 91879 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2740 |
| MXN | 1750000 | USD | 96308 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3440 |
| MXN | 2152000 | USD | 118613 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4049 |
| MXN | 2830000 | USD | 155940 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5368 |
| MYR | 63630 | USD | 15734 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430 |
| MYR | 318376 | USD | 78728 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2151 |
| MYR | 317994 | USD | 78523 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2259 |
| NOK | 1548000 | EUR | 129395 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7017 |
| NOK | 1554000 | EUR | 130661 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6137 |
| NOK | 1143000 | EUR | 97391 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2985 |
| NOK | 1637000 | EUR | 139362 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4418 |
| NOK | 1870000 | EUR | 158865 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5443 |
| NZD | 262000 | USD | 152946 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5056 |
| NZD | 305000 | USD | 177878 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6056 |
| NZD | 338000 | USD | 195580 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8254 |
| NZD | 502800 | USD | 290463 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12756 |
| NZD | 576000 | USD | 334011 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13351 |
| NZD | 51402 | USD | 29869 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1129 |
| NZD | 310000 | USD | 180273 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6676 |
| NZD | 398000 | USD | 229258 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10759 |
| NZD | 381550 | USD | 220282 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9816 |
| NZD | 314598 | USD | 182703 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7019 |
| NZD | 263000 | USD | 152590 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6015 |
| NZD | 959000 | USD | 553893 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24441 |
| PHP | 5654000 | USD | 95772 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| PHP | 9038000 | USD | 153135 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40 |
| PHP | 9708000 | USD | 163762 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 767 |
| PLN | 215000 | EUR | 50872 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
| PLN | 462000 | EUR | 109358 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
| PLN | 1614000 | EUR | 380971 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1723 |
| PLN | 314000 | EUR | 74207 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| SEK | 1371000 | EUR | 127012 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3391 |
| SEK | 577000 | EUR | 53857 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 949 |
| SEK | 866057 | EUR | 81081 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1136 |
| SEK | 2010000 | EUR | 189806 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
| SEK | 1298000 | EUR | 121183 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2101 |
| SEK | 2746443 | EUR | 256948 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3808 |
| SEK | 11921300 | EUR | 1098628 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36356 |
| SGD | 60000 | USD | 46786 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| SGD | 228000 | USD | 177390 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2377 |
| SGD | 101000 | USD | 79287 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
| SGD | 876000 | USD | 685786 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4896 |
| SGD | 92000 | USD | 71726 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 811 |
| SGD | 100000 | USD | 77962 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883 |
| SGD | 122000 | USD | 95373 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818 |
| SGD | 592400 | USD | 460124 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6954 |
| THB | 16418660 | USD | 517996 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5332 |
| USD | 4879 | AUD | 7000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| USD | 84198 | AUD | 120000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 824436 | CLP | 720326000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $346 |
| USD | 83865 | COP | 310178000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 671 |
| USD | 80188 | EUR | 67000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 608 |
| USD | 121455 | EUR | 102000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 304 |
| USD | 80880 | INR | 7399000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
| USD | 153888 | INR | 13926000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2533 |
| USD | 1599576 | INR | 147121000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 585 |
| USD | 1931333 | JPY | 297094208 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4539 |
| USD | 184997 | PHP | 10900000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
| USD | 153263 | THB | 4797000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 363 |
| USD | 132422 | THB | 4145000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
| USD | 362090 | THB | 11349000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
| USD | 64302 | THB | 1997000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
| USD | 92193 | THB | 2891000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| USD | 44655 | THB | 1400000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31 |
| USD | 144337 | THB | 4499000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 936 |
| USD | 189619 | TWD | 5994250 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
| ZAR | 2220742 | USD | 130758 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6282 |
| ZAR | 2610000 | USD | 154944 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6117 |
| ZAR | 3556000 | USD | 210280 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9158 |
| ZAR | 1159000 | USD | 68693 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2828 |
| ZAR | 1677000 | USD | 99297 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4190 |
| ZAR | 11476319 | USD | 669242 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38954 |
| ZAR | 20634500 | USD | 1205563 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67779 |
| ZAR | 2620000 | USD | 152876 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8802 |
| IDR | 714857170 | USD | 42493 | Bank of America N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| IDR | 1605807000 | USD | 95478 | HSBC Bank PLC | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 141 |
| IDR | 4257668360 | USD | 250879 | HSBC Bank PLC | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2647 |
| IDR | 3463684000 | USD | 206000 | JPMorgan Chase Bank N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| IDR | 1130937000 | USD | 66916 | Morgan Stanley & Co. International PLC | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| IDR | 2003608640 | USD | 118068 | Societe Generale | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1239 |
| IDR | 2555918938 | USD | 152174 | Societe Generale | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| USD | 195264 | IDR | 3270776108 | Bank of America N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503 |
| USD | 30693 | IDR | 514033927 | Goldman Sachs International | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| USD | 153082 | IDR | 2557786000 | HSBC Bank PLC | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 777 |
| EGP | 1081300 | USD | 22000 | Societe Generale | 04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| EGP | 2198086 | USD | 44722 | Societe Generale | 04/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
| IDR | 882427854 | USD | 52328 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
| IDR | 506040696 | USD | 29737 | State Street Bank and Trust Co. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
| USD | 78689 | CNH | 545096 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| USD | 72734 | PEN | 244502 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| USD | 178388 | THB | 5538760 | JPMorgan Chase Bank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1358 |
| USD | 291023 | THB | 9035977 | JPMorgan Chase Bank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216 |
| USD | 5107 | TRY | 236350 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4 |
| BRL | 143234 | USD | 25765 | JPMorgan Chase Bank N.A. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723 |
| USD | 32628 | COP | 123969216 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| USD | 34429 | COP | 130278364 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
| NGN | 20912500 | USD | 14000 | Citibank N.A. | 07/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
| NGN | 43704137 | USD | 29258 | Citibank N.A. | 07/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
| MXN | 204200 | USD | 11134 | Goldman Sachs International | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333 |
| MXN | 796200 | USD | 43324 | Goldman Sachs International | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1387 |
| MXN | 5104125 | USD | 271055 | Morgan Stanley & Co. International PLC | 08/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15573 |
| USD | 1113153 | HKD | 8600000 | Citibank N.A. | 12/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4073 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116939 |
| BRL | 58410 | USD | 11168 | BNP Paribas SA | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (69)<br>|
| BRL | 471989 | USD | 90245 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (560)<br>|
| BRL | 2273927 | USD | 434777 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2697)<br>|
| BRL | 2534030 | USD | 484509 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3006)<br>|
| BRL | 2851120 | USD | 548503 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6749)<br>|
| BRL | 136668 | USD | 26131 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (162)<br>|
| BRL | 649011 | USD | 124092 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (770)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| BRL | 119702 | USD | 22887 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(142)<br>|
| BRL | 121993 | USD | 23325 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (145)<br>|
| USD | 11000 | BRL | 58410 | BNP Paribas SA | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (99)<br>|
| USD | 404347 | BRL | 2273927 | Citibank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (27732)<br>|
| USD | 25129 | BRL | 136668 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (840)<br>|
| USD | 119645 | BRL | 649011 | JPMorgan Chase Bank N.A. | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3676)<br>|
| USD | 22000 | BRL | 119702 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (745)<br>|
| USD | 22421 | BRL | 121993 | Morgan Stanley & Co. International PLC | 02/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (759)<br>|
| AUD | 120000 | USD | 84205 | UBS AG | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (644)<br>|
| USD | 28941 | TRY | 1308604 | Goldman Sachs International | 02/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1127)<br>|
| BRL | 312162 | USD | 60000 | Goldman Sachs International | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (984)<br>|
| CLP | 19155400 | USD | 22000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (84)<br>|
| CNH | 1056713 | USD | 152000 | Societe Generale | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2)<br>|
| CNH | 3457607 | USD | 497350 | Societe Generale | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| COP | 181001520 | GBP | 36000 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (507)<br>|
| COP | 166770000 | USD | 45000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80)<br>|
| COP | 177888000 | USD | 48000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (86)<br>|
| EUR | 39610 | HUF | 15398366 | Toronto-Dominion Bank | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (772)<br>|
| HUF | 10839540 | USD | 34000 | Deutsche Bank AG | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (371)<br>|
| HUF | 15302880 | USD | 48000 | Deutsche Bank AG | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523)<br>|
| INR | 14347365 | USD | 159000 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2760)<br>|
| INR | 62756999 | USD | 695484 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12071)<br>|
| KRW | 31585400 | USD | 22000 | Societe Generale | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (212)<br>|
| KRW | 34456800 | USD | 24000 | Societe Generale | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (231)<br>|
| PEN | 46745 | USD | 14000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (133)<br>|
| PEN | 46767 | USD | 14000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127)<br>|
| PEN | 89068 | USD | 26676 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (254)<br>|
| PEN | 89115 | USD | 26677 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (242)<br>|
| THB | 3742860 | USD | 120000 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (872)<br>|
| THB | 17092644 | USD | 548008 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3983)<br>|
| USD | 37617 | AUD | 54692 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (467)<br>|
| USD | 42643 | AUD | 62000 | HSBC Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (529)<br>|
| USD | 35000 | COP | 132331500 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (644)<br>|
| USD | 110758 | EUR | 95000 | State Street Bank and Trust Co. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1967)<br>|
| USD | 42137 | EUR | 36017 | Toronto-Dominion Bank | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (600)<br>|
| USD | 34000 | JPY | 5350679 | State Street Bank and Trust Co. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (639)<br>|
| USD | 34000 | MYR | 134045 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (28)<br>|
| USD | 48000 | MYR | 189240 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (39)<br>|
| USD | 8667 | PHP | 511873 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (15)<br>|
| USD | 20063 | PHP | 1184921 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34)<br>|
| USD | 38000 | SGD | 48705 | State Street Bank and Trust Co. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (346)<br>|
| USD | 60754 | SGD | 77868 | State Street Bank and Trust Co. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (553)<br>|
| USD | 21000 | TRY | 934448 | Barclays Bank PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (125)<br>|
| USD | 34000 | ZAR | 561112 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (679)<br>|
| USD | 36000 | ZAR | 594119 | Morgan Stanley & Co. International PLC | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (719)<br>|
| ZAR | 96797 | USD | 6000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (18)<br>|
| ZAR | 354922 | USD | 22000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (64)<br>|
| ZAR | 580781 | USD | 36000 | Citibank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (106)<br>|
| ZAR | 47608 | USD | 3000 | JPMorgan Chase Bank N.A. | 02/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (58)<br>|
| PEN | 51598 | USD | 15386 | Societe Generale | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (80)<br>|
| PEN | 90742 | USD | 27067 | Societe Generale | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (149)<br>|
| USD | 189252 | COP | 735273896 | Citibank N.A. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8756)<br>|
| USD | 130976 | CZK | 2722653 | Goldman Sachs International | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1651)<br>|
| USD | 116202 | EUR | 99354 | Morgan Stanley & Co. International PLC | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1695)<br>|
| USD | 19527 | EUR | 16690 | State Street Bank and Trust Co. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (278)<br>|
| USD | 39830 | EUR | 34043 | State Street Bank and Trust Co. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (566)<br>|
| USD | 102368 | MXN | 1854398 | Toronto-Dominion Bank | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3533)<br>|
| USD | 40691 | PEN | 137240 | Barclays Bank PLC | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20)<br>|
| USD | 165325 | PLN | 599673 | Goldman Sachs International | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3441)<br>|
| USD | 267931 | ZAR | 4577341 | State Street Bank and Trust Co. | 02/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (14946)<br>|
| BRL | 474922 | USD | 90802 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1129)<br>|
| BRL | 2549776 | USD | 487501 | Citibank N.A. | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6061)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| BRL | 114620 | USD | 22000 | Goldman Sachs International | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(358)<br>|
| USD | 78065 | BRL | 440380 | Barclays Bank PLC | 03/03/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5086)<br>|
| BRL | 1161582 | USD | 222000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3447)<br>|
| COP | 760449000 | USD | 206000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2038)<br>|
| CZK | 9282000 | EUR | 381485 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (861)<br>|
| CZK | 15423800 | EUR | 634159 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1726)<br>|
| EUR | 51703 | CHF | 48000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (968)<br>|
| EUR | 65841 | CHF | 61000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1071)<br>|
| EUR | 131456 | CHF | 122000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2409)<br>|
| EUR | 194649 | CHF | 181000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4025)<br>|
| EUR | 106954 | CHF | 99000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1621)<br>|
| EUR | 129089 | CHF | 120000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2621)<br>|
| EUR | 129375 | CHF | 120000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2281)<br>|
| EUR | 184232 | CHF | 171000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3403)<br>|
| EUR | 357111 | CHF | 330000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4694)<br>|
| EUR | 412747 | CHF | 384400 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9308)<br>|
| EUR | 129189 | CZK | 3154000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (229)<br>|
| EUR | 270958 | HUF | 105030000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3599)<br>|
| EUR | 280808 | HUF | 109318000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5186)<br>|
| EUR | 94863 | HUF | 37349000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3050)<br>|
| EUR | 129157 | HUF | 50090000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1795)<br>|
| EUR | 165912 | HUF | 64373000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2394)<br>|
| EUR | 58276 | HUF | 22768000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1328)<br>|
| EUR | 64188 | HUF | 24900100 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (912)<br>|
| EUR | 238623 | HUF | 92908000 | Royal Bank of Canada | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4445)<br>|
| EUR | 82848 | HUF | 32573000 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2523)<br>|
| EUR | 48072 | NOK | 577000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2804)<br>|
| EUR | 84966 | NOK | 1008000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3727)<br>|
| EUR | 129644 | NOK | 1543000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6202)<br>|
| EUR | 51348 | NOK | 609000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2235)<br>|
| EUR | 106892 | NOK | 1242000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1977)<br>|
| EUR | 111012 | NOK | 1314000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4559)<br>|
| EUR | 59350 | NOK | 700000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2178)<br>|
| EUR | 64216 | NOK | 759000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2524)<br>|
| EUR | 86162 | PLN | 364000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (100)<br>|
| EUR | 133500 | PLN | 565000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (440)<br>|
| EUR | 1652169 | PLN | 7021550 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13680)<br>|
| EUR | 173241 | SEK | 1873000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4962)<br>|
| EUR | 129342 | SEK | 1407000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4674)<br>|
| EUR | 307920 | SEK | 3329752 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8895)<br>|
| EUR | 41318 | SEK | 447248 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1244)<br>|
| EUR | 187354 | SEK | 2029000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5751)<br>|
| EUR | 216891 | SEK | 2356000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7458)<br>|
| EUR | 92194 | SEK | 1005000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3568)<br>|
| EUR | 75610 | SEK | 815000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1889)<br>|
| EUR | 127192 | SEK | 1354000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265)<br>|
| EUR | 129072 | SEK | 1382000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2181)<br>|
| EUR | 190251 | SEK | 2039000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3435)<br>|
| EUR | 255788 | SEK | 2753000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5925)<br>|
| INR | 7634000 | USD | 84235 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1265)<br>|
| INR | 13816000 | USD | 152521 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2361)<br>|
| INR | 9456000 | USD | 103724 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (951)<br>|
| INR | 13667000 | USD | 150890 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2350)<br>|
| INR | 13927000 | USD | 152279 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (913)<br>|
| INR | 15313000 | USD | 168885 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2455)<br>|
| INR | 8462000 | USD | 93548 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1579)<br>|
| INR | 14236000 | USD | 156786 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2061)<br>|
| INR | 17356000 | USD | 190608 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1974)<br>|
| INR | 54578500 | USD | 602126 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8937)<br>|
| JPY | 23581000 | USD | 153322 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (388)<br>|
| JPY | 19581000 | USD | 127697 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (705)<br>|
| KRW | 132152000 | USD | 91469 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (240)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| KRW | 100288000 | USD | 69496 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(264)<br>|
| MXN | 3955369 | USD | 230000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4547)<br>|
| PHP | 3576000 | USD | 60716 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (111)<br>|
| PHP | 12229000 | USD | 208012 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (757)<br>|
| PHP | 7132000 | USD | 121299 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (427)<br>|
| PLN | 5346000 | EUR | 1269644 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3519)<br>|
| THB | 3771000 | USD | 120287 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90)<br>|
| THB | 32803000 | USD | 1054215 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8653)<br>|
| TWD | 5600000 | USD | 179481 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2571)<br>|
| TWD | 4774000 | USD | 152925 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2108)<br>|
| TWD | 11433350 | USD | 366877 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5683)<br>|
| TWD | 2326000 | USD | 73624 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (143)<br>|
| USD | 461633 | AUD | 692000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (20191)<br>|
| USD | 192417 | AUD | 286650 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7171)<br>|
| USD | 79289 | AUD | 120000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4264)<br>|
| USD | 182962 | AUD | 275000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8514)<br>|
| USD | 73096 | AUD | 110000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3495)<br>|
| USD | 72237 | AUD | 108000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2961)<br>|
| USD | 264095 | AUD | 399000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13720)<br>|
| USD | 550417 | AUD | 822500 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22271)<br>|
| USD | 20584 | AUD | 31000 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1000)<br>|
| USD | 2730960 | AUD | 4108900 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (129975)<br>|
| USD | 85631 | BRL | 467000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2235)<br>|
| USD | 446162 | BRL | 2441622 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13232)<br>|
| USD | 60545 | BRL | 329000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1357)<br>|
| USD | 429447 | BRL | 2306000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4430)<br>|
| USD | 107887 | BRL | 597000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4439)<br>|
| USD | 115845 | BRL | 641000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4760)<br>|
| USD | 150809 | BRL | 849000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8931)<br>|
| USD | 151644 | BRL | 847000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7720)<br>|
| USD | 84674 | CAD | 116000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (676)<br>|
| USD | 118607 | CAD | 163000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1324)<br>|
| USD | 165451 | CAD | 227000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1569)<br>|
| USD | 264028 | CAD | 364000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3793)<br>|
| USD | 211047 | CAD | 290000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2327)<br>|
| USD | 331495 | CAD | 455000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3282)<br>|
| USD | 510672 | CAD | 701000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5105)<br>|
| USD | 1686787 | CAD | 2323000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22416)<br>|
| USD | 398900 | CAD | 553000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7983)<br>|
| USD | 88309 | CLP | 78156000 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1106)<br>|
| USD | 90968 | CLP | 80741000 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1404)<br>|
| USD | 82252 | CLP | 73568000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1913)<br>|
| USD | 53094 | CLP | 48700000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2621)<br>|
| USD | 155411 | COP | 608124000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7695)<br>|
| USD | 96895 | COP | 379045000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4770)<br>|
| USD | 152392 | COP | 588417000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5428)<br>|
| USD | 97381 | COP | 378422000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4117)<br>|
| USD | 83576 | COP | 326547000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4008)<br>|
| USD | 96523 | EUR | 82000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (872)<br>|
| USD | 1019183 | EUR | 864000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (7035)<br>|
| USD | 12570734 | EUR | 10640000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (66955)<br>|
| USD | 45886 | EUR | 39000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (436)<br>|
| USD | 114384 | EUR | 97000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (828)<br>|
| USD | 190820 | EUR | 163000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2784)<br>|
| USD | 582095 | EUR | 500000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (11781)<br>|
| USD | 152309 | EUR | 130000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2099)<br>|
| USD | 312812 | EUR | 266000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3130)<br>|
| USD | 52931 | EUR | 45000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (518)<br>|
| USD | 57479 | EUR | 49000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (721)<br>|
| USD | 216517 | EUR | 186000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4405)<br>|
| USD | 229022 | EUR | 194000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1402)<br>|
| USD | 357917 | EUR | 303000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1972)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 415665 | EUR | 354000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(4799)<br>|
| USD | 746456 | EUR | 634000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6579)<br>|
| USD | 120305 | EUR | 102000 | Toronto-Dominion Bank | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (846)<br>|
| USD | 71415 | GBP | 53000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1103)<br>|
| USD | 590035 | GBP | 440000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (12006)<br>|
| USD | 192628 | GBP | 144000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4404)<br>|
| USD | 327073 | GBP | 243000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5418)<br>|
| USD | 333893 | GBP | 248000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5440)<br>|
| USD | 451950 | GBP | 334000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5054)<br>|
| USD | 127640 | GBP | 95000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2347)<br>|
| USD | 1579373 | GBP | 1180000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (35193)<br>|
| USD | 501887 | GBP | 373000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8479)<br>|
| USD | 881186 | GBP | 660000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (21876)<br>|
| USD | 831327 | GBP | 623930 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22381)<br>|
| USD | 70872 | JPY | 11167000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1551)<br>|
| USD | 130871 | JPY | 20568000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2522)<br>|
| USD | 870239 | JPY | 134753000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3697)<br>|
| USD | 62302 | JPY | 9630000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (153)<br>|
| USD | 229031 | JPY | 35575000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1689)<br>|
| USD | 71208 | JPY | 11282488 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1964)<br>|
| USD | 183267 | KRW | 268470000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2067)<br>|
| USD | 80538 | KRW | 118665000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1380)<br>|
| USD | 136709 | KRW | 202036000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2763)<br>|
| USD | 135649 | KRW | 199532000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2095)<br>|
| USD | 152013 | KRW | 223773000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2465)<br>|
| USD | 76995 | MXN | 1362000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (638)<br>|
| USD | 153411 | MXN | 2776000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4819)<br>|
| USD | 545525 | MXN | 9584000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (756)<br>|
| USD | 691143 | MXN | 12692000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32293)<br>|
| USD | 170978 | MYR | 700000 | Barclays Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6847)<br>|
| USD | 111401 | NZD | 190000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3180)<br>|
| USD | 1598247 | NZD | 2707000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34236)<br>|
| USD | 457636 | NZD | 781000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (13354)<br>|
| USD | 570534 | NZD | 982880 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22202)<br>|
| USD | 51809 | PHP | 3063000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (102)<br>|
| USD | 69450 | PHP | 4140970 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (730)<br>|
| USD | 108291 | PHP | 6442000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (887)<br>|
| USD | 109570 | PHP | 6543000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1319)<br>|
| USD | 287337 | PHP | 17000000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (775)<br>|
| USD | 399290 | PHP | 23771760 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3588)<br>|
| USD | 126224 | PHP | 7517000 | Societe Generale | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1173)<br>|
| USD | 290573 | SGD | 372000 | Bank of America N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2731)<br>|
| USD | 194726 | SGD | 250000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2386)<br>|
| USD | 152715 | SGD | 196000 | Goldman Sachs International | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1821)<br>|
| USD | 153000 | SGD | 196000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1537)<br>|
| USD | 186990 | SGD | 239000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1449)<br>|
| USD | 207701 | SGD | 266000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2027)<br>|
| USD | 210049 | SGD | 269000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2044)<br>|
| USD | 298715 | SGD | 382000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2473)<br>|
| USD | 70983 | SGD | 91000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (766)<br>|
| USD | 195345 | SGD | 250000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1768)<br>|
| USD | 73270 | THB | 2300000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (41)<br>|
| USD | 100864 | THB | 3200000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1133)<br>|
| USD | 153232 | THB | 4822000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (464)<br>|
| USD | 487133 | THB | 15286000 | JPMorgan Chase Bank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (93)<br>|
| USD | 102036 | THB | 3207000 | UBS AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (184)<br>|
| USD | 300694 | TWD | 9529000 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (339)<br>|
| USD | 94901 | TWD | 3010000 | HSBC Bank PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (188)<br>|
| USD | 304975 | ZAR | 5019000 | BNP Paribas SA | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4744)<br>|
| USD | 75553 | ZAR | 1245000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1275)<br>|
| USD | 104075 | ZAR | 1717000 | Citibank N.A. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1880)<br>|
| USD | 73274 | ZAR | 1206000 | Deutsche Bank AG | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1148)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; *Unrealized*<br> *Appreciation*<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*(Depreciation)*<br>|
| USD | 1418810 | ZAR | 23069000 | State Street Bank and Trust Co. | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(4763)<br>|
| ZAR | 3243777 | USD | 206000 | Morgan Stanley & Co. International PLC | 03/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5829)<br>|
| USD | 342626 | MXN | 6104525 | Morgan Stanley & Co. International PLC | 03/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5161)<br>|
| IDR | 2583397000 | USD | 154050 | Bank of America N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (219)<br>|
| IDR | 927083000 | USD | 55331 | HSBC Bank PLC | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (127)<br>|
| USD | 63106 | IDR | 1060782000 | Bank of America N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (60)<br>|
| USD | 411210 | IDR | 6940982000 | Bank of America N.A. | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2096)<br>|
| USD | 85041 | IDR | 1434910000 | Goldman Sachs International | 03/25/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (402)<br>|
| USD | 131096 | BRL | 728000 | JPMorgan Chase Bank N.A. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5397)<br>|
| USD | 146905 | BRL | 819069 | State Street Bank and Trust Co. | 04/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (6663)<br>|
| ARS | 27312479 | USD | 17613 | Citibank N.A. | 04/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1524)<br>|
| PEN | 91912 | USD | 27363 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (132)<br>|
| PEN | 161638 | USD | 48135 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (247)<br>|
| TRY | 1301772 | USD | 28130 | Barclays Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (22)<br>|
| USD | 265065 | COP | 998964424 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (341)<br>|
| USD | 106130 | CZK | 2190693 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (663)<br>|
| USD | 72848 | HUF | 23839122 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (827)<br>|
| USD | 302284 | IDR | 5123531788 | BNP Paribas SA | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2448)<br>|
| USD | 777752 | MXN | 13702187 | Morgan Stanley & Co. International PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (238)<br>|
| USD | 137485 | PHP | 8174033 | Citibank N.A. | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (843)<br>|
| USD | 376942 | PHP | 22340014 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1116)<br>|
| USD | 487028 | PLN | 1743608 | Societe Generale | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3679)<br>|
| USD | 20281 | UYU | 776531 | HSBC Bank PLC | 04/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (95)<br>|
| USD | 833515 | ZAR | 13581323 | State Street Bank and Trust Co. | 04/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2099)<br>|
| PEN | 56833 | USD | 17000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (165)<br>|
| PEN | 56860 | USD | 17000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (157)<br>|
| PEN | 100293 | USD | 30000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (291)<br>|
| PEN | 100341 | USD | 30000 | Citibank N.A. | 05/04/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (276)<br>|
| USD | 26068 | BRL | 145342 | State Street Bank and Trust Co. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (810)<br>|
| USD | 37972 | BRL | 211554 | State Street Bank and Trust Co. | 06/02/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1150)<br>|
| USD | 6817 | COP | 26229629 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (34)<br>|
| USD | 18099 | COP | 69637819 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (90)<br>|
| USD | 49949 | COP | 194153169 | State Street Bank and Trust Co. | 07/07/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (762)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1153788)<br>|
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(36849)<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; U.S. Long Bond Future | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | USD | 117.00 | USD | 115 | &nbsp;&nbsp;&nbsp;&nbsp; $344 |
| &nbsp;&nbsp;&nbsp; U.S. Long Bond Future | &nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | USD | 116.00 | USD | 115 | &nbsp;&nbsp;&nbsp;&nbsp; 609 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $953 |

---

**OTC Barrier Options Purchased** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Type of Option* | *Counterparty* | &nbsp;&nbsp; *Number of* <br>*Contracts*<br>| &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; EUR Currency | One Touch | Bank of America N.A. |  | 02/05/26 | CZK | 23.85 | CZK | 23.85 | EUR | 8 | &nbsp;&nbsp; $3 |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | Bank of America N.A. |  | 02/05/26 | CZK | 20.00 | CZK | 20.00 | USD | 7 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | Bank of America N.A. |  | 02/27/26 | INR | 88.15 | INR | 88.15 | USD | 15 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp; USD Currency | One Touch | BNP Paribas SA |  | 04/03/26 | KRW | 1400.00 | KRW | 1400.00 | USD | 4 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp; USD Currency | Up-and-in | BNP Paribas SA |  | 04/16/26 | JPY | 159.00 | JPY | 163.00 | USD | 327 | &nbsp;&nbsp; 251 |
| &nbsp;&nbsp;&nbsp; EUR Currency | One Touch | Barclays Bank PLC |  | 07/21/26 | HUF | 375.00 | HUF | 375.00 | EUR | 16 | &nbsp;&nbsp; 4703 |
|  |  |  |  |  |  |  |  |  |  |  | &nbsp;&nbsp; $5853 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**OTC Currency Options Purchased** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | *Expiration* <br>*Date*<br>| *Exercise Price* | *Exercise Price* | *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Call  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | &nbsp;&nbsp; 02/06/26 | &nbsp;&nbsp; BRL | 5.55 | USD | &nbsp;&nbsp; 10 | $2 |
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | &nbsp;&nbsp; 02/06/26 | &nbsp;&nbsp; BRL | 5.55 | USD | &nbsp;&nbsp; 137 | 28 |
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | &nbsp;&nbsp; 02/10/26 | &nbsp;&nbsp; USD | 1.18 | EUR | &nbsp;&nbsp; 96 | 1271 |
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | &nbsp;&nbsp; 02/10/26 | &nbsp;&nbsp; USD | 1.18 | EUR | &nbsp;&nbsp; 103 | 1359 |
| &nbsp;&nbsp;&nbsp; EUR Currency | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 02/10/26 | &nbsp;&nbsp; USD | 1.18 | EUR | &nbsp;&nbsp; 149 | 1032 |
| &nbsp;&nbsp;&nbsp; GBP Currency | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 02/13/26 | &nbsp;&nbsp; USD | 1.34 | GBP | &nbsp;&nbsp; 34 | 844 |
| &nbsp;&nbsp;&nbsp; EUR Currency | Citibank N.A. | &nbsp;&nbsp; 02/25/26 | &nbsp;&nbsp; USD | 1.20 | EUR | &nbsp;&nbsp; 116 | 529 |
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | &nbsp;&nbsp; 02/26/26 | &nbsp;&nbsp; USD | 1.22 | EUR | &nbsp;&nbsp; 325 | 594 |
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 03/12/26 | &nbsp;&nbsp; THB | 32.00 | USD | &nbsp;&nbsp; 95 | 494 |
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | &nbsp;&nbsp; 03/12/26 | &nbsp;&nbsp; THB | 32.70 | USD | &nbsp;&nbsp; 190 | 318 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp; THB | 31.30 | USD | &nbsp;&nbsp; 45 | 662 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; 03/19/26 | &nbsp;&nbsp; THB | 31.30 | USD | &nbsp;&nbsp; 48 | 706 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp; CLP | 910.00 | USD | &nbsp;&nbsp; 34 | 257 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; 04/13/26 | &nbsp;&nbsp; CLP | 910.00 | USD | &nbsp;&nbsp; 36 | 272 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; 04/27/26 | &nbsp;&nbsp; BRL | 5.45 | USD | &nbsp;&nbsp; 188 | 3255 |
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | &nbsp;&nbsp; 3920.00 | USD | &nbsp;&nbsp; 3 | 61 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | &nbsp;&nbsp; 3920.00 | USD | &nbsp;&nbsp; 11 | 238 |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | &nbsp;&nbsp; 05/27/26 | &nbsp;&nbsp; COP | &nbsp;&nbsp; 3920.00 | USD | &nbsp;&nbsp; 145 | 3289 |
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | &nbsp;&nbsp; 07/06/26 | &nbsp;&nbsp; USD | 0.69 | AUD | &nbsp;&nbsp; 12 | 293 |
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | &nbsp;&nbsp; 07/06/26 | &nbsp;&nbsp; USD | 0.69 | AUD | &nbsp;&nbsp; 167 | 3909 |
|  |  |  |  |  |  |  | 19413 |
| Put  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; GBP Currency | Citibank N.A. | &nbsp;&nbsp; 02/25/26 | &nbsp;&nbsp; USD | 1.35 | GBP | &nbsp;&nbsp; 170 | 893 |
| &nbsp;&nbsp;&nbsp; AUD Currency | Barclays Bank PLC | &nbsp;&nbsp; 02/26/26 | &nbsp;&nbsp; USD | 0.69 | AUD | &nbsp;&nbsp; 266 | 1354 |
| &nbsp;&nbsp;&nbsp; GBP Currency | Société Générale | &nbsp;&nbsp; 02/26/26 | &nbsp;&nbsp; USD | 1.36 | GBP | &nbsp;&nbsp; 50 | 455 |
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | &nbsp;&nbsp; 03/25/26 | &nbsp;&nbsp; TRY | 45.25 | USD | &nbsp;&nbsp; 58 | 875 |
| &nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International | &nbsp;&nbsp; 03/25/26 | &nbsp;&nbsp; TRY | 45.25 | USD | &nbsp;&nbsp; 58 | 874 |
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | &nbsp;&nbsp; 01/08/27 | &nbsp;&nbsp; INR | 92.40 | USD | &nbsp;&nbsp; 232 | 2392 |
|  |  |  |  |  |  |  | 6843 |
|  |  |  |  |  |  |  | $26256 |

---

**OTC Credit Default Swaptions Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the Fund* | *Received by the Fund* |  |  |  |  |  |  |  |  |
| *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Expiration* <br>*Date*<br>| *Credit* <br>*Rating*<br>| *Exercise* <br>*Price*<br>| *Notional* <br>*Amount (000)*<sup>(a)</sup>  | *Notional* <br>*Amount (000)*<sup>(a)</sup>  | *Value* |
| Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bought Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| 5.00% | iTraxx.XO.44.V1 | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley <br> & Co. <br> International <br> PLC<br>| 02/18/26 |  | EUR 2.62 | EUR | 198 | $409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bought Protection on 5-Year Credit <br> Default Swap, 12/20/30<br>| 5.00% | iTraxx.XO.44.V1 | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley <br> & Co. <br> International <br> PLC<br>| 03/18/26 |  | EUR 2.63 | EUR | 196 | 1065 |
|  |  |  |  |  |  |  |  |  |  | $1474 |

---

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

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

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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; 10-Year Interest Rate Swap, 02/07/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.57% | Annual | Citibank N.A. | 02/05/26 | 3.57<br> % <br>| USD | 754 | $— |
| &nbsp;&nbsp;&nbsp; 30-Year Interest Rate Swap, 02/07/56 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.77% | Annual | Citibank N.A. | 02/05/26 | 3.77 | USD | 502 |  |
| &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 | USD | 3857 | 3776 |
| &nbsp;&nbsp;&nbsp; 1-Year Interest Rate Swap, 06/10/27 | &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 | 18983 | 9367 |
|  |  |  |  |  |  |  |  |  |  | $13143 |

---

**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 $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | USD | 82.00 | USD | 1898 | &nbsp;&nbsp;&nbsp;&nbsp; $(559)<br>|
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 351 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/26 | USD | 81.00 | USD | 2847 | &nbsp;&nbsp;&nbsp;&nbsp; (13478)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (14037)<br>|
| Put  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; iShares iBoxx $ High Yield Corporate Bond ETF | &nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp; 02/20/26 | USD | 78.00 | USD | 1898 | &nbsp;&nbsp;&nbsp;&nbsp; (1205)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(15242)<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 | 4 | $(231) |

---

**OTC Currency Options Written** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | &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; USD Currency | Barclays Bank PLC | 02/05/26 | CNH | 6.97 | USD | 137 | &nbsp;&nbsp;&nbsp;&nbsp; $(65)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | 02/05/26 | CNH | 6.97 | USD | 12 | &nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | 02/06/26 | BRL | 5.75 | USD | 204 | &nbsp;&nbsp;&nbsp;&nbsp; (6)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | 02/06/26 | BRL | 5.75 | USD | 16 | &nbsp;&nbsp;&nbsp;&nbsp; (1)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | 02/10/26 | USD | 1.19 | EUR | 154 | &nbsp;&nbsp;&nbsp;&nbsp; (1066)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | 02/10/26 | USD | 1.19 | EUR | 143 | &nbsp;&nbsp;&nbsp;&nbsp; (990)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Citibank N.A. | 02/25/26 | USD | 1.22 | EUR | 233 | &nbsp;&nbsp;&nbsp;&nbsp; (364)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | 02/26/26 | USD | 1.24 | EUR | 650 | &nbsp;&nbsp;&nbsp;&nbsp; (408)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Bank of America N.A. | 02/27/26 | USD | 1.22 | EUR | 819 | &nbsp;&nbsp;&nbsp;&nbsp; (1582)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 02/27/26 | CAD | 1.37 | USD | 981 | &nbsp;&nbsp;&nbsp;&nbsp; (3448)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Barclays Bank PLC | 03/05/26 | BRL | 6.45 | EUR | 6 | &nbsp;&nbsp;&nbsp;&nbsp; (43)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | HSBC Bank PLC | 03/05/26 | BRL | 6.45 | EUR | 67 | &nbsp;&nbsp;&nbsp;&nbsp; (506)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Citibank N.A. | 03/12/26 | BRL | 5.45 | USD | 446 | &nbsp;&nbsp;&nbsp;&nbsp; (3303)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/12/26 | THBUSD | 32.70 | USD | 190 | &nbsp;&nbsp;&nbsp;&nbsp; (318)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/18/26 | ZAR | 17.00 | USD | 954 | &nbsp;&nbsp;&nbsp;&nbsp; (4503)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/18/26 | CLP | 920.00 | USD | 676 | &nbsp;&nbsp;&nbsp;&nbsp; (2261)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | BRL | 5.70 | USD | 965 | &nbsp;&nbsp;&nbsp;&nbsp; (2778)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | MXN | 18.50 | USD | 965 | &nbsp;&nbsp;&nbsp;&nbsp; (2245)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | MXN | 18.00 | USD | 81 | &nbsp;&nbsp;&nbsp;&nbsp; (435)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | 03/19/26 | THBUSD | 31.90 | USD | 72 | &nbsp;&nbsp;&nbsp;&nbsp; (482)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | 03/19/26 | THBUSD | 31.90 | USD | 68 | &nbsp;&nbsp;&nbsp;&nbsp; (455)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Bank of America N.A. | 03/25/26 | TRY | 47.50 | USD | 58 | &nbsp;&nbsp;&nbsp;&nbsp; (539)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Goldman Sachs International | 03/25/26 | TRY | 47.50 | USD | 58 | &nbsp;&nbsp;&nbsp;&nbsp; (539)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**OTC Currency Options Written (continued)**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Description* | *Counterparty* | &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* |
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | 04/27/26 | BRL | 5.70 | USD | 282 | &nbsp;&nbsp;&nbsp;&nbsp; $(2146)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Morgan Stanley & Co. International PLC | 05/27/26 | COP | 4200.00 | USD | 4 | &nbsp;&nbsp;&nbsp;&nbsp; (37)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | 05/27/26 | COP | 4200.00 | USD | 112 | &nbsp;&nbsp;&nbsp;&nbsp; (1027)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | 05/27/26 | COP | 4200.00 | USD | 101 | &nbsp;&nbsp;&nbsp;&nbsp; (923)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | UBS AG | 05/27/26 | COP | 4200.00 | USD | 16 | &nbsp;&nbsp;&nbsp;&nbsp; (144)<br>|
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | 07/06/26 | USD | 0.73 | AUD | 334 | &nbsp;&nbsp;&nbsp;&nbsp; (2374)<br>|
| &nbsp;&nbsp;&nbsp; AUD Currency | Goldman Sachs International | 07/06/26 | USD | 0.73 | AUD | 25 | &nbsp;&nbsp;&nbsp;&nbsp; (178)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (33172)<br>|
| Put |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | 02/05/26 | CNH | 6.97 | USD | 137 | &nbsp;&nbsp;&nbsp;&nbsp; (397)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Barclays Bank PLC | 02/05/26 | CNH | 6.97 | USD | 12 | &nbsp;&nbsp;&nbsp;&nbsp; (35)<br>|
| &nbsp;&nbsp;&nbsp; GBP Currency | JPMorgan Chase Bank N.A. | 02/13/26 | USD | 1.31 | GBP | 34 | &nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 02/18/26 | CLP | 880.00 | USD | 49 | &nbsp;&nbsp;&nbsp;&nbsp; (706)<br>|
| &nbsp;&nbsp;&nbsp; EUR Currency | Bank of America N.A. | 02/27/26 | USD | 1.18 | EUR | 819 | &nbsp;&nbsp;&nbsp;&nbsp; (5433)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 02/27/26 | CAD | 1.34 | USD | 981 | &nbsp;&nbsp;&nbsp;&nbsp; (1763)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/04/26 | BRL | 5.29 | USD | 1557 | &nbsp;&nbsp;&nbsp;&nbsp; (20422)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/12/26 | BRL | 5.25 | USD | 1070 | &nbsp;&nbsp;&nbsp;&nbsp; (10497)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/12/26 | MXN | 17.65 | USD | 800 | &nbsp;&nbsp;&nbsp;&nbsp; (12499)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/12/26 | ZAR | 16.35 | USD | 800 | &nbsp;&nbsp;&nbsp;&nbsp; (17099)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | Bank of America N.A. | 03/18/26 | ZAR | 16.00 | USD | 954 | &nbsp;&nbsp;&nbsp;&nbsp; (10070)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | BRL | 5.30 | USD | 965 | &nbsp;&nbsp;&nbsp;&nbsp; (14780)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | MXN | 17.40 | USD | 965 | &nbsp;&nbsp;&nbsp;&nbsp; (8175)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | JPMorgan Chase Bank N.A. | 03/18/26 | MXN | 17.50 | USD | 81 | &nbsp;&nbsp;&nbsp;&nbsp; (910)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | 04/13/26 | CLP | 850.00 | USD | 36 | &nbsp;&nbsp;&nbsp;&nbsp; (299)<br>|
| &nbsp;&nbsp;&nbsp; USD Currency | HSBC Bank PLC | 04/13/26 | CLP | 850.00 | USD | 34 | &nbsp;&nbsp;&nbsp;&nbsp; (282)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (103372)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(136544)<br>|

---

**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*<br>| *Exercise* <br>*Price*<br>| *Notional* <br>*Amount (000)* | *Notional* <br>*Amount (000)* | *Value* |
| Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sold Protection on 5-Year Credit Default <br> 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>| 02/18/26 |  | EUR 2.87 | EUR | 149 | $(144)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sold Protection on 5-Year Credit Default <br> 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>| 03/18/26 |  | EUR 2.88 | EUR | 294 | (928)<br>|
|  |  |  |  |  |  |  |  |  |  | $(1072)<br>|

---

**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  |  |  |  |  |  |  |  |  |  |  |
| 10-Year Interest Rate Swap, 02/19/36 | 3.60% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 02/17/26 | 3.60<br> % <br>| USD | 993 | $(162)<br>|
| 5-Year Interest Rate Swap, 03/07/31 | 3.82% | Annual | 6-mo. <br> PRIBOR, <br> 3.44%<br>| Semi-Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 03/05/26 | 3.82 | CZK | 1278 | (644)<br>|
| 30-Year Interest Rate Swap, 04/23/56 | 4.30% | Annual | 1-day SONIA, <br> 3.73%<br>| Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 04/23/26 | 4.30 | GBP | 304 | (2653)<br>|
| 30-Year Interest Rate Swap, 05/02/56 | 3.25% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 04/30/26 | 3.25 | USD | 4337 | (1055)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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* |
| Call (continued) |  |  |  |  |  |  |  |  |  |  |
| 1-Year Interest Rate Swap, 06/10/27 | 2.50% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 06/08/26 | 2.50<br> % <br>| USD | 18983 | $(2268)<br>|
| 10-Year Interest Rate Swap, 12/18/36 | 3.20% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Citibank N.A. | 12/16/26 | 3.20 | USD | 747 | (2983)<br>|
| 10-Year Interest Rate Swap, 11/10/37 | 3.87% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 11/08/27 | 3.87 | USD | 2250 | (51691)<br>|
| 10-Year Interest Rate Swap, 11/28/37 | 3.86% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 11/26/27 | 3.85 | USD | 841 | (18962)<br>|
| 10-Year Interest Rate Swap, 11/28/37 | 3.86% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Bank of America N.A. | 11/26/27 | 3.86 | USD | 2881 | (64946)<br>|
| 10-Year Interest Rate Swap, 12/18/37 | 4.03% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | 4.03 | USD | 1940 | (56067)<br>|
| 10-Year Interest Rate Swap, 02/02/38 | 4.10% | Annual | 1-day SOFR, <br> 3.68%<br>| Annual | Deutsche Bank AG | 01/31/28 | 4.10 | USD | 2212 | (71202)<br>|
|  |  |  |  |  |  |  |  |  |  | (272633)<br>|
| Put  |  |  |  |  |  |  |  |  |  |  |
| 10-Year Interest Rate Swap, 02/04/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.96% | Annual | Bank of America N.A. | 02/02/26 | 3.96 | USD | 1357 | (72)<br>|
| 30-Year Interest Rate Swap, 02/04/56 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.30% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 02/02/26 | 4.30 | USD | 600 | (128)<br>|
| 10-Year Interest Rate Swap, 02/19/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 02/17/26 | 4.00 | USD | 993 | (848)<br>|
| 10-Year Interest Rate Swap, 04/25/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | &nbsp;&nbsp; JPMorgan Chase <br> Bank N.A.<br>| 04/23/26 | 4.00 | USD | 4035 | (24510)<br>|
| 1-Year Interest Rate Swap, 06/10/27 | &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 | 18983 | (9065)<br>|
| 2-Year Interest Rate Swap, 10/23/28 | &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 | 17541 | (17761)<br>|
| 10-Year Interest Rate Swap, 12/18/36 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.60% | Annual | Citibank N.A. | 12/16/26 | 4.60 | USD | 747 | (4519)<br>|
| 2-Year Interest Rate Swap, 09/22/29 | &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 | 22933 | (48802)<br>|
| 2-Year Interest Rate Swap, 10/06/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.05% | Annual | &nbsp;&nbsp; Goldman Sachs <br> International<br>| 10/04/27 | 4.05 | USD | 26179 | (84580)<br>|
| 10-Year Interest Rate Swap, 11/10/37 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.87% | Annual | Bank of America N.A. | 11/08/27 | 3.87 | USD | 2250 | (89147)<br>|
| 10-Year Interest Rate Swap, 11/28/37 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.86% | Annual | Bank of America N.A. | 11/26/27 | 3.86 | USD | 841 | (34564)<br>|
| 10-Year Interest Rate Swap, 11/28/37 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 3.86% | Annual | Bank of America N.A. | 11/26/27 | 3.86 | USD | 2881 | (118384)<br>|
| 2-Year Interest Rate Swap, 12/10/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.00% | Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/08/27 | 4.00 | USD | 7993 | (32447)<br>|
| 10-Year Interest Rate Swap, 12/18/37 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.03% | Annual | &nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 12/16/27 | 4.03 | USD | 1940 | (66935)<br>|
| 2-Year Interest Rate Swap, 12/18/29 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.50% | Annual | Bank of America N.A. | 12/16/27 | 4.50 | USD | 12046 | (25698)<br>|
| 10-Year Interest Rate Swap, 02/02/38 | &nbsp;&nbsp; 1-day SOFR, <br> 3.68%<br>| Annual | 4.10% | Annual | Deutsche Bank AG | 01/31/28 | 4.10 | USD | 2212 | (73770)<br>|
|  |  |  |  |  |  |  |  |  |  | (631230)<br>|
|  |  |  |  |  |  |  |  |  |  | $(903863)<br>|

---

**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>|
| Federative Republic of Brazil | 1.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 210 | &nbsp;&nbsp;&nbsp;&nbsp; $(2941)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $3723 | &nbsp;&nbsp;&nbsp;&nbsp; $(6664)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**Centrally Cleared Credit Default Swaps — Buy Protection (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *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>|
| Republic of Colombia | 1.00<br> % <br>| &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 24 | &nbsp;&nbsp;&nbsp;&nbsp; $(1112)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $859 | &nbsp;&nbsp;&nbsp;&nbsp; $(1971)<br>|
| United Mexican States | 1.00 | &nbsp;&nbsp;&nbsp;&nbsp; Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | USD | 104 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp;&nbsp;&nbsp; (179)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 585 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(3647)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $4403 | &nbsp;&nbsp;&nbsp;&nbsp; $(8050)<br>|

---

**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.44.V2 | 5.00<br> % <br>| Quarterly | 06/20/30 | B+ | USD | 530 | &nbsp;&nbsp;&nbsp; $48834 | &nbsp;&nbsp;&nbsp; $36723 | &nbsp;&nbsp;&nbsp; $12111 |
| CDX.NA.HY.45.V2 | 5.00 | Quarterly | 12/20/30 | B | USD | 4400 | &nbsp;&nbsp;&nbsp; 191598 | &nbsp;&nbsp;&nbsp; 129695 | &nbsp;&nbsp;&nbsp; 61903 |
| CDX.NA.IG.45.V1 | 1.00 | Quarterly | 12/20/30 | BBB+ | USD | 8007 | &nbsp;&nbsp;&nbsp; 190068 | &nbsp;&nbsp;&nbsp; 171380 | &nbsp;&nbsp;&nbsp; 18688 |
| iTraxx.Asia.XJ.IG.44.V1 | 1.00 | Quarterly | 12/20/30 | BBB | USD | 315 | &nbsp;&nbsp;&nbsp; 5003 | &nbsp;&nbsp;&nbsp; 4666 | &nbsp;&nbsp;&nbsp; 337 |
| iTraxx.XO.44.V1 | 5.00 | Quarterly | 12/20/30 | BB | EUR | 7068 | &nbsp;&nbsp;&nbsp; 725026 | &nbsp;&nbsp;&nbsp; 706309 | &nbsp;&nbsp;&nbsp; 18717 |
|  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp; $1160529 | &nbsp;&nbsp;&nbsp; $1048773 | &nbsp;&nbsp;&nbsp; $111756 |

---

&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 FEDL, 3.64% | At Termination | 3.59% | At Termination | N/A | 03/18/26 | USD | 35042 | $(2520)<br>| $36 | $(2556)<br>|
| 1-day FEDL, 3.64% | At Termination | 3.59% | At Termination | N/A | 03/18/26 | USD | 68756 | (4796)<br>| 71 | (4867)<br>|
| 1-day FEDL, 3.64% | At Termination | 3.60% | At Termination | N/A | 03/18/26 | USD | 172252 | (9043)<br>| 178 | (9221)<br>|
| 1-day FEDL, 3.64% | At Termination | 3.62% | At Termination | N/A | 03/18/26 | USD | 39998 | (1438)<br>| 41 | (1479)<br>|
| 1-day SOFR, 3.68% | At Termination | 3.78% | At Termination | N/A | 05/16/26 | USD | 3650 | (10451)<br>| 2 | (10453)<br>|
| 3.79% | At Termination | 1-day SOFR, 3.68% | At Termination | N/A | 05/16/26 | USD | 12634 | 24746 | 5 | 24741 |
| 1-day SOFR, 3.68% | At Termination | 3.80% | At Termination | N/A | 05/16/26 | USD | 8984 | (24170)<br>| 5 | (24175)<br>|
| 3.81% | At Termination | 1-day SOFR, 3.68% | At Termination | N/A | 05/16/26 | USD | 6894 | 17567 | 1424 | 16143 |
| 1-day SOFR, 3.68% | At Termination | 3.90% | At Termination | N/A | 05/16/26 | USD | 6894 | (11539)<br>| 3 | (11542)<br>|
| 1-day TIIEFONDEO, 7.20% | Monthly | 6.98% | Monthly | N/A | 11/05/26 | MXN | 1662 | 49 |  | 49 |
| 4.00% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | N/A | 12/17/26 | PLN | 500 | (355)<br>| (51)<br>| (304)<br>|
| 6.66% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | N/A | 12/17/26 | ZAR | 6727 | (505)<br>| 1 | (506)<br>|
| 6.72% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | N/A | 12/17/26 | ZAR | 4973 | (560)<br>| (150)<br>| (410)<br>|
| 13.70% | At Termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/04/27 | BRL | 182 | (36)<br>|  | (36)<br>|
| 13.86% | At Termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/04/27 | BRL | 131 | (27)<br>|  | (27)<br>|
| 13.88% | At Termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/04/27 | BRL | 1114 | (271)<br>| 1 | (272)<br>|
| 1.00% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 03/12/26 <br><sup>(a)</sup><br>| 03/12/27 | JPY | 641920 | 2195 | 14 | 2181 |
| 1.02% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 03/12/26 <br><sup>(a)</sup><br>| 03/12/27 | JPY | 1041048 | 2166 | 23 | 2143 |
| 1.03% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 03/12/26 <br><sup>(a)</sup><br>| 03/12/27 | JPY | 1570899 | 2461 | 34 | 2427 |
| 0.68% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 04/21/26 <br><sup>(a)</sup><br>| 04/21/27 | JPY | 616006 | 16952 | 14 | 16938 |
| 0.69% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 04/21/26 <br><sup>(a)</sup><br>| 04/21/27 | JPY | 623208 | 17070 | 14 | 17056 |
| 0.88% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 04/21/26 <br><sup>(a)</sup><br>| 04/21/27 | JPY | 450000 | 6597 | 9 | 6588 |
| 0.70% | At Termination | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 05/11/26 <br><sup>(a)</sup><br>| 05/11/27 | JPY | 491918 | 13988 | 11 | 13977 |
| 3-mo. KLIBOR, 3.23% | Quarterly | 3.26% | Quarterly | 06/18/26 <br><sup>(a)</sup><br>| 06/18/27 | MYR | 3160 | (445)<br>| 3 | (448)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| At Termination | 1.01% | At Termination | 09/11/26 <br><sup>(a)</sup><br>| 09/11/27 | JPY | 371750 | (7222)<br>| 12 | (7234)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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% | At Termination | 3.23% | At Termination | 12/11/26 <br><sup>(a)</sup><br>| 12/11/27 | USD | 9417 | $(1204)<br>| $17 | $(1221)<br>|
| 1-day MIBOR, 5.53% | At Termination | 5.61% | At Termination | 12/16/26 <br><sup>(a)</sup><br>| 12/16/27 | INR | 158570 | (4100)<br>| 6 | (4106)<br>|
| 3.88% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | N/A | 12/17/27 | PLN | 984 | (1377)<br>| (114)<br>| (1263)<br>|
| 3.95% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | N/A | 12/17/27 | PLN | 562 | (998)<br>| (134)<br>| (864)<br>|
| 6-mo. BUBOR, 6.32% | Semi-Annual | 6.25% | Annual | N/A | 12/17/27 | HUF | 70333 | 1065 | 1 | 1064 |
| 6.55% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | N/A | 12/17/27 | ZAR | 1729 | (370)<br>|  | (370)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.00% | Quarterly | 03/17/27 <br><sup>(a)</sup><br>| 03/17/28 | TWD | 7191 | (159)<br>| 2 | (161)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.01% | Quarterly | 03/17/27 <br><sup>(a)</sup><br>| 03/17/28 | TWD | 7185 | (144)<br>| 2 | (146)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.02% | Quarterly | 03/17/27 <br><sup>(a)</sup><br>| 03/17/28 | TWD | 24430 | (429)<br>| 4 | (433)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.02% | Quarterly | 03/17/27 <br><sup>(a)</sup><br>| 03/17/28 | TWD | 10054 | (164)<br>| 2 | (166)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.27% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | EUR | 2210 | 1560 | (819)<br>| 2379 |
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.31% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | EUR | 5578 | 8706 | 794 | 7912 |
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.35% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | EUR | 9700 | 23058 | (1452)<br>| 24510 |
| 3.22% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | USD | 37022 | 91221 | (22599)<br>| 113820 |
| 3.27% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | USD | 32815 | 44499 | (5089)<br>| 49588 |
| 3.46% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | GBP | 22666 | 41193 | (14444)<br>| 55637 |
| 1-day SONIA, 3.73% | Annual | 3.46% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | GBP | 5520 | (11220)<br>| (2389)<br>| (8831)<br>|
| 3.47% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | GBP | 23489 | 39440 | (5663)<br>| 45103 |
| 3.49% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | PLN | 114 | 42 |  | 42 |
| 6-mo. BUBOR, 6.32% | Semi-Annual | 5.76% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | HUF | 8208 | (42)<br>|  | (42)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 1.11% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | JPY | 741299 | (16940)<br>| 23 | (16963)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 1.13% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | JPY | 3286400 | (65045)<br>| 100 | (65145)<br>|
| &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 1.26% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/28 | JPY | 217600 | (847)<br>| 7 | (854)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.49% | Quarterly | 06/17/26 <br><sup>(a)</sup><br>| 06/17/28 | CNY | 2459 | (254)<br>| 2 | (256)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.50% | Quarterly | 06/17/26 <br><sup>(a)</sup><br>| 06/17/28 | CNY | 2455 | (226)<br>| 2 | (228)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.51% | Quarterly | 06/17/26 <br><sup>(a)</sup><br>| 06/17/28 | CNY | 1634 | (86)<br>| 1 | (87)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.51% | Quarterly | 06/17/26 <br><sup>(a)</sup><br>| 06/17/28 | CNY | 1674 | (100)<br>| 1 | (101)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.54% | Quarterly | N/A | 12/17/28 | CNY | 1356 | (80)<br>| 2 | (82)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.54% | Quarterly | N/A | 12/17/28 | CNY | 909 | (73)<br>| 1 | (74)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 2.69% | Quarterly | N/A | 12/17/28 | KRW | 675073 | (6962)<br>| 5 | (6967)<br>|
| 12.65% | At termination | 1-day BZDIOVER, 0.06% | At termination | N/A | 01/02/29 | BRL | 3000 | 357 | 3 | 354 |
| 12.66% | At termination | 1-day BZDIOVER, 0.06% | At termination | N/A | 01/02/29 | BRL | 3000 | 160 | 3 | 157 |
| 12.76% | At termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/02/29 | BRL | 8000 | (3265)<br>| 7 | (3272)<br>|
| 1-day BZDIOVER, 0.06% | At Termination | 13.02% | At Termination | N/A | 01/02/29 | BRL | 526 | 556 | 1 | 555 |
| 13.06% | At termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/02/29 | BRL | 7000 | (13255)<br>| 6 | (13261)<br>|
| 13.19% | At termination | 1-day BZDIOVER, 0.06% | At Termination | N/A | 01/02/29 | BRL | 15000 | (38075)<br>| 13 | (38088)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.56% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/29 | CNY | 204 | (2)<br>|  | (2)<br>|
| 3.39% | Quarterly | 3-mo. KLIBOR, 3.23% | Quarterly | 06/18/26 <br><sup>(a)</sup><br>| 06/18/29 | MYR | 1090 | 433 | 3 | 430 |
| 3.48% | Quarterly | 3-mo. KLIBOR, 3.23% | Quarterly | 06/18/26 <br><sup>(a)</sup><br>| 06/18/29 | MYR | 1090 | (316)<br>| 3 | (319)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.31% | Annual | N/A | 02/03/30 | EUR | 147 | (662)<br>| 37 | (699)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.43% | Annual | N/A | 02/03/30 | EUR | 24 | 16 |  | 16 |
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.28% | Monthly | N/A | 10/31/30 | MXN | 3587 | (1979)<br>| 2 | (1981)<br>|
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.32% | Monthly | N/A | 11/05/30 | MXN | 671 | (305)<br>|  | (305)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.58% | Quarterly | N/A | 12/17/30 | CNY | 1096 | (347)<br>| 2 | (349)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.58% | Quarterly | N/A | 12/17/30 | CNY | 791 | (256)<br>| 1 | (257)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 2.94% | Quarterly | N/A | 12/17/30 | KRW | 73554 | (1001)<br>| 1 | (1002)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 2.95% | Quarterly | N/A | 12/17/30 | KRW | 175107 | (2327)<br>| 2 | (2329)<br>|
| 6-mo. PRIBOR, 3.44% | Semi-Annual | 3.89% | Annual | N/A | 12/17/30 | CZK | 9209 | 5900 | 5 | 5895 |
| 6-mo. PRIBOR, 3.44% | Semi-Annual | 3.91% | Annual | N/A | 12/17/30 | CZK | 6088 | 4177 | 3 | 4174 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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)* |
| 4.00% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | N/A | 12/17/30 | PLN | 15 | $(37)<br>| $(5)<br>| $(32)<br>|
| 4.05% | Semi-Annual | 6-mo. WIBOR, 3.79% | Annual | N/A | 12/17/30 | PLN | 445 | (1369)<br>| (41)<br>| (1328)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.71% | Semi-Annual | N/A | 12/17/30 | INR | 10584 | (2027)<br>| 1 | (2028)<br>|
| 6-mo. BUBOR, 6.32% | Semi-Annual | 6.29% | Annual | N/A | 12/17/30 | HUF | 10360 | 388 |  | 388 |
| 6.86% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | N/A | 12/17/30 | ZAR | 5092 | (3779)<br>| 3 | (3782)<br>|
| 6.87% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | N/A | 12/17/30 | ZAR | 2404 | (1816)<br>| 2 | (1818)<br>|
| 1-day BZDIOVER, 0.06% | At Termination | 13.24% | At Termination | N/A | 01/02/31 | BRL | 334 | 655 | 1 | 654 |
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.53% | Monthly | N/A | 01/03/31 | MXN | 558 | (6)<br>|  | (6)<br>|
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.84% | Monthly | 03/18/26 <br><sup>(a)</sup><br>| 03/12/31 | MXN | 18000 | 11093 | 9 | 11084 |
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.86% | Monthly | 03/18/26 <br><sup>(a)</sup><br>| 03/12/31 | MXN | 39000 | 25892 | 20 | 25872 |
| 1-day TIIEFONDEO, 7.20% | Monthly | 7.99% | Monthly | 03/18/26 <br><sup>(a)</sup><br>| 03/12/31 | MXN | 22000 | 21413 | 11 | 21402 |
| 1-day SSARON, (0.07%) | Annual | 0.33% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CHF | 1000 | 7194 | 14 | 7180 |
| 1.44% | Quarterly | 1-day THOR, 1.23% | Quarterly | N/A <br><sup>(a)</sup><br>| 03/18/31 | THB | 14000 | 1187 | 5 | 1182 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.61% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 16226 | (3121)<br>| 26 | (3147)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.61% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 7440 | (1406)<br>| 12 | (1418)<br>|
| 1.61% | Quarterly | &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 295 | 64 |  | 64 |
| 1.62% | Quarterly | &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 3090 | 340 | 5 | 335 |
| 1.62% | Quarterly | &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 627 | 70 | 1 | 69 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.63% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 12263 | (1131)<br>| 20 | (1151)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.63% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 10954 | (605)<br>| 17 | (622)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.63% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 30782 | (3092)<br>| 49 | (3141)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.63% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 19000 | (1114)<br>| 30 | (1144)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.64% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 11000 | (154)<br>| 18 | (172)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.64% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 165 | (3)<br>|  | (3)<br>|
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Semi-Annual | 1.67% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 20000 | 3984 | 31 | 3953 |
| &nbsp;&nbsp;&nbsp; China Fixing Repo Rates <br> 7-day, 1.64%<br>| Quarterly | 1.69% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CNY | 20000 | 6989 | 31 | 6958 |
| 1.88% | Semi-Annual | 1-day SORA, 1.11% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | SGD | 1000 | 85 | 9 | 76 |
| 3-mo. TAIBOR, 1.68% | Quarterly | 1.98% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 15000 | (4435)<br>| 5 | (4440)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 1.99% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 11524 | (3289)<br>| 4 | (3293)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.02% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 49476 | (11942)<br>| 18 | (11960)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.06% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 18000 | (3130)<br>| 7 | (3137)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.07% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 20000 | (3126)<br>| 7 | (3133)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.08% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 18000 | (2761)<br>| 6 | (2767)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.08% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 11500 | (1646)<br>| 4 | (1650)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.09% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 11500 | (1511)<br>| 4 | (1515)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.09% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 31000 | (4208)<br>| 11 | (4219)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.10% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 10000 | (1225)<br>| 4 | (1229)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.10% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 21000 | (2420)<br>| 7 | (2427)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.11% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 15000 | (1575)<br>| 5 | (1580)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.14% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 6000 | (366)<br>| 2 | (368)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.14% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 22000 | (1276)<br>| 8 | (1284)<br>|
| 3-mo. TAIBOR, 1.68% | Quarterly | 2.17% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | TWD | 10000 | (139)<br>| 4 | (143)<br>|
| 2.54% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 2000 | (1935)<br>| (81)<br>| (1854)<br>|
| 2.54% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 840 | (538)<br>| 1048 | (1586)<br>|
| 2.54% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 8000 | (3958)<br>| 1071 | (5029)<br>|
| 2.55% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 2000 | (2984)<br>| 118 | (3102)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.55% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 530 | 720 | (545)<br>| 1265 |
| 2.55% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 1000 | (1006)<br>| (34)<br>| (972)<br>|

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------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

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| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 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)* |
| 2.56% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 3000 | $(4965)<br>| $(81)<br>| $(4884)<br>|
| 2.56% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 3000 | (5098)<br>| 124 | (5222)<br>|
| 2.57% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 3000 | (6248)<br>| 365 | (6613)<br>|
| 2.60% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 3000 | (12201)<br>| 962 | (13163)<br>|
| 2.61% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 2327 | (10674)<br>| 651 | (11325)<br>|
| 2.61% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 3000 | (14528)<br>| 248 | (14776)<br>|
| 2.61% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 2000 | (8821)<br>| (3214)<br>| (5607)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.62% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 210 | 1025 | 533 | 492 |
| 2.62% | Annual | 6-mo. EURIBOR, 2.16% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | EUR | 7000 | (35530)<br>| (2639)<br>| (32891)<br>|
| 3-mo. STIBOR, 2.02% | Quarterly | 2.69% | Annual | N/A <br><sup>(a)</sup><br>| 03/18/31 | SEK | 2000 | 1950 | 295 | 1655 |
| 3-mo. STIBOR, 2.02% | Quarterly | 2.71% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | SEK | 72000 | 80239 | 4252 | 75987 |
| 2.88% | Semi-Annual | 1-day CORRA, 2.25% | Semi-Annual | N/A <br><sup>(a)</sup><br>| 03/18/31 | CAD | 2000 | (5207)<br>| (2)<br>| (5205)<br>|
| 2.91% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 14000 | 7988 | 20 | 7968 |
| 2.93% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 2143 | 978 | 3 | 975 |
| 2.95% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 1880 | 688 | 3 | 685 |
| 2.96% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 6000 | 1632 | 8 | 1624 |
| 2.96% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 6000 | 1651 | 9 | 1642 |
| 2.97% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 2856 | 613 | 4 | 609 |
| 2.98% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 8000 | 1475 | 11 | 1464 |
| 2.98% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 7000 | 1164 | 10 | 1154 |
| 3.00% | Quarterly | 3-mo. HIBOR, 2.83% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HKD | 2120 | 135 | 3 | 132 |
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.06% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1780000 | (19324)<br>| 13 | (19337)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.08% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 4119000 | (42325)<br>| 32 | (42357)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.15% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 3584000 | (28452)<br>| 28 | (28480)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.17% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 2391000 | (17671)<br>| 18 | (17689)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.17% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 2461000 | (18387)<br>| 19 | (18406)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.18% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 5287000 | (36604)<br>| 40 | (36644)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.19% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 3484000 | (23784)<br>| 27 | (23811)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.22% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 9100000 | (50476)<br>| 69 | (50545)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.23% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1346000 | (7236)<br>| 10 | (7246)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.26% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1840000 | (8350)<br>| 14 | (8364)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.31% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1314000 | (3887)<br>| 10 | (3897)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.34% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 689000 | (1317)<br>| 5 | (1322)<br>|
| 1-day SOFR, 3.68% | Annual | 3.35% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 15828 | (133243)<br>| (119357)<br>| (13886)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.36% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1522000 | (2050)<br>| 11 | (2061)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.37% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 1881000 | (1866)<br>| 14 | (1880)<br>|
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.39% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 12690000 | (2650)<br>| 97 | (2747)<br>|
| 1-day SHIR, 4.00% | Annual | 3.42% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ILS | 1000 | 34 | 4 | 30 |
| 3-mo. KRW CDC, 2.73% | Quarterly | 3.42% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | KRW | 7241000 | 5187 | 55 | 5132 |
| 1-day SHIR, 4.00% | Annual | 3.43% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ILS | 1000 | 143 | 4 | 139 |
| 1-day SHIR, 4.00% | Annual | 3.44% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ILS | 1000 | 288 | 4 | 284 |
| 1-day SHIR, 4.00% | Annual | 3.46% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ILS | 1000 | 616 | 4 | 612 |
| 1-day SOFR, 3.68% | Annual | 3.46% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 13874 | (47688)<br>| 10933 | (58621)<br>|
| 1-day SHIR, 4.00% | Annual | 3.47% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ILS | 1000 | 762 | 4 | 758 |
| 1-day SOFR, 3.68% | Annual | 3.48% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 4000 | (10294)<br>| 2850 | (13144)<br>|
| 1-day SOFR, 3.68% | Annual | 3.50% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 2000 | (2959)<br>| (1901)<br>| (1058)<br>|
| 1-day SOFR, 3.68% | Annual | 3.52% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 2000 | (1226)<br>| (5528)<br>| 4302 |
| 1-day SOFR, 3.68% | Annual | 3.54% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 2950 | 1008 | (897)<br>| 1905 |
| 1-day SOFR, 3.68% | Annual | 3.57% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 5000 | 9697 | 268 | 9429 |
| 1-day SOFR, 3.68% | Annual | 3.61% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | USD | 4000 | 13410 | 4689 | 8721 |
| 3.61% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 4000 | 118 | 2 | 116 |
| 1-day SONIA, 3.73% | Annual | 3.65% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 7800 | (10137)<br>| 1968 | (12105)<br>|
| 3.65% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 2300 | 17585 | 3185 | 14400 |
| 1-day SONIA, 3.73% | Annual | 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 7323 | (42374)<br>| 21657 | (64031)<br>|
| 3.68% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 2000 | (269)<br>| 1 | (270)<br>|
| 3.72% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 4170 | 11590 | 10353 | 1237 |
| 3.73% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 6000 | (1429)<br>| 3 | (1432)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 1000 | (1045)<br>| 3 | (1048)<br>|
| 6-mo. PRIBOR, 3.44% | Semi-Annual | 3.74% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 1332 | 362 | 1 | 361 |
| 3.75% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 8000 | (2355)<br>| 231 | (2586)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.77% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 3000 | (1820)<br>| 9 | (1829)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Termination*<br> *Date* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Termination*<br> *Date* | *Notional*<br> *Amount (000)* | *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.77% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 1000 | $(532)<br>| $3 | $(535)<br>|
| 3.78% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 3000 | (1045)<br>| 2 | (1047)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.79% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 2000 | (486)<br>| 6 | (492)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.79% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 2000 | (511)<br>| 304 | (815)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.79% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 2000 | (549)<br>| 6 | (555)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.81% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 2000 | (23)<br>| 6 | (29)<br>|
| 6-mo. WIBOR, 3.79% | Semi-Annual | 3.81% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | PLN | 3000 | (203)<br>| 9 | (212)<br>|
| 3.83% | Annual | 6-mo. PRIBOR, 3.44% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | CZK | 32000 | (14818)<br>| 17 | (14835)<br>|
| 3.87% | Annual | 1-day SONIA, 3.73% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 1000 | (6066)<br>| (2154)<br>| (3912)<br>|
| 3.87% | Annual | 1-day SONIA, 3.73% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 1000 | (6127)<br>| (141)<br>| (5986)<br>|
| 3.88% | Annual | 1-day SONIA, 3.73% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 3000 | (19887)<br>| 44 | (19931)<br>|
| 3.88% | Annual | 1-day SONIA, 3.73% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 2000 | (12952)<br>| 30 | (12982)<br>|
| 3.89% | Annual | 1-day SONIA, 3.73% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | GBP | 1000 | (7149)<br>| 15 | (7164)<br>|
| 4.53% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 1324 | 3054 | 10 | 3044 |
| 4.55% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 6353 | 11617 | 47 | 11570 |
| 4.56% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 500 | 763 | 4 | 759 |
| 4.57% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 3000 | 3399 | 22 | 3377 |
| 4.58% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 500 | 431 | 4 | 427 |
| 4.58% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 1800 | 1428 | 14 | 1414 |
| 4.63% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 1852 | (1393)<br>| 14 | (1407)<br>|
| 4.63% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 1200 | (729)<br>| 9 | (738)<br>|
| 4.66% | Semi-Annual | 6-mo. BBSW, 4.09% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | AUD | 2148 | (3209)<br>| 17 | (3226)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.85% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 122500 | (19279)<br>| 15 | (19294)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.85% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 122500 | (18979)<br>| 15 | (18994)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.86% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 68000 | (10122)<br>| 9 | (10131)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.94% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 165121 | (18814)<br>| 20 | (18834)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.95% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 34000 | (3758)<br>| 4 | (3762)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.95% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 137000 | (15113)<br>| 17 | (15130)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.95% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 137000 | (15051)<br>| 17 | (15068)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.95% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 55541 | (6164)<br>| 7 | (6171)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.96% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 159163 | (16763)<br>| 20 | (16783)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.96% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 69379 | (7275)<br>| 9 | (7284)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.96% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 100000 | (10759)<br>| 12 | (10771)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.97% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 176837 | (17647)<br>| 22 | (17669)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.97% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 271500 | (27733)<br>| 34 | (27767)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 5.98% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 188000 | (17874)<br>| 23 | (17897)<br>|
| 6-mo. BUBOR, 6.32% | Semi-Annual | 5.98% | Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | HUF | 1693 |  |  |  |
| 1-day MIBOR, 5.53% | Semi-Annual | 6.01% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 138000 | (11218)<br>| 17 | (11235)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.01% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 73000 | (5967)<br>| 9 | (5976)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.02% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 257000 | (20484)<br>| 31 | (20515)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.03% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 115000 | (8279)<br>| 14 | (8293)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.15% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 60000 | (1069)<br>| 7 | (1076)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.17% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 211000 | (2513)<br>| 26 | (2539)<br>|
| 1-day MIBOR, 5.53% | Semi-Annual | 6.18% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 151000 | (703)<br>| 18 | (721)<br>|
| 1-day MIBOR, 5.53% | Quarterly | 6.21% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 256845 | 1658 | 31 | 1627 |
| 1-day MIBOR, 5.53% | Semi-Annual | 6.21% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 206155 | 1237 | 25 | 1212 |
| 1-day MIBOR, 5.53% | Semi-Annual | 6.21% | Semi-Annual<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | INR | 159000 | 1206 | 19 | 1187 |
| 6.69% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 761 | (149)<br>| 1 | (150)<br>|
| 6.74% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 7000 | (2346)<br>| 5 | (2351)<br>|
| 6.74% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 13000 | (4322)<br>| 9 | (4331)<br>|
| 6.76% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 12320 | (4808)<br>| 8 | (4816)<br>|
| 6.78% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 11000 | (4900)<br>| 7 | (4907)<br>|
| 6.80% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 21000 | (10126)<br>| 14 | (10140)<br>|
| 6.83% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 4000 | (2244)<br>| 3 | (2247)<br>|
| 6.85% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 84000 | (53188)<br>| 55 | (53243)<br>|
| 6.86% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 14000 | (9067)<br>| 9 | (9076)<br>|
| 6.87% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 20000 | (13478)<br>| 13 | (13491)<br>|
| 6.90% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 21000 | (15916)<br>| 14 | (15930)<br>|
| 6.90% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 6000 | (4595)<br>| 4 | (4599)<br>|
| 6.90% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 13000 | (9819)<br>| 8 | (9827)<br>|
| 6.91% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly<br> 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 56000 | (43473)<br>| 36 | (43509)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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)* |
| 6.91% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 8000 | $(6190)<br>| $5 | $(6195)<br>|
| 6.98% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 13000 | (12414)<br>| 8 | (12422)<br>|
| 7.10% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 16000 | (20698)<br>| 10 | (20708)<br>|
| 7.12% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 75400 | (100013)<br>| 48 | (100061)<br>|
| 7.13% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 69600 | (94787)<br>| 45 | (94832)<br>|
| 7.13% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 14000 | (19030)<br>| 9 | (19039)<br>|
| 7.14% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 21000 | (29372)<br>| 13 | (29385)<br>|
| 7.17% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 34000 | (49875)<br>| 22 | (49897)<br>|
| 7.23% | Quarterly | 3-mo. JIBAR, 6.71% | Quarterly | 03/18/26 <br><sup>(a)</sup><br>| 03/18/31 | ZAR | 63140 | (102818)<br>| 40 | (102858)<br>|
| 1-day TIIEFONDEO, 7.20% | Monthly | 8.27% | Monthly | N/A | 12/05/35 | MXN | 1032 | 1067 | 1 | 1066 |
| 1-day TIIEFONDEO, 7.20% | Monthly | 8.00% | Monthly | N/A | 12/28/35 | MXN | 111 | (6)<br>|  | (6)<br>|
| 2.89% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | N/A | 01/28/36 | EUR | 6950 | (20623)<br>| 140 | (20763)<br>|
| 1.80% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | JPY | 159988 | 21788 | 19 | 21769 |
| 1.80% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | JPY | 701600 | 95753 | 81 | 95672 |
| 2.04% | Annual | &nbsp;&nbsp;&nbsp; Tokyo Overnight Average <br> Rate, 0.73%<br>| Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | JPY | 42400 | (134)<br>| 5 | (139)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.82% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 2480 | (15832)<br>| (4266)<br>| (11566)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.83% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 1112 | (5777)<br>| (1159)<br>| (4618)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.88% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 4500 | (2589)<br>| (5142)<br>| 2553 |
| 2.88% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 280 | 7 | 981 | (974)<br>|
| 2.92% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 2340 | (10132)<br>| 9398 | (19530)<br>|
| 6-mo. EURIBOR, 2.16% | Semi-Annual | 2.96% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | EUR | 1107 | 9302 | (1710)<br>| 11012 |
| 1-day SOFR, 3.68% | Annual | 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | USD | 9220 | (143359)<br>| 694 | (144053)<br>|
| 1-day SOFR, 3.68% | Annual | 3.83% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | USD | 590 | (1982)<br>| (1613)<br>| (369)<br>|
| 3.85% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | USD | 1630 | 2083 | 3130 | (1047)<br>|
| 1-day SOFR, 3.68% | Annual | 3.89% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | USD | 80 | 109 | (187)<br>| 296 |
| 1-day SONIA, 3.73% | Annual | 4.02% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | GBP | 20980 | (281236)<br>| 71503 | (352739)<br>|
| 1-day SONIA, 3.73% | Annual | 4.02% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | GBP | 2575 | (33336)<br>| (11653)<br>| (21683)<br>|
| 1-day SONIA, 3.73% | Annual | 4.04% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | GBP | 3297 | (37004)<br>| 11626 | (48630)<br>|
| 1-day SONIA, 3.73% | Annual | 4.05% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | GBP | 2320 | (22030)<br>| (9193)<br>| (12837)<br>|
| 1-day SONIA, 3.73% | Annual | 4.14% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/36 | GBP | 2170 | (191)<br>| (2299)<br>| 2108 |
| 1-day SONIA, 3.73% | Annual | 4.45% | Annual | N/A | 12/04/55 | GBP | 304 | (9511)<br>| 9 | (9520)<br>|
| 3.13% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | EUR | 495 | 4578 | (1743)<br>| 6321 |
| 3.13% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | EUR | 1150 | 11991 | 3034 | 8957 |
| 3.16% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | EUR | 1960 | 7185 | 3846 | 3339 |
| 3.26% | Semi-Annual | 6-mo. EURIBOR, 2.16% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | EUR | 507 | (10222)<br>| 2520 | (12742)<br>|
| 4.02% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | USD | 4482 | 145067 | 6540 | 138527 |
| 4.16% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | USD | 320 | 2932 | 687 | 2245 |
| 4.20% | Annual | 1-day SOFR, 3.68% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | USD | 90 | 222 | 378 | (156)<br>|
| 4.47% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | GBP | 1285 | 38170 | 18391 | 19779 |
| 4.49% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | GBP | 9890 | 239261 | (77524)<br>| 316785 |
| 4.51% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | GBP | 1035 | 22058 | (7283)<br>| 29341 |
| 4.59% | Annual | 1-day SONIA, 3.73% | Annual | 03/18/26 <br><sup>(a)</sup><br>| 03/18/56 | GBP | 650 | 1989 | (287)<br>| 2276 |
|  |  |  |  |  |  |  |  | $(1245502)<br>| $(109461)<br>| $(1136041)<br>|

---

&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)* |
| 2.43% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 04/15/30 | USD | 1445 | &nbsp;&nbsp; $4720 | &nbsp;&nbsp; $17 | &nbsp;&nbsp; $4703 |
| 2.63% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 09/09/30 | USD | 3012 | &nbsp;&nbsp; (14230)<br>| &nbsp;&nbsp; 36 | &nbsp;&nbsp; (14266)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**Centrally Cleared Inflation Swaps (continued)**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | &nbsp;&nbsp; *Termination*<br> *Date* | &nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| *Reference* | *Frequency* | *Rate* | *Frequency* | &nbsp;&nbsp; *Termination*<br> *Date* | &nbsp;&nbsp; *Notional*<br> *Amount (000)* | &nbsp;&nbsp; *Notional*<br> *Amount (000)* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| 2.59% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 08/28/35 | USD | 250 | &nbsp;&nbsp; $(1936)<br>| &nbsp;&nbsp; $111 | &nbsp;&nbsp; $(2047)<br>|
| 2.55% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 09/18/35 | USD | 400 | &nbsp;&nbsp; (1682)<br>| &nbsp;&nbsp; 8 | &nbsp;&nbsp; (1690)<br>|
| 2.56% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 09/22/35 | USD | 1190 | &nbsp;&nbsp; (6290)<br>| &nbsp;&nbsp; 1708 | &nbsp;&nbsp; (7998)<br>|
| 2.53% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 10/09/35 | USD | 180 | &nbsp;&nbsp; (587)<br>| &nbsp;&nbsp; 32 | &nbsp;&nbsp; (619)<br>|
| 2.47% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 11/18/35 | USD | 840 | &nbsp;&nbsp; 916 | &nbsp;&nbsp; 17 | &nbsp;&nbsp; 899 |
| 1.97% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 12/15/35 | EUR | 290 | &nbsp;&nbsp; 1366 | &nbsp;&nbsp; (22)<br>| &nbsp;&nbsp; 1388 |
| 1.97% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 12/15/35 | EUR | 290 | &nbsp;&nbsp; 1411 | &nbsp;&nbsp; 7 | &nbsp;&nbsp; 1404 |
| 1.97% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 12/15/35 | EUR | 290 | &nbsp;&nbsp; 1485 | &nbsp;&nbsp; 69 | &nbsp;&nbsp; 1416 |
| 2.42% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/08/36 | USD | 780 | &nbsp;&nbsp; 3164 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; 3148 |
| 1.94% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 01/15/36 | EUR | 340 | &nbsp;&nbsp; 3318 | &nbsp;&nbsp; 8 | &nbsp;&nbsp; 3310 |
| 1.99% | At Termination | &nbsp;&nbsp;&nbsp; Eurostat Eurozone HICP Ex <br> Tobacco Unrevised<br>| At Termination | 01/15/36 | EUR | 40 | &nbsp;&nbsp; 152 | &nbsp;&nbsp; (43)<br>| &nbsp;&nbsp; 195 |
| 3.08% | At Termination | UK RPI All Items NSA | At Termination | 01/15/36 | GBP | 30 | &nbsp;&nbsp; 383 | &nbsp;&nbsp; 42 | &nbsp;&nbsp; 341 |
| 3.11% | At Termination | UK RPI All Items NSA | At Termination | 01/15/36 | GBP | 330 | &nbsp;&nbsp; 3027 | &nbsp;&nbsp; 125 | &nbsp;&nbsp; 2902 |
| 2.44% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/21/36 | USD | 310 | &nbsp;&nbsp; 1070 | &nbsp;&nbsp; 6 | &nbsp;&nbsp; 1064 |
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/22/36 | USD | 580 | &nbsp;&nbsp; 1377 | &nbsp;&nbsp; 12 | &nbsp;&nbsp; 1365 |
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/23/36 | USD | 1050 | &nbsp;&nbsp; 1941 | &nbsp;&nbsp; 21 | &nbsp;&nbsp; 1920 |
| 2.48% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/26/36 | USD | 1050 | &nbsp;&nbsp; 793 | &nbsp;&nbsp; 22 | &nbsp;&nbsp; 771 |
| 2.46% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/27/36 | USD | 790 | &nbsp;&nbsp; 1811 | &nbsp;&nbsp; 16 | &nbsp;&nbsp; 1795 |
| 2.49% | At Termination | &nbsp;&nbsp;&nbsp; US CPI for All Urban <br> Consumers NSA<br>| At Termination | 01/29/36 | USD | 1570 | &nbsp;&nbsp; (62)<br>| &nbsp;&nbsp; 33 | &nbsp;&nbsp; (95)<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp; $2147 | &nbsp;&nbsp; $2241 | &nbsp;&nbsp; $(94)<br>|

---

**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 | Barclays Bank PLC | 12/20/27 | USD | 4 | $(91)<br>| $85 | $(176)<br>|
| American Electric Power Co., Inc. | 1.00 | Quarterly | Bank of America N.A. | 12/20/29 | USD | 176 | (4796)<br>| (3902)<br>| (894)<br>|
| American Express, Co. | 1.00 | Quarterly | Goldman Sachs International | 12/20/29 | USD | 90 | (2567)<br>| (2037)<br>| (530)<br>|
| Dominion Energy, Inc. | 1.00 | Quarterly | Goldman Sachs International | 12/20/29 | USD | 87 | (2258)<br>| (1868)<br>| (390)<br>|
| Republic of Indonesia | 1.00 | Quarterly | BNP Paribas SA | 12/20/30 | USD | 210 | (2437)<br>| (2194)<br>| (243)<br>|
| Republic of Indonesia | 1.00 | Quarterly | Deutsche Bank AG | 12/20/30 | USD | 105 | (1218)<br>| (1131)<br>| (87)<br>|
|  |  |  |  |  |  |  | $(13367)<br>| $(11047)<br>| $(2320)<br>|

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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 | 17 | $729 | $386 | $343 |
| Altice France SA | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| 06/20/27 | CCC+ | EUR | 14 | 600 | 427 | 173 |
| iTraxx.XO.42 10-20% | 5.00 | Quarterly | BNP Paribas SA | 12/20/29 | BB- | EUR | 77 | 5552 | 6245 | (693)<br>|
| iTraxx.XO.44 20-35% | 5.00 | Quarterly | Goldman Sachs International | 12/20/30 | BB | EUR | 77 | 13196 | 12428 | 768 |
|  |  |  |  |  |  |  |  | $20077 | $19486 | $591 |

---

&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>|
| 4.44% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,136.90%<br>| Semi-Annual | Bank of America N.A. | N/A | &nbsp;&nbsp; 12/17/27 | CLP | 165272 | $(267)<br>| $— | $(267)<br>|
| 4.44% | Semi-Annual | &nbsp;&nbsp;&nbsp; 1-day CLP <br> Interbank Rate, <br> 26,136.90%<br>| Semi-Annual | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/27 | CLP | 166437 | (269)<br>|  | (269)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.31% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/27 | COP | 179914 | (1413)<br>|  | (1413)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.31% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/27 | COP | 165969 | (1304)<br>|  | (1304)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.37% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/27 | COP | 178597 | (1351)<br>|  | (1351)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.37% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/27 | COP | 164753 | (1246)<br>|  | (1246)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 327096 | (2202)<br>|  | (2202)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/27 | COP | 354581 | (2387)<br>|  | (2387)<br>|
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 10.78% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 03/21/28 | COP | 107478 | (215)<br>|  | (215)<br>|
| 14.45% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 9000 | (91625)<br>|  | (91625)<br>|
| 14.48% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 8000 | (79249)<br>|  | (79249)<br>|
| 14.63% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 8000 | (92283)<br>|  | (92283)<br>|
| 14.66% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 10000 | (118646)<br>|  | (118646)<br>|
| 14.69% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 9000 | (108275)<br>|  | (108275)<br>|
| 14.87% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 01/02/29 | BRL | 2000 | (26850)<br>|  | (26850)<br>|
| 14.96% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 4000 | (58109)<br>|  | (58109)<br>|
| 15.00% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 9000 | (133144)<br>|  | (133144)<br>|
| 15.05% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Barclays Bank PLC | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 6000 | (90095)<br>|  | (90095)<br>|
| 15.12% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Citibank N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 4000 | (62802)<br>|  | (62802)<br>|
| 15.25% | At termination | &nbsp;&nbsp;&nbsp; 1-day BZDIOVER, <br> 0.06%<br>| At termination | Bank of America N.A. | N/A | &nbsp;&nbsp; 01/02/29 | BRL | 6000 | (102330)<br>|  | (102330)<br>|

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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>|
| 9.36% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/29 | COP | 99882 | $1348 | $— | $1348 |
| 9.36% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/29 | COP | 92058 | 1242 |  | 1242 |
| 9.42% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/29 | COP | 99589 | 1292 |  | 1292 |
| 9.42% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 12/17/29 | COP | 91788 | 1191 |  | 1191 |
| 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 180004 | 2146 |  | 2146 |
| 9.54% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Morgan Stanley & Co. <br> International PLC<br>| N/A | &nbsp;&nbsp; 12/17/29 | COP | 195303 | 2328 |  | 2328 |
| 9.99% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 01/22/30 | COP | 445251 | 1466 |  | 1466 |
| 10.60% | Quarterly | &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 03/18/30 | COP | 59448 | 215 |  | 215 |
| &nbsp;&nbsp;&nbsp; 1-day COOIS, <br> 8.75%<br>| Quarterly | 10.23% | Quarterly | Goldman Sachs International | N/A | &nbsp;&nbsp; 01/20/33 | COP | 128302 | (1019)<br>|  | (1019)<br>|
|  |  |  |  |  |  |  |  |  | $(963853)<br>| $— | $(963853)<br>|

---

**OTC Total Return Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund |  |  |  |  |  |  |  |  |
| *Rate/Reference* | *Frequency* | *Rate/Reference* | *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; iShares iBoxx $ High Yield <br> Corporate Bond <br> ETF<br>| At Termination | &nbsp;&nbsp;&nbsp; 1-day SOFR minus <br> 0.40%, 3.68%<br>| At Termination | &nbsp;&nbsp;&nbsp; Morgan Stanley & <br> Co. International <br> PLC<br>| N/A | 03/20/26 | USD | 12295 | $(104393)<br>| $— | $(104393)<br>|
| &nbsp;&nbsp;&nbsp; Markit iBoxx $ Liquid High Yield <br> Index<br>| Quarterly | &nbsp;&nbsp;&nbsp; 1-day SOFR , <br> 3.68%<br>| Quarterly | &nbsp;&nbsp;&nbsp; Bank of America <br> N.A.<br>| N/A | 03/20/26 | USD | 280 | (1584)<br>| 2713 | (4297)<br>|
|  |  |  |  |  |  |  |  |  | $(105977)<br>| $2713 | $(108690)<br>|

---

**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.

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

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

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; $79447778 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $79447778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp; 790240 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 790240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advertising Agencies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 824697 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 824697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aerospace & Defense | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5816567 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5816567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Freight & Logistics | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90850 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 90850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobile Components | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1279255 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1279255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobiles | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6026575 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6026575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banks | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 53918540 | &nbsp;&nbsp;&nbsp;&nbsp; 510510 | &nbsp;&nbsp;&nbsp;&nbsp; 54429050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beverages | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4150725 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4150725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biotechnology | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3509056 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3509056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadline Retail | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 183909 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 183909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Materials | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2751915 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2751915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2899912 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2899912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1962480 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1962480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chemicals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3947619 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3947619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Services & Supplies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7997352 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7997352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communications Equipment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1981036 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1981036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction & Engineering | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1341239 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1341239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Finance | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9137988 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9137988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples Distribution & Retail | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1640800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1640800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Containers & Packaging | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 971502 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 971502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Distributors | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 439641 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 439641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11095329 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 11095329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Telecommunication Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12674122 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12674122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electric Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 36427540 | &nbsp;&nbsp;&nbsp;&nbsp; 239112 | &nbsp;&nbsp;&nbsp;&nbsp; 36666652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Equipment, Instruments & Components | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4845923 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4845923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Equipment & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1160067 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1160067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entertainment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4426543 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4426543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Environmental, Maintenance & Security Service | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2294590 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2294590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financial Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 13299712 | &nbsp;&nbsp;&nbsp;&nbsp; 923007 | &nbsp;&nbsp;&nbsp;&nbsp; 14222719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3153055 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3153055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ground Transportation | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3154933 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3154933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Supplies | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1301300 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1301300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Providers & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10744613 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10744613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3081576 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3081576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5994349 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5994349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Durables | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1919163 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1919163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63191 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 63191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Independent Power and Renewable Electricity Producers | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 611631 | &nbsp;&nbsp;&nbsp;&nbsp; 226450 | &nbsp;&nbsp;&nbsp;&nbsp; 838081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Conglomerates | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 770035 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 770035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insurance | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9981429 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9981429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Media & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7447086 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7447086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Internet Software & Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6250811 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 6250811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5652496 | &nbsp;&nbsp;&nbsp;&nbsp; 144554 | &nbsp;&nbsp;&nbsp;&nbsp; 5797050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leisure Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1241552 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1241552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Machinery | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3398011 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3398011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7936783 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 7936783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metals & Mining | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5947581 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5947581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Real Estate Investment Trusts (REITs) | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 510146 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 510146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multi-Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2162952 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2162952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Office REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 610706 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 610706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48863872 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48863872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Passenger Airlines | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 456852 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 456852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Personal Care Products | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 340041 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 340041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pharmaceuticals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12532109 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 12532109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate Management & Development | &nbsp;&nbsp; 115027 | &nbsp;&nbsp;&nbsp;&nbsp; 1982467 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2097494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Residential REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1270038 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1270038 |

---

Schedule of Investments

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

**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; Retail REITs | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1182935 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $1182935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5335771 | &nbsp;&nbsp;&nbsp;&nbsp; 265432 | &nbsp;&nbsp;&nbsp;&nbsp; 5601203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8172497 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 8172497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialized REITs | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1143007 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1143007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1746384 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1746384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology Hardware, Storage & Peripherals | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3454987 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3454987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textiles, Apparel & Luxury Goods | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 937315 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 937315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tobacco | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9615919 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 9615919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transportation Infrastructure | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1088519 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1088519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 716284 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 716284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless Telecommunication Services | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5134402 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 5134402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 671914 | &nbsp;&nbsp;&nbsp;&nbsp; 254707 | &nbsp;&nbsp;&nbsp;&nbsp; 926621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15543151 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 15543151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4135275 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4135275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 154101891 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 154101891 |
| &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; 1434207 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1434207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp; 56040 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 56040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 687456503 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 687456503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 323029942 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 323029942 |
| &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; 898672 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 898672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; 136063353 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 136063353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 496214 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 496214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1474 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32109 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 32109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 953 | &nbsp;&nbsp;&nbsp;&nbsp; 13143 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 14096 |
| &nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup> | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp;&nbsp;&nbsp; 271 |
| Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (325138284)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (325138284)<br>|
|  | &nbsp;&nbsp; $137025613 | &nbsp;&nbsp;&nbsp;&nbsp; $1325126271 | &nbsp;&nbsp;&nbsp;&nbsp; $2564043 | &nbsp;&nbsp;&nbsp;&nbsp; $1464715927 |
| 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; $113625 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $113625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1116939 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1116939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; 449799 | &nbsp;&nbsp;&nbsp;&nbsp; 1334065 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 1783864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 26621 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 26621 |
| &nbsp;&nbsp;&nbsp; Liabilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12720)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12720)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Contracts | &nbsp;&nbsp; (25522)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (104393)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (129915)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1290563)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1290563)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | &nbsp;&nbsp; (934284)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4342119)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5276403)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Contracts | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26715)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26715)<br>|
|  | &nbsp;&nbsp; $(510007)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $(3185260)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(3695267)<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. 

&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 |

---

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| CLP | Chilean Peso |
| CNH | Chinese Yuan |
| CNY | Chinese Yuan |
| COP | Colombian Peso |
| CZK | Czech Koruna |

---

------

Schedule of Investments (unaudited)(continued)

January 31, 2026

**BlackRock Diversified Fixed Income Fund** 

---

| | |
|:---|:---|
| **Currency Abbreviation (continued)** | **Currency Abbreviation (continued)** |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| 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 |
| ARB | Airport Revenue Bonds  |
| BAB | Build America Bond |
| BBSW | Bank Bill Swap Rate |
| BMO | BMO Capital Markets |
| 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 |
| CORRA | Overnight Bank of Canada Repo Rate |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| CPI | Consumer Price Index |
| CR | Custodian Receipt |
| CVR | Contingent Value Right |
| DAC | Designated Activity Company  |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| FEDL | Fed Funds Effective Rate |
| GO | General Obligation Bonds |
| GOL | General Obligation Ltd. |
| HIBOR | Hong Kong Interbank Offered Rate |
| JIBAR | Johannesburg Interbank Average Rate |
| KLIBOR | Kuala Lumpur Interbank Offered Rate |
| MIBOR | Mumbai Interbank Offered Rate |
| MSCI | Morgan Stanley Capital International |
| MTA | Month Treasury Average |
| MTN | Medium-Term Note  |
| PIK | Payment-in-Kind |
| PRIBOR | Prague Interbank Offer Rate |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| REMIC | Real Estate Mortgage Investment Conduit |
| SCA | Societe en Commandite par Actions |
| SG | Syncora Guarantee  |
| SHIR | ILS - Shekel Overnight Interest Rate  |
| SOFR | Secured Overnight Financing Rate  |
| SONIA | Sterling Overnight Interbank Average Rate |
| SORA | Singapore Overnight Rate Average |
| SSARON | Swiss Average Overnight Rate |
| STACR | Structured Agency Credit Risk |
| STIBOR | Stockholm Interbank Offered Rate |
| TAIBOR | Taipei Interbank Offered Rate |
| TBA | To-Be-Announced |
| THOR | Thai Overnight Repurchase Rate |
| TIIEFONDEO | MXN - Overnight TIIE Funding Rate  |
| UK RPI | United Kingdom Retail Price Index  |
| WIBOR | Warsaw Interbank Offered Rate |

---

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 Funds III

- **b. Investment Company Act file number:** 811-07332

- **c. CIK number of Registrant:** 0000893818

- **d. LEI of Registrant:** 5493008LW2651I1QB503

- **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 Diversified Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000079204

- **c. LEI of Series:** 549300SEQK2DPV0R7O94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1855524692.24

**Total Liabilities:** $580292274.51

**Net Assets:** $1275232417.73

**Delayed Delivery Securities:** $125214830.10

**Cash Not Reported:** $24253034.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25808.39000000 | **1-Year:** 19605.08000000 | **5-Year:** 201050.70000000 | **10-Year:** 118718.78000000 | **30-Year:** 99906.14000000

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

- **3-Month:** 20972.33000000 | **1-Year:** -8104.32000000 | **5-Year:** 48791.03000000 | **10-Year:** 21351.95000000 | **30-Year:** -44084.01000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000244506 | 0.60%                | -0.23%               | 0.19%                |
| Class ID C000244507 | 0.62%                | -0.16%               | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1360943.43              | $776273.18                                 |
| Month 2  | $-140822.03              | $-5181954.34                               |
| Month 3  | $2956847.18              | $-2453377.54                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A10 Securitization                                                               | A10 2025-FL6 Issuer LLC                                                          | CUSIP: 00028AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      140000 | PA      | $140142.49    | 0.01%             | 2042-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2024-NQM5                                                     | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |       80125 | PA      | $80908.70     | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2026-NQM1                                                     | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154992 | PA      | $155242.04    | 0.01%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                   | ACHV ABS TRUST 2024-1PL                                                          | CUSIP: 00092BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136203 | PA      | $137811.02    | 0.01%             | 2031-04-25      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8786.04      | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       36000 | PA      | $27653.03     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      182000 | PA      | $123420.62    | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95275.37     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      110000 | PA      | $100272.13    | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77324.16     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25925.81     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78220.45     | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       87000 | PA      | $88196.22     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACRA Trust 2024-NQM1                                                             | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142469 | PA      | $143692.89    | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       48000 | PA      | $36666.61     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      139000 | PA      | $93603.51     | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       34000 | PA      | $20900.99     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      250000 | PA      | $241751.56    | 0.02%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40725.21     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       83000 | PA      | $85351.73     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20673.77     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                     | AGL CLO 20 Ltd                                                                   | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251212.83    | 0.02%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO                                                                     | AGL Core CLO 2 Ltd                                                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250971.85    | 0.02%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25666.71     | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                            | Aimco CLO 14 Ltd                                                                 | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250847.45    | 0.02%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC Networks Inc                                                                 | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        3574 | NS      | $27555.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                                                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      163000 | PA      | $142431.58    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AMC NETWORKS INC                                                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      219000 | PA      | $228349.77    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                 | AMC Networks Inc                                                                 | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       46000 | PA      | $42550.00     | 0.00%             | 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        |      123000 | PA      | $132617.25    | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| AREIT CRE Trust                                                                  | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      162174 | PA      | $162358.62    | 0.01%             | 2041-05-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                  | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      795000 | PA      | $793893.12    | 0.06%             | 2029-12-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      239000 | PA      | $248259.88    | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       35000 | PA      | $28833.67     | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      258000 | PA      | $243200.08    | 0.02%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      119000 | PA      | $81502.43     | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      125000 | PA      | $91278.84     | 0.01%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31697.60     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      230000 | PA      | $219890.69    | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      489000 | PA      | $326626.90    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      390000 | PA      | $257338.50    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      730000 | PA      | $727787.83    | 0.06%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      399000 | PA      | $274665.71    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      332000 | PA      | $332278.54    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1578687.12   | 0.12%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      125000 | PA      | $119354.74    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                         | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      570000 | PA      | $564704.88    | 0.04%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust 2023-NQM5                                                     | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-MBS          | CORP              | US        |       98771 | PA      | $99954.33     | 0.01%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      142000 | PA      | $143477.37    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      410000 | PA      | $382229.69    | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      203000 | PA      | $180567.82    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90707.92     | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      157000 | PA      | $152315.13    | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89005.18     | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      380000 | PA      | $312984.96    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98352.90     | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $290964.08    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72633.98     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118019.39    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                                             | ACE Securities Corp Home Equity Loan Trust Series 2005-AG1                       | CUSIP: 004427CD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203132 | PA      | $181062.73    | 0.01%             | 2035-08-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $26655.25     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                                        | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      538000 | PA      | $539057.87    | 0.04%             | 2040-08-18      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                                      | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39366.60     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      126000 | PA      | $128136.32    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ADVANCE AUTO PARTS                                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34510.00     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38927.09     | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      240000 | PA      | $237248.78    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      150000 | PA      | $138779.81    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      730000 | PA      | $725167.29    | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17618.23     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10365.30     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40376.83     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAE7<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36312.20     | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                     | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51174.48     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| AETHON UN/AETHIN UN FIN                                                          | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $58928.58     | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      361000 | PA      | $364631.34    | 0.03%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1007738.70   | 0.08%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640000 | PA      | $645138.50    | 0.05%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      980000 | PA      | $982015.96    | 0.08%             | 2034-10-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1855950.90   | 0.15%             | 2034-10-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust                                                              | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172000 | PA      | $171972.39    | 0.01%             | 2034-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $701563.87    | 0.06%             | 2029-12-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $528107.53    | 0.04%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100157.23    | 0.01%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      510000 | PA      | $510820.13    | 0.04%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2023-X1                                        | CUSIP: 00834KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213327 | PA      | $214337.05    | 0.02%             | 2028-11-15      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1150000 | PA      | $1152749.88   | 0.09%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100099.62    | 0.01%             | 2029-05-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2254676.85   | 0.18%             | 2029-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                       | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      184540 | PA      | $184706.54    | 0.01%             | 2030-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                     | AGL Core CLO 38 Ltd                                                              | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250841.35    | 0.02%             | 2038-01-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49594.01     | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100721.56    | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152459.51    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2023-B                                                  | CUSIP: 009691AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       88666 | PA      | $88349.52     | 0.01%             | 2062-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2021-C                                                  | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29240 | PA      | $29264.78     | 0.00%             | 2061-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                         | Ajax Mortgage Loan Trust 2023-C                                                  | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180797 | PA      | $175471.17    | 0.01%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34305.37     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49988.61     | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       70000 | PA      | $74915.33     | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       10000 | PA      | $8930.26      | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132768.95    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |       40000 | PA      | $40355.91     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      200000 | PA      | $151465.67    | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      105000 | PA      | $106771.82    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Algoma Steel Group Inc                                                           | Algoma Steel Group Inc                                                           | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |        7288 | NS      | $30463.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73433.86     | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                            | Bread Financial Holdings Inc                                                     | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       56000 | PA      | $57673.06     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | 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        |      100000 | PA      | $103521.70    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL                                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109043.10    | 0.01%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $38256.58     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012429<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1351000 | PA      | $1219105.10   | 0.10%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020422<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5060000 | PA      | $4673331.65   | 0.37%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20542000 | PA      | $16660321.02  | 1.31%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022428<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1931000 | PA      | $1823231.97   | 0.14%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21049000 | PA      | $17863712.29  | 1.40%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030421<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      941000 | PA      | $903605.77    | 0.07%             | 2041-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030629<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    19514000 | PA      | $17293054.67  | 1.36%             | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030629<br>LEI: 254900HROIFWPRGM1V77 | Short            | ABS-MBS          | USGSE             | US        |    -1727000 | PA      | $-1530445.09  | -0.12%            | 2056-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032427<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2518000 | PA      | $2440764.48   | 0.19%             | 2040-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7442000 | PA      | $6882600.86   | 0.54%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -700000 | PA      | $-647382.51   | -0.05%            | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39491511 | PA      | $36481367.72  | 2.86%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040420<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2035000 | PA      | $2007070.03   | 0.16%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7534000 | PA      | $7194447.21   | 0.56%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3211000 | PA      | $-3066282.19  | -0.24%            | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042426<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911000 | PA      | $911760.99    | 0.07%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14450000 | PA      | $14155461.03  | 1.11%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042624<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -8945000 | PA      | $-8762671.20  | -0.69%            | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28385000 | PA      | $28377179.93  | 2.23%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050627<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -48962000 | PA      | $-48948510.97 | -3.84%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9307000 | PA      | $9291347.95   | 0.73%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050635<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -21600000 | PA      | $-21563674.20 | -1.69%            | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58290565 | PA      | $59101416.49  | 4.63%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24461000 | PA      | $25047560.84  | 1.96%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -10723946 | PA      | $-10981100.11 | -0.86%            | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5485000 | PA      | $5679974.69   | 0.45%             | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062622<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -9175000 | PA      | $-9501142.72  | -0.75%            | 2056-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062630<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4600000 | PA      | $-4764414.12  | -0.37%            | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F070625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2662000 | PA      | $2786311.35   | 0.22%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104590.70    | 0.01%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206908.73    | 0.02%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231987.34    | 0.02%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21092.97     | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79394.05     | 0.01%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25595.78     | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13995.38     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16103.82     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      220000 | PA      | $148077.88    | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       35000 | PA      | $17839.99     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1268000 | PA      | $1254703.89   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1391047.06   | 0.11%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      490000 | PA      | $490394.12    | 0.04%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      211000 | PA      | $205787.99    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      540000 | PA      | $530167.74    | 0.04%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                      | AltaGas Ltd                                                                      | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |       63000 | PA      | $65522.58     | 0.01%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2007-19                                                   | CUSIP: 02151ABK5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      281285 | PA      | $127038.98    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       62000 | PA      | $51815.13     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508630.91    | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       95000 | PA      | $97192.98     | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1106436.89   | 0.09%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144659.77    | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      179000 | PA      | $143175.34    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      400000 | PA      | $353996.88    | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      760000 | PA      | $585498.86    | 0.05%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      290000 | PA      | $204579.20    | 0.02%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      450000 | PA      | $324968.83    | 0.03%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                 | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40371.10     | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      139000 | PA      | $132941.28    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      340000 | PA      | $277865.83    | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      162000 | PA      | $129325.06    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      181000 | PA      | $179167.82    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      120000 | PA      | $116092.39    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      379000 | PA      | $295479.25    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      640000 | PA      | $633712.28    | 0.05%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      291000 | PA      | $282338.57    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                                              | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |      127000 | PA      | $132050.79    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111438.49    | 0.01%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20608.90     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203894.76    | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       78000 | PA      | $81392.38     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | 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        |       21000 | PA      | $21123.94     | 0.00%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                          | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97563.81     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52343.96     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49893.94     | 0.00%             | 2026-05-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99451.52     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49469.84     | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183164.01    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124949.26    | 0.01%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      665000 | PA      | $672712.26    | 0.05%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180643.65    | 0.01%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      400000 | PA      | $406025.58    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      125000 | PA      | $126629.19    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      713000 | PA      | $698942.56    | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                          | American Home Mortgage Investment Trust 2006-2                                   | CUSIP: 02660YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2206286 | PA      | $176458.95    | 0.01%             | 2036-05-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148756.20    | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24663.80     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      160000 | PA      | $163557.94    | 0.01%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      255000 | PA      | $257331.40    | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40959.50     | 0.00%             | 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        |      250000 | PA      | $256057.84    | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                            | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      150000 | PA      | $187786.32    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       80000 | PA      | $78886.03     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      150000 | PA      | $142448.19    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      232000 | PA      | $220671.32    | 0.02%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      100000 | PA      | $63624.39     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       75000 | PA      | $68967.05     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |        5000 | PA      | $4871.12      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      120000 | PA      | $125306.04    | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       35000 | PA      | $35850.20     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      430000 | PA      | $441898.09    | 0.03%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      120000 | PA      | $97999.72     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31632.19     | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79957.64     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                      | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29122.80     | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Quest Trust                                                                      | Quest Trust                                                                      | CUSIP: 03072SSY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      503607 | PA      | $463845.29    | 0.04%             | 2034-06-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      310000 | PA      | $285834.33    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      245000 | PA      | $250825.97    | 0.02%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      540000 | PA      | $552386.30    | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81644.77     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      340000 | PA      | $351654.05    | 0.03%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      290000 | PA      | $303615.83    | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      166000 | PA      | $171645.16    | 0.01%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $107176.08    | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      104000 | PA      | $89135.89     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $32396.20     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      253000 | PA      | $238475.03    | 0.02%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82908.21     | 0.01%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100746.56    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      420000 | PA      | $413413.08    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                             | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96814.88     | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      123000 | PA      | $129515.19    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      120000 | PA      | $107228.09    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      155000 | PA      | $150863.87    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                                     | ams-OSRAM AG                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |      108000 | PA      | $114757.88    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17780.81     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36709.02     | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       35000 | PA      | $22695.72     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital CLO 6 Ltd                                                      | CUSIP: 03328QBY6<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $252077.93    | 0.02%             | 2038-07-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251285.50    | 0.02%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                                        | Anchorage Capital Clo 34 Ltd                                                     | CUSIP: 03332UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250796.83    | 0.02%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-11                                                 | CUSIP: 03463QAA4<br>LEI: 2549009VFCBSE99NTJ29 | Long             | ABS-MBS          | CORP              | US        |       59491 | PA      | $60158.26     | 0.00%             | 2069-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2023-1                                                  | CUSIP: 03465WAA9<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      292733 | PA      | $292054.02    | 0.02%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-1                                                  | CUSIP: 03465XAA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |       37841 | PA      | $37886.68     | 0.00%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2023-7                                                  | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |      144894 | PA      | $144634.78    | 0.01%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-2                                                  | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      156212 | PA      | $157903.29    | 0.01%             | 2070-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-8                                                  | CUSIP: 03466UAA2<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-MBS          | CORP              | US        |      249081 | PA      | $251401.11    | 0.02%             | 2070-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2024-10                                                 | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |       39849 | PA      | $40127.67     | 0.00%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust 2025-1                                                  | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      780988 | PA      | $789968.07    | 0.06%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | AOMT 2024-6                                                                      | CUSIP: 034944AC2<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      260673 | PA      | $258831.53    | 0.02%             | 2067-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14792.50     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      247000 | PA      | $227922.54    | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      144000 | PA      | $148393.90    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179271.95    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122252.87    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      390000 | PA      | $401260.39    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | Antero Resources Corp                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      153000 | PA      | $155317.80    | 0.01%             | 2029-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                            | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1152000 | PA      | $1168374.53   | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      129000 | PA      | $128405.46    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      268000 | PA      | $221099.45    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150344.22    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73157.49     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $31338.10     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $43433.70     | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       85000 | PA      | $63690.20     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $415459.67    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                                         | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |       66000 | PA      | $65759.03     | 0.01%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                       | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250879.93    | 0.02%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36119.53     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                       | Apidos Clo LV                                                                    | CUSIP: 03771VAA0<br>LEI: 254900Z4DQDC7AU0J989 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250749.88    | 0.02%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29725.49     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42105.10     | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      224000 | PA      | $204660.25    | 0.02%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      425000 | PA      | $386482.93    | 0.03%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      229000 | PA      | $125834.39    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       95000 | PA      | $68015.11     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      189000 | PA      | $116642.78    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      160000 | PA      | $124755.56    | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234838.66    | 0.02%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                        | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      382000 | PA      | $390397.56    | 0.03%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26614.42     | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      180000 | PA      | $184638.23    | 0.01%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      606000 | PA      | $626359.23    | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      190000 | PA      | $194521.58    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      469000 | PA      | $463847.59    | 0.04%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes                                        | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $164905.49    | 0.01%             | 2043-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |       50000 | PA      | $56001.89     | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19910.35     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49669.93     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                                         | Archrock Services LP / Archrock Partners Finance Corp                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $25980.38     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      174000 | PA      | $165283.09    | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1308097.24   | 0.10%             | 2028-11-10      | Fixed         | 6.38%                 | 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        |      370000 | PA      | $370693.75    | 0.03%             | 2041-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ares Direct Lending CLO LLC                                                      | Ares Direct Lending CLO 6 LLC                                                    | CUSIP: 039960AA7<br>LEI: 254900F5EQV7KVCD4M68 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249982.33    | 0.02%             | 2037-10-16      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                                                           | Argent Mortgage Loan Trust 2005-W1                                               | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144694 | PA      | $121762.62    | 0.01%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198106.11    | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      115000 | PA      | $110366.63    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98157.19     | 0.01%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117958.22    | 0.01%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       43000 | PA      | $33368.00     | 0.00%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       27000 | PA      | $19575.00     | 0.00%             | 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        |        2800 | PA      | $2471.00      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                     | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250965.20    | 0.02%             | 2034-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                     | ARES LX CLO LTD                                                                  | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250360.68    | 0.02%             | 2034-07-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                                   | ARES Commercial Mortgage Trust 2026-GCP                                          | CUSIP: 04021QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100135.53    | 0.01%             | 2043-02-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39576.20     | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      220000 | PA      | $229326.82    | 0.02%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94396.50     | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94459.69     | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      489000 | PA      | $509265.71    | 0.04%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $22007.84     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196162.92    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98452.04     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ASHTON WOODS USA/FINANCE                                                         | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $49204.44     | 0.00%             | 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        |       18000 | PA      | $18160.52     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Asset Backed Securities Corp Home Equity Ln Trst                                 | Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9              | CUSIP: 04541GNA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140431 | PA      | $132586.11    | 0.01%             | 2034-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      186000 | PA      | $195202.02    | 0.02%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                     | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167360.01    | 0.01%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                         | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |      108000 | PA      | $96394.26     | 0.01%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      170000 | PA      | $192434.76    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      130000 | PA      | $124228.78    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      175000 | PA      | $179561.82    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3500.45      | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT                                                             | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      413477 | PA      | $415490.94    | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                         | Atlanticus Holdings Corp                                                         | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       86000 | PA      | $81976.40     | 0.01%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                                                       | Atlas Senior Loan Fund XXII Ltd                                                  | CUSIP: 04940BAA8<br>LEI: 529900J6GF0KI17SQP67 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $500548.35    | 0.04%             | 2036-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25317.78     | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      125000 | PA      | $135095.21    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32381.37     | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43476.70     | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | 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        |      160000 | PA      | $163438.93    | 0.01%             | 2029-11-10      | Variable      | 5.59%                 | 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        |       32000 | PA      | $33014.61     | 0.00%             | 2029-11-10      | Variable      | 9.52%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68000 | PA      | $68195.17     | 0.01%             | 2042-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      146000 | PA      | $145722.07    | 0.01%             | 2042-08-15      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31000 | PA      | $30942.41     | 0.00%             | 2042-08-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414407.52    | 0.03%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125593.88    | 0.01%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      225000 | PA      | $249238.97    | 0.02%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      305000 | PA      | $314336.32    | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105184.27    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                              | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       19586 | PA      | $19916.51     | 0.00%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102872.91    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| AVNET INC                                                                        | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46700.83     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                           | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      160000 | PA      | $143915.02    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | 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        |      120000 | PA      | $120193.72    | 0.01%             | 2039-08-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $581036.96    | 0.05%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $20963.44     | 0.00%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                   | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      789000 | PA      | $828815.46    | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      802000 | PA      | $802690.28    | 0.06%             | 2042-02-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                     | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163000 | PA      | $163153.81    | 0.01%             | 2042-02-15      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $245153.13    | 0.02%             | 2042-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      563000 | PA      | $632026.42    | 0.05%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      190000 | PA      | $214954.11    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      225000 | PA      | $222939.24    | 0.02%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146281.06    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23063.56     | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      269000 | PA      | $218308.73    | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       75000 | PA      | $87541.49     | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      330000 | PA      | $350262.59    | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      550000 | PA      | $587839.95    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199332.56    | 0.02%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $190451.05    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      205000 | PA      | $208440.06    | 0.02%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       65000 | PA      | $66137.08     | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      220000 | PA      | $228851.39    | 0.02%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $51734.08     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       25000 | PA      | $24768.85     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      520000 | PA      | $535640.21    | 0.04%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C22                                                    | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $588316.70    | 0.05%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11000 | PA      | $11775.94     | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                          | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100131.04    | 0.01%             | 2039-09-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD 2024-VICT Mortgage Trust                                                    | CUSIP: 05555VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $173756.88    | 0.01%             | 2041-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337000 | PA      | $338158.44    | 0.03%             | 2042-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                                                 | BBAM US CLO VI Ltd                                                               | CUSIP: 05556TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251149.00    | 0.02%             | 2039-01-27      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Trust 2024-PMDW                                                              | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10000 | PA      | $10225.94     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $220687.50    | 0.02%             | 2041-06-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                                        | BMP 2024-MF23                                                                    | CUSIP: 05593JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39000 | PA      | $39195.00     | 0.00%             | 2041-06-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258899 | PA      | $257928.60    | 0.02%             | 2030-03-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23924 | PA      | $23961.48     | 0.00%             | 2040-06-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238163 | PA      | $238609.23    | 0.02%             | 2042-11-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-JDI                                            | CUSIP: 05594LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96033 | PA      | $96393.47     | 0.01%             | 2042-11-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      344405 | PA      | $13556.96     | 0.00%             | 2056-06-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                                         | Brex Commercial Charge Card Master Trust                                         | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100172.07    | 0.01%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2021-VIV5                                           | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $223656.60    | 0.02%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2021-LBA                                                                | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197702 | PA      | $197578.88    | 0.02%             | 2036-02-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2022-IND                                                                | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65422 | PA      | $65503.83     | 0.01%             | 2037-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22181 | PA      | $22173.92     | 0.00%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      412200 | PA      | $412711.42    | 0.03%             | 2027-06-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157766 | PA      | $158012.49    | 0.01%             | 2039-02-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-XL4                                            | CUSIP: 05611VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102084 | PA      | $102696.29    | 0.01%             | 2039-02-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253240 | PA      | $253556.55    | 0.02%             | 2039-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88545 | PA      | $88988.18     | 0.01%             | 2039-02-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $59981.27     | 0.00%             | 2041-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122000 | PA      | $122428.84    | 0.01%             | 2041-03-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-PAT                                                                | CUSIP: 05612FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56000 | PA      | $56350.13     | 0.00%             | 2041-03-15      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74285 | PA      | $74377.59     | 0.01%             | 2041-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72121 | PA      | $72782.52     | 0.01%             | 2041-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72121 | PA      | $72345.75     | 0.01%             | 2041-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98701 | PA      | $98762.32     | 0.01%             | 2034-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384000 | PA      | $384480.00    | 0.03%             | 2041-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX TRUST 2024 VLT4                                                               | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $59999.82     | 0.00%             | 2041-06-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150170.06    | 0.01%             | 2041-06-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      502788 | PA      | $503102.70    | 0.04%             | 2037-06-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-BRBK                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187000 | PA      | $187467.50    | 0.01%             | 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        |       43000 | PA      | $43215.00     | 0.00%             | 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      | $144056.87    | 0.01%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                         | BXMT 2025-FL5 Ltd                                                                | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      164000 | PA      | $164202.38    | 0.01%             | 2042-10-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102538.09    | 0.01%             | 2047-06-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                         | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |      131000 | PA      | $132637.50    | 0.01%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                        | BPR Commercial Mortgage Trust 2025-STAR                                          | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $105758.61    | 0.01%             | 2042-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BRES Commercial Mortgage Trust                                                   | BRES Commercial Mortgage Trust 2025-ATCAP                                        | CUSIP: 05619GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $133539.08    | 0.01%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-OMG                                                                | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84000 | PA      | $84284.94     | 0.01%             | 2042-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      122000 | PA      | $122571.07    | 0.01%             | 2044-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust 2024-IND2                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330669 | PA      | $330979.16    | 0.03%             | 2041-03-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                 | Bain Capital Credit CLO 2024-2 Ltd                                               | CUSIP: 056921AA7<br>LEI: 254900KJZFJF5PZOFD13 | Long             | ABS-CBDO         | CORP              | KY        |      480000 | PA      | $481475.57    | 0.04%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $123398.88    | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock CLO 14 Ltd                                                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250940.90    | 0.02%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                                                              | Bally's Corporation 2021 Term Loan B                                             | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      202158 | PA      | $198620.39    | 0.02%             | 2028-10-02      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock CLO 15 Ltd                                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |      420000 | PA      | $421735.10    | 0.03%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock Clo 32 Ltd                                                             | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-MBS          | CORP              | KY        |      250000 | PA      | $250623.85    | 0.02%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                                    | Ballyrock Clo 32 Ltd                                                             | CUSIP: 058944AG4<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-MBS          | CORP              | KY        |      250000 | PA      | $252064.98    | 0.02%             | 2039-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       44000 | PA      | $33785.48     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22622.93     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      130000 | PA      | $125020.18    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                           | Banc of America Alternative Loan Trust 2006-7                                    | CUSIP: 059469AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24264 | PA      | $6216.07      | 0.00%             | 2036-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                                           | Banc of America Alternative Loan Trust 2003-8                                    | CUSIP: 05948XTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44711 | PA      | $45278.75     | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                              | Banc of America Funding 2007-3 Trust                                             | CUSIP: 059515AK2<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |      191335 | PA      | $158794.61    | 0.01%             | 2037-04-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                              | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FBG8<br>LEI: 5493001796TAQ7M7QX12 | Long             | ABS-MBS          | CORP              | US        |        7681 | PA      | $6586.63      | 0.00%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $200411.11    | 0.02%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $621886.40    | 0.05%             | 2028-08-08      | Fixed         | 5.59%                 | 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      | $206047.33    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25568.97     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80103.72     | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      206000 | PA      | $204757.26    | 0.02%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      792000 | PA      | $783374.08    | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      250000 | PA      | $233059.07    | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      490000 | PA      | $391473.17    | 0.03%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      160000 | PA      | $149231.64    | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      603000 | PA      | $441874.12    | 0.03%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      271000 | PA      | $171900.97    | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       40000 | PA      | $28735.01     | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108847.39    | 0.01%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      125000 | PA      | $97851.04     | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69014.95     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      355000 | PA      | $324671.47    | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24884.44     | 0.00%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      235000 | PA      | $238237.01    | 0.02%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103762.82    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      340000 | PA      | $349269.43    | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      255000 | PA      | $264404.47    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      883000 | PA      | $916629.41    | 0.07%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $413586.59    | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $160550.01    | 0.01%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $31261.37     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124496.00    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      175000 | PA      | $180586.92    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5011.73      | 0.00%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25379.91     | 0.00%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $297132.55    | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      115000 | PA      | $112600.38    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51502.62     | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26046.79     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $103110.65    | 0.01%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $236837.40    | 0.02%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46000 | PA      | $39097.81     | 0.00%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK37                                                                  | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $309295.00    | 0.02%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2022-BNK41                                                                  | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $143300.15    | 0.01%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | Bank 2019-BNK19                                                                  | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $237770.65    | 0.02%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                    | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46661.44     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                                                 | Barbados Government International Bond                                           | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |       19000 | PA      | $20349.00     | 0.00%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $351181.25    | 0.03%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $508649.47    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $228675.56    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $251134.46    | 0.02%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Trust 2021-NPL1                                                | CUSIP: 06744JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55650 | PA      | $55654.56     | 0.00%             | 2051-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust 2025-NQM1                                           | CUSIP: 06744WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      912168 | PA      | $922482.71    | 0.07%             | 2065-01-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      181000 | PA      | $188692.50    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      192000 | PA      | $199599.36    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97681.20     | 0.01%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69908.27     | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      100000 | PA      | $104689.29    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                        | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      190000 | PA      | $216026.01    | 0.02%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42302.20     | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      225000 | PA      | $142787.83    | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165000 | PA      | $173907.82    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73000 | PA      | $75901.63     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | 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        |       37000 | PA      | $31144.91     | 0.00%             | 2058-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities Trust 2005-2                                | CUSIP: 073877CH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210000 | PA      | $216143.17    | 0.02%             | 2035-06-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-IM1                            | CUSIP: 07387UFW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198564 | PA      | $197932.75    | 0.02%             | 2036-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-AC2                            | CUSIP: 07387UGB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44833 | PA      | $11296.89     | 0.00%             | 2036-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                       | Bear Stearns Asset Backed Securities I Trust 2006-HE7                            | CUSIP: 07388HAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56063 | PA      | $55210.59     | 0.00%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc.                                            | Bear Stearns Structured Products Trust 2007-EMX1                                 | CUSIP: 07402LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25155 | PA      | $25094.05     | 0.00%             | 2037-03-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                                 | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |       93000 | PA      | $94125.95     | 0.01%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23576.86     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74829.52     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202646.42    | 0.02%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      123000 | PA      | $126489.21    | 0.01%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1330675.03   | 0.10%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       79000 | PA      | $80504.26     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       45000 | PA      | $39917.75     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XXVII Ltd                                            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251130.00    | 0.02%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO X Ltd                                                | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |      322000 | PA      | $323556.87    | 0.03%             | 2038-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XX Ltd                                               | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502496.30    | 0.04%             | 2037-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XXIX                                                 | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |     1100000 | PA      | $1102420.00   | 0.09%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250136.68    | 0.02%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                  | Benefit Street Partners CLO 44 Ltd                                               | CUSIP: 08187NAA5<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251035.00    | 0.02%             | 2039-01-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      175000 | PA      | $145532.36    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $56731.68     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      210000 | PA      | $176582.79    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      257000 | PA      | $213758.23    | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      140000 | PA      | $128794.11    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      160000 | PA      | $122129.38    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $70153.13     | 0.01%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47000 | PA      | $47323.13     | 0.00%             | 2041-11-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                       | BFLD Commercial Mortgage Trust 2025-5MW                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100361.73    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | 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        |      193000 | PA      | $194206.25    | 0.02%             | 2042-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                             | Birch Grove CLO 3 Ltd                                                            | CUSIP: 09076VAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $551579.11    | 0.04%             | 2038-01-19      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       70000 | PA      | $74227.43     | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      117000 | PA      | $125414.64    | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73864.80     | 0.01%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101966.87    | 0.01%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52875.47     | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      125000 | PA      | $118249.49    | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                          | Blue Bridge Funding 2023-1 LLC                                                   | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69669 | PA      | $70226.84     | 0.01%             | 2030-11-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                             | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      540000 | PA      | $489946.72    | 0.04%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |      370000 | PA      | $381296.27    | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                             | BlueMountain CLO 2015-3 Ltd                                                      | CUSIP: 09628JAL5<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |       32183 | PA      | $32205.42     | 0.00%             | 2031-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                             | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00    | 0.02%             | 2030-10-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                   | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      250000 | PA      | $248737.40    | 0.02%             | 2034-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50089.86     | 0.00%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                           | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25364.28     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |         750 | NS      | $56040.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      251000 | PA      | $247887.14    | 0.02%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      647000 | PA      | $588919.90    | 0.05%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      307000 | PA      | $224832.81    | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76668.12     | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128395.42    | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196810.90    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      495000 | PA      | $525800.02    | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221249.09    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       35000 | PA      | $39965.10     | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $107166.70    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      112000 | PA      | $118906.37    | 0.01%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                   | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $173314.68    | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 097793AE3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87912.04     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |       75000 | PA      | $72840.76     | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      365000 | PA      | $342754.20    | 0.03%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |       25000 | PA      | $20672.82     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23505.25     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      257000 | PA      | $159300.67    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       80000 | PA      | $60964.77     | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50548.81     | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154628.74    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRACELET HOLDINGS INC                                                            | Bracelet Holdings Inc                                                            | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      146000 | PA      | $143770.29    | 0.01%             | 2028-07-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2024-NQM4                                        | CUSIP: 10568NAD4<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |      272702 | PA      | $268482.08    | 0.02%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2025-NQM2                                        | CUSIP: 10569NAC5<br>LEI: 254900TZWRKTBX2YNW23 | Long             | ABS-MBS          | CORP              | US        |      183150 | PA      | $185426.15    | 0.01%             | 2064-11-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2021-NQM1                                        | CUSIP: 10569TAE8<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      265000 | PA      | $219467.36    | 0.02%             | 2049-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust 2025-NQM7                                        | CUSIP: 10570TAP0<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |      180465 | PA      | $182274.79    | 0.01%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                                                                | Bridge Street CLO VI Ltd                                                         | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251079.00    | 0.02%             | 2039-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $12114.79     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       80000 | PA      | $61290.62     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      250000 | PA      | $204130.75    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86155.46     | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      213000 | PA      | $150694.83    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                                | Bristow Group Inc                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      104000 | PA      | $105218.44    | 0.01%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      170000 | PA      | $206789.29    | 0.02%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |       50000 | PA      | $49827.12     | 0.00%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |       20000 | PA      | $19687.42     | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19011.87     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |      400000 | PA      | $363386.93    | 0.03%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |      150000 | PA      | $149019.52    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      125000 | PA      | $107492.65    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19944.70     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24454.27     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67386.36     | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      176000 | PA      | $182245.01    | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      285000 | PA      | $291229.13    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      324000 | PA      | $294558.21    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      201000 | PA      | $185730.31    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210437.83    | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98710.06     | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16006.38     | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $125415.32    | 0.01%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      135000 | PA      | $146041.65    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      330000 | PA      | $340976.90    | 0.03%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      165000 | PA      | $165370.31    | 0.01%             | 2036-01-15      | Fixed         | 5.33%                 | 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        |       51000 | PA      | $49384.97     | 0.00%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      290000 | PA      | $251834.03    | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                                | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102989.14    | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       55000 | PA      | $50638.25     | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12712.50     | 0.00%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      113000 | PA      | $116306.61    | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25425.18     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $177555.35    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $42309.84     | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $82324.17     | 0.01%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $33690.16     | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $475757.32    | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80266 | PA      | $80491.65     | 0.01%             | 2039-12-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100062.50    | 0.01%             | 2035-06-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-TAIL                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $124032.17    | 0.01%             | 2035-06-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Trust 2025-1535                                                             | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23000 | PA      | $23715.44     | 0.00%             | 2042-05-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      226493 | PA      | $226917.69    | 0.02%             | 2041-05-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254972 | PA      | $255529.60    | 0.02%             | 2041-08-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90664 | PA      | $90834.21     | 0.01%             | 2040-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      103495 | PA      | $103624.13    | 0.01%             | 2042-08-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2025-BCAT                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95828 | PA      | $95602.90     | 0.01%             | 2042-08-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136000 | PA      | $136170.00    | 0.01%             | 2042-03-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151699 | PA      | $151699.32    | 0.01%             | 2040-12-09      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233100 | PA      | $233100.03    | 0.02%             | 2040-12-09      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       33000 | PA      | $22602.70     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       54000 | PA      | $52461.70     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $42522.91     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93984.09     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      144000 | PA      | $129223.78    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      262000 | PA      | $221308.93    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $5480.31      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17162.50     | 0.00%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $190293.78    | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $83801.58     | 0.01%             | 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        |      104000 | PA      | $104124.69    | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Credit-Based Asset Servicing and Securitization                                  | Credit-Based Asset Servicing and Securitization LLC                              | CUSIP: 1248P8AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      372204 | PA      | $312138.68    | 0.02%             | 2036-10-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36211.87     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      285000 | PA      | $303315.30    | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2219829.50   | 0.17%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      310000 | PA      | $314923.60    | 0.02%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Centragas                                                                        | CENT 2025-CITY                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      720000 | PA      | $730350.36    | 0.06%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                                        | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      330000 | PA      | $307714.67    | 0.02%             | 2039-03-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                                   | CFMT 2023-H11 LLC                                                                | CUSIP: 12530KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $98932.05     | 0.01%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                         | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |       87000 | PA      | $93641.75     | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | 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        |      560000 | PA      | $557050.70    | 0.04%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24609.41     | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       90000 | PA      | $96888.42     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: —       |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-3                                           | CUSIP: 12543RAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      159930 | PA      | $71199.97     | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-11                                          | CUSIP: 12544LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      525083 | PA      | $216259.38    | 0.02%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271797 | PA      | $107563.01    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-9                                           | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17924 | PA      | $7936.64      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-8                                           | CUSIP: 12545AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140147 | PA      | $55858.61     | 0.00%             | 2038-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2007-8                                           | CUSIP: 12545AAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       89917 | PA      | $36400.32     | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2017-V Ltd                                                          | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250841.75    | 0.02%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2018-III Ltd                                                        | CUSIP: 12551YAN3<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $402908.72    | 0.03%             | 2038-10-18      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115944.80    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47635.17     | 0.00%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      145000 | PA      | $128561.10    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      162000 | PA      | $126873.94    | 0.01%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                  | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102712.14    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAN1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251015.53    | 0.02%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $150321.60    | 0.01%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                                                          | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      676000 | PA      | $665502.80    | 0.05%             | 2037-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2020-IV Ltd                                                         | CUSIP: 12562RAJ4<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251089.60    | 0.02%             | 2040-01-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2021-I Ltd                                                          | CUSIP: 12563EAQ6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251756.13    | 0.02%             | 2037-07-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2023-I1                                                                | CUSIP: 12570DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100577.54    | 0.01%             | 2058-04-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2023-I2                                                                | CUSIP: 12570HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $115081.53    | 0.01%             | 2067-12-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      398392 | PA      | $402573.55    | 0.03%             | 2069-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                        | CIM Trust 2025-I1                                                                | CUSIP: 12571DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $548055.07    | 0.04%             | 2069-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250978.55    | 0.02%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      313000 | PA      | $313391.25    | 0.02%             | 2037-10-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                                          | CIP Commercial Mortgage Trust 2025-SBAY                                          | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $237592.50    | 0.02%             | 2037-10-15      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128000 | PA      | $129218.14    | 0.01%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101322.31    | 0.01%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20163.97     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77632.21     | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2021-5 Mortgage Loan Trust                                                  | CUSIP: 12598RAA1<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |      102541 | PA      | $94534.47     | 0.01%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00    | 0.02%             | 2037-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAE8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300000.00    | 0.02%             | 2037-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                               | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250646.23    | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                                                 | CPV Fairview LLC 2025 Term Loan                                                  | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |       44934 | PA      | $44899.88     | 0.00%             | 2031-08-14      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       87000 | PA      | $76789.98     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      199000 | PA      | $159495.61    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      750000 | PA      | $780085.86    | 0.06%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      140000 | PA      | $153639.46    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63104.93     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                         | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35971.96     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Series 2015-6R                                                              | CUSIP: 12650EBQ9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       19863 | PA      | $15716.05     | 0.00%             | 2036-03-27      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68355.01     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      257000 | PA      | $268879.31    | 0.02%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       73000 | PA      | $70923.67     | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAC8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |       21542 | PA      | $21425.73     | 0.00%             | 2059-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2020-SPT1 Trust                                                             | CUSIP: 12659LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113423 | PA      | $114924.27    | 0.01%             | 2065-04-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       82000 | PA      | $85464.25     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64863.25     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94229.36     | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2022-NQM5 Trust                                                             | CUSIP: 12663DAF1<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $963867.30    | 0.08%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      113000 | PA      | $112994.36    | 0.01%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVR Energy Inc                                                                   | CVR Energy Inc Term Loan B                                                       | CUSIP: 12663SAB7<br>LEI: 529900SOYZIXZBTXB558 | Long             | LON              | CORP              | US        |      125400 | PA      | $125086.50    | 0.01%             | 2027-12-30      | Floating      | 7.67%                 | No            |                  3 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC 2022-NQM6 Trust                                                             | CUSIP: 12663YAM0<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      137972 | PA      | $138100.85    | 0.01%             | 2067-12-25      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $179656.36    | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200654.67    | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      275000 | PA      | $241836.63    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95897.41     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       91000 | PA      | $64728.65     | 0.01%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113413.72    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96507.56     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77969.10     | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78498.45     | 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        |      180000 | PA      | $182977.00    | 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        |      540000 | PA      | $549436.18    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12666TAD8<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      164647 | PA      | $160963.47    | 0.01%             | 2035-12-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-29CB                                                 | CUSIP: 12667GUS0<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        5901 | PA      | $3283.41      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-31                                                   | CUSIP: 12667GYX5<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      383274 | PA      | $372106.63    | 0.03%             | 2035-08-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |        8594 | PA      | $8422.09      | 0.00%             | 2035-11-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2005-55CW                                                 | CUSIP: 12668AUP8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |       11393 | PA      | $8249.97      | 0.00%             | 2035-11-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-11CB                                                 | CUSIP: 12668BWE9<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      894632 | PA      | $443467.22    | 0.03%             | 2036-05-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                               | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                             | CUSIP: 12668FAA2<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |         815 | PA      | $790.45       | 0.00%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OA17                                                 | CUSIP: 12668PAD4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      284021 | PA      | $256665.08    | 0.02%             | 2046-12-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OA2                                                  | CUSIP: 126694S41<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      180136 | PA      | $164550.25    | 0.01%             | 2046-05-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R2                                            | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10051 | PA      | $9810.57      | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R1                                            | CUSIP: 12669GWN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18935 | PA      | $18356.94     | 0.00%             | 2035-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | Reperforming Loan REMIC Trust 2005-R1                                            | CUSIP: 12669GXD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115063 | PA      | $111548.01    | 0.01%             | 2035-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset Backed Notes Trust 2007-Sea2                                         | CUSIP: 12671CAK2<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       30477 | PA      | $25501.07     | 0.00%             | 2047-06-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAA9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      254000 | PA      | $254031.52    | 0.02%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $39888.55     | 0.00%             | 2040-08-10      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAN1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       34000 | PA      | $33907.15     | 0.00%             | 2040-08-10      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                                           | CSTL Commercial Mortgage Trust 2025-GATE2                                        | CUSIP: 12676JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100264.32    | 0.01%             | 2042-11-10      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-11 Mortgage Loan Trust                                                 | CUSIP: 12676KAC7<br>LEI: 213800CETFGZSOQ6WF79 | Long             | ABS-MBS          | CORP              | US        |      139797 | PA      | $140443.68    | 0.01%             | 2070-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24944.08     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      270000 | PA      | $279170.72    | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106873.22    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75740.20     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        1680 | NS      | $34776.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CAESARS ENTERTAIN INC                                                            | Caesars Entertainment Inc                                                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97285.90     | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CALI Mortgage Trust                                                              | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140262.50    | 0.01%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27618.26     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87198.50     | 0.01%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31672.86     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      197000 | PA      | $207200.69    | 0.02%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       91000 | PA      | $91790.34     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      250000 | PA      | $300552.20    | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      100000 | PA      | $115905.56    | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                    | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      370000 | PA      | $376195.76    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $113327.50    | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp                    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $45375.00     | 0.00%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                  | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      522000 | PA      | $457935.92    | 0.04%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                  | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |       62000 | PA      | $54143.71     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25315.03     | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $124154.55    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $82633.20     | 0.01%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $138048.94    | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $190555.56    | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $26502.11     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $55973.24     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25020.99     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      495000 | PA      | $506348.77    | 0.04%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                           | Canyon CLO 2023-2 Ltd                                                            | CUSIP: 13887AAE8<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251213.70    | 0.02%             | 2037-05-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      296000 | PA      | $295418.97    | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40804.90     | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231428.20    | 0.02%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       34000 | PA      | $35589.55     | 0.00%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25538.24     | 0.00%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      490000 | PA      | $506703.79    | 0.04%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      240000 | PA      | $248480.08    | 0.02%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      123000 | PA      | $127832.98    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      380000 | PA      | $390580.32    | 0.03%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89664.34     | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23623.71     | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      550000 | PA      | $558787.07    | 0.04%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                 | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250979.63    | 0.02%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                                 | CARLYLE US CLO 2017-3 Ltd                                                        | CUSIP: 14314FBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251630.28    | 0.02%             | 2037-10-21      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                    | Carnival Corp                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      305000 | PA      | $313242.32    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18548.70     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53507.98     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       73295 | PA      | $76424.33     | 0.01%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                                   | CarVal CLO IV Ltd                                                                | CUSIP: 14687EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251222.50    | 0.02%             | 2038-03-31      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |       95000 | PA      | $85956.91     | 0.01%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105790.70    | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99405.46     | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      310000 | PA      | $302187.65    | 0.02%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      149000 | PA      | $137457.19    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49566.53     | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96324.52     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35611.91     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50811.70     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10314.79     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40927.87     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85056.16     | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25626.31     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                         | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |       81000 | PA      | $83880.89     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc                                                          | Century Communities Inc                                                          | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |         691 | NS      | $43519.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFSP Mortgage Trust                                                              | CFSP 2024-AHP1 Mortgage Trust                                                    | CUSIP: 15723BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199394 | PA      | $191594.82    | 0.02%             | 2037-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                         | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       56000 | PA      | $59903.59     | 0.00%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129196.87    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      150000 | PA      | $141176.89    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $255353.79    | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $14398.03     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $43003.38     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $242534.27    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $297105.96    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | 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        |      166000 | PA      | $109498.04    | 0.01%             | 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: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $79086.20     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2007-A1                                      | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109617 | PA      | $108972.05    | 0.01%             | 2037-02-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2007-S5                                      | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524143 | PA      | $220255.55    | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                               | Chase Mortgage Finance Trust Series 2006-S2                                      | CUSIP: 16163BAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      396183 | PA      | $141071.23    | 0.01%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                      | Chemours Co/The                                                                  | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93249.13     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       56000 | PA      | $54527.83     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      369000 | PA      | $384632.93    | 0.03%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9999.91      | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     1754000 | PA      | $1818523.67   | 0.14%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117408.94    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      654000 | PA      | $559984.75    | 0.04%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       99000 | PA      | $99005.33     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1363000 | PA      | $1409431.87   | 0.11%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       40000 | PA      | $23369.86     | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25558.84     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                  | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     1330000 | PA      | $1357347.54   | 0.11%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                     | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24939.69     | 0.00%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                      | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |       45231 | PA      | $50689.43     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $146100.00    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      200000 | PA      | $158400.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5425 | PA      | $2351.13      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251025.00    | 0.02%             | 2038-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $44307.67     | 0.00%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230754.43    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      185000 | PA      | $176785.89    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      239000 | PA      | $242800.99    | 0.02%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175336.06    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17292GKU8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | SN               | CORP              | US        |      512000 | PA      | $510510.08    | 0.04%             | 2030-12-11      | Variable      | 5.92%                 | No            |                  3 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105231.17    | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53371.75     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      220000 | PA      | $279755.08    | 0.02%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100645.19    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84212.50     | 0.01%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $219776.10    | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      425000 | PA      | $421842.41    | 0.03%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      116000 | PA      | $115435.16    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      745000 | PA      | $744886.28    | 0.06%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      230000 | PA      | $213243.51    | 0.02%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      104000 | PA      | $98954.88     | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101047.65    | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      191000 | PA      | $199118.21    | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403068.19    | 0.03%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      345000 | PA      | $346466.49    | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      363000 | PA      | $345960.01    | 0.03%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | Citigroup Mortgage Loan Trust 2007-6                                             | CUSIP: 17312VAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22529 | PA      | $21069.27     | 0.00%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21175.64     | 0.00%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      179000 | PA      | $178936.87    | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       88000 | PA      | $89271.96     | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23903.44     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104304.82    | 0.01%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47347.71     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11633.89     | 0.00%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79024.73     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104354.10    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      121000 | PA      | $126726.57    | 0.01%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      234000 | PA      | $236286.49    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60007.90     | 0.00%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      131000 | PA      | $131093.83    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      192000 | PA      | $160978.79    | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72932.42     | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      115000 | PA      | $104230.60    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $52549.71     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54020.05     | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244193.19    | 0.02%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      180000 | PA      | $174564.80    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      156000 | PA      | $148947.47    | 0.01%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                              | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44173.31     | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |       50000 | PA      | $39503.72     | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | 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        |      113236 | PA      | $114834.85    | 0.01%             | 2054-06-25      | Floating      | 5.45%                 | 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        |       67380 | PA      | $70356.34     | 0.01%             | 2054-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2024-6 Mortgage Loan Trust                                                  | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |       77006 | PA      | $77604.33     | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-7 Mortgage Loan Trust                                                  | CUSIP: 19689CAA9<br>LEI: 213800DOQUYA3TO33M98 | Long             | ABS-MBS          | CORP              | US        |      245329 | PA      | $248077.80    | 0.02%             | 2070-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                 | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |      145027 | PA      | $146719.07    | 0.01%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2010.40      | 0.00%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98549.35     | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      225000 | PA      | $186667.88    | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      525000 | PA      | $527810.44    | 0.04%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      175000 | PA      | $143794.33    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       95000 | PA      | $50452.82     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      445000 | PA      | $250817.10    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       30000 | PA      | $16236.67     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49957.50     | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      111000 | PA      | $109955.73    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAA2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $169946.88    | 0.01%             | 2041-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2024-WCL1 MORTGAGE TRUST                                                    | CUSIP: 20047DAC8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $49968.75     | 0.00%             | 2041-06-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2025-SBX Mortgage Trust                                                     | CUSIP: 20047UAC0<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       48000 | PA      | $48153.78     | 0.00%             | 2041-08-10      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                             | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39651.18     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                             | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75606.48     | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37186.98     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |       35000 | PA      | $37643.93     | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      155000 | PA      | $165998.27    | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      100000 | PA      | $76380.33     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123830.51    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                              | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $46401.33     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                                         | CompoSecure Holdings LLC                                                         | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39872.00     | 0.00%             | 2033-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                              | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247000 | PA      | $247878.01    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51967.82     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                                     | Concord Music Royalties LLC                                                      | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100802.96    | 0.01%             | 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        |       70000 | PA      | $70000.00     | 0.01%             | 2041-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CART                                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199854.68    | 0.02%             | 2041-08-15      | Floating      | 7.57%                 | 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        |      173000 | PA      | $183616.49    | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2126208 | PA      | $2159208.19   | 0.17%             | 2039-06-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1950000 | PA      | $2012103.60   | 0.16%             | 2044-01-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2325000 | PA      | $2394404.97   | 0.19%             | 2040-02-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBT4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1900000 | PA      | $1994411.00   | 0.16%             | 2040-02-25      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1650000 | PA      | $1746184.44   | 0.14%             | 2042-03-25      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3299268.74   | 0.26%             | 2042-03-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2250000 | PA      | $2283750.00   | 0.18%             | 2041-12-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2324472 | PA      | $2363151.54   | 0.19%             | 2042-01-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1825000 | PA      | $1884312.50   | 0.15%             | 2042-01-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1532744.55   | 0.12%             | 2042-04-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1561618.05   | 0.12%             | 2042-04-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1023979.10   | 0.08%             | 2044-02-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      705581 | PA      | $716835.49    | 0.06%             | 2039-09-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1628818.40   | 0.13%             | 2041-11-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2690000 | PA      | $2740569.31   | 0.21%             | 2041-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $537500.00    | 0.04%             | 2042-06-25      | Floating      | 10.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2550000 | PA      | $2588250.00   | 0.20%             | 2041-10-25      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1754367.30   | 0.14%             | 2045-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1016204.70   | 0.08%             | 2040-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1960000 | PA      | $1967506.80   | 0.15%             | 2044-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      520400 | PA      | $558610.99    | 0.04%             | 2043-01-25      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755JAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |      469315 | PA      | $467852.33    | 0.04%             | 2045-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755RAG0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1505619.30   | 0.12%             | 2044-09-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24845.22     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123130.41    | 0.01%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                   | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |       50000 | PA      | $53618.92     | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      125000 | PA      | $135293.35    | 0.01%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                   | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53310.59     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3699.47      | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       85000 | PA      | $61894.63     | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       90000 | PA      | $95373.01     | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      116000 | PA      | $94537.13     | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157308.55    | 0.01%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49769.57     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      500000 | PA      | $509419.50    | 0.04%             | 2035-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99857.90     | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      155000 | PA      | $146354.27    | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95695.73     | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15920.59     | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27059.42     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      115000 | PA      | $96665.18     | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100162.82    | 0.01%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25644.27     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40696.92     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40863.78     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25246.94     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM ENERGY PTE LTD                                                         | CONTINUUM ENERGY PTE LTD                                                         | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      227018 | PA      | $226450.46    | 0.02%             | 2027-09-11      | Variable      | 12.85%                | No            |                  3 | On Loan: —       |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                     | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4046.40      | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $255963.79    | 0.02%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19049.19     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      180000 | PA      | $153944.41    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78350.38     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      303000 | PA      | $298272.65    | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| COREWEAVE INC                                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      124000 | PA      | $120560.02    | 0.01%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                               | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75864.45     | 0.01%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9425000 | PA      | $7836573.08   | 0.61%             | 2056-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11393000 | PA      | $9866525.76   | 0.77%             | 2056-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3135000 | PA      | $2830119.93   | 0.22%             | 2056-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      900000 | PA      | $824353.84    | 0.06%             | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -193000 | PA      | $-176778.10   | -0.01%            | 2056-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1733000 | PA      | $1638518.54   | 0.13%             | 2056-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1767000 | PA      | $1725243.54   | 0.14%             | 2056-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4390000 | PA      | $4388955.84   | 0.34%             | 2056-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11791000 | PA      | $11919792.15  | 0.93%             | 2056-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4325000 | PA      | $4423921.23   | 0.35%             | 2056-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3025000 | PA      | $3083316.59   | 0.24%             | 2056-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                       | CUSIP: 21H062628<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      957000 | PA      | $989582.48    | 0.08%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |      170000 | PA      | $174438.29    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                                             | Reworld Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50339.94     | 0.00%             | 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        |      112000 | PA      | $117361.55    | 0.01%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $61059.86     | 0.00%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 22541SD70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15403 | PA      | $12977.98     | 0.00%             | 2043-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                   | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254W0NE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80081 | PA      | $31984.84     | 0.00%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd                                                | Creeksource 2024-1 Dunes Creek Clo Ltd                                           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250936.65    | 0.02%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2024-H7 Mortgage Trust                                                     | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116182 | PA      | $117292.36    | 0.01%             | 2069-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      384972 | PA      | $386887.89    | 0.03%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross 2025-H1 Mortgage Trust                                                     | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144000 | PA      | $145972.64    | 0.01%             | 2070-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       25000 | PA      | $25010.16     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      100000 | PA      | $95553.14     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      175000 | PA      | $166132.65    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       65000 | PA      | $64160.04     | 0.01%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      225000 | PA      | $198751.87    | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       50000 | PA      | $36469.84     | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |       67000 | PA      | $68143.48     | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Castle Hill INGOTS Ltd                                                           | CSTL Commercial Mortgage Trust 2026-GATE3                                        | CUSIP: 228920AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100180.00    | 0.01%             | 2043-02-10      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                                           | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $171209.07    | 0.01%             | 2041-11-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |      100000 | PA      | $95108.56     | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset-Backed Certificates Trust 2006-12                                    | CUSIP: 23242EAD1<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       14293 | PA      | $14195.03     | 0.00%             | 2037-01-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | CWABS Asset-Backed Certificates Trust 2006-14                                    | CUSIP: 23243LAE2<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |       21897 | PA      | $23200.56     | 0.00%             | 2037-02-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OC7                                                  | CUSIP: 23243VAD2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      332225 | PA      | $307581.74    | 0.02%             | 2046-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                               | Alternative Loan Trust 2006-OC10                                                 | CUSIP: 23245FAE3<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      350503 | PA      | $322491.65    | 0.03%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41000 | PA      | $41076.88     | 0.00%             | 2037-08-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2025-LXP                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18000 | PA      | $18056.25     | 0.00%             | 2037-08-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      206000 | PA      | $205554.94    | 0.02%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                      | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237000 | PA      | $237444.38    | 0.02%             | 2042-11-15      | Floating      | 5.03%                 | 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        |      118000 | PA      | $118147.43    | 0.01%             | 2042-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS 2024-SBL                                                                    | CUSIP: 23306QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $260000.00    | 0.02%             | 2034-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25593.01     | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                    | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152567.63    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $14731.26     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72674.55     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77323.08     | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      460000 | PA      | $471422.09    | 0.04%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $72180.00     | 0.01%             | 2034-03-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Guaranteed Funding (DK) Limited                                                  | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204000 | PA      | $205002.97    | 0.02%             | 2034-03-15      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      135000 | PA      | $159462.95    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                  | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       50000 | PA      | $36300.14     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                                                      | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |      161000 | PA      | $166287.56    | 0.01%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      270000 | PA      | $293556.95    | 0.02%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      205000 | PA      | $206085.42    | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                           | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      185000 | PA      | $186795.46    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73132.98     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53372.18     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | 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        |      100000 | PA      | $101506.72    | 0.01%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                                     | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10000 | PA      | $10131.91     | 0.00%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2024-1                                      | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69587 | PA      | $70418.03     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2021-1                                      | CUSIP: 24380VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $368990.00    | 0.03%             | 2065-05-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2025-CES1                                   | CUSIP: 24380WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96412 | PA      | $97269.25     | 0.01%             | 2055-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2022-2                                      | CUSIP: 24380XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $89472.14     | 0.01%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2026-INV1                                   | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $149999.64    | 0.01%             | 2070-12-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust 2025-INV1                                   | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303381 | PA      | $305117.27    | 0.02%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      145000 | PA      | $129668.04    | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98575.57     | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51025.08     | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77268.37     | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77114.53     | 0.01%             | 2034-06-12      | Fixed         | 5.05%                 | 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        |      215000 | PA      | $224852.34    | 0.02%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $35991.31     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47239.03     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      215000 | PA      | $219529.41    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      297000 | PA      | $296222.37    | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66701.19     | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25791.27     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106738.39    | 0.01%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      150000 | PA      | $159990.32    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |       20000 | PA      | $24926.70     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98561.18     | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120991.92    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                               | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215629.48    | 0.02%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 12 Ltd                                                      | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250941.33    | 0.02%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 8 Ltd                                                       | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      460000 | PA      | $461721.18    | 0.04%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                                                         | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       52000 | PA      | $55293.16     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      948000 | PA      | $942576.48    | 0.07%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1577000 | PA      | $1531802.80   | 0.12%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       18000 | PA      | $14568.66     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      887000 | PA      | $831089.49    | 0.07%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       80000 | PA      | $86308.55     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      125000 | PA      | $119425.54    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71638.90     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                                             | Diameter Capital CLO 10 Ltd                                                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502359.50    | 0.04%             | 2038-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43385.80     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                              | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13767.96     | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |       75000 | PA      | $77126.87     | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                   | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43539.48     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DirecTV Financing LLC                                                            | DirecTV Financing LLC 2025 Term Loan B                                           | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       93280 | PA      | $93222.17     | 0.01%             | 2031-02-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | Directv Financing LLC / Directv Financing Co-Obligor Inc                         | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $33160.74     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | 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        |      211000 | PA      | $217348.78    | 0.02%             | 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        |         129 | NS      | $14551.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      100000 | PA      | $83267.20     | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                               | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      250000 | PA      | $183068.97    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      340000 | PA      | $397394.07    | 0.03%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $982500.00    | 0.08%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       56000 | PA      | $43258.88     | 0.00%             | 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      | $82531.00     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $89334.05     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $87095.46     | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $23287.71     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |      102000 | PA      | $91010.46     | 0.01%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |       17000 | PA      | $17509.15     | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25047.69     | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102501.52    | 0.01%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22717.23     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51118.21     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      240000 | PA      | $254505.46    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39201.02     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-5397.44     | -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      | $-6662.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD TRY                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1127.44     | -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      | $15573.11     | 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      | $-3696.75     | -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      | $-153.11      | -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      | $265.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-1132.79     | -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      | $33649.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $40818.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $38954.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-775.44      | -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      | $503.39       | 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      | $-6846.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-730.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD HKD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $4072.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-7458.32     | -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      | $10547.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8756.15     | -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      | $328.76       | 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      | $-566.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1651.37     | -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      | $-14946.16    | -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      | $-277.75      | -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      | $-2361.43     | -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      | $-7695.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $7349.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3441.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-129974.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-911.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $-9308.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-3727.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CZ        |           1 | NC      | $-1725.70     | -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      | $5332.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | SE        |           1 | NC      | $36356.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $3384.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-22201.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-13679.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-3588.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $67778.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $6954.01      | 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      | $-8937.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $35419.60     | 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      | $-1688.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $1876.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-32292.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $49108.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $23471.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-1000.32     | -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      | $8802.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $84.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $6014.97      | 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      | $1783.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $8952.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-22381.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-7719.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-3793.38     | -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      | $2010.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-5683.29     | -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      | $7162.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $4539.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |           1 | NC      | $6282.52      | 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      | $4861.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $7034.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |           1 | NC      | $6136.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $2376.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4404.10     | -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      | $-2327.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-436.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $6055.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-2409.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $540.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-5750.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-6202.07     | -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      | $-20190.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1820.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-4674.14     | -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      | $777.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2464.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $2270.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2280.94     | -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      | $-464.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $468.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |           1 | NC      | $766.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-1795.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $5055.68      | 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      | $2606.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |           1 | NC      | $7017.29      | 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      | $-7035.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-5428.43     | -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      | $-66955.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $5367.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1569.25     | -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      | $9158.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $363.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4024.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $181.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $39.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-388.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-912.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $1129.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $2721.06      | 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      | $-1536.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-2108.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $7018.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-35193.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-8514.27     | -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      | $3338.93      | 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      | $-846.06      | -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      | $522.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |           1 | NC      | $-3532.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-3494.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-2621.06     | -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      | $-13720.21    | -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      | $9942.31      | 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      | $6117.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-228.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $9013.75      | 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      | $-5105.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-951.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $4049.27      | 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      | $1437.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-21876.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $13351.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |           1 | NC      | $-757.12      | -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      | $-827.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $-2523.25     | -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      | $-6578.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $8982.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-3402.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $2828.26      | 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      | $-3282.17     | -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      | $-90.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-1973.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-2094.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $8253.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $3440.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-8931.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-2621.25     | -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      | $1502.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4007.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $-2804.15     | -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      | $-426.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-4769.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-1327.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1070.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-3568.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $785.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $15919.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1324.38     | -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      | $-3129.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1380.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4264.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-1578.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |           1 | NC      | $-110.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $4189.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $-142.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $2759.36      | 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      | $-1971.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $1656.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $3004.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $649.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $817.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2762.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $51.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $2739.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-3050.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $66.61        | 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      | $141.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1620.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-4962.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $370.85       | 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      | $4415.78      | 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      | $-5086.01     | -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      | $716.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-27732.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $26681.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8894.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-1244.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $3.54         | 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      | $74.16        | 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      | $9507.95      | 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      | $-1402.38     | -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      | $-93.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $6316.51      | 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      | $-219.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $2913.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $1514.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-4818.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $6675.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-5186.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $3802.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $404.33       | 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      | $2532.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19957.94     | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65222.27     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150517.81    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                              | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91574.74     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33081.41     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      120000 | PA      | $100658.40    | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $453367.35    | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                          | Dryden 104 CLO Ltd                                                               | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250268.00    | 0.02%             | 2034-08-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                         | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34989.09     | 0.00%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       86000 | PA      | $66134.49     | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      305000 | PA      | $283173.98    | 0.02%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      137000 | PA      | $94819.05     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70388.20     | 0.01%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185427.02    | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127669.21    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      534000 | PA      | $406612.85    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       45000 | PA      | $32343.31     | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20530.00     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27823.01     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      140000 | PA      | $135506.09    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       63000 | PA      | $61470.96     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31520.06     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $283849.39    | 0.02%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129488.10    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      367000 | PA      | $351431.45    | 0.03%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      201000 | PA      | $203641.43    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      640000 | PA      | $630710.78    | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9535.18      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      180000 | PA      | $116067.16    | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust 2025-151                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102996.75    | 0.01%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC 2025 Term Loan B                                           | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |      113875 | PA      | $113646.85    | 0.01%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust 2022-4                                        | CUSIP: 268432AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99097.09     | 0.01%             | 2067-09-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2024-NQM1                                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      123149 | PA      | $124550.74    | 0.01%             | 2069-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-INV1                                                                   | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      176653 | PA      | $178915.25    | 0.01%             | 2070-03-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-INV3                                                                   | CUSIP: 26847NAA9<br>LEI: 254900C1B6ZW3SK54M36 | Long             | ABS-MBS          | CORP              | US        |      367652 | PA      | $372039.85    | 0.03%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAA9<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       75000 | PA      | $75330.77     | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAC5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     1005000 | PA      | $5197.76      | 0.00%             | 2039-06-10      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAU5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       75000 | PA      | $75421.33     | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XAW1<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $777.75       | 0.00%             | 2039-06-10      | Variable      | 0.24%                 | No            |                  2 | On Loan: No      |
| Elm CLO Ltd                                                                      | ELM Trust 2024-ELM                                                               | CUSIP: 26860XBG5<br>LEI: 254900IIXJ23M1M8Y987 | Long             | ABS-MBS          | CORP              | US        |       95000 | PA      | $95315.44     | 0.01%             | 2039-06-10      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                                | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58959.35     | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |      160000 | PA      | $158007.34    | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      601000 | PA      | $598715.81    | 0.05%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1224875.49   | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      444000 | PA      | $451826.04    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      253000 | PA      | $252197.13    | 0.02%             | 2026-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1209000 | PA      | $1143137.29   | 0.09%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      553000 | PA      | $570431.12    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      454000 | PA      | $463626.22    | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      857000 | PA      | $860727.82    | 0.07%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      885000 | PA      | $915822.16    | 0.07%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1759000 | PA      | $1936002.17   | 0.15%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3424000 | PA      | $3439454.98   | 0.27%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                  | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |      265000 | PA      | $240464.03    | 0.02%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-4559.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $7664.32      | 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      | $-264.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-675.76      | -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      | $1075.66      | 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      | $-127.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $3552.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4759.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-4116.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-2730.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | SE        |           1 | NC      | $3391.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-2350.06     | -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      | $4689.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |           1 | NC      | $228.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-4438.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5439.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $1647.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-2523.62     | -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      | $-2044.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-4693.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | NZ        |           1 | NC      | $24440.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $1029.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $304.53       | 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      | $-2099.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-2060.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-1888.73     | -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      | $-840.13      | -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      | $534.30       | 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      | $332.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |           1 | NC      | $19.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |           1 | NC      | $-239.70      | -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      | $1829.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $8053.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $4477.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |           1 | NC      | $315.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5053.77     | -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      | $3531.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $-2455.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $253.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $346.41       | 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      | $-759.40      | -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      | $-745.14      | -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      | $-89.51       | -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      | $-59.60       | -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      | $-720.94      | -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      | $-3676.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $1722.24      | 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      | $429.81       | 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      | $2150.59      | 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      | $-33.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED MYR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MY        |           1 | NC      | $2258.69      | 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      | $-810.09      | -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      | $-1149.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $1887.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $304.21       | 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      | $3360.44      | 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      | $-643.59      | -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      | $3106.28      | 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      | $17802.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $38.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $73.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $32.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $13.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-402.10      | -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      | $-762.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-183.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $5360.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-3598.63     | -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      | $-2784.00     | -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      | $-2472.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |           1 | NC      | $11124.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-5924.65     | -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      | $-22271.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-2346.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-2393.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1913.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $1007.37      | 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      | $1387.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $128.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-2235.07     | -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      | $1042.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $47.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $110.25       | 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      | $-2759.75     | -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      | $-12071.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | MX        |           1 | NC      | $2129.95      | 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      | $-506.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $2196.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $5509.46      | 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      | $-3983.32     | -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      | $-872.25      | -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      | $5638.51      | 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      | $16241.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $7587.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED PLN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PL        |           1 | NC      | $1741.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $2786.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | AU        |           1 | NC      | $1579.52      | 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      | $-600.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |           1 | NC      | $-1.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED CNH / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CN        |           1 | NC      | $-6.15        | -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      | $1549.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $5963.88      | 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      | $4970.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $456.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                                                            | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | XX        |           1 | NC      | $-772.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-639.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED RON / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |           1 | NC      | $1369.86      | 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      | $1316.46      | 0.00%             |  |  |  | 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      | $-552.88      | -0.00%            |  |  |  | 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      | $-345.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $3164.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | ZA        |           1 | NC      | $6304.68      | 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      | $-124.89      | -0.00%            |  |  |  | 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      | $-1767.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $949.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $936.45       | 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      | $-2027.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-5417.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $3904.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2946.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1879.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |           1 | NC      | $9815.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-7171.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | CA        |           1 | NC      | $3293.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-100.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-2178.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-4445.32     | -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      | $-1264.91     | -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      | $-1694.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $1206.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-80.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $-85.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PEN                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $54.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $1130.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-13231.72    | -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      | $141.69       | 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      | $288.02       | 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      | $-1967.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-1964.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $883.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $31.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $521.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $5665.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-3434.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $4103.16      | 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      | $3048.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $10759.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-1274.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1318.89     | -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      | $-2961.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |           1 | NC      | $426.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-8479.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $45.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-766.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $5443.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $559.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |           1 | NC      | $83.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CL        |           1 | NC      | $866.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-40.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |           1 | NC      | $6589.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $224.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |           1 | NC      | $205.33       | 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      | $1814.89      | 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      | $-4405.19     | -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      | $-11781.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-968.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-7983.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $1135.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $3808.52      | 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      | $-2235.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $12755.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2386.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1404.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $1024.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SG        |           1 | NC      | $811.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $1180.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $371.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-12006.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $352.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | SE        |           1 | NC      | $2100.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-440.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $4418.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $2694.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1147.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-1172.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $681.99       | 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      | $-5160.56     | -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      | $-678.90      | -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      | $-718.83      | -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      | $722.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-637.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-1356.98     | -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      | $463.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $16459.75     | 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      | $-518.02      | -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      | $-1449.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $285.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-13353.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $3004.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |           1 | NC      | $1722.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |           1 | NC      | $2985.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-886.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-2181.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $2963.65      | 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      | $-4744.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-1103.39     | -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      | $-188.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-1105.62     | -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      | $-2522.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NO        |           1 | NC      | $2984.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-843.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED ARS / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AR        |           1 | NC      | $-1524.18     | -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      | $-95.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | AU        |           1 | NC      | $14024.12     | 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      | $-4799.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | HU        |           1 | NC      | $1665.34      | 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      | $2160.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $2473.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-1264.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $2094.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $2032.69      | 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      | $-2447.83     | -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      | $-340.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-3179.96     | -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      | $295.49       | 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      | $-1551.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                    | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ID        |           1 | NC      | $360.86       | 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      | $2647.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |           1 | NC      | $1238.80      | 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      | $783.61       | 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      | $-149.26      | -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      | $-246.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PL        |           1 | NC      | $-3518.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $15433.82     | 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      | $-22415.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-34235.53    | -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      | $6915.97      | 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      | $-756.08      | -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      | $540.64       | 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      | $-2096.13     | -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      | $495.58       | 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      | $584.77       | 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      | $-4762.93     | -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      | $-8653.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | SG        |           1 | NC      | $4896.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2066.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |           1 | NC      | $-861.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-1977.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $700.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-102.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED USD / SOLD TWD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-338.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $671.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED CHF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $8938.24      | 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      | $-132.25      | -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      | $-80.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-4429.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $345.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | HU        |           1 | NC      | $2200.09      | 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      | $-872.28      | -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      | $-1116.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |           1 | NC      | $155.72       | 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      | $4.07         | 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      | $-22.39       | -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      | $-98.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $394.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $372.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-466.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-528.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                                    | PURCHASED USD / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-663.36      | -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      | $-2099.35     | -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      | $-3679.32     | -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      | $-238.38      | -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      | $-827.11      | -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      | $8.64         | 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      | $1358.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $9855.88      | 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      | $2215.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $227.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED NGN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |           1 | NC      | $475.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $-705.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | AU        |           1 | NC      | $12389.39     | 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      | $304.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $-212.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |           1 | NC      | $-231.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $4.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $82.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |           1 | NC      | $97.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $221.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $199.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                | PURCHASED USD / SOLD ZAR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $51.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $608.38       | 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      | $406.17       | 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      | $716.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TW        |           1 | NC      | $-2570.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |           1 | NC      | $-57.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-1128.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $1117.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-6748.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6777.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |           1 | NC      | $-6061.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $5997.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $109.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $194.10       | 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      | $247.71       | 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      | $400.76       | 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      | $-33.69       | -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      | $-14.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-523.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | PURCHASED HUF / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |           1 | NC      | $-370.75      | -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      | $-27.95       | -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      | $-39.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-3447.15     | -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      | $-4546.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CO        |           1 | NC      | $-2038.20     | -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      | $-5828.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-126.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-276.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-156.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-241.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ID        |           1 | NC      | $247.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-984.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-357.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-133.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-164.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-254.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | PURCHASED PEN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |           1 | NC      | $-290.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                         | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46418.28     | 0.00%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      186000 | PA      | $196489.31    | 0.02%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21283.42     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                              | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78575.07     | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Easy Street Mortgage Loan Trust                                                  | Easy Street Mortgage Loan Trust 2025-RTL2                                        | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100531.94    | 0.01%             | 2040-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244802.52    | 0.02%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                              | Eaton Vance CLO 2013-1 Ltd                                                       | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $512340.90    | 0.04%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |      325000 | PA      | $305650.20    | 0.02%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                    | EchoStar Corp                                                                    | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |         715 | NS      | $80952.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ECHOSTAR CORP                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      215000 | PA      | $218813.67    | 0.02%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      194000 | PA      | $212666.68    | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79569.27     | 0.01%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |        3000 | PA      | $3216.75      | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      113000 | PA      | $115896.19    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19869.93     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51744.01     | 0.00%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                             | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52077.30     | 0.00%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | EFMT 2025-NQM5                                                                   | CUSIP: 28225KAC9<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      476553 | PA      | $479000.03    | 0.04%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      195000 | PA      | $226007.54    | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       50000 | PA      | $58972.73     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89486.74     | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                               | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |       78000 | PA      | $78452.21     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       56000 | PA      | $66283.34     | 0.01%             | 2033-03-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23216.84     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                               | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250875.00    | 0.02%             | 2037-07-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                                              | Elmwood CLO II Ltd                                                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251172.50    | 0.02%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                                                               | Elmwood CLO 24 Ltd                                                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      258000 | PA      | $259083.60    | 0.02%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                                              | Elmwood CLO III Ltd                                                              | CUSIP: 29002JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249528.28    | 0.02%             | 2037-07-18      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |       21000 | PA      | $22233.33     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                              | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47517.86     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31985.63     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      103000 | PA      | $104667.45    | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $215347.96    | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19633.52     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      206000 | PA      | $205154.98    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $52518.40     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      175000 | PA      | $176961.03    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                     | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26553.95     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $58012.29     | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      164000 | PA      | $166518.80    | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      305000 | PA      | $290792.25    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      330000 | PA      | $339755.88    | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      205000 | PA      | $211523.48    | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      475000 | PA      | $482212.00    | 0.04%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $146162.49    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                                                     | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17569.26     | 0.00%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                        | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |       82000 | PA      | $84318.06     | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| ENOVA INTERNATIONAL INC                                                          | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       77000 | PA      | $81519.44     | 0.01%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                          | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      111000 | PA      | $117446.99    | 0.01%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56264.86     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26173.20     | 0.00%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      150000 | PA      | $121141.37    | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                     | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99924.40     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44121.99     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89739.09     | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26096.63     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29957.78     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132031.03    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25306.96     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221297.71    | 0.02%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      171000 | PA      | $173653.24    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100660.71    | 0.01%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      247000 | PA      | $255115.50    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                              | EQT Trust 2024-EXTR                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $357388.40    | 0.03%             | 2041-07-05      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142192.44    | 0.01%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |       50000 | PA      | $47580.25     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      132000 | PA      | $119624.11    | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      391000 | PA      | $266297.07    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      564000 | PA      | $542725.25    | 0.04%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |       55000 | PA      | $41672.21     | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc                                                               | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      288413 | PA      | $262404.97    | 0.02%             | 2033-12-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190398.55    | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                          | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50626.36     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93849.05     | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      136000 | PA      | $133823.96    | 0.01%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      330000 | PA      | $229788.24    | 0.02%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39842.05     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21371.22     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                 | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31232.05     | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10264.58     | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40380.33     | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150327.80    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      225000 | PA      | $231461.99    | 0.02%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      145000 | PA      | $151270.85    | 0.01%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93750.24     | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38719.69     | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $357305.34    | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92085 | PA      | $93273.72     | 0.01%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-2                                       | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      545000 | PA      | $555181.47    | 0.04%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-3                                       | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $408652.44    | 0.03%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24881.93     | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60424.57     | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                      | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      300000 | PA      | $313485.00    | 0.02%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      100000 | PA      | $87418.02     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |       24000 | PA      | $23735.79     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      518000 | PA      | $539012.71    | 0.04%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100437.22    | 0.01%             | 2042-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                       | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31958.19     | 0.00%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      115000 | PA      | $82501.39     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                | First Franklin Mortgage Loan Trust 2006-FF13                                     | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27159 | PA      | $17462.45     | 0.00%             | 2036-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24768.50     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      100000 | PA      | $80202.91     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust 2026-HE1                                                             | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $149995.86    | 0.01%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       81000 | PA      | $84355.51     | 0.01%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      110000 | PA      | $107434.29    | 0.01%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       90000 | PA      | $83052.17     | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145250.87    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      139000 | PA      | $111572.42    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      272000 | PA      | $216943.06    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      215000 | PA      | $218986.61    | 0.02%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142296.23    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506572.71    | 0.04%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      370000 | PA      | $340990.22    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      115000 | PA      | $115287.80    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       53000 | PA      | $52424.62     | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      185000 | PA      | $176024.25    | 0.01%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      320000 | PA      | $316149.11    | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      357000 | PA      | $331940.12    | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43814.21     | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                             | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100398.03    | 0.01%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                             | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      780000 | PA      | $781407.35    | 0.06%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNA Trust                                                                        | FNA 8 LLC                                                                        | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111136 | PA      | $111770.62    | 0.01%             | 2045-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $115125.71    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      262000 | PA      | $264050.92    | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56113 | PA      | $52731.50     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117705 | PA      | $114012.51    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10973 | PA      | $10675.30     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3131YBEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      212997 | PA      | $192664.67    | 0.02%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127072 | PA      | $127130.72    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QM57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28897 | PA      | $28071.82     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      313404 | PA      | $294423.21    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139701 | PA      | $133049.79    | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78858 | PA      | $74513.37     | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DMQW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      794288 | PA      | $712126.38    | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DN5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      759054 | PA      | $731559.98    | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      503782 | PA      | $437913.92    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      441620 | PA      | $427086.13    | 0.03%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196879 | PA      | $191408.76    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      351841 | PA      | $355545.74    | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPBG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      420122 | PA      | $376045.08    | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPJW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1226860 | PA      | $999807.54    | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      702334 | PA      | $544449.16    | 0.04%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27366 | PA      | $28179.31     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101480 | PA      | $104169.43    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      533813 | PA      | $443651.29    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      883154 | PA      | $848325.53    | 0.07%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      940294 | PA      | $812809.04    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQ7D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      156434 | PA      | $160602.86    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       17745 | PA      | $18480.72     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       40888 | PA      | $41971.79     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      853577 | PA      | $730330.81    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DQUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      245447 | PA      | $238805.23    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1304495 | PA      | $1308662.48   | 0.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36861 | PA      | $38301.35     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      183705 | PA      | $191381.23    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      228211 | PA      | $237925.41    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161372 | PA      | $165649.68    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      177807 | PA      | $187678.29    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      151610 | PA      | $156285.16    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       49650 | PA      | $46308.23     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25237 | PA      | $23520.65     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      826119 | PA      | $678385.54    | 0.05%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      194409 | PA      | $166566.28    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3140943 | PA      | $2714201.50   | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1041085 | PA      | $940554.64    | 0.07%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      302011 | PA      | $291511.51    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      329335 | PA      | $282555.97    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4573812 | PA      | $3746636.58   | 0.29%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100913 | PA      | $90223.73     | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2309346 | PA      | $1975481.21   | 0.15%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      316321 | PA      | $245124.62    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2848247 | PA      | $2330898.87   | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1008499 | PA      | $863829.82    | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1052492 | PA      | $858199.98    | 0.07%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      149290 | PA      | $115688.17    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178326 | PA      | $152550.72    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      977250 | PA      | $835690.91    | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3080780 | PA      | $2507236.22   | 0.20%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      524181 | PA      | $465605.89    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73409 | PA      | $62683.35     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1689275 | PA      | $1502764.40   | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281276 | PA      | $269543.98    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.00         | 0.00%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      932217 | PA      | $935673.01    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWHD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65369 | PA      | $64245.42     | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DWJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161723 | PA      | $162156.91    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      192565 | PA      | $200174.24    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0BN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      429955 | PA      | $406174.55    | 0.03%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0BQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      387656 | PA      | $352430.12    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0GS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      407346 | PA      | $405987.14    | 0.03%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0GT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218119 | PA      | $212284.82    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0SZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      113511 | PA      | $113132.88    | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      269770 | PA      | $263937.39    | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3132E0ZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      612022 | PA      | $628802.78    | 0.05%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133AMPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      321762 | PA      | $249340.52    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      824427 | PA      | $768435.29    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      258257 | PA      | $240474.21    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9501 | PA      | $9637.46      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41009 | PA      | $41481.46     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13976 | PA      | $14129.22     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BNTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19248 | PA      | $20015.33     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101623 | PA      | $103466.35    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133CFU80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      374252 | PA      | $380394.26    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133CLME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       23016 | PA      | $23981.99     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33389 | PA      | $34215.09     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      384264 | PA      | $356976.78    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      673541 | PA      | $627376.00    | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24748 | PA      | $25555.46     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26916 | PA      | $27711.27     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36098 | PA      | $37352.12     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27644 | PA      | $28376.59     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      117215 | PA      | $119343.81    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79780 | PA      | $82875.01     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       52541 | PA      | $53933.49     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70369 | PA      | $71618.28     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       92593 | PA      | $94378.38     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      173841 | PA      | $177018.36    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       26966 | PA      | $25035.21     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8W43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      193339 | PA      | $178895.14    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133L8XH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      767256 | PA      | $709035.62    | 0.06%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      308870 | PA      | $253264.46    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1609827 | PA      | $1378392.82   | 0.11%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19820 | PA      | $20394.34     | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                  | CUSIP: 3136BDZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150000 | PA      | $132762.02    | 0.01%             | 2031-02-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQEZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215291 | PA      | $216684.24    | 0.02%             | 2053-08-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BQF38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221284 | PA      | $222506.17    | 0.02%             | 2054-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BSQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159215 | PA      | $160247.77    | 0.01%             | 2054-09-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BT7D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131094 | PA      | $132536.13    | 0.01%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BTK85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229117 | PA      | $231736.87    | 0.02%             | 2054-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BU2R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157985 | PA      | $159536.72    | 0.01%             | 2055-03-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137257 | PA      | $138779.90    | 0.01%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      334069 | PA      | $338441.30    | 0.03%             | 2055-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85004 | PA      | $85927.27     | 0.01%             | 2055-03-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      448381 | PA      | $454779.03    | 0.04%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                | CUSIP: 3136BWXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110123 | PA      | $111522.89    | 0.01%             | 2055-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                              | Freddie Mac Multiclass Certificates Series 2024-P015                             | CUSIP: 3137HDJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24917 | PA      | $24767.17     | 0.00%             | 2032-11-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161713 | PA      | $162665.38    | 0.01%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHJ85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1289522 | PA      | $1304168.68   | 0.10%             | 2054-11-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHLV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      186624 | PA      | $189061.48    | 0.01%             | 2054-12-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HHSB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112663 | PA      | $113942.68    | 0.01%             | 2054-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      140223 | PA      | $141718.38    | 0.01%             | 2054-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJD53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      134349 | PA      | $135934.77    | 0.01%             | 2055-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJGG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154304 | PA      | $156583.61    | 0.01%             | 2055-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HJSS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      112431 | PA      | $113722.56    | 0.01%             | 2055-02-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2742087 | PA      | $2769756.17   | 0.22%             | 2055-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1138537 | PA      | $1151340.39   | 0.09%             | 2055-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HLLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153027 | PA      | $155077.15    | 0.01%             | 2055-06-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMKA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      286432 | PA      | $289929.50    | 0.02%             | 2055-08-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                               | CUSIP: 3137HMZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      129039 | PA      | $130532.57    | 0.01%             | 2055-09-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30910 | PA      | $31073.69     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EMN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140788 | PA      | $137556.99    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62874 | PA      | $61522.39     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29113 | PA      | $29969.08     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38753 | PA      | $39892.19     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140AUYW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       48535 | PA      | $49820.49     | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140BLWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30814 | PA      | $31599.02     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62747 | PA      | $61421.55     | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18202 | PA      | $17711.12     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11249 | PA      | $10936.63     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J8JH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      110649 | PA      | $109480.05    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65052 | PA      | $63866.41     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140KUCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      691150 | PA      | $638704.73    | 0.05%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140LWCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      102118 | PA      | $94369.15     | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2349215 | PA      | $2417019.19   | 0.19%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MNQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      269012 | PA      | $250665.61    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19038 | PA      | $19842.59     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17977 | PA      | $18425.00     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46686 | PA      | $47923.01     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123000 | PA      | $127820.00    | 0.01%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9MM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      368067 | PA      | $366839.20    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      487175 | PA      | $424501.78    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      354373 | PA      | $302313.26    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QF6K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68198 | PA      | $60096.51     | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       58690 | PA      | $55913.00     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2905095 | PA      | $2373375.84   | 0.19%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327422 | PA      | $302975.89    | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105705 | PA      | $90409.70     | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QMXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      305072 | PA      | $276298.40    | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      499428 | PA      | $464297.75    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      188659 | PA      | $174565.44    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      943322 | PA      | $811348.47    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      396409 | PA      | $355630.77    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108498 | PA      | $112039.29    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15451 | PA      | $16036.73     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375891 | PA      | $373081.55    | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94762 | PA      | $97854.86     | 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        |       67149 | PA      | $69340.38     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26124 | PA      | $27116.75     | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62425 | PA      | $64759.29     | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226598 | PA      | $233994.62    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241807 | PA      | $239614.34    | 0.02%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57048 | PA      | $57789.64     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204117 | PA      | $207759.54    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29240 | PA      | $30475.41     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       41406 | PA      | $43155.78     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59298 | PA      | $60869.12     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       70583 | PA      | $72003.46     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      171358 | PA      | $178260.11    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36826 | PA      | $37946.86     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34991 | PA      | $35918.68     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124999 | PA      | $127638.71    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       55470 | PA      | $57814.70     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      249944 | PA      | $255119.76    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      108011 | PA      | $111169.77    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      241923 | PA      | $251413.10    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75141 | PA      | $76556.02     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTC72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      635952 | PA      | $641451.45    | 0.05%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36685 | PA      | $38041.81     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      311933 | PA      | $321301.10    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      258416 | PA      | $267361.10    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      672609 | PA      | $696920.95    | 0.05%             | 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        |      412936 | PA      | $424876.18    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143724 | PA      | $151079.69    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUHR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319251 | PA      | $329673.11    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402244 | PA      | $412471.81    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      499828 | PA      | $512560.44    | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      405734 | PA      | $420515.65    | 0.03%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1184954 | PA      | $1215707.65   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W0P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      784737 | PA      | $796919.94    | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130168 | PA      | $111190.61    | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W1BL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      156665 | PA      | $162976.41    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      537024 | PA      | $444917.41    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W4XF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      914000 | PA      | $934605.76    | 0.07%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8CV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      555944 | PA      | $461616.98    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38328 | PA      | $35733.58     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16798 | PA      | $16345.18     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9GK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206737 | PA      | $201114.82    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9SR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504632 | PA      | $436465.33    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X9SS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      504619 | PA      | $439455.89    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518399 | PA      | $501200.91    | 0.04%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      204553 | PA      | $189081.04    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XFTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39378 | PA      | $40884.99     | 0.00%             | 2048-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGG45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      739075 | PA      | $686595.65    | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      747502 | PA      | $724331.58    | 0.06%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      567270 | PA      | $486339.68    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116512 | PA      | $112760.01    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XGZH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128623 | PA      | $123697.77    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2090021 | PA      | $1706786.31   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      466032 | PA      | $397780.07    | 0.03%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125600 | PA      | $127034.04    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      402154 | PA      | $388035.78    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJP56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26788 | PA      | $26052.43     | 0.00%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJPM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      425068 | PA      | $420788.02    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      348654 | PA      | $329792.97    | 0.03%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      164663 | PA      | $144016.44    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37392 | PA      | $38507.36     | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKMC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284759 | PA      | $265397.47    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392907 | PA      | $352734.74    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      390180 | PA      | $392845.74    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKSE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      456346 | PA      | $469870.87    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKZB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      451083 | PA      | $421479.68    | 0.03%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1188351 | PA      | $1108821.25   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XL5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395905 | PA      | $406089.18    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154850 | PA      | $157552.53    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       38402 | PA      | $39420.27     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      495495 | PA      | $465210.64    | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      307543 | PA      | $298186.75    | 0.02%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLQ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18089 | PA      | $18183.04     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      822718 | PA      | $739070.91    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XLUW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392993 | PA      | $354919.48    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      583380 | PA      | $577000.16    | 0.05%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMJ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1548183 | PA      | $1274325.73   | 0.10%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116723 | PA      | $112777.04    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177709 | PA      | $183046.87    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66485 | PA      | $69846.84     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNAA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      817050 | PA      | $733128.60    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       85840 | PA      | $90450.20     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129286 | PA      | $131884.42    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPSB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      302246 | PA      | $314304.19    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253001 | PA      | $252066.35    | 0.02%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52279 | PA      | $53513.89     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47471 | PA      | $48592.02     | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XSAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      928904 | PA      | $952110.57    | 0.07%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      803927 | PA      | $658652.88    | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      564251 | PA      | $505873.00    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTCF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      763725 | PA      | $653030.37    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      645472 | PA      | $552779.05    | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      116813 | PA      | $119964.16    | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Y7FV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      170925 | PA      | $175636.96    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227339 | PA      | $220440.03    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      926494 | PA      | $717961.34    | 0.06%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17514 | PA      | $14297.03     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467571 | PA      | $410834.77    | 0.03%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      404821 | PA      | $346432.67    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      741390 | PA      | $660089.48    | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      771342 | PA      | $696697.30    | 0.05%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87857 | PA      | $75157.82     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      408855 | PA      | $349630.72    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238737 | PA      | $214341.36    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2722847 | PA      | $2233813.10   | 0.18%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      811836 | PA      | $666027.79    | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751232 | PA      | $615214.90    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      855698 | PA      | $752831.32    | 0.06%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1046868 | PA      | $855909.20    | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190262 | PA      | $147438.22    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8424 | PA      | $6533.53      | 0.00%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      580526 | PA      | $581189.67    | 0.05%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153561 | PA      | $155788.70    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1644890 | PA      | $1406614.70   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5459904 | PA      | $4442592.87   | 0.35%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1258118 | PA      | $1075084.96   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      669983 | PA      | $619143.92    | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1266823 | PA      | $1030785.74   | 0.08%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      436172 | PA      | $372580.56    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      699085 | PA      | $646037.70    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3238675 | PA      | $2635750.15   | 0.21%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1538850 | PA      | $1314497.06   | 0.10%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1576964 | PA      | $1400550.13   | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EEB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      313075 | PA      | $300681.00    | 0.02%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230915 | PA      | $231818.29    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19127 | PA      | $18791.84     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      897283 | PA      | $912854.01    | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      429055 | PA      | $430536.08    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      913975 | PA      | $929417.83    | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                  | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27867 | PA      | $28525.06     | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31426RA50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44356 | PA      | $45450.37     | 0.00%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31426YST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       37340 | PA      | $38335.02     | 0.00%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427KEN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       56784 | PA      | $58384.85     | 0.00%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51464 | PA      | $52943.90     | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      120865 | PA      | $124591.94    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      415170 | PA      | $427132.50    | 0.03%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      178231 | PA      | $187806.80    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2114161 | PA      | $2170367.70   | 0.17%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      711919 | PA      | $726661.96    | 0.06%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      202895 | PA      | $211470.78    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 31427RG53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      123734 | PA      | $128497.22    | 0.01%             | 2055-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19769.82     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       80000 | PA      | $72967.69     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      285000 | PA      | $275051.69    | 0.02%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                       | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      305000 | PA      | $267188.27    | 0.02%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQF80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      883210 | PA      | $908702.68    | 0.07%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31666 | PA      | $32167.35     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30103 | PA      | $31222.44     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47788 | PA      | $49784.69     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135613 | PA      | $139507.73    | 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        |      275632 | PA      | $283875.70    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       97304 | PA      | $100116.79    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRLU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176765 | PA      | $185574.01    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154207 | PA      | $158545.01    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76055 | PA      | $80140.59     | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1159586 | PA      | $1190464.38   | 0.09%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      260214 | PA      | $267862.97    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137997 | PA      | $145780.90    | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GTED4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      924026 | PA      | $971467.73    | 0.08%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      702912 | PA      | $721330.85    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126288 | PA      | $130220.71    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267231 | PA      | $275473.24    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1319131 | PA      | $1352905.94   | 0.11%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      630758 | PA      | $652595.37    | 0.05%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                 | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      265081 | PA      | $274258.79    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | 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        |      100000 | PA      | $94566.53     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EF HOLD/EF KY/ELL KY/TRS                                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |       73000 | PA      | $73780.44     | 0.01%             | 2030-09-30      | Fixed         | 7.38%                 | 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        |      445000 | PA      | $450851.17    | 0.04%             | 2055-12-20      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34922.70     | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23796.29     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      250000 | PA      | $223588.75    | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                  | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      100000 | PA      | $63784.96     | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74943.19     | 0.01%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50672.55     | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21026.67     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                              | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39725.33     | 0.00%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust 2024-SL1                                                             | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100535 | PA      | $102723.20    | 0.01%             | 2053-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      205000 | PA      | $208006.06    | 0.02%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                    | First Horizon Alternative Mortgage Securities Trust 2005-AA12                    | CUSIP: 32051GQ81<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |        7196 | PA      | $4248.99      | 0.00%             | 2036-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                    | First Horizon Alternative Mortgage Securities Trust 2006-AA7                     | CUSIP: 32052CAA1<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |      473005 | PA      | $366977.24    | 0.03%             | 2037-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      152000 | PA      | $159410.00    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      173000 | PA      | $185383.34    | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       96000 | PA      | $92620.84     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      289000 | PA      | $246571.66    | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      495000 | PA      | $494902.54    | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      800000 | PA      | $798055.16    | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      129000 | PA      | $134095.76    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                   | FirstKey Homes 2022-SFR3 Trust                                                   | CUSIP: 33768EAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      633000 | PA      | $626717.66    | 0.05%             | 2038-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                   | FirstKey Homes 2022-SFR1 Trust                                                   | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      590000 | PA      | $583228.16    | 0.05%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24294.91     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      220000 | PA      | $203213.47    | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      364000 | PA      | $373762.89    | 0.03%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41097.71     | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24943.06     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      156000 | PA      | $138016.04    | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      187000 | PA      | $174852.65    | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                          | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $98737.87     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $52176.44     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       75000 | PA      | $81109.24     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       55000 | PA      | $59231.85     | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41532.06     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68542.45     | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      134000 | PA      | $85587.95     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30748.37     | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103214.28    | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163223.97    | 0.01%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                         | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24565.24     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOURISHING TRADE + INVT LTD                                                     | FLOURISHING TRADE + INVT LTD                                                     | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      540560 | PA      | $562182.40    | 0.04%             | 2030-04-02      | Variable      | 11.04%                | No            |                  3 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      730000 | PA      | $655602.41    | 0.05%             | 2032-01-15      | Fixed         | 2.80%                 | 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        |      700000 | PA      | $701750.00    | 0.06%             | 2039-12-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101324.86    | 0.01%             | 2039-12-15      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      261000 | PA      | $209355.73    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249864.83    | 0.02%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      590000 | PA      | $634696.35    | 0.05%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205034.11    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      220000 | PA      | $221177.91    | 0.02%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      350000 | PA      | $353262.93    | 0.03%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197811.77    | 0.02%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                               | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48964.37     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                     | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24908.78     | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105216.80    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      103000 | PA      | $108401.01    | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26457.29     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                             | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       94000 | PA      | $95630.15     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Foundation Finance Trust                                                         | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92561 | PA      | $93602.05     | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                         | Foundation Finance Trust 2025-2                                                  | CUSIP: 35042NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114000 | PA      | $114569.40    | 0.01%             | 2052-04-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      405000 | PA      | $424783.65    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67029.89     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      250000 | PA      | $274785.45    | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |     2300000 | PA      | $2427148.83   | 0.19%             | 2051-01-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |     2023314 | PA      | $2224447.40   | 0.17%             | 2033-08-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |     2255000 | PA      | $2499776.87   | 0.20%             | 2033-08-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $374814.00    | 0.03%             | 2033-08-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $901905.12    | 0.07%             | 2033-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |      795000 | PA      | $887721.65    | 0.07%             | 2033-12-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1075275.60   | 0.08%             | 2042-09-25      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |     2130000 | PA      | $2264182.97   | 0.18%             | 2034-01-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |      500000 | PA      | $605625.00    | 0.05%             | 2034-01-25      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1510234.20   | 0.12%             | 2041-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |     2110000 | PA      | $2139666.60   | 0.17%             | 2041-09-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL72<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |     1500000 | PA      | $1644869.40   | 0.13%             | 2052-03-25      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |     2100000 | PA      | $2136750.00   | 0.17%             | 2041-10-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |     2394000 | PA      | $2443388.22   | 0.19%             | 2041-11-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1772417.50   | 0.14%             | 2041-12-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2550775.00   | 0.20%             | 2042-01-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |     1004000 | PA      | $1033025.64   | 0.08%             | 2042-02-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |     2725000 | PA      | $2848469.75   | 0.22%             | 2042-03-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     2375000 | PA      | $2469392.24   | 0.19%             | 2042-04-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2023-HQA1                                          | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | USGSE             | US        |      590000 | PA      | $618038.28    | 0.05%             | 2043-05-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2108327.20   | 0.17%             | 2042-05-25      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1078457.00   | 0.08%             | 2042-06-25      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1051250.00   | 0.08%             | 2043-11-25      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |     2350000 | PA      | $2573032.39   | 0.20%             | 2050-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                            | Freedom Mortgage Corp                                                            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       47000 | PA      | $51811.81     | 0.00%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27198.08     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48724.71     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      276000 | PA      | $276009.11    | 0.02%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      169880 | PA      | $171425.91    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      114000 | PA      | $119186.54    | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      130000 | PA      | $127546.18    | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                 | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $194653.48    | 0.02%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       66000 | PA      | $64636.66     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2021-NQM3 Trust                                                             | CUSIP: 36167HAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $76346.63     | 0.01%             | 2066-05-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                 | GGAM Finance Ltd                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      127000 | PA      | $133719.19    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2023-NQM4 Trust                                                             | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130728 | PA      | $126468.78    | 0.01%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      533169 | PA      | $501114.53    | 0.04%             | 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        |       73743 | PA      | $68792.62     | 0.01%             | 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        |       15489 | PA      | $14495.17     | 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        |       43707 | PA      | $41172.79     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95887 | PA      | $89972.14     | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       58532 | PA      | $54740.42     | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       98730 | PA      | $92426.28     | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      242736 | PA      | $227024.42    | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      128686 | PA      | $127826.35    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      268968 | PA      | $267254.03    | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1058942 | PA      | $881335.03    | 0.07%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1066622 | PA      | $887725.44    | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      325243 | PA      | $303278.49    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194301 | PA      | $175814.92    | 0.01%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      257889 | PA      | $233455.57    | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      185062 | PA      | $167211.98    | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      928712 | PA      | $861640.01    | 0.07%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      326849 | PA      | $283277.49    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2255315 | PA      | $2037784.57   | 0.16%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      201611 | PA      | $187300.23    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      943842 | PA      | $818024.93    | 0.06%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1377622 | PA      | $1146526.93   | 0.09%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      912792 | PA      | $791110.89    | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      443408 | PA      | $401132.06    | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1215135 | PA      | $1053153.48   | 0.08%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      258036 | PA      | $233147.65    | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2424662 | PA      | $2017928.27   | 0.16%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      162191 | PA      | $140569.90    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      372853 | PA      | $310760.41    | 0.02%             | 2052-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      311098 | PA      | $288118.72    | 0.02%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      694318 | PA      | $604405.25    | 0.05%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74888 | PA      | $69526.26     | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      321962 | PA      | $307457.20    | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      546770 | PA      | $506014.53    | 0.04%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1383701 | PA      | $1393048.80   | 0.11%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      361809 | PA      | $327426.22    | 0.03%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      524418 | PA      | $500157.58    | 0.04%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      296721 | PA      | $291904.97    | 0.02%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      182903 | PA      | $158682.71    | 0.01%             | 2053-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XTA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      152800 | PA      | $145771.13    | 0.01%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32731 | PA      | $33263.69     | 0.00%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      449084 | PA      | $460280.31    | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       48019 | PA      | $49753.85     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36179YKQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1336379 | PA      | $1307521.10   | 0.10%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |      401000 | PA      | $410891.47    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |      145000 | PA      | $147769.21    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      435000 | PA      | $416027.30    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |       77000 | PA      | $69706.12     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              |  | US        |      260000 | PA      | $263196.18    | 0.02%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |      295000 | PA      | $295548.70    | 0.02%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |      180000 | PA      | $178556.65    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $226779.66    | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      188108 | PA      | $188290.61    | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1098113 | PA      | $1039026.54   | 0.08%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19900 | PA      | $20586.34     | 0.00%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           0 | PA      | $0.00         | 0.00%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1228565 | PA      | $1126107.32   | 0.09%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      917548 | PA      | $949295.65    | 0.07%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       39241 | PA      | $38214.27     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                 | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      142000 | PA      | $142576.88    | 0.01%             | 2041-05-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust 2005-RP2                                               | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126675 | PA      | $118704.14    | 0.01%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust 2006-HE4                                                             | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $87746.70     | 0.01%             | 2036-06-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $296219.88    | 0.02%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $180310.68    | 0.01%             | 2052-11-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2022-NQM1                                    | CUSIP: 36264EAG9<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |       64066 | PA      | $60413.39     | 0.00%             | 2062-05-25      | Variable      | 4.00%                 | 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        |      510000 | PA      | $512868.75    | 0.04%             | 2028-03-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAE1<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $531042.30    | 0.04%             | 2038-09-10      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAJ0<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-MBS          | CORP              | US        |      132000 | PA      | $132479.13    | 0.01%             | 2038-09-10      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100155.88    | 0.01%             | 2040-07-15      | Floating      | 5.18%                 | 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        |       37000 | PA      | $36907.14     | 0.00%             | 2041-08-10      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2025-NQM5                                    | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |      185248 | PA      | $185990.70    | 0.01%             | 2065-07-25      | 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        |      210000 | PA      | $210526.68    | 0.02%             | 2041-11-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                              | GS Mortgage-Backed Securities Trust 2025-DSC2                                    | CUSIP: 36275JAC4<br>LEI: 254900Y4XCLF0D6VBG48 | Long             | ABS-MBS          | CORP              | US        |      135522 | PA      | $136107.94    | 0.01%             | 2066-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust 2025-A                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60501 | PA      | $59438.12     | 0.00%             | 2030-02-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       70000 | PA      | $48433.55     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                      | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       89000 | PA      | $84644.53     | 0.01%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $98399.05     | 0.01%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                                          | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167000 | PA      | $176803.90    | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      135000 | PA      | $134667.24    | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      116000 | PA      | $109967.72    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      143000 | PA      | $138074.66    | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                             | GCAT 2025-NQM4 Trust                                                             | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206728 | PA      | $209359.64    | 0.02%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       75000 | PA      | $63120.92     | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                            | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181590.55    | 0.01%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100680.58    | 0.01%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151722.16    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                              | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $28244.11     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25285.76     | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      105000 | PA      | $114378.40    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $107537.23    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96470.66     | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90700.30     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      155000 | PA      | $150995.05    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310973.12    | 0.02%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144743.84    | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45472.52     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5013.02      | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      135000 | PA      | $140768.35    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      102000 | PA      | $103635.17    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47296.97     | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156587.24    | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155035.05    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                                            | Kennedy Lewis CLO 19 Ltd                                                         | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250821.95    | 0.02%             | 2036-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       11000 | PA      | $11576.50     | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $77143.22     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      177000 | PA      | $184701.80    | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $40702.82     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      130000 | PA      | $133254.93    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      239000 | PA      | $252947.84    | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25405.48     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                                         | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87000 | PA      | $89913.91     | 0.01%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37986.29     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       37000 | PA      | $27648.05     | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74458.26     | 0.01%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      130000 | PA      | $132711.53    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                 | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87789.56     | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                 | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       61000 | PA      | $54600.66     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| GETTY IMAGES INC                                                                 | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23289.17     | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                                | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       21000 | PA      | $19110.00     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103758.30    | 0.01%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90640.47     | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49327.42     | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       55000 | PA      | $51111.54     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       80000 | PA      | $58917.50     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      125000 | PA      | $140012.77    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       26000 | PA      | $23926.50     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      139000 | PA      | $128727.23    | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                             | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       58000 | PA      | $61154.74     | 0.00%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127989.09    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40595.78     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $98026.84     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| GOEASY LTD                                                                       | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $133651.18    | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                       | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $62714.24     | 0.00%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42346.69     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71691.24     | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      790000 | PA      | $790632.26    | 0.06%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206753.94    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100811.01    | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       72000 | PA      | $72777.07     | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      171000 | PA      | $176138.89    | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      375000 | PA      | $416311.44    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $217389.31    | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      267000 | PA      | $267633.06    | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      150000 | PA      | $140808.43    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      701000 | PA      | $622183.80    | 0.05%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      637000 | PA      | $580155.93    | 0.05%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29553.65     | 0.00%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      220000 | PA      | $216718.88    | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91889.30     | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      391000 | PA      | $393440.84    | 0.03%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      366000 | PA      | $365862.00    | 0.03%             | 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        |      122000 | PA      | $121476.92    | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      950000 | PA      | $941142.02    | 0.07%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46843.58     | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | 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        |       57488 | PA      | $57469.21     | 0.00%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                   | Golub Capital Partners Clo 44M Ltd                                               | CUSIP: 38180NAA9<br>LEI: 254900KERZS5XFEN4I27 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250250.20    | 0.02%             | 2038-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                                                  | Golub Capital Partners CLO 66B Ltd                                               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250991.23    | 0.02%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund CLO                                            | Golub Capital Private Credit Fund CLO 2                                          | CUSIP: 38181WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $249995.73    | 0.02%             | 2039-10-18      | Floating      | 5.14%                 | 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        |      249597 | PA      | $252759.39    | 0.02%             | 2046-10-20      | Fixed         | 5.35%                 | 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        |      206809 | PA      | $209665.78    | 0.02%             | 2049-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust 2025-3                                 | CUSIP: 38237FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      326218 | PA      | $326694.56    | 0.03%             | 2049-10-20      | Fixed         | 5.00%                 | 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        |      206222 | PA      | $208358.09    | 0.02%             | 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        |      345840 | PA      | $351234.04    | 0.03%             | 2049-06-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381JDG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22803 | PA      | $20559.59     | 0.00%             | 2063-09-16      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      110171 | PA      | $110532.01    | 0.01%             | 2058-06-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       36757 | PA      | $36605.45     | 0.00%             | 2054-09-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       49780 | PA      | $49732.70     | 0.00%             | 2065-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38384CEP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       38241 | PA      | $30575.33     | 0.00%             | 2065-04-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                         | CUSIP: 38385BZM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      133225 | PA      | $134236.21    | 0.01%             | 2055-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                               | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                        | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21597 | PA      | $21606.48     | 0.00%             | 2027-03-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                                               | Gracie Point International Funding 2024-1 LLC                                    | CUSIP: 38410KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $110039.88    | 0.01%             | 2028-03-01      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GRAHAM HOLDINGS CO                                                               | Graham Holdings Co                                                               | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60289.38     | 0.00%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                  | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      445000 | PA      | $439641.13    | 0.03%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                   | Gray Media Inc                                                                   | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13402.37     | 0.00%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Conseco Financial Corp                                                           | Conseco Finance Corp                                                             | CUSIP: 393505F64<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       67370 | PA      | $68595.20     | 0.01%             | 2030-04-01      | Variable      | 6.83%                 | 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        |      219368 | PA      | $224626.25    | 0.02%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2025-3                                    | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122871 | PA      | $123347.66    | 0.01%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       44972 | PA      | $45662.83     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93146 | PA      | $94346.64     | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300860 | PA      | $307009.16    | 0.02%             | 2059-10-27      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                             | GrubHub Holdings Inc                                                             | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $72013.62     | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: —       |
| GS FINANCE CORP                                                                  | GS Finance Corp                                                                  | CUSIP: 40058WV86<br>LEI: 549300FR80KBVO6DRL61 | Long             | SN               | CORP              | US        |     1080000 | PA      | $1080000.00   | 0.08%             | 2031-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                          | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |      122000 | PA      | $125817.01    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                         | HLF Financing Sarl LLC / Herbalife International Inc                             | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $99988.86     | 0.01%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                                                              | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99000.00     | 0.01%             | 2036-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                 | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24995.88     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                 | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100187.50    | 0.01%             | 2037-05-15      | Floating      | 5.22%                 | 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        |      100000 | PA      | $100437.50    | 0.01%             | 2037-05-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM2 Trust                                                            | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      184318 | PA      | $186092.45    | 0.01%             | 2070-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       88000 | PA      | $100760.43    | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108531.29    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77208.14     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      199000 | PA      | $178226.88    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      110000 | PA      | $103791.82    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      595000 | PA      | $485629.75    | 0.04%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      466000 | PA      | $484480.42    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207719.56    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      255000 | PA      | $252974.50    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      442000 | PA      | $438778.95    | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      175000 | PA      | $178302.41    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203576.42    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                         | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       37000 | PA      | $37069.38     | 0.00%             | 2041-06-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      211000 | PA      | $212833.37    | 0.02%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $216637.90    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $211059.72    | 0.02%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $218428.79    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $215920.47    | 0.02%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201953.27    | 0.02%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      468000 | PA      | $486749.58    | 0.04%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $516499.46    | 0.04%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      395000 | PA      | $405685.94    | 0.03%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199754.14    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                     | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |      233000 | PA      | $236618.99    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | 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        |      100000 | PA      | $103167.47    | 0.01%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74000.57     | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                    | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      130000 | PA      | $134130.75    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                        | HIH Trust 2024-61P                                                               | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68292 | PA      | $68441.59     | 0.01%             | 2041-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HIH Trust                                                                        | HIH Trust 2024-61P                                                               | CUSIP: 40444VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29268 | PA      | $29386.99     | 0.00%             | 2041-10-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36122.13     | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust 2005-1                                            | CUSIP: 41161PLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22159 | PA      | $10664.52     | 0.00%             | 2035-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65503.19     | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                                            | Harvest Commercial Capital Loan Trust 2024-1                                     | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      514661 | PA      | $525786.35    | 0.04%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19854.78     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49345.92     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |       25000 | PA      | $24857.28     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |      385000 | PA      | $365378.37    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34725.49     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25657.07     | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                   | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33217.44     | 0.00%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: —       |
| HESS CORP                                                                        | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155187.76    | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                           | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      145000 | PA      | $144459.55    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103823.00    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       67000 | PA      | $69206.44     | 0.01%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      270000 | PA      | $291377.66    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      114000 | PA      | $117413.46    | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295807.98    | 0.02%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       11000 | PA      | $6329.43      | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80898.81     | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36612.26     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203902.17    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                               | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      460000 | PA      | $454869.71    | 0.04%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | Homes 2024-Nqm2 Trust                                                            | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |       76993 | PA      | $77905.18     | 0.01%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAF7<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $203329.98    | 0.02%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM1 Trust                                                            | CUSIP: 43761DAH3<br>LEI: 254900LUV7YA0N50XT86 | Long             | ABS-MBS          | CORP              | US        |      392500 | PA      | $398042.45    | 0.03%             | 2070-01-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced Securuties Limited                                  | HOMES 2025-NQM5 Trust                                                            | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174309 | PA      | $175148.06    | 0.01%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $49302.54     | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      233000 | PA      | $238000.18    | 0.02%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      330000 | PA      | $327227.28    | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154362.90    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101796.65    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      100000 | PA      | $86564.64     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      105000 | PA      | $100027.31    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      250000 | PA      | $253385.10    | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      225000 | PA      | $234896.21    | 0.02%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                      | Houston Galleria Mall Trust 2025-HGLR                                            | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158000 | PA      | $164248.00    | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47989.72     | 0.00%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272097.22    | 0.02%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34084.06     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51759.86     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51212.92     | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                                          | Kestrel Acquisition LLC 2025 Term Loan                                           | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |       37966 | PA      | $37965.76     | 0.00%             | 2031-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      150000 | PA      | $157219.57    | 0.01%             | 2029-08-21      | Fixed         | 6.21%                 | 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        |      160067 | PA      | $160549.28    | 0.01%             | 2032-05-20      | Floating      | 5.10%                 | 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        |      211919 | PA      | $212633.48    | 0.02%             | 2032-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                     | Huntington Bank Auto Credit-Linked Notes Series 2025-2                           | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213334 | PA      | $213931.62    | 0.02%             | 2033-09-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203108.52    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1020063.90   | 0.08%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36677.93     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $96257.48     | 0.01%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |      100000 | PA      | $92815.69     | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       66000 | PA      | $70337.52     | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                         | INT Commercial Mortgage Trust 2025-PLAZA                                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101057.96    | 0.01%             | 2037-11-05      | Variable      | 5.04%                 | 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        |      100000 | PA      | $99187.50     | 0.01%             | 2041-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ITG Communications LLC                                                           | ITG Communications LLC Term Loan B                                               | CUSIP: 45045PAQ9<br>LEI: 254900KEJHK1L9G5Y190 | Long             | LON              | CORP              | US        |      126000 | PA      | $121694.58    | 0.01%             | 2031-07-09      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $64389.95     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $53666.62     | 0.00%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       63000 | PA      | $63591.32     | 0.00%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                   | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25408.22     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      380000 | PA      | $359649.83    | 0.03%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |      585000 | PA      | $533842.73    | 0.04%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      191000 | PA      | $180495.00    | 0.01%             | 2029-05-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | iHeartCommunications Inc                                                         | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      165000 | PA      | $136884.00    | 0.01%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                                    | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      252000 | PA      | $257692.53    | 0.02%             | 2042-07-13      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                      | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      575882 | PA      | $589453.24    | 0.05%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust Series 2007-A                                                    | CUSIP: 452550AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       46772 | PA      | $45946.16     | 0.00%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                       | Impac Secured Assets Trust 2006-3                                                | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17780 | PA      | $16428.60     | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| INCREF LLC                                                                       | INCREF LLC                                                                       | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      109000 | PA      | $109280.63    | 0.01%             | 2042-10-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10645.55     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                        | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19917.63     | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      640000 | PA      | $605440.00    | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      270000 | PA      | $174150.00    | 0.01%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      450000 | PA      | $451800.00    | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust 2006-AR41                                       | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8592 | PA      | $8380.56      | 0.00%             | 2037-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      725000 | PA      | $733889.91    | 0.06%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $215816.90    | 0.02%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                                         | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26149.45     | 0.00%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                              | Insulet Corp                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      126000 | PA      | $131128.70    | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       43000 | PA      | $42561.90     | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93663.94     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $82069.96     | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98180.70     | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       60000 | PA      | $42396.84     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      168000 | PA      | $170596.78    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387539.60    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113286.43    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                  | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     1190000 | PA      | $1192540.42   | 0.09%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19879.52     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502654.50    | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      675000 | PA      | $613440.68    | 0.05%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      313000 | PA      | $310234.96    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43152.41     | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      335000 | PA      | $270452.59    | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      815000 | PA      | $802333.27    | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      330000 | PA      | $300356.65    | 0.02%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101487.53    | 0.01%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                                                  | Invesco US CLO 2023-3 Ltd                                                        | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251242.75    | 0.02%             | 2038-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50071.98     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83223.20     | 0.01%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      440000 | PA      | $456377.24    | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86863.51     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |       60000 | PA      | $61544.34     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      126000 | PA      | $120407.83    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       53000 | PA      | $54459.30     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |       55000 | PA      | $55577.01     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ITHACA ENERGY NORTH                                                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      203000 | PA      | $211588.52    | 0.02%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                                | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      116000 | PA      | $120423.08    | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $132263.07    | 0.01%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      166000 | PA      | $173230.96    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40000 | PA      | $38652.69     | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $161389.18    | 0.01%             | 2039-11-09      | Variable      | 5.17%                 | 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        |       41000 | PA      | $41088.46     | 0.00%             | 2039-11-09      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $137171.76    | 0.01%             | 2039-11-09      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JP Morgan Chase Commercial Mortgage Securities Trust 2024-IGLG                   | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118000 | PA      | $118003.64    | 0.01%             | 2039-11-09      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56045.82     | 0.00%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      105000 | PA      | $98377.37     | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99794.73     | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                               | JP Morgan Alternative Loan Trust 2006-A1                                         | CUSIP: 46627MCU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      674028 | PA      | $501091.19    | 0.04%             | 2036-03-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100270.93    | 0.01%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan ReRemic                                                                | JP Morgan Resecuritization Trust Series 2014-5                                   | CUSIP: 46642VAR9<br>LEI: 549300I70LJMOFGPXY37 | Long             | ABS-MBS          | CORP              | US        |     1355285 | PA      | $227998.76    | 0.02%             | 2036-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92823.44     | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      224000 | PA      | $199217.17    | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21038.49     | 0.00%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      175000 | PA      | $160490.49    | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65096.68     | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      325000 | PA      | $328982.11    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      395000 | PA      | $401339.16    | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $316572.11    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      217000 | PA      | $224434.39    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $545553.73    | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50507.22     | 0.00%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1769000 | PA      | $1815733.05   | 0.14%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23610.33     | 0.00%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $351474.71    | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      440000 | PA      | $447945.28    | 0.04%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1447605.51   | 0.11%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      605000 | PA      | $621498.70    | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2025-BHR5                 | CUSIP: 46649WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63000 | PA      | $63118.04     | 0.00%             | 2040-03-15      | Floating      | 5.37%                 | 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        |      119000 | PA      | $119297.36    | 0.01%             | 2039-06-15      | Floating      | 5.30%                 | 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        |       88000 | PA      | $88220.00     | 0.01%             | 2039-06-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust Series 2024-VIS2                                        | CUSIP: 46658DAE9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       25000 | PA      | $25464.87     | 0.00%             | 2064-11-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2025-VIS1                                               | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $152393.82    | 0.01%             | 2055-08-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust 2026-CES1                                               | CUSIP: 46660BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $34999.43     | 0.00%             | 2056-06-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust Series 2026-NQM1                                        | CUSIP: 46660DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $29999.14     | 0.00%             | 2066-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                           | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $601500.00    | 0.05%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101850.70    | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $37444.99     | 0.00%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       25000 | PA      | $27562.33     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20145.52     | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      126000 | PA      | $126550.24    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28783 | PA      | $25737.54     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       70000 | PA      | $77530.21     | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22603.94     | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      123000 | PA      | $98728.04     | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      125000 | PA      | $109431.73    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       16000 | PA      | $8769.25      | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51885.00     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | PA      | $89345.37     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       25000 | PA      | $25418.69     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      175000 | PA      | $159466.46    | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                                            | KKR Clo 34 Ltd                                                                   | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250134.55    | 0.02%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $56416.25     | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47612.32     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41483.98     | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      275000 | PA      | $180052.28    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $17312.01     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25454.78     | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $137331.29    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47575.95     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25442.22     | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34148.29     | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47344.38     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54176.12     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                          | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29033.06     | 0.00%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165961.38    | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                              | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |       55000 | PA      | $63191.14     | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                              | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49686.87     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229903.30    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52686.62     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      115000 | PA      | $130458.89    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                                | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      370000 | PA      | $371847.89    | 0.03%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                                          | Kingpin Intermediate Holdings LLC                                                | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      106000 | PA      | $101403.59    | 0.01%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| KIOXIA HOLDINGS CORP                                                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $51653.10     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       99000 | PA      | $103376.59    | 0.01%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       93000 | PA      | $101879.83    | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      251000 | PA      | $205980.97    | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      105000 | PA      | $95467.38     | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KSL Resorts                                                                      | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       97091 | PA      | $97090.82     | 0.01%             | 2039-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120109.21    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      110000 | PA      | $104954.35    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32000 | PA      | $32155.09     | 0.00%             | 2042-06-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE                                                          | KSL COMMERCIAL MORTGAGE                                                          | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63000 | PA      | $63211.95     | 0.00%             | 2042-06-05      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24647.00     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46895.90     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| LGI HOMES INC                                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       54000 | PA      | $52667.15     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105345.70    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                              | LCM 31 Ltd                                                                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250236.13    | 0.02%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LMRE 2025-SFR1 Trust Issuing Entity                                              | LMRE 2025 SFR1 Trust                                                             | CUSIP: 50208WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $97634.38     | 0.01%             | 2042-12-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      525000 | PA      | $534995.49    | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                        | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      240000 | PA      | $213390.75    | 0.02%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                         | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $17303.21     | 0.00%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       90000 | PA      | $55313.71     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125872.49    | 0.01%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       65000 | PA      | $62111.76     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      510000 | PA      | $503576.13    | 0.04%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82833.50     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78193.09     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46808.95     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                          | Latam Airlines Group SA                                                          | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |       42000 | PA      | $44142.00     | 0.00%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100694.74    | 0.01%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42612 | PA      | $42664.80     | 0.00%             | 2041-10-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                                        | LBA Trust 2024-7IND                                                              | CUSIP: 52109XAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12073 | PA      | $12103.46     | 0.00%             | 2041-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34848.77     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-3                                                    | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      206000 | PA      | $205726.99    | 0.02%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      171000 | PA      | $172739.93    | 0.01%             | 2034-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                           | Lendmark Funding Trust 2025-1                                                    | CUSIP: 52604QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181000 | PA      | $183649.44    | 0.01%             | 2034-09-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10092.84     | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       97000 | PA      | $93362.50     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      264000 | PA      | $272049.62    | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19680.30     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66643.85     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      113000 | PA      | $118248.40    | 0.01%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39487.50     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      249000 | PA      | $226497.32    | 0.02%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53822.04     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231084.71    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88084.04     | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      510000 | PA      | $527782.91    | 0.04%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40049.83     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64981.97     | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99454.90     | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      230000 | PA      | $218324.78    | 0.02%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27142.36     | 0.00%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                  | LoanCore 2025-CRE9 Issuer LLC                                                    | CUSIP: 538912AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135000 | PA      | $135161.84    | 0.01%             | 2042-08-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198445.20    | 0.02%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $203247.63    | 0.02%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $198700.11    | 0.02%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| LoanCore 2018-CRE1 Issuer, Ltd.                                                  | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      427000 | PA      | $427065.76    | 0.03%             | 2042-08-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85925.26     | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79742.70     | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                             | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      147000 | PA      | $148880.81    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                       | CUSIP: 540424AS7<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74977.56     | 0.01%             | 2026-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                   | Long Beach Mortgage Loan Trust 2006-2                                            | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105294 | PA      | $92952.46     | 0.01%             | 2046-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                    | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      145000 | PA      | $156875.67    | 0.01%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                            | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |      100000 | PA      | $108416.14    | 0.01%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |      230000 | PA      | $229500.53    | 0.02%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      116000 | PA      | $105547.25    | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      110000 | PA      | $70495.08     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298231.58    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      225000 | PA      | $230025.68    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121713.51    | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39341.46     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      325000 | PA      | $325792.93    | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                           | Lumen Technologies Inc                                                           | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |        3297 | NS      | $29079.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31000.00     | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | 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        |      138725 | PA      | $140235.73    | 0.01%             | 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        |       92616 | PA      | $93531.61     | 0.01%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1105661.83   | 0.09%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      270000 | PA      | $286787.35    | 0.02%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                 | Sekisui House US Inc                                                             | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |       15000 | PA      | $9969.39      | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2022-INV3 Trust                                                              | CUSIP: 55284PAF2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $89723.05     | 0.01%             | 2066-12-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80569 | PA      | $80594.39     | 0.01%             | 2037-02-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-HF1 Mortgage Trust                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90240 | PA      | $90409.53     | 0.01%             | 2041-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                      | MF1 2026-FL21 LLC                                                                | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      106000 | PA      | $106000.00    | 0.01%             | 2041-02-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Merit                                                                            | MHP 2021-STOR                                                                    | CUSIP: 55293BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $249687.50    | 0.02%             | 2038-07-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| M/I Homes Inc                                                                    | M/I Homes Inc                                                                    | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         175 | NS      | $23397.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      103000 | PA      | $108150.00    | 0.01%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      400000 | PA      | $332529.08    | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      276000 | PA      | $275861.78    | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25069.86     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111724.12    | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      101000 | PA      | $85197.37     | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50368.68     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      170000 | PA      | $170549.15    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      310000 | PA      | $300337.51    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      345000 | PA      | $348740.43    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50122.54     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |       94000 | PA      | $91908.49     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |      110000 | PA      | $94311.16     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250864.48    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      450000 | PA      | $443844.47    | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                   | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1084977 | PA      | $59799.05     | 0.00%             | 2056-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Citicorp Homeowners Mortgage Acceptance Corp. 1                                  | MAC Trust 2025-801B                                                              | CUSIP: 553918AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100373.56    | 0.01%             | 2040-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $50686.66     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251581.93    | 0.02%             | 2037-07-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXI Ltd                                                    | CUSIP: 55819DBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251265.88    | 0.02%             | 2037-07-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00    | 0.02%             | 2032-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                         | Madison Park Funding LXVII Ltd                                                   | CUSIP: 55821YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251065.95    | 0.02%             | 2037-04-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     2872000 | PA      | $2850775.92   | 0.22%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      117000 | PA      | $102960.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       94000 | PA      | $62475.08     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      271000 | PA      | $190377.50    | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41711.96     | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                          | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $199378.43    | 0.02%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $116305.95    | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                                            | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |       70000 | PA      | $76027.56     | 0.01%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74838.26     | 0.01%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                          | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19652.65     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | 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        |      257000 | PA      | $260522.57    | 0.02%             | 2038-05-20      | Fixed         | 4.98%                 | 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        |      178000 | PA      | $180365.80    | 0.01%             | 2036-09-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance issuance Trust 2024-B                                            | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      304000 | PA      | $307966.80    | 0.02%             | 2038-11-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance Issuance Trust 2025-B                                            | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      210000 | PA      | $210454.19    | 0.02%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                 | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      205000 | PA      | $207310.04    | 0.02%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100984.67    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      400000 | PA      | $362079.99    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71799.46     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125557.85    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       79000 | PA      | $79865.31     | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96531.39     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23328.73     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      400000 | PA      | $371217.54    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100799.89    | 0.01%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      220000 | PA      | $228457.11    | 0.02%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      330000 | PA      | $338318.64    | 0.03%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      440000 | PA      | $451112.90    | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61929.73     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      315000 | PA      | $321016.68    | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $41691.94     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $170188.64    | 0.01%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98922.15     | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46196.97     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                 | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |       50000 | PA      | $34288.28     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24863.48     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      570000 | PA      | $556514.45    | 0.04%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      100000 | PA      | $77837.20     | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24891.50     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      410000 | PA      | $268817.50    | 0.02%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188835.85    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                   | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144995.75    | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTR Reperforming Loan Trust                                                    | MASTR Reperforming Loan Trust 2005-1                                             | CUSIP: 576436AT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      320217 | PA      | $217733.46    | 0.02%             | 2034-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust                                              | Mastr Asset Backed Securities Trust 2007-NCW                                     | CUSIP: 576456AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162386 | PA      | $146541.95    | 0.01%             | 2037-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40997.37     | 0.00%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                           | Match Group Holdings II LLC                                                      | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       82000 | PA      | $82304.48     | 0.01%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       51000 | PA      | $49798.60     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46862.50     | 0.00%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43282.95     | 0.00%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2025-NQM3 Trust                                                              | CUSIP: 58004LAA5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      440240 | PA      | $443662.09    | 0.03%             | 2070-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2024-NPL1 Trust                                                              | CUSIP: 58004YAA7<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       91915 | PA      | $92055.35     | 0.01%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49984.77     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      270000 | PA      | $199162.09    | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37245.18     | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $70864.82     | 0.01%             | 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        |       37000 | PA      | $37473.33     | 0.00%             | 2039-06-12      | Fixed         | 8.73%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332000 | PA      | $2480.34      | 0.00%             | 2039-06-12      | Fixed         | 0.92%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |       40000 | PA      | $26361.90     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       80000 | PA      | $68720.70     | 0.01%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      500000 | PA      | $487795.99    | 0.04%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       40000 | PA      | $23152.83     | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45686.34     | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      240000 | PA      | $218163.04    | 0.02%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      803000 | PA      | $796130.37    | 0.06%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                   | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      118000 | PA      | $117379.44    | 0.01%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | Meritage Homes Corp                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |         557 | NS      | $38717.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                             | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      153000 | PA      | $186413.01    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      310000 | PA      | $256171.06    | 0.02%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26219.66     | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                      | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51833.47     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                    | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       80000 | PA      | $86603.75     | 0.01%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                       | MFA 2024-RTL1 Trust                                                              | CUSIP: 59319NAA9<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100263.56    | 0.01%             | 2029-02-25      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |       93000 | PA      | $96786.39     | 0.01%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      200000 | PA      | $157225.01    | 0.01%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      175000 | PA      | $106059.91    | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      330000 | PA      | $187451.05    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      684000 | PA      | $445541.33    | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25581.66     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128932.16    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |       50000 | PA      | $49822.08     | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30747.74     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                            | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42739.63     | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108374.36    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      145000 | PA      | $138715.68    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                                                              | MidOcean Credit CLO XII Ltd                                                      | CUSIP: 59803TBA8<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251122.75    | 0.02%             | 2038-07-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $49117.13     | 0.00%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                         | Mill City Mortgage Loan Trust 2023-NQM1                                          | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102045 | PA      | $101853.81    | 0.01%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       39600 | PA      | $39912.44     | 0.00%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      152000 | PA      | $157631.60    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |       30000 | PA      | $30620.55     | 0.00%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |      131000 | PA      | $132477.55    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      115000 | PA      | $119213.23    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       45000 | PA      | $47268.42     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      130000 | PA      | $136624.23    | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $196911.22    | 0.02%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      354000 | PA      | $354381.78    | 0.03%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      250000 | PA      | $256871.94    | 0.02%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      600000 | PA      | $623733.22    | 0.05%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $204589.06    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      150000 | PA      | $158604.46    | 0.01%             | 2034-07-06      | Fixed         | 5.75%                 | 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        |      100000 | PA      | $105035.70    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                       | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75720.06     | 0.01%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2024-NSTB                                         | CUSIP: 61690BAA0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       64528 | PA      | $63682.64     | 0.00%             | 2057-09-24      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust                                                     | Morgan Stanley Resecuritization Trust 2015-R2                                    | CUSIP: 61690HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306463 | PA      | $278696.14    | 0.02%             | 2046-12-27      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75208.54     | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      689000 | PA      | $646549.12    | 0.05%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      109000 | PA      | $95700.83     | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24839.30     | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19890.07     | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      155000 | PA      | $133485.17    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      827000 | PA      | $733883.27    | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      197000 | PA      | $176830.29    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49295.83     | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      691000 | PA      | $629821.14    | 0.05%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      375000 | PA      | $388973.20    | 0.03%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      110000 | PA      | $120024.38    | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      205000 | PA      | $214429.03    | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      198000 | PA      | $202350.49    | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36205.93     | 0.00%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      425000 | PA      | $442563.88    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $132219.13    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50612.97     | 0.00%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123344.29    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24439.09     | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47357.71     | 0.00%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260271.44    | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      395000 | PA      | $394699.32    | 0.03%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust 2006-12XS                                     | CUSIP: 61749EAE7<br>LEI: 5493001INKZRJR8O7L63 | Long             | ABS-MBS          | CORP              | US        |       27380 | PA      | $5761.37      | 0.00%             | 2036-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE8                                  | CUSIP: 61750SAB8<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |       39875 | PA      | $17363.94     | 0.00%             | 2036-10-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                               | Morgan Stanley Mortgage Loan Trust 2007-3XS                                      | CUSIP: 61752RAK8<br>LEI: 549300SRGEL7X4RBPX12 | Long             | ABS-MBS          | CORP              | US        |      292225 | PA      | $101329.42    | 0.01%             | 2047-01-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2016-UBS11                                        | CUSIP: 61767FBA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $302268.05    | 0.02%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-H6                                           | CUSIP: 61769JAC5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       10000 | PA      | $8268.99      | 0.00%             | 2052-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      270000 | PA      | $268304.96    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-230P                                         | CUSIP: 61772WAG2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |       10000 | PA      | $9550.26      | 0.00%             | 2038-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1                         | CUSIP: 61775VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      536000 | PA      | $540636.02    | 0.04%             | 2068-09-25      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      735000 | PA      | $744661.29    | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC2                         | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      489608 | PA      | $495090.93    | 0.04%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                         | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140966 | PA      | $142817.36    | 0.01%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25707.11     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90916.66     | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25301.72     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      350000 | PA      | $317666.70    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      570000 | PA      | $523541.27    | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      390000 | PA      | $410137.57    | 0.03%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      495000 | PA      | $509686.93    | 0.04%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103784.95    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $37062.10     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                                          | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100000.00    | 0.01%             | 2039-03-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                              | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97772.03     | 0.01%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                        | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       49000 | PA      | $52921.88     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | Murphy Oil Corp                                                                  | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99638.69     | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                              | Muthoot Finance Ltd                                                              | CUSIP: 62828M2F7<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      200000 | PA      | $199750.00    | 0.02%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25069.95     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140745.82    | 0.01%             | 2033-06-10      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      393000 | PA      | $399284.50    | 0.03%             | 2033-06-10      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| NCMF Trust                                                                       | NCMF Trust 2025-MFS                                                              | CUSIP: 62887TAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      282000 | PA      | $286688.08    | 0.02%             | 2033-06-10      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |       84000 | PA      | $87169.24     | 0.01%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |       93000 | PA      | $97339.19     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                       | NMLT 2021-INV1 Trust                                                             | CUSIP: 62923JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540700 | PA      | $435817.56    | 0.03%             | 2056-05-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      591000 | PA      | $544616.33    | 0.04%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97556.43     | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      752000 | PA      | $827577.50    | 0.06%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20531.86     | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34354.86     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1092344.99   | 0.09%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |      230000 | PA      | $206243.30    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |       50000 | PA      | $49478.00     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |       50000 | PA      | $50585.50     | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                        | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      172000 | PA      | $172678.54    | 0.01%             | 2029-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | NYMT 2024-RR1 Trust                                                              | CUSIP: 62956VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132341 | PA      | $131631.89    | 0.01%             | 2064-05-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                     | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      271000 | PA      | $283256.03    | 0.02%             | 2047-02-10      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | NYMT Loan Trust 2026-INV1                                                        | CUSIP: 62957GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $103998.90    | 0.01%             | 2061-02-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      128000 | PA      | $135171.84    | 0.01%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       93000 | PA      | $94564.82     | 0.01%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                            | Nabors Industries Inc                                                            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49916.50     | 0.00%             | 2032-11-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      354000 | PA      | $364664.44    | 0.03%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |      270000 | PA      | $282984.57    | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |       40000 | PA      | $41267.71     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      150000 | PA      | $156360.81    | 0.01%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61517.83     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40489.93     | 0.00%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77432.66     | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                               | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30015.28     | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      102000 | PA      | $109315.03    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust 2025-C                                              | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132092 | PA      | $132509.50    | 0.01%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Loan Trust 2015-A                                      | CUSIP: 63939EAE3<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |      143356 | PA      | $141307.54    | 0.01%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Loan Trust 2016-A                                      | CUSIP: 63939NAD5<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      144000 | PA      | $142285.82    | 0.01%             | 2058-12-16      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2019-C                                 | CUSIP: 63940YAB2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       10002 | PA      | $9907.06      | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | 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        |      295312 | PA      | $297639.60    | 0.02%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |       93918 | PA      | $86471.95     | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | 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        |      114361 | PA      | $117208.85    | 0.01%             | 2072-10-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust 2025-B                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      138565 | PA      | $138659.43    | 0.01%             | 2055-09-15      | Fixed         | 4.72%                 | 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        |      549525 | PA      | $552746.07    | 0.04%             | 2055-05-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAC7<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $110066.42    | 0.01%             | 2055-05-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-B                                                 | CUSIP: 64032BAD5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125031.99    | 0.01%             | 2055-05-17      | Fixed         | 5.38%                 | 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        |      105000 | PA      | $104408.44    | 0.01%             | 2055-05-17      | Fixed         | 6.04%                 | 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        |      316142 | PA      | $315206.15    | 0.02%             | 2057-03-15      | Floating      | 4.81%                 | 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        |       41228 | PA      | $41782.89     | 0.00%             | 2053-11-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2021-A                                                 | CUSIP: 64035DAA4<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |       74753 | PA      | $74621.18     | 0.01%             | 2062-04-20      | Floating      | 4.59%                 | 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        |      100000 | PA      | $90451.63     | 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        |      133748 | PA      | $134678.36    | 0.01%             | 2065-06-22      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust 2025-C                                                 | CUSIP: 64035UAE8<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |      113000 | PA      | $111060.06    | 0.01%             | 2065-06-22      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                         | Neuberger Berman Loan Advisers CLO 36R Ltd                                       | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251240.75    | 0.02%             | 2039-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      434000 | PA      | $451507.61    | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78672.49     | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                      | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47830.20     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                                                 | NetCredit Combined Receivables A LLC                                             | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      417773 | PA      | $423448.45    | 0.03%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      463846 | PA      | $469427.54    | 0.04%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                         | Neuberger Berman CLO XXI Ltd                                                     | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251000.00    | 0.02%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34606.61     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15356.15     | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                                               | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      112000 | PA      | $120666.19    | 0.01%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                                     | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $79681.88     | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      184000 | PA      | $218394.63    | 0.02%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      159000 | PA      | $162440.28    | 0.01%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                               | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |       52000 | PA      | $53171.56     | 0.00%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      447484 | PA      | $455516.49    | 0.04%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      289429 | PA      | $298921.03    | 0.02%             | 2065-01-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM1                                    | CUSIP: 64832DAG6<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $510015.80    | 0.04%             | 2065-01-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM4                                    | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      134601 | PA      | $136016.37    | 0.01%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust 2025-NQM5                                    | CUSIP: 64832GAC8<br>LEI: 213800USJ6KQFZEWGZ76 | Long             | ABS-MBS          | CORP              | US        |       93847 | PA      | $94523.23     | 0.01%             | 2065-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | NRZT 2025-NQM6                                                                   | CUSIP: 64832KAC9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      180724 | PA      | $181827.22    | 0.01%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Flagstar Bank NA                                                                 | Flagstar Bank NA                                                                 | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |       15648 | NS      | $206866.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       75000 | PA      | $80463.00     | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                      | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |       15000 | PA      | $15471.03     | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       50000 | PA      | $51189.46     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       60000 | PA      | $61780.90     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                         | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |       60000 | PA      | $60677.42     | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                               | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |       40000 | PA      | $41086.78     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                                | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85480.75     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       95000 | PA      | $87366.70     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161830.74    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      140000 | PA      | $143091.62    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53056.40     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92727.37     | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95421.72     | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39595.97     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10333.98     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                     | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72126.89     | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35398.67     | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103687.89    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30102.87     | 0.00%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99722.40     | 0.01%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       62000 | PA      | $65098.36     | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      130000 | PA      | $137199.02    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       59000 | PA      | $63007.40     | 0.00%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      124000 | PA      | $129264.41    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42961.28     | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      150000 | PA      | $141502.90    | 0.01%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24910.22     | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      180000 | PA      | $113626.94    | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49692.54     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22211.62     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $68258.71     | 0.01%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101795.09    | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                      | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48395.71     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                      | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35024.43     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59931.60     | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35466.95     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47113.27     | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      535000 | PA      | $553299.05    | 0.04%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                         | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |       85000 | PA      | $63220.78     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                                              | NOVA Chemicals Corp                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $106642.90    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                                | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |       50000 | PA      | $40004.74     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79913.81     | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24808.69     | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $15969.19     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                         | NRTH Commercial Mortgage Trust 2025-PARK                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100312.50    | 0.01%             | 2040-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49749.65     | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49633.81     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                                | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35999.97     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33732.55     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $74064.76     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25065.11     | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      280000 | PA      | $291962.94    | 0.02%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP CLO 2017-13 Ltd                                                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251125.45    | 0.02%             | 2037-11-26      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 4 Ltd                                                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251082.03    | 0.02%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 7 Ltd                                                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251260.50    | 0.02%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49616.33     | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124848.17    | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ondeck Asset Securitization Trust LLC                                            | OnDeck Asset Securitization Trust IV LLC                                         | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $161412.21    | 0.01%             | 2030-08-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                                          | OHA Credit Partners XI Ltd                                                       | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501625.00    | 0.04%             | 2037-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |      250000 | PA      | $250455.38    | 0.02%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                                                             | OHA Loan Funding 2016-1 Ltd                                                      | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250979.60    | 0.02%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                         | OZLM XIX Ltd                                                                     | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250322.25    | 0.02%             | 2035-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250919.63    | 0.02%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Partners XVI                                                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502245.50    | 0.04%             | 2037-10-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                        | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100250.00    | 0.01%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 10-R Ltd                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250620.15    | 0.02%             | 2037-07-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                           | NYC Commercial Mortgage Trust 2025-300P                                          | CUSIP: 67121TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $114870.35    | 0.01%             | 2042-07-13      | Variable      | 7.39%                 | 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        |      172000 | PA      | $173334.63    | 0.01%             | 2040-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                           | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      139000 | PA      | $139679.89    | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       74000 | PA      | $76713.71     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48935.92     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX 2025-NQM3 Trust                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      106864 | PA      | $108254.95    | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      190000 | PA      | $142219.31    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       95000 | PA      | $101335.36    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      125000 | PA      | $134403.63    | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                      | OCP CLO 2024-36 Ltd                                                              | CUSIP: 67570EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251797.50    | 0.02%             | 2037-10-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39, LTD.                                             | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250144.73    | 0.02%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8935.02      | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66812.84     | 0.01%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       64000 | PA      | $49224.41     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      229000 | PA      | $214325.81    | 0.02%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       32000 | PA      | $28057.70     | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       30000 | PA      | $18602.29     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      220000 | PA      | $229087.01    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OH Partners LLC                                                                  | OH Partners LLC Term Loan                                                        | CUSIP: 67742MAB9<br>LEI: 549300Z0YR6RZJ5V9548 | Long             | LON              | CORP              | US        |       36724 | PA      | $36631.91     | 0.00%             | 2032-11-12      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78199.80     | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39354.37     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                  | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74944.05     | 0.01%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50462.45     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                                | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3764.00      | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      170000 | PA      | $159050.02    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      379000 | PA      | $385367.42    | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      145000 | PA      | $140846.29    | 0.01%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66160.89     | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68806.97     | 0.01%             | 2033-11-15      | Fixed         | 5.65%                 | 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        |      100000 | PA      | $95412.63     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $55866.97     | 0.00%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $36411.58     | 0.00%             | 2042-08-11      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                                               | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      444000 | PA      | $455272.63    | 0.04%             | 2042-08-11      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                               | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112000 | PA      | $108640.00    | 0.01%             | 2036-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                                                    | 1988 CLO 5 Ltd                                                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250794.75    | 0.02%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40354.34     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87481.78     | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $321744.98    | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $122409.15    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       90000 | PA      | $96263.45     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202084.70    | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      270000 | PA      | $280404.83    | 0.02%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      230000 | PA      | $243939.25    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       40000 | PA      | $33703.24     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $72733.74     | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75194.95     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50122.88     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103077.45    | 0.01%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                        | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      116000 | PA      | $108061.39    | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      111000 | PA      | $117089.68    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      114000 | PA      | $119511.10    | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       67000 | PA      | $69062.06     | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57631.75     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       70741 | PA      | $69708.66     | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $231467.30    | 0.02%             | 2035-09-14      | Fixed         | 2.21%                 | 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        |      184000 | PA      | $192867.38    | 0.02%             | 2041-05-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                 | Onemain Financial Issuance Trust 2025-1                                          | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101076.15    | 0.01%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115690 | PA      | $116123.84    | 0.01%             | 2042-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                       | 1345T 2025-AOA                                                                   | CUSIP: 68271CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116000 | PA      | $116872.91    | 0.01%             | 2042-06-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      152000 | PA      | $155991.06    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       35000 | PA      | $31276.96     | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       15000 | PA      | $14897.42     | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       94000 | PA      | $92895.27     | 0.01%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90305.43     | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       55000 | PA      | $41714.35     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      350000 | PA      | $347614.65    | 0.03%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      177000 | PA      | $173598.68    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36958.94     | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      160000 | PA      | $118175.08    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      325000 | PA      | $202715.07    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $66746.22     | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      520000 | PA      | $379444.66    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        6000 | PA      | $3933.90      | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      549000 | PA      | $352375.28    | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      195000 | PA      | $175182.41    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163308.03    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57801.78     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      117000 | PA      | $97279.31     | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      108000 | PA      | $100242.99    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      470000 | PA      | $377624.05    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      985000 | PA      | $960320.42    | 0.08%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      549000 | PA      | $480521.58    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      524000 | PA      | $457173.82    | 0.04%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128654.42    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      912000 | PA      | $804177.52    | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      718000 | PA      | $625543.57    | 0.05%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust 2007-FXD1                                         | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7939 | PA      | $7820.90      | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Orchard Park CLO, LTD.                                                           | Orchard Park Clo Ltd                                                             | CUSIP: 68563JAA2<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | KY        |      310000 | PA      | $311479.10    | 0.02%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                                                      | Origen Manufactured Housing Contract Trust 2007-B                                | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |       11738 | PA      | $11712.25     | 0.00%             | 2037-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      109000 | PA      | $106512.74    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      109000 | PA      | $98988.68     | 0.01%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |       50000 | PA      | $51702.60     | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       85000 | PA      | $79636.72     | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25776.51     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108277.51    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                     | Owl Rock CLO III Ltd                                                             | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250246.03    | 0.02%             | 2036-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      185000 | PA      | $196046.59    | 0.02%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101080.28    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                                     | Owl Rock CLO XVIII LLC                                                           | CUSIP: 69122HAA8<br>LEI: 254900IC5H3CWUYT6A39 | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250148.83    | 0.02%             | 2036-07-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       40000 | PA      | $25154.09     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      120000 | PA      | $98856.92     | 0.01%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25492.38     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $1019782.95   | 0.08%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51237.87     | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18536.02     | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      505000 | PA      | $512289.75    | 0.04%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112627.73    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      178000 | PA      | $177834.71    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                               | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49836.60     | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38171.24     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95760.51     | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM 2022-AFC1 Trust                                                            | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69805 | PA      | $69949.92     | 0.01%             | 2057-04-25      | Variable      | 4.10%                 | 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        |       38000 | PA      | $38011.88     | 0.00%             | 2039-06-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM3 Trust                                                             | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      368920 | PA      | $372705.60    | 0.03%             | 2070-05-25      | Variable      | 5.61%                 | 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        |       31000 | PA      | $31881.40     | 0.00%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM5 Trust                                                             | CUSIP: 69383FAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152535 | PA      | $154188.22    | 0.01%             | 2070-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                                       | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      489000 | PA      | $490434.82    | 0.04%             | 2033-03-10      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70332 | PA      | $70126.68     | 0.01%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      509000 | PA      | $432774.96    | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $79524.81     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      346000 | PA      | $269807.79    | 0.02%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64935.01     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       67000 | PA      | $50388.99     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148585.22    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      103000 | PA      | $78197.72     | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      177000 | PA      | $119739.65    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99724.60     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      518000 | PA      | $439264.46    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43502.59     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93112.36     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      241000 | PA      | $210708.86    | 0.02%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      628000 | PA      | $669238.95    | 0.05%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106038.71    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      323000 | PA      | $342067.36    | 0.03%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41951.13     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       22000 | PA      | $23706.49     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $221681.28    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      131000 | PA      | $125956.65    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69492.60     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47094.83     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      701000 | PA      | $690341.06    | 0.05%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17635.87     | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27029.32     | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      415000 | PA      | $424668.02    | 0.03%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51449.39     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      175000 | PA      | $167564.81    | 0.01%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      370000 | PA      | $294697.38    | 0.02%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      180000 | PA      | $189684.02    | 0.01%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                                            | Pagaya US Holdings Co LLC                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      173000 | PA      | $154367.73    | 0.01%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250357.23    | 0.02%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                   | Palmer Square Loan Funding 2022-3 Ltd                                            | CUSIP: 69690CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250264.25    | 0.02%             | 2031-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                   | Palmer Square Loan Funding 2025-3 Ltd                                            | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250180.50    | 0.02%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $302013.30    | 0.02%             | 2037-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      380000 | PA      | $374395.00    | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                            | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      270000 | PA      | $199496.25    | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      200000 | PA      | $175600.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                                                | Park Blue Clo 2025-IX Ltd                                                        | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      620000 | PA      | $622784.92    | 0.05%             | 2038-10-20      | Floating      | 5.43%                 | 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        |       50000 | PA      | $48912.89     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |       75000 | PA      | $61567.40     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      117000 | PA      | $119746.81    | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                         | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55692.79     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69480.14     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | 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        |       92757 | PA      | $92989.28     | 0.01%             | 2032-10-01      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                             | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |       50000 | PA      | $38774.68     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       71000 | PA      | $73300.12     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       82000 | PA      | $83640.86     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      123000 | PA      | $125700.96    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22200.97     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98762.07     | 0.01%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23771.66     | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      335000 | PA      | $256789.01    | 0.02%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76407.81     | 0.01%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242876.63    | 0.02%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                            | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |      351000 | PA      | $357068.51    | 0.03%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PERENTI FINANCE PTY LTD                                                          | Perenti Finance Pty Ltd                                                          | CUSIP: 71367VAB5<br>LEI: 894500ZDIIAOXSQHE612 | Long             | DBT              | CORP              | AU        |       76000 | PA      | $78913.80     | 0.01%             | 2029-04-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOL                                                                    | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $43001.72     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48279.24     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      480000 | PA      | $333840.00    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       73000 | PA      | $23833.24     | 0.00%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      110000 | PA      | $112475.00    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                                          | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25065.47     | 0.00%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       10000 | PA      | $9981.90      | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       54000 | PA      | $43950.60     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       70000 | PA      | $71540.00     | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       95000 | PA      | $92568.00     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       10000 | PA      | $10740.00     | 0.00%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $189687.31    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      135000 | PA      | $125570.75    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $237903.04    | 0.02%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60406.43     | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                       | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93609.09     | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       85000 | PA      | $94190.99     | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      380000 | PA      | $322937.82    | 0.03%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44587.44     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      215000 | PA      | $226148.84    | 0.02%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      345000 | PA      | $368021.95    | 0.03%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      590000 | PA      | $601087.37    | 0.05%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      795000 | PA      | $827392.07    | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $95230.04     | 0.01%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77423.45     | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      325000 | PA      | $328097.45    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      420000 | PA      | $412256.25    | 0.03%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      600000 | PA      | $424728.00    | 0.03%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                       | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      200000 | PA      | $207750.00    | 0.02%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72214.00     | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127109.30    | 0.01%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                   | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47022.13     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40600.87     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48956.80     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93375.61     | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      570000 | PA      | $609326.01    | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      180000 | PA      | $199121.76    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      238000 | PA      | $245137.57    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30867.70     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $126627.74    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61874.11     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      410000 | PA      | $427512.28    | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                 | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |      152000 | PA      | $151783.67    | 0.01%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      170000 | PA      | $160847.20    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       50000 | PA      | $53202.72     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                            | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      110000 | PA      | $102321.00    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | 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        |      100000 | PA      | $100289.92    | 0.01%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94736.42     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      154000 | PA      | $155180.87    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       63000 | PA      | $63450.83     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                                                | Post Holdings Inc                                                                | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      133000 | PA      | $133120.20    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                        | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133149.62    | 0.01%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      150000 | PA      | $91099.94     | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                         | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50393.30     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19841.28     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD PARTNERSHIP                                                      | PRIME INVTS LTD PARTNERSHIP                                                      | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      138821 | PA      | $144554.31    | 0.01%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30059.87     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86920.63     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24746.03     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                          | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19156.54     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      150000 | PA      | $111916.48    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2022-SFR3 Trust                                             | CUSIP: 74331UAN8<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      136000 | PA      | $136448.70    | 0.01%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAJ7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      690000 | PA      | $689730.35    | 0.05%             | 2040-03-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      304000 | PA      | $306943.46    | 0.02%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       40000 | PA      | $40230.37     | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |       30000 | PA      | $28539.37     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                      | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $38836.31     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      467060 | PA      | $472201.72    | 0.04%             | 2069-11-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                            | PRPM 2025-NQM1 Trust                                                             | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113447 | PA      | $115656.27    | 0.01%             | 2069-11-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      175000 | PA      | $135269.45    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      170000 | PA      | $125339.83    | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |      120000 | PA      | $114835.20    | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      145000 | PA      | $127725.52    | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41532.64     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18595.79     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55023.20     | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                    | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90985.28     | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                    | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51162.85     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $42082.20     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80315.00     | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77622.59     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87965.00     | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56616.34     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50285.35     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89697.19     | 0.01%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51553.14     | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |       50000 | PA      | $51631.49     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      130000 | PA      | $105752.87    | 0.01%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9619.57      | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29688.73     | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                   | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $50051.44     | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust 2024-PURE                                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |       25900 | PA      | $19055.69     | 0.00%             | 2041-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                          | QVC Inc                                                                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |      172000 | PA      | $71380.00     | 0.01%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74607.30     | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1181119.02   | 0.09%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194769.32    | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |       50000 | PA      | $37128.90     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92132.40     | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                              | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      210000 | PA      | $209884.51    | 0.02%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       10000 | PA      | $11228.65     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       15000 | PA      | $15137.23     | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       10000 | PA      | $9970.94      | 0.00%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |       10000 | PA      | $9000.01      | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164876.80    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      650000 | PA      | $657389.35    | 0.05%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      710000 | PA      | $721919.84    | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103709.16    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2007-QH3 Trust                                                       | CUSIP: 74922WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      129794 | PA      | $128402.08    | 0.01%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $148676.84    | 0.01%             | 2044-04-25      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72938 | PA      | $73579.86     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76973.40     | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                    | RFMSI Series 2006-SA4 Trust                                                      | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3614 | PA      | $3052.89      | 0.00%             | 2036-11-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                    | RFMSI Series 2007-SA4 Trust                                                      | CUSIP: 74959AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      224284 | PA      | $134917.95    | 0.01%             | 2037-10-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82187.73     | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                       | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $106308.06    | 0.01%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                      | Rad CLO 14 Ltd                                                                   | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250388.60    | 0.02%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                                  | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |       90000 | PA      | $95628.94     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      131000 | PA      | $139548.66    | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      108000 | PA      | $120998.20    | 0.01%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2007-QO2 Trust                                                       | CUSIP: 75116AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      373714 | PA      | $110010.92    | 0.01%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |      710000 | PA      | $730877.15    | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45759.13     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       42000 | PA      | $44035.33     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65352.58     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $61179.10     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $51497.43     | 0.00%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $66578.76     | 0.01%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19858.20     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       40000 | PA      | $33249.53     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      100000 | PA      | $98978.37     | 0.01%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      250000 | PA      | $254739.79    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                               | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |       50000 | PA      | $49480.35     | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |       75000 | PA      | $80147.03     | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                          | Regatta 32 Funding Ltd                                                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251410.25    | 0.02%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                                                        | Regatta XVIII Funding Ltd                                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      160000 | PA      | $160426.21    | 0.01%             | 2038-04-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |       70000 | PA      | $69781.30     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      100000 | PA      | $97862.24     | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $921331.60    | 0.07%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      220000 | PA      | $134806.03    | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                                          | Regatta VI Funding Ltd                                                           | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251157.75    | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                                       | Regatta XXVII Funding Ltd                                                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250592.70    | 0.02%             | 2037-04-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                                          | Regatta 30 Funding Ltd                                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251058.40    | 0.02%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                                          | Regatta 35 Funding Ltd                                                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251303.50    | 0.02%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2022-1                                        | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9537 | PA      | $9530.18      | 0.00%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2021-2                                        | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $116578.33    | 0.01%             | 2033-08-15      | Fixed         | 1.90%                 | 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        |      300000 | PA      | $282935.70    | 0.02%             | 2033-08-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust 2025-2                                        | CUSIP: 75908BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      274000 | PA      | $273455.67    | 0.02%             | 2037-11-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26102.75     | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      200000 | PA      | $207996.08    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |      700000 | PA      | $636773.28    | 0.05%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      775000 | PA      | $809763.89    | 0.06%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2024-A                                           | CUSIP: 76041RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102121.56    | 0.01%             | 2032-08-20      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust 2025-A                                           | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      239000 | PA      | $239535.69    | 0.02%             | 2034-11-20      | Fixed         | 4.59%                 | 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        |      200000 | PA      | $203598.12    | 0.02%             | 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        |      100000 | PA      | $102296.78    | 0.01%             | 2037-11-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69889.14     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      340000 | PA      | $229768.98    | 0.02%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                            | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      295000 | PA      | $304324.07    | 0.02%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      252900 | PA      | $236208.60    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      166667 | PA      | $167666.67    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      682198 | PA      | $19957.52     | 0.00%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                            | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2172661 | PA      | $58686.05     | 0.00%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2005-QA6 Trust                                                       | CUSIP: 76110H6C8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      918350 | PA      | $424820.47    | 0.03%             | 2035-05-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                 | RALI Series 2005-QO2 Trust                                                       | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370204 | PA      | $320884.22    | 0.03%             | 2045-09-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2007-A9                                   | CUSIP: 761143AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1093674 | PA      | $271497.23    | 0.02%             | 2037-09-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2007-A9                                   | CUSIP: 761143AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1093674 | PA      | $144310.66    | 0.01%             | 2037-09-25      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                           | Residential Asset Securitization Trust 2006-A14CB                                | CUSIP: 76114BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339468 | PA      | $233964.93    | 0.02%             | 2036-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                  | Residential Mortgage Loan Trust 2020-1                                           | CUSIP: 76119CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $432481.91    | 0.03%             | 2060-01-26      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                           | Resorts World Las Vegas LLC / RWLV Capital Inc                                   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $40700.00     | 0.00%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                        | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      181000 | PA      | $178929.12    | 0.01%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      332000 | PA      | $326857.97    | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $139916.05    | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      485000 | PA      | $498622.01    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $62452.35     | 0.00%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $24899.06     | 0.00%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       69000 | PA      | $70974.78     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       65000 | PA      | $64417.04     | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103727.20    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       63000 | PA      | $66064.78     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      340000 | PA      | $343437.98    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       95000 | PA      | $85929.22     | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49695.68     | 0.00%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $228808.09    | 0.02%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $199713.93    | 0.02%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25613.99     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $107882.98    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      225000 | PA      | $227113.78    | 0.02%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      145000 | PA      | $145303.04    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $363855.34    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                               | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $392030.39    | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |       80000 | PA      | $88828.14     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                    | Sesac Finance LLC                                                                | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      182000 | PA      | $180470.27    | 0.01%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                             | SCG Commercial Mortgage Trust 2025-DLFN                                          | CUSIP: 78398EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109000 | PA      | $108727.50    | 0.01%             | 2035-03-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      200000 | PA      | $101450.21    | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197157.91    | 0.02%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       10000 | PA      | $7408.19      | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47053.39     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                   | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      210000 | PA      | $208315.21    | 0.02%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                          | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      100000 | PA      | $99258.72     | 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        |      191000 | PA      | $191835.63    | 0.02%             | 2041-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                        | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100998.98    | 0.01%             | 2041-10-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust                                          | SG Commercial Mortgage Securities Trust 2019-PREZ                                | CUSIP: 78430EAL9<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |       26000 | PA      | $22229.58     | 0.00%             | 2039-09-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2019-3                                             | CUSIP: 78432BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257400 | PA      | $245906.09    | 0.02%             | 2059-09-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      205000 | PA      | $203928.59    | 0.02%             | 2062-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                              | SG Residential Mortgage Trust 2022-2                                             | CUSIP: 78434KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $49506.33     | 0.00%             | 2062-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                                       | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100571.27    | 0.01%             | 2042-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                                             | SCG Commercial Mortgage Trust 2025-FLWR                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44000 | PA      | $44109.83     | 0.00%             | 2042-08-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17541.64     | 0.00%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275161 | PA      | $272541.57    | 0.02%             | 2053-01-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      257565 | PA      | $252231.55    | 0.02%             | 2053-01-15      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2018-B                                          | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-O            | CORP              | US        |       63554 | PA      | $63502.67     | 0.00%             | 2037-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                     | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101138.30    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65130.76     | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      706000 | PA      | $709648.40    | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      264490 | PA      | $278034.51    | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                          | Sagard-Halseypoint Clo 8 Ltd                                                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |     1110000 | PA      | $1114096.90   | 0.09%             | 2038-01-30      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                                                          | Sagard-Halseypoint Clo 10 Ltd                                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $502210.20    | 0.04%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust 2024-RTL4                                | CUSIP: 79584CAA9<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $140030.25    | 0.01%             | 2030-02-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | Samarco Mineracao SA                                                             | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |       11000 | PA      | $11053.90     | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                          | Saluda Grade Alternative Mortgage Trust 2024-RTL5                                | CUSIP: 795935AA3<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100624.11    | 0.01%             | 2030-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                                | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |       50000 | PA      | $51257.68     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80338.18     | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113128.79    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                                                       | Sandstone Peak IV Ltd                                                            | CUSIP: 80012AAA3<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251000.00    | 0.02%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust 2025-NQM6                              | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-MBS          | CORP              | US        |       96458 | PA      | $96990.31     | 0.01%             | 2065-11-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199011.45    | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208778.10    | 0.02%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73869.61     | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104382.72    | 0.01%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29086 | PA      | $29109.91     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $243228.94    | 0.02%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust 2026-NQM1                              | CUSIP: 802931AC9<br>LEI: 254900O64LWPVM9P8N80 | Long             | ABS-MBS          | CORP              | US        |      194007 | PA      | $194742.77    | 0.02%             | 2065-11-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2966.16      | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19941.02     | 0.00%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1756.49      | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8161.86      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       64000 | PA      | $56281.72     | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4930.57      | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2751.31      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       56000 | PA      | $58117.33     | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       51000 | PA      | $54436.42     | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303017.67    | 0.02%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      110000 | PA      | $119451.38    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      160000 | PA      | $169027.57    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      310000 | PA      | $307253.32    | 0.02%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35932.75     | 0.00%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                             | Seadrill Finance Ltd                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       19000 | PA      | $19904.15     | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                                | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       43000 | PA      | $44297.65     | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | 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        |      113000 | PA      | $127736.90    | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                              | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14557.25     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust 2024-STRG                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6278 | PA      | $6281.67      | 0.00%             | 2034-11-15      | Floating      | 5.22%                 | 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        |       70000 | PA      | $70175.00     | 0.01%             | 2034-11-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      180000 | PA      | $137806.57    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                                                         | Diversified Healthcare Trust                                                     | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              |  | US        |       87000 | PA      | $83970.83     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust 2017-CH2                                                  | CUSIP: 81746JCH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115036 | PA      | $113911.40    | 0.01%             | 2047-12-25      | Variable      | 4.40%                 | 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        |       67315 | PA      | $69012.38     | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       50000 | PA      | $49607.38     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      144000 | PA      | $145725.84    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      117000 | PA      | $116131.19    | 0.01%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| SERVICE PROPERTIES TRUST                                                         | Service Properties Trust                                                         | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |       62000 | PA      | $56126.50     | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                                                | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250274.20    | 0.02%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |      100000 | PA      | $61642.82     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       75000 | PA      | $60795.19     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $195358.88    | 0.02%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                             | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $77683.44     | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149068.68    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      250000 | PA      | $213900.99    | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      810000 | PA      | $822129.19    | 0.06%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30172.00     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Silver Point Capital CLO 1, Ltd                                                  | Silver Point CLO 1 Ltd                                                           | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $251011.10    | 0.02%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                                            | Silver Point CLO 13 Ltd                                                          | CUSIP: 82809RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250964.53    | 0.02%             | 2038-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO Inc                                                                          | CUSIP: 82846H405<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |         896 | NS      | $19873.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      150000 | PA      | $171816.98    | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      330000 | PA      | $304138.86    | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      330000 | PA      | $275181.42    | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |       30000 | PA      | $20697.52     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      120000 | PA      | $117371.56    | 0.01%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      230000 | PA      | $234227.61    | 0.02%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |       60000 | PA      | $59501.18     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       59000 | PA      | $52001.42     | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       80000 | PA      | $63100.00     | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                                                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       56000 | PA      | $57927.52     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      145000 | PA      | $136737.77    | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                    | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136488.21    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98686.99     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Six Flags Entertainment Corp                                                     | Six Flags Entertainment Corp                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        1987 | NS      | $35785.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |       10000 | PA      | $10204.50     | 0.00%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd                                                            | Anchorage Capital CLO 2026-22 Ltd                                                | CUSIP: 83004LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1001122.40   | 0.08%             | 2034-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25263.78     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50431.98     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $769698.32    | 0.06%             | 2043-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97747 | PA      | $98823.36     | 0.01%             | 2056-03-15      | Floating      | 5.16%                 | 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        |      154000 | PA      | $158394.45    | 0.01%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |       78277 | PA      | $78143.69     | 0.01%             | 2052-06-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      225000 | PA      | $212267.04    | 0.02%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                               | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19813.74     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                         | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106609.50    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                         | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      139000 | PA      | $142635.55    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                 | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249415 | PA      | $250714.58    | 0.02%             | 2034-02-27      | Fixed         | 4.80%                 | 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        |       29584 | PA      | $29371.64     | 0.00%             | 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        |         754 | NS      | $41613.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SOLARIS ENERGY INFRASTRU                                                         | Solaris Energy Infrastructure Inc                                                | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |       77000 | PA      | $178031.70    | 0.01%             | 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        |      158000 | PA      | $194419.00    | 0.02%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                          | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |      126000 | PA      | $132579.09    | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                 | Soundview Home Loan Trust 2005-OPT3                                              | CUSIP: 83611MGX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       25000 | PA      | $21267.56     | 0.00%             | 2035-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                 | Soundview Home Loan Trust 2007-NS1                                               | CUSIP: 83612QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19156 | PA      | $19855.11     | 0.00%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34163.07     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87252.54     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       80000 | PA      | $53228.77     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153465.65    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      260000 | PA      | $244578.21    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19201.19     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18860.59     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      145000 | PA      | $150052.75    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101109.07    | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25671.40     | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70494.71     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       15000 | PA      | $16120.31     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                       | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89555.36     | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249503.93    | 0.02%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99230.47     | 0.01%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      283000 | PA      | $299835.60    | 0.02%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       95000 | PA      | $96747.81     | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63041.22     | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73992.04     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26073.59     | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      310000 | PA      | $301087.50    | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      460000 | PA      | $477595.00    | 0.04%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44215.09     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79314.10     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30020.90     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                            | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75904.79     | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129102.20    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145084.67    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120006.36    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49865.02     | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10235.24     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      452000 | PA      | $452271.76    | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      241000 | PA      | $245287.95    | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      555000 | PA      | $549921.02    | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51009.70     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      520000 | PA      | $629731.82    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | Block Inc                                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       77000 | PA      | $72008.17     | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| STANDARD INDUSTRI INC/NY                                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96471.16     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100317.98    | 0.01%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |       65000 | PA      | $59794.92     | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69351.44     | 0.01%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      275000 | PA      | $278066.24    | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                   | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25480.01     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       50000 | PA      | $52731.15     | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |       52000 | PA      | $54154.83     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125708.89    | 0.01%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90318.45     | 0.01%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24473.04     | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53192.63     | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      108000 | PA      | $72954.38     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66013.48     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STL HOLDING CO LLC                                                               | STL Holding Co LLC                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46269.48     | 0.00%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |      187000 | PA      | $198946.12    | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $53648.35     | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | Stonepeak Nile Parent LLC                                                        | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68665.61     | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |      237000 | PA      | $215884.33    | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                                | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |      169000 | PA      | $172112.86    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                                                  | Stream Innovations 2025-1 Issuer Trust                                           | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85023 | PA      | $85827.95     | 0.01%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                               | Subway Funding LLC                                                               | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83938 | PA      | $85631.22     | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      192000 | PA      | $140993.92    | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $196929.95    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $199829.61    | 0.02%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                               | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $166290.42    | 0.01%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |      320000 | PA      | $290655.91    | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                                                | Sunbit Asset Securitization Trust 2025-1                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $672124.17    | 0.05%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      260000 | PA      | $235898.73    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                        | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       39000 | PA      | $40171.17     | 0.00%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                           | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97642.12     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100128.21    | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                   | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      175000 | PA      | $172721.01    | 0.01%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70655.94     | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      198000 | PA      | $200995.58    | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40188.16     | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      379000 | PA      | $402527.58    | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      964000 | PA      | $998447.24    | 0.08%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      498000 | PA      | $507640.54    | 0.04%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24781.65     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $214915.04    | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      480000 | PA      | $484785.32    | 0.04%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                                                 | TCI-Symphony CLO 2016-1 Ltd                                                      | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |       48795 | PA      | $48847.79     | 0.00%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                     | TICP CLO VI 2016-2 Ltd                                                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249871.08    | 0.02%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                     | TICP CLO XI Ltd                                                                  | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250578.10    | 0.02%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                                               | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31000 | PA      | $33473.98     | 0.00%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      650000 | PA      | $638861.35    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24404.18     | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $132193.40    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144309.74    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      520000 | PA      | $475685.00    | 0.04%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      175000 | PA      | $157362.85    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $67015.09     | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      653000 | PA      | $640152.76    | 0.05%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91597.36     | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      240000 | PA      | $234044.68    | 0.02%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35587.16     | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61169.30     | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      240000 | PA      | $217170.55    | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      695000 | PA      | $708647.22    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      180000 | PA      | $173893.66    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tri Pointe Homes Inc                                                             | Tri Pointe Homes Inc                                                             | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1219 | NS      | $40653.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Toorak Mortgage Corp.                                                            | TRK 2021-INV2 Trust                                                              | CUSIP: 87267TAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $105064.58    | 0.01%             | 2056-11-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                    | TYSN 2023-CRNR Mortgage Trust                                                    | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      376000 | PA      | $395111.29    | 0.03%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      243000 | PA      | $241771.71    | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49844.59     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      109000 | PA      | $110467.14    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      122000 | PA      | $125079.71    | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103667.20    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      114000 | PA      | $118782.30    | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                             | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      114000 | PA      | $120766.01    | 0.01%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51177.23     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      470000 | PA      | $475473.93    | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20025.95     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      472000 | PA      | $476404.35    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $70280.23     | 0.01%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49214.67     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31176.73     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                      | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73958.57     | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      139000 | PA      | $132972.29    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       31000 | PA      | $33124.04     | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      130000 | PA      | $142168.69    | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276593.34    | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      195000 | PA      | $197925.62    | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141682.69    | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |       97000 | PA      | $102959.87    | 0.01%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                             | Telecom Argentina SA                                                             | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |       22840 | PA      | $24111.05     | 0.00%             | 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        |       22000 | PA      | $22123.20     | 0.00%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       40000 | PA      | $40981.04     | 0.00%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       52000 | PA      | $56374.14     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       52000 | PA      | $58095.70     | 0.00%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74075.64     | 0.01%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                              | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       43000 | PA      | $41716.89     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179497.53    | 0.01%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                      | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100595.10    | 0.01%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                          | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $99262.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $41381.13     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      255000 | PA      | $232345.49    | 0.02%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      200000 | PA      | $206186.18    | 0.02%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112450.83    | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      120000 | PA      | $113660.04    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                         | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      145283 | PA      | $148487.71    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45043.80     | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52113.73     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R 2021-PF1 Commercial Mortgage Trust                                         | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $309570.30    | 0.02%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                            | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98105.36     | 0.01%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                    | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      160000 | PA      | $173068.96    | 0.01%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      115000 | PA      | $88681.46     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25305.82     | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                        | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $49761.21     | 0.00%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $201217.42    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      280000 | PA      | $272255.07    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                              | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50051.52     | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46385.93     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72920.16     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71162.40     | 0.01%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77546.75     | 0.01%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      150000 | PA      | $156030.17    | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $89134.42     | 0.01%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      135000 | PA      | $141418.76    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $26697.55     | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      107000 | PA      | $112211.86    | 0.01%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      107000 | PA      | $110635.11    | 0.01%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      299000 | PA      | $304385.59    | 0.02%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10334.69     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26910.42     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                         | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       47000 | PA      | $47886.89     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| TRANSOCEAN TITAN FIN LTD                                                         | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       36429 | PA      | $37161.08     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       55000 | PA      | $60939.69     | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40755.10     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19622.67     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | Trestles CLO IX Ltd                                                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250987.88    | 0.02%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | TRESTLES CLO 2017-1 Ltd                                                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501919.35    | 0.04%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                                 | TRESTLES CLO III LTD                                                             | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250917.65    | 0.02%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                                | Trimaran CAVU 2024-1 Ltd                                                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251133.53    | 0.02%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                                                 | Trinitas CLO XVIII Ltd                                                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250273.58    | 0.02%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp            | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      100000 | PA      | $99585.00     | 0.01%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      111000 | PA      | $85318.23     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox Inc                                                                       | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |       96000 | PA      | $94712.92     | 0.01%             | 2030-09-30      | Fixed         | 9.13%                 | No            |                  2 | On Loan: —       |
| TRUIST BANK                                                                      | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      540000 | PA      | $494419.96    | 0.04%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      258000 | PA      | $258684.92    | 0.02%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251723.43    | 0.02%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71180.99     | 0.01%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                             | Truist Bank Auto Credit-Linked Notes Series 2025-1                               | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      202279 | PA      | $203248.52    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9605.69      | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                                         | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |       56000 | PA      | $60067.56     | 0.00%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                                | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |       60000 | PA      | $66240.48     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue 2017-280P Mortgage Trust                                         | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      283000 | PA      | $282115.63    | 0.02%             | 2034-09-15      | Floating      | 5.05%                 | 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        |      138458 | PA      | $137247.23    | 0.01%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                  | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46211.44     | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | 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        |      580000 | PA      | $564331.53    | 0.04%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       72000 | PA      | $75543.26     | 0.01%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                     | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       83000 | PA      | $84435.10     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | 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        |       94916 | PA      | $95315.97     | 0.01%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $99854.77     | 0.01%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       74000 | PA      | $73532.50     | 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        |       55000 | PA      | $52332.60     | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                                               | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       20000 | PA      | $15520.00     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                               | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        3000 | PA      | $1821.00      | 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        |        1000 | PA      | $631.00       | 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        |        2000 | PA      | $1128.00      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      110000 | PA      | $106247.77    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154075.65    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      175000 | PA      | $161389.09    | 0.01%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      131000 | PA      | $106742.95    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       44000 | PA      | $31901.06     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      625000 | PA      | $586488.78    | 0.05%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18409.25     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75606.29     | 0.01%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       22000 | PA      | $21802.00     | 0.00%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      650000 | PA      | $491400.00    | 0.04%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $801000.00    | 0.06%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      405000 | PA      | $349110.00    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $189600.00    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                            | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $537000.00    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23948.20     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91264.61     | 0.01%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103595.95    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93446.80     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| UNITED RENTALS NORTH AM                                                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |       91000 | PA      | $90946.49     | 0.01%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      126000 | PA      | $127018.17    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       95000 | PA      | $98621.66     | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68159.72     | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      545000 | PA      | $564094.33    | 0.04%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| US BANCORP                                                                       | US Bancorp                                                                       | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      103000 | PA      | $103224.64    | 0.01%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1024000 | PA      | $983800.00    | 0.08%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      185000 | PA      | $166131.44    | 0.01%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      943400 | PA      | $757189.06    | 0.06%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      705400 | PA      | $607277.76    | 0.05%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5824400 | PA      | $5089297.00   | 0.40%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1800000 | PA      | $1482609.38   | 0.12%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      776200 | PA      | $613167.68    | 0.05%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3121400 | PA      | $2344098.23   | 0.18%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4258200 | PA      | $3187661.91   | 0.25%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      686000 | PA      | $487086.80    | 0.04%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      450000 | PA      | $333808.60    | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42080000 | PA      | $31847656.35  | 2.50%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3035700 | PA      | $2240014.56   | 0.18%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $78820.31     | 0.01%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1151300 | PA      | $845216.10    | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1239200 | PA      | $774354.78    | 0.06%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2551200 | PA      | $1595795.52   | 0.13%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2551200 | PA      | $1611939.85   | 0.13%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      908500 | PA      | $475223.58    | 0.04%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3860200 | PA      | $2150252.04   | 0.17%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2438600 | PA      | $1697684.75   | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      936000 | PA      | $587632.50    | 0.05%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      419000 | PA      | $239255.54    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10440000 | PA      | $7021307.79   | 0.55%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1444400 | PA      | $795322.75    | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      510200 | PA      | $374219.74    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2623300 | PA      | $1825037.99   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1977600 | PA      | $1409967.00   | 0.11%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $3884941.40   | 0.30%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      543600 | PA      | $437958.99    | 0.03%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      717900 | PA      | $643614.18    | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         400 | PA      | $321.98       | 0.00%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8248300 | PA      | $7266881.13   | 0.57%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      326500 | PA      | $325173.59    | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1919000 | PA      | $1754835.54   | 0.14%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      213200 | PA      | $208019.91    | 0.02%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      382000 | PA      | $373464.69    | 0.03%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3554000 | PA      | $3406286.88   | 0.27%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $14746875.00  | 1.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      615000 | PA      | $535001.96    | 0.04%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1103000 | PA      | $1047462.23   | 0.08%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5500000 | PA      | $5372167.96   | 0.42%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19350000 | PA      | $19164814.50  | 1.50%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49052100 | PA      | $46091729.24  | 3.61%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1009000 | PA      | $995953.94    | 0.08%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      484000 | PA      | $449609.53    | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      224100 | PA      | $225596.92    | 0.02%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32460000 | PA      | $32651463.36  | 2.56%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4700000 | PA      | $4727722.67   | 0.37%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5641000 | PA      | $5691460.49   | 0.45%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      303000 | PA      | $306065.51    | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        9600 | PA      | $9558.00      | 0.00%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $2003125.00   | 0.16%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       21200 | PA      | $20999.59     | 0.00%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4601900 | PA      | $4608191.67   | 0.36%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17890000 | PA      | $18064008.16  | 1.42%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1973671.88   | 0.15%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5128600 | PA      | $5201922.98   | 0.41%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       16400 | PA      | $16829.22     | 0.00%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      187600 | PA      | $188871.43    | 0.01%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7023600 | PA      | $7255708.07   | 0.57%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14894900 | PA      | $15593680.23  | 1.22%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      305000 | PA      | $307342.31    | 0.02%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        2000 | PA      | $2050.39      | 0.00%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1326000 | PA      | $1315019.06   | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      653000 | PA      | $656712.12    | 0.05%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       31000 | PA      | $31452.89     | 0.00%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        8000 | PA      | $8296.88      | 0.00%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      195000 | PA      | $197308.01    | 0.02%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       22000 | PA      | $22815.55     | 0.00%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2589600 | PA      | $2638357.30   | 0.21%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        8000 | PA      | $8094.38      | 0.00%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27020000 | PA      | $27315531.25  | 2.14%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        8000 | PA      | $8100.94      | 0.00%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       21000 | PA      | $20564.41     | 0.00%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       55000 | PA      | $54896.88     | 0.00%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       37000 | PA      | $36906.05     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2513000 | PA      | $2478740.75   | 0.19%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2033400 | PA      | $2095275.73   | 0.16%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       59000 | PA      | $59774.38     | 0.00%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      309000 | PA      | $316266.33    | 0.02%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      793000 | PA      | $817967.11    | 0.06%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      133000 | PA      | $134293.63    | 0.01%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      304000 | PA      | $306909.37    | 0.02%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       18000 | PA      | $18179.30     | 0.00%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      609000 | PA      | $611450.27    | 0.05%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       40000 | PA      | $40089.06     | 0.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Inflation-Indexed Notes                                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4990198 | PA      | $5065029.32   | 0.40%             | 2030-04-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      443000 | PA      | $443969.06    | 0.03%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        2000 | PA      | $2017.11      | 0.00%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       45000 | PA      | $45444.73     | 0.00%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      309000 | PA      | $309446.60    | 0.02%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      563000 | PA      | $564671.41    | 0.04%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       24000 | PA      | $23873.44     | 0.00%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      176000 | PA      | $175903.75    | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       70000 | PA      | $68567.19     | 0.01%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      129000 | PA      | $127982.11    | 0.01%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      332000 | PA      | $331040.31    | 0.03%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      275000 | PA      | $249023.57    | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94008.81     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43855.08     | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70326.72     | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98800.44     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114499.48    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87478.14     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      290000 | PA      | $247085.80    | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      282000 | PA      | $229610.86    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      223000 | PA      | $231767.50    | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180866.67    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121717.44    | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      133000 | PA      | $134398.87    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99782.66     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                             | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |       50000 | PA      | $32378.94     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIV Trust                                                                       | UNIV Trust 2025-APTS                                                             | CUSIP: 91336XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124000 | PA      | $124154.27    | 0.01%             | 2042-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50301.09     | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                    | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      330000 | PA      | $323563.13    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                      | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      270000 | PA      | $223713.55    | 0.02%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                              | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      100000 | PA      | $61990.76     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      350000 | PA      | $220694.09    | 0.02%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                                | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9278.33      | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications Inc                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104285.70    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                 | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |       50000 | PA      | $47570.73     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $32487.86     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      110000 | PA      | $83237.92     | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | 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        |       79147 | PA      | $79505.58     | 0.01%             | 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        |       81503 | PA      | $81651.74     | 0.01%             | 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        |      161546 | PA      | $161561.41    | 0.01%             | 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        |      100000 | PA      | $100144.44    | 0.01%             | 2032-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST5                                   | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100368.04    | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust Series 2025-ST8                                   | CUSIP: 91535UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100163.47    | 0.01%             | 2033-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                     | Upstart Securitization Trust 2025-3                                              | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $648908.33    | 0.05%             | 2035-09-20      | Fixed         | 5.02%                 | 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        |      208651 | PA      | $209773.36    | 0.02%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | 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        |       53000 | PA      | $54877.21     | 0.00%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                            | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $63903.17     | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | VCC 2025-MC1 Trust                                                               | CUSIP: 91825JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75224 | PA      | $74851.77     | 0.01%             | 2055-05-25      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                                      | Valaris Ltd                                                                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      154000 | PA      | $160916.14    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       66000 | PA      | $67815.00     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                               | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       50000 | PA      | $57445.85     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140000 | PA      | $143167.37    | 0.01%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS 2024-GCS                                                                   | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244000 | PA      | $246891.33    | 0.02%             | 2036-07-10      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2022-3                                    | CUSIP: 92257BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      136798 | PA      | $135380.27    | 0.01%             | 2052-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2020-1                                    | CUSIP: 92259LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420558 | PA      | $392428.34    | 0.03%             | 2050-02-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                                             | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50750.00     | 0.00%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2023-2                                    | CUSIP: 92260AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73701 | PA      | $74779.77     | 0.01%             | 2053-05-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2024-5                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78099 | PA      | $78680.42     | 0.01%             | 2054-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2024-1                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76586 | PA      | $78538.61     | 0.01%             | 2054-01-25      | Variable      | 6.55%                 | 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        |      548356 | PA      | $556084.09    | 0.04%             | 2055-06-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-3                                    | CUSIP: 92262RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99387 | PA      | $101021.71    | 0.01%             | 2055-06-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                            | Venezuela Government International Bond                                          | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       13000 | PA      | $5575.70      | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      145000 | PA      | $138007.33    | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      315000 | PA      | $314571.87    | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      200000 | PA      | $205849.61    | 0.02%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1248402 | PA      | $1269865.99   | 0.10%             | 2055-02-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust 2025-1                                    | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99872 | PA      | $101304.23    | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31447.80     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102930.20    | 0.01%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22521.34     | 0.00%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      152000 | PA      | $155467.89    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50750.21     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Verdelite Static CLO Ltd                                                         | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      150319 | PA      | $150363.58    | 0.01%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $918959.43    | 0.07%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      135000 | PA      | $138393.91    | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      205000 | PA      | $186054.89    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       35000 | PA      | $30971.41     | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       55000 | PA      | $52941.54     | 0.00%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      219000 | PA      | $215088.05    | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25213.44     | 0.00%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      115000 | PA      | $114328.36    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      135000 | PA      | $102553.34    | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      263000 | PA      | $187403.78    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      755000 | PA      | $534748.09    | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102206.94    | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       90000 | PA      | $86144.24     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      475000 | PA      | $481187.92    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38338.22     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      481000 | PA      | $474801.19    | 0.04%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346226.66    | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      137000 | PA      | $145770.56    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38807.33     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      470000 | PA      | $469957.23    | 0.04%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       35000 | PA      | $25217.48     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52839.46     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      550000 | PA      | $560787.33    | 0.04%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                             | Vermilion Energy Inc                                                             | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      139000 | PA      | $134614.29    | 0.01%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212757 | PA      | $212754.79    | 0.02%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2026-R1                                               | CUSIP: 924932AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      321000 | PA      | $320990.76    | 0.03%             | 2067-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22545.37     | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-8                                                | CUSIP: 92538GAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       94122 | PA      | $87925.58     | 0.01%             | 2066-11-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2022-3                                                | CUSIP: 92538UAE1<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $79542.36     | 0.01%             | 2067-02-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2023-INV1                                             | CUSIP: 92539FAD5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $119581.55    | 0.01%             | 2068-02-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2021-3                                                | CUSIP: 92539LAE0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      214000 | PA      | $165089.81    | 0.01%             | 2066-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2025-5                                                | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      251075 | PA      | $253714.80    | 0.02%             | 2070-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust 2025-6                                                | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-MBS          | CORP              | US        |      592029 | PA      | $598533.17    | 0.05%             | 2070-07-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      123000 | PA      | $121412.32    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                       | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      188000 | PA      | $182567.23    | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      101000 | PA      | $91783.75     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19476.07     | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |      158000 | PA      | $158447.53    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      514000 | PA      | $505435.37    | 0.04%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      403000 | PA      | $407896.04    | 0.03%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      985000 | PA      | $991054.82    | 0.08%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      270000 | PA      | $270357.33    | 0.02%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      489000 | PA      | $494578.72    | 0.04%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |        5000 | PA      | $5051.33      | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |       48000 | PA      | $48662.00     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      382000 | PA      | $384035.93    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318959.55    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      316000 | PA      | $321706.96    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       40000 | PA      | $43752.72     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $66686.57     | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111656.19    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       25000 | PA      | $19184.79     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      439000 | PA      | $437821.95    | 0.03%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99815.96     | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85849.94     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      165000 | PA      | $162808.13    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      128000 | PA      | $129609.35    | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68796.72     | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48645.58     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      295000 | PA      | $256071.30    | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       35000 | PA      | $27177.81     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34859.82     | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                      | Visio 2022-1 Trust                                                               | CUSIP: 92838CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $99586.40     | 0.01%             | 2057-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      228000 | PA      | $241251.59    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      205000 | PA      | $227316.10    | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      782000 | PA      | $801693.11    | 0.06%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99681.70     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                         | Vistra Operations Co LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31827.83     | 0.00%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                         | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       16000 | PA      | $16052.00     | 0.00%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                                 | Vista Point Securitization Trust 2025-CES3                                       | CUSIP: 92842MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148233 | PA      | $148908.02    | 0.01%             | 2055-11-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76267.66     | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $327474.90    | 0.03%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       45000 | PA      | $49032.11     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41525.27     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99878.35     | 0.01%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                               | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      430000 | PA      | $428717.71    | 0.03%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64072.72     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25836.77     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                     | Voya CLO 2013-2 Ltd                                                              | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |        3048 | PA      | $3049.10      | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      376408 | PA      | $135958.58    | 0.01%             | 2037-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      554960 | PA      | $200555.31    | 0.02%             | 2037-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust                        | CUSIP: 92926SAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      255764 | PA      | $92462.35     | 0.01%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21181.88     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71302.15     | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, LLC                                                | Wachovia Mortgage Loan Trust Series 2006-AMN1                                    | CUSIP: 92978EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      970265 | PA      | $318767.79    | 0.02%             | 2036-08-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114000 | PA      | $117491.25    | 0.01%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $117163.09    | 0.01%             | 2040-07-15      | Variable      | 7.98%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       67200 | PA      | $3902.99      | 0.00%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94972.92     | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       32000 | PA      | $23146.55     | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $87868.17     | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |       55000 | PA      | $48537.63     | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1034095.59   | 0.08%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   124789227 | NS      | $124789226.53 | 9.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Lebanon Government International Bonds                                           | Lebanon Government International Bonds                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       39000 | PA      | $11279.87     | 0.00%             | 2027-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57138 | PA      | $53915.58     | 0.00%             | 2046-08-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                   | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      253481 | PA      | $114769.89    | 0.01%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        9263 | PA      | $8558.25      | 0.00%             | 2037-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust                    | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      336067 | PA      | $303827.95    | 0.02%             | 2037-04-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                          | WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust                    | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79791 | PA      | $68563.17     | 0.01%             | 2047-06-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AP GRANGE HOLDINGS LLC                                                           | AP GRANGE HOLDINGS LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      251000 | PA      | $265432.50    | 0.02%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FFB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144574 | PA      | $119001.12    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust | CUSIP: 93934FHC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147381 | PA      | $129782.77    | 0.01%             | 2035-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE2 Trust         | CUSIP: 93934TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      487913 | PA      | $152116.80    | 0.01%             | 2037-02-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | CUSIP: 939355AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79676 | PA      | $70430.50     | 0.01%             | 2047-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79771 | PA      | $25848.15     | 0.00%             | 2036-10-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-6 Trust   | CUSIP: 93935GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318089 | PA      | $124036.20    | 0.01%             | 2036-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE1 Trust         | CUSIP: 93935KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5549 | PA      | $1736.84      | 0.00%             | 2036-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Asset-Backed CTFS                                              | Washington Mutural Asset-Backed Certificates WMABS Series 2007-HE1 Trust         | CUSIP: 93935KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49231 | PA      | $15474.13     | 0.00%             | 2036-11-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA2 Trust | CUSIP: 93935QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186571 | PA      | $163457.84    | 0.01%             | 2047-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11893 | PA      | $11437.27     | 0.00%             | 2037-06-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                     | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust   | CUSIP: 93936PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140968 | PA      | $130690.18    | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $122863.02    | 0.01%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22126.72     | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $69829.70     | 0.01%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                            | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $644977.76    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51146.32     | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      475000 | PA      | $491369.53    | 0.04%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133835.26    | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      204000 | PA      | $216876.48    | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wealthfront Corp                                                                 | Wealthfront Corp                                                                 | CUSIP: 947002101<br>LEI: 254900H4LJLUHGFJYM32 | Long             | EC               | CORP              | US        |        1394 | NS      | $12099.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| WEATHERFORD INTERNATIONA                                                         | Weatherford International Ltd                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $103572.90    | 0.01%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                         | Weekley Homes LLC / Weekley Finance Corp                                         | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $48271.68     | 0.00%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178088.92    | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      374000 | PA      | $391027.90    | 0.03%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      270000 | PA      | $262271.73    | 0.02%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62737.66     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38111.97     | 0.00%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      435000 | PA      | $406525.97    | 0.03%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      310000 | PA      | $311496.23    | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      615000 | PA      | $561889.96    | 0.04%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      130000 | PA      | $100320.94    | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      139000 | PA      | $129608.32    | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $214230.53    | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101156.23    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      107000 | PA      | $108363.86    | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      185000 | PA      | $191327.27    | 0.02%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      250000 | PA      | $260532.86    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      345000 | PA      | $379597.48    | 0.03%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22440.32     | 0.00%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      370000 | PA      | $375264.19    | 0.03%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      486000 | PA      | $502115.67    | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $197735.00    | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10000 | PA      | $8293.60      | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      154000 | PA      | $155281.25    | 0.01%             | 2035-07-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | WELLS FARGO COMMERCIAL MORTGAG                                                   | CUSIP: 95004AAC7<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |     1390000 | PA      | $11575.92     | 0.00%             | 2043-07-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAE3<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |      176000 | PA      | $180895.50    | 0.01%             | 2043-07-15      | Fixed         | 6.22%                 | 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        |      112000 | PA      | $112787.55    | 0.01%             | 2043-07-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-BPRC                                  | CUSIP: 95004AAJ2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $50259.20     | 0.00%             | 2043-07-15      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |       20000 | PA      | $19320.51     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      410000 | PA      | $414109.74    | 0.03%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |      250000 | PA      | $253848.78    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | 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        |       49750 | PA      | $49532.59     | 0.00%             | 2031-12-30      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Westways Funding Ltd                                                             | WEST Trust 2025-ROSE                                                             | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       56000 | PA      | $56837.08     | 0.00%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ANDIRON SERIES B 1L FRN                                                          | ANDIRON SERIES B 1L FRN                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30000.00     | 0.00%             | 2030-01-21      | Variable      | 7.32%                 | No            |                  3 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       95000 | PA      | $86932.28     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      150000 | PA      | $128814.17    | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159308.71    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180726 | PA      | $181301.77    | 0.01%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $917592.93    | 0.07%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192510.28    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      340000 | PA      | $355598.82    | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                    | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       75000 | PA      | $64859.44     | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $560042.56    | 0.04%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $307952.25    | 0.02%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180000 | PA      | $184720.97    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2022-1                                     | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       19261 | PA      | $19250.35     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      570000 | PA      | $582912.55    | 0.05%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1170000 | PA      | $1200134.17   | 0.09%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                            | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      680000 | PA      | $698051.35    | 0.05%             | 2029-10-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      390000 | PA      | $389889.35    | 0.03%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |      260000 | PA      | $256164.66    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    12269768 | NS      | $12275903.09  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21036.89     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177722.78    | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       29000 | PA      | $21003.79     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39101.67     | 0.00%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox Clo II Ltd                                                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      519000 | PA      | $520868.30    | 0.04%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox Clo II Ltd                                                              | CUSIP: 96466CBA5<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $401010.28    | 0.03%             | 2037-10-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox Clo I Ltd                                                               | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250549.48    | 0.02%             | 2037-01-24      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                               | Whitebox CLO III Ltd                                                             | CUSIP: 96467HAS5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250223.45    | 0.02%             | 2035-10-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224407.78    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                             | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      165000 | PA      | $163911.39    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      760000 | PA      | $781658.75    | 0.06%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                         | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      520000 | PA      | $521526.38    | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25500.48     | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144435.77    | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      128000 | PA      | $133506.56    | 0.01%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112001.09    | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                   | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       35000 | PA      | $35481.25     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |       50000 | PA      | $49289.60     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      173000 | PA      | $168773.55    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44779.06     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128706.18    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       68000 | PA      | $56062.42     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       19000 | PA      | $13822.50     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| Xerox Holdings Corp                                                              | Xerox Holdings Corp 2023 Term Loan B                                             | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |       16000 | PA      | $12331.36     | 0.00%             | 2029-11-19      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                     | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49736.12     | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                             | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |       19000 | PA      | $20108.65     | 0.00%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      172000 | PA      | $181328.08    | 0.01%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72420.84     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90742.67     | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      295000 | PA      | $294955.95    | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       55000 | PA      | $58311.93     | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     7746181 | PA      | $470892.04    | 0.04%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY KENTUCKY INC                                                         | DUKE ENERGY KENTUCKY INC                                                         | CUSIP: 000000000<br>LEI: 8DFCA0P2BKMHOESX4E68 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239112.50    | 0.02%             | 2035-09-15      | Fixed         | 6.01%                 | Yes           |                  3 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    59000000 | PA      | $3898.18      | 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        |  2226000000 | PA      | $136046.26    | 0.01%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   306000000 | PA      | $18563.93     | 0.00%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4830520 | PA      | $301203.46    | 0.02%             | 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        |     6065086 | PA      | $385621.76    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1194900000 | PA      | $267617.73    | 0.02%             | 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        |       23000 | PA      | $6648.53      | 0.00%             | 2024-11-04      | None          | 0.00%                 | 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        |      243000 | PA      | $44950.76     | 0.00%             | 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        |     1181000 | PA      | $218464.37    | 0.02%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     2140000 | PA      | $101544.51    | 0.01%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1079500000 | PA      | $263482.34    | 0.02%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                          | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      100000 | PA      | $111015.79    | 0.01%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                           | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       14000 | PA      | $12810.00     | 0.00%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                           | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       27000 | PA      | $22302.00     | 0.00%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   174200000 | PA      | $29141.20     | 0.00%             | 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      | $117862.73    | 0.01%             | 2026-03-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                                             | Last Mile Securities PE 2021 DAC                                                 | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      231952 | PA      | $274965.67    | 0.02%             | 2031-08-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                 | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $121387.27    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC                                         | CUSIP: 000000000<br>LEI: 635400NOPX1IKIAX7N90 | Long             | ABS-MBS          | CORP              | IE        |      458527 | PA      | $542678.70    | 0.04%             | 2033-08-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                                                         | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123526.92    | 0.01%             | 2082-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   456000000 | PA      | $28160.45     | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                               | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    17000000 | PA      | $68392.16     | 0.01%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6350100 | PA      | $342175.26    | 0.03%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      449000 | PA      | $80795.21     | 0.01%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      100000 | PA      | $126545.78    | 0.01%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5148100 | PA      | $294495.15    | 0.02%             | 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        |       20675 | PA      | $22154.50     | 0.00%             | 2033-09-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     5640000 | PA      | $98676.25     | 0.01%             | 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        |     2830900 | PA      | $164598.84    | 0.01%             | 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        |     2160000 | PA      | $107794.08    | 0.01%             | 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        |      100000 | PA      | $118937.97    | 0.01%             | 2029-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $107297.25    | 0.01%             | 2028-09-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      970000 | PA      | $21034.10     | 0.00%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                                                                 | Invesco Euro CLO                                                                 | CUSIP: 000000000<br>LEI: 549300YQUO4XFJGG1T54 | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $294395.85    | 0.02%             | 2034-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |       76000 | PA      | $2932.25      | 0.00%             | 2055-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                         | TAV Havalimanlari Holding AS                                                     | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      220000 | PA      | $227700.00    | 0.02%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                                | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $126397.95    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                                           | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1920000 | PA      | $356668.72    | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       16000 | PA      | $19499.47     | 0.00%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SASU                                                                   | Goldstory SAS                                                                    | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $116741.31    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                               | Ardonagh Finco Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $121787.67    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                          | IRB INFRASTRUCTURE DEVE                                                          | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      400000 | PA      | $416952.00    | 0.03%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                               | MVM Energetika Zrt                                                               | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      206000 | PA      | $217523.13    | 0.02%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                             | Heathrow Finance PLC                                                             | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $139535.98    | 0.01%             | 2031-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGROUP AG                                                                      | Progroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121171.81    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      315000 | PA      | $90847.31     | 0.01%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                                                           | CD&R Firefly Bidco PLC                                                           | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $143098.55    | 0.01%             | 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        |      362000 | PA      | $102103.51    | 0.01%             | 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      | $123071.22    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                                                         | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $206937.50    | 0.02%             | 2029-04-25      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                                                       | Mahle GmbH                                                                       | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $123615.85    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                           | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      223000 | PA      | $238897.67    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      100000 | PA      | $124068.46    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $126378.48    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MULTIVERSITY SPA                                                                 | Multiversity SpA                                                                 | CUSIP: 000000000<br>LEI: 8945002RM8LY280ZUC12 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $124720.35    | 0.01%             | 2031-05-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                                           | Trident Energy Finance PLC                                                       | CUSIP: 000000000<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |      226000 | PA      | $233955.20    | 0.02%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       19000 | PA      | $23499.98     | 0.00%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      161472 | PA      | $42021.75     | 0.00%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    10610000 | PA      | $350763.94    | 0.03%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      200000 | PA      | $244063.38    | 0.02%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   352000000 | PA      | $21558.67     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                                            | China Government Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      520000 | PA      | $76770.42     | 0.01%             | 2034-08-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                           | Ukraine Government International Bonds                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17000 | PA      | $13192.00     | 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        |       23000 | PA      | $12845.50     | 0.00%             | 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        |       18000 | PA      | $10926.00     | 0.00%             | 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        |       82286 | PA      | $113171.36    | 0.01%             | 2067-02-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Fortuna Consumer Loan ABS                                                        | Fortuna Consumer Loan Abs 2024-2 DAC                                             | CUSIP: 000000000<br>LEI: 635400WJJIABFKEPEL72 | Long             | ABS-O            | CORP              | IE        |       83168 | PA      | $100232.21    | 0.01%             | 2034-10-18      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BUBBLES BIDCO SPA                                                                | Bubbles Bidco SPA                                                                | CUSIP: 000000000<br>LEI: 815600073942740CEB24 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $121710.85    | 0.01%             | 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        |      939801 | PA      | $21346.34     | 0.00%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                                  | OEG Finance PLC                                                                  | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123817.92    | 0.01%             | 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      | $120323.34    | 0.01%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                             | Ghana Government International Bonds                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       13000 | PA      | $11830.00     | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2612000 | PA      | $56348.23     | 0.00%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                   | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $145904.65    | 0.01%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Dowson                                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      110000 | PA      | $150275.15    | 0.01%             | 2031-08-20      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Dowson                                                                           | Dowson 2024-1 PLC                                                                | CUSIP: 000000000<br>LEI: 635400IRBWDPWKGK1C24 | Long             | ABS-O            | CORP              | GB        |      162000 | PA      | $219194.89    | 0.02%             | 2031-08-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      290000 | PA      | $83942.27     | 0.01%             | 2030-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     2900000 | PA      | $94095.75     | 0.01%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      200000 | PA      | $212195.00    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $125654.25    | 0.01%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                                 | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119933.80    | 0.01%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       15000 | PA      | $12251.63     | 0.00%             | 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        |        3650 | PA      | $3561.96      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      409000 | PA      | $409511.25    | 0.03%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                               | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   193800000 | PA      | $962751.21    | 0.08%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                                | Kapla Holding SAS                                                                | CUSIP: 000000000<br>LEI: 894500PJ28XTH66K4X83 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $120186.49    | 0.01%             | 2031-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                                             | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |       78452 | PA      | $102980.69    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONTOURGLOBAL POWER HLDG                                                         | ContourGlobal Power Holdings SA                                                  | CUSIP: 000000000<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121679.94    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                                         | Thailand Government Bond                                                         | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     3243000 | PA      | $107110.80    | 0.01%             | 2035-03-17      | Fixed         | 2.41%                 | 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      | $123911.83    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                          | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111347.21    | 0.01%             | 2030-02-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                                    | RCI Banque SA                                                                    | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121620.17    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALSTRIA OFFICE AG                                                                | Alstria Office AG                                                                | CUSIP: 000000000<br>LEI: 529900QIJIGPI0DRL085 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121880.01    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taurus CMBS                                                                      | Taurus 2025-2 UK DAC                                                             | CUSIP: 000000000<br>LEI: 635400ZUSGYHROR9ZX12 | Long             | ABS-MBS          | CORP              | IE        |      172048 | PA      | $235454.48    | 0.02%             | 2035-02-18      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA                                                         | Itelyum Regeneration Spa                                                         | CUSIP: 000000000<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120271.79    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                              | Citycon Treasury BV                                                              | CUSIP: 000000000<br>LEI: 549300WAE0CGQ0IE1H63 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112987.74    | 0.01%             | 2031-07-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                    | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |      136397 | PA      | $186846.20    | 0.01%             | 2035-05-17      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                               | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   101950000 | PA      | $517846.18    | 0.04%             | 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        |    14300000 | PA      | $249953.13    | 0.02%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                    | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $121339.50    | 0.01%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                         | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $118132.36    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                                              | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     4725000 | PA      | $94673.68     | 0.01%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                                      | GLP Pte Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $205200.00    | 0.02%             | 2028-05-20      | Fixed         | 9.75%                 | 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        |      100000 | PA      | $120698.36    | 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      | $121938.56    | 0.01%             | 2032-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                           | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $125498.64    | 0.01%             | 2033-11-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      100000 | PA      | $122462.27    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                                                   | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121478.45    | 0.01%             | 2030-05-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                               | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119917.01    | 0.01%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $252696.14    | 0.02%             | 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        |      100000 | PA      | $120430.72    | 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        |      100000 | PA      | $120262.44    | 0.01%             | 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        |      950000 | PA      | $51170.11     | 0.00%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Household Capital                                                                | Household Capital 2025-1 RMBS                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |       87372 | PA      | $60745.63     | 0.00%             | 2087-07-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                                         | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $112179.03    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                                                          | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |       11254 | PA      | $12989.14     | 0.00%             | 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        |     3700000 | PA      | $72038.83     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOLCETTO HOLDCO SPA                                                              | Dolcetto Holdco SpA                                                              | CUSIP: 000000000<br>LEI: 81560029E819F2CE4A42 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120578.88    | 0.01%             | 2032-07-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                                 | Maxam Prill Sarl                                                                 | CUSIP: 000000000<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123053.47    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                                | Paprec Holding SA                                                                | CUSIP: 000000000<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119403.66    | 0.01%             | 2030-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                             | BCP V Modular Services Finance II PLC                                            | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $111868.67    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $120751.10    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 000000000<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $122693.52    | 0.01%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                                                        | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119230.95    | 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      | $119571.38    | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                      | CUSIP: 000000000<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112251.65    | 0.01%             | 2055-07-28      | Fixed         | 4.05%                 | 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        |       91292 | PA      | $108320.13    | 0.01%             | 2037-06-22      | Floating      | 5.55%                 | 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        |       90388 | PA      | $107141.26    | 0.01%             | 2037-06-22      | Floating      | 4.65%                 | 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        |       90388 | PA      | $107141.06    | 0.01%             | 2037-06-22      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                         | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $116975.66    | 0.01%             | 2031-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    36960000 | PA      | $637202.75    | 0.05%             | 2030-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      600000 | PA      | $13124.12     | 0.00%             | 2028-08-05      | Fixed         | 24.44%                | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                                            | Egypt Government Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1912000 | PA      | $41155.46     | 0.00%             | 2028-08-26      | Fixed         | 23.38%                | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                             | E.ON International Finance BV                                                    | CUSIP: 000000000<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117562.86    | 0.01%             | 2035-09-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMETIC GROUP AB                                                                 | Dometic Group AB                                                                 | CUSIP: 000000000<br>LEI: 549300STIPMK5VSA7Y59 | Long             | DBT              | CORP              | SE        |      100000 | PA      | $119858.10    | 0.01%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain Inc                                                                | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      100000 | PA      | $115656.22    | 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        |      100000 | PA      | $115036.43    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $118051.81    | 0.01%             | 2036-09-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 000000000<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119830.63    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumo Santander                                                                | Fondo de Titulizacion Santander Consumo 9                                        | CUSIP: 000000000<br>LEI: 959800RE2YA509E01X80 | Long             | ABS-O            | CORP              | ES        |      180000 | PA      | $215539.06    | 0.02%             | 2040-10-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Secucor Finance                                                                  | Secucor Finance 2013-1 DAC                                                       | CUSIP: 000000000<br>LEI: 2138001E8BAK3OXZGG87 | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $121025.79    | 0.01%             | 2036-09-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BRENNTAG FINANCE BV                                                              | Brenntag Finance BV                                                              | CUSIP: 000000000<br>LEI: 724500LOJA6NM43PH951 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $353346.19    | 0.03%             | 2031-10-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                    | Deepocean Ltd                                                                    | CUSIP: 000000000<br>LEI: 213800OYKN2J6ZFIFU40 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $122904.89    | 0.01%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | Heineken NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      220000 | PA      | $260071.76    | 0.02%             | 2034-05-03      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118612.95    | 0.01%             | 2031-01-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SAR                                                         | ION Platform Finance SARL                                                        | CUSIP: 000000000<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $106860.93    | 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        |      104000 | PA      | $113345.77    | 0.01%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                                         | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119136.08    | 0.01%             | 2032-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        4000 | PA      | $4941.44      | 0.00%             | 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        |        5000 | PA      | $6104.55      | 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        |        5000 | PA      | $6156.41      | 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        |      100000 | PA      | $118852.27    | 0.01%             | 2032-10-18      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                                               | Japan Government Thirty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    19700000 | PA      | $118492.78    | 0.01%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN FINANCE SARL                                                          | Aroundtown Finance Sarl                                                          | CUSIP: 000000000<br>LEI: 8945006LEXV2KWSWVP51 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117177.78    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $234949.21    | 0.02%             | 2036-11-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 000000000<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      400000 | PA      | $473274.52    | 0.04%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                                      | Deuce Finco PLC                                                                  | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $138860.19    | 0.01%             | 2031-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                                             | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |      255000 | PA      | $299241.49    | 0.02%             | 2030-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT                                                          | RTE Reseau de Transport d'Electricite SADIR                                      | CUSIP: 000000000<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $118827.67    | 0.01%             | 2037-11-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                             | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $236685.86    | 0.02%             | 2033-02-27      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TABCORP FINANCE PTY LTD                                                          | Tabcorp Finance Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 213800DP7KVM374ANX97 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $172520.77    | 0.01%             | 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      | $116770.68    | 0.01%             | 2030-06-08      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                               | Vivion Investments Sarl                                                          | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $111585.70    | 0.01%             | 2031-03-08      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                                                  | Duomo Bidco SpA                                                                  | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118846.47    | 0.01%             | 2032-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WPP FINANCE 2013                                                                 | WPP Finance 2013                                                                 | CUSIP: 000000000<br>LEI: 549300L84EKSLWWPGI24 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $410524.48    | 0.03%             | 2031-06-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BIFFA GROUP HOLDINGS LTD                                                         | Biffa Group Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 21380012LWLXNMXB8I44 | Long             | DBT              | CORP              | JE        |      100000 | PA      | $118550.95    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SJM INTERNATIONAL LTD                                                            | SJM International Ltd                                                            | CUSIP: 000000000<br>LEI: 254900D15HMHW0MJ6N62 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $198300.00    | 0.02%             | 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      | $234400.27    | 0.02%             | 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        |      200000 | PA      | $202250.00    | 0.02%             | 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      | $118710.22    | 0.01%             | 2031-01-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      100000 | PA      | $117883.01    | 0.01%             | 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        |      100000 | PA      | $119182.46    | 0.01%             | 2034-04-20      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                             | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   229700000 | PA      | $60733.44     | 0.00%             | 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        |      250000 | PA      | $196181.51    | 0.02%             | 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        |      200000 | PA      | $236547.05    | 0.02%             | 2040-01-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EP INFRASTRUCTURE AS                                                             | EP Infrastructure AS                                                             | CUSIP: 000000000<br>LEI: 315700I4J1M1NKGWWY89 | Long             | DBT              | CORP              | CZ        |      200000 | PA      | $237925.73    | 0.02%             | 2034-01-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LINK FINANCE CAYMAN 2009                                                         | Link Finance Cayman 2009 Ltd/The                                                 | CUSIP: 000000000<br>LEI: 254900J10LHB6JOSNR19 | Long             | DBT              |  | KY        |      200000 | PA      | $198804.00    | 0.02%             | 2036-02-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS                                                         | AusNet Services Holdings Pty Ltd                                                 | CUSIP: 000000000<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | SN               | CORP              | AU        |      130000 | PA      | $90871.34     | 0.01%             | 2056-02-04      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                                                         | Motability Operations Group PLC                                                  | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $154388.54    | 0.01%             | 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        |      141000 | PA      | $167169.69    | 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        |      100000 | PA      | $118531.51    | 0.01%             | 2034-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |           9 | NC      | $-2230.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         277 | NC      | $-18920.91    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC27                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          25 | NC      | $-600.75      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | 3 MONTH SOFR FUT DEC28                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          25 | NC      | $-1532.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BOBL FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -11 | NC      | $-877.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         500 | NC      | $56608.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -6 | NC      | $-952.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BUXL 30Y BND MAR26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -1 | NC      | $-72.09       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-BTP FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          57 | NC      | $26256.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                | EURO-OAT FUTURE MAR26                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -209 | NC      | $-194155.98   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          29 | NC      | $-74312.50    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $681.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         516 | NC      | $-121477.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -248 | NC      | $44941.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         115 | NC      | $-187371.53   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | E-MINI RUSS 2000 MAR26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -4 | NC      | $-10279.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         804 | NC      | $-212067.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         734 | NC      | $-91473.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          43 | NC      | $-60798.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                 | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        -428 | NC      | $302301.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                              | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          24 | NC      | $-7949.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                              | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -417 | NC      | $-74616.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                                         | CAN 10YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |        -437 | NC      | $-20906.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -234 | NC      | $-558.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                              | AUST 3YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |          77 | NC      | $-15478.72    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -234 | NC      | $-1205.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | FED FUND 30DAY JUL26                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           1 | NC      | $-272.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                           | US BOND FUTR OPTN MAR26C 117                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           1 | NC      | $343.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                                                           | ISHARES IBOXX HIGH YIELD COR                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -351 | NC      | $-13478.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA NA                                                               | EUR/CZK One-touch barrier option; Barrier price EUR 23.85000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |        8467 | OU      | $2.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | EUR/HUF One-touch barrier option; Barrier price USD 375.00000                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | DE        |       16000 | OU      | $4702.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                   | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |      670000 | PA      | $31941.34     | 0.00%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government Bond                                               | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      561000 | PA      | $166588.82    | 0.01%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie B                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      309000 | PA      | $261493.35    | 0.02%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                              | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108846.29    | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                                          | Hungary Government Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    23480000 | PA      | $75065.08     | 0.01%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                                          | Turkiye Government Bond                                                          | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      811871 | PA      | $18669.28     | 0.00%             | 2028-11-08      | Fixed         | 31.08%                | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                            | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4030000 | PA      | $70147.41     | 0.01%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |      100000 | PA      | $134774.96    | 0.01%             | 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      | $115027.40    | 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        |      621000 | PA      | $173626.13    | 0.01%             | 2035-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWAP/CDSWAP/SCDS: (AXP)                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       90000 | OU      | $-2567.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWAP/CDSWAP/SCDS: (AEP)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |      176000 | OU      | $-4797.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWAP/CDSWAP/SCDS: (D)                                                            | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |       87000 | OU      | $-2257.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 15.250000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     6000000 | OU      | $-102329.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 14.955000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     4000000 | OU      | $-58108.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 14.995000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     9000000 | OU      | $-133143.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | SWP: OIS 15.117500 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     4000000 | OU      | $-62801.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | SWP: OIS 15.045000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     6000000 | OU      | $-90095.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | SWP: OIS 14.660000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |    10000000 | OU      | $-118646.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | SWP: OIS 14.453000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     9000000 | OU      | $-91624.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 14.690000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     9000000 | OU      | $-108274.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 14.630000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     8000000 | OU      | $-92283.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | SWP: OIS 14.870000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |     2000000 | OU      | $-26850.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.793700 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    12634000 | OU      | $34767.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.800000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8984000 | OU      | $-24147.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 0.997500 12-MAR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   641920495 | OU      | $2195.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.026500 12-MAR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1570898665 | OU      | $2461.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.018460 12-MAR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1041047954 | OU      | $2165.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.814000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6894000 | OU      | $17548.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.900000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     6894000 | OU      | $-11520.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | SWP: OIS 14.480000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     8000000 | OU      | $-79249.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.783000 16-MAY-2026 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3650000 | OU      | $-10441.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 0.683000 21-APR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   616006038 | OU      | $16951.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 0.685000 21-APR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   623207547 | OU      | $17070.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 0.698000 11-MAY-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   491918491 | OU      | $13987.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.428000 15-APR-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     1444853 | OU      | $4719.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 0.884550 21-APR-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   450000000 | OU      | $6597.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.590800 28-AUG-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      250000 | OU      | $-1936.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 3.869000 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-6065.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.631500 09-SEP-2030 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     3012000 | OU      | $-14230.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.231500 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    63140000 | OU      | $-102817.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.170000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34000000 | OU      | $-49875.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.691000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $6989.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.144000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21000000 | OU      | $-29371.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.007000 11-SEP-2027 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   371750000 | OU      | $-7221.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.669090 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $3984.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.116500 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    75400000 | OU      | $-100012.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.130000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    69600000 | OU      | $-94786.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.549200 18-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      400000 | OU      | $-1681.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.561040 22-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     1190000 | OU      | $-6289.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.911100 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14000000 | OU      | $7987.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.960500 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $1632.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.960000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $1650.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.104000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16000000 | OU      | $-20697.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.901600 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5000000 | OU      | $3139.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 7.129000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14000000 | OU      | $-19029.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 3.886700 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-7149.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.995000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2120000 | OU      | $134.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.945000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1880000 | OU      | $687.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 3.878200 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-19886.50    | -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        |       77000 | OU      | $13196.06     | 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        |       77000 | OU      | $5552.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.930000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2143500 | OU      | $978.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.970000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2856500 | OU      | $613.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 3.875700 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-12951.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.534610 09-OCT-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      180000 | OU      | $-587.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.975000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $1475.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: GBP 3.870000 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-6126.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.907000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    56000000 | OU      | $-43472.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.900000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21000000 | OU      | $-15916.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.903000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $-4594.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.690000 17-DEC-2028 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   675072736 | OU      | $-6961.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.975000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-12413.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.862500 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5091771 | OU      | $-3778.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.658000 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6727269 | OU      | $-505.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.553800 17-DEC-2027 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1728750 | OU      | $-369.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 6.975000 04-NOV-2026 TII                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1662140 | OU      | $49.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 7.280000 30-OCT-2030 TII                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3586896 | OU      | $-1979.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 6.250000 17-DEC-2027 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    70333260 | OU      | $1065.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HUF 6.285000 17-DEC-2030 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10360320 | OU      | $387.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.890000 17-DEC-2030 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9209134 | OU      | $5900.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.899000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-9818.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.880216 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      983811 | OU      | $-1377.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.004023 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       14894 | OU      | $-37.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.540000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1355787 | OU      | $-79.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.584000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1096131 | OU      | $-347.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.906000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-6189.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.308344 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      146853 | OU      | $-661.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.720000 17-DEC-2026 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4973000 | OU      | $-559.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.950000 17-DEC-2027 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      562000 | OU      | $-998.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.000000 17-DEC-2026 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $-354.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 4.050000 17-DEC-2030 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      445000 | OU      | $-1368.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.864000 04-JAN-2027 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      131000 | OU      | $-26.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.238000 02-JAN-2031 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      334000 | OU      | $654.71       | 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        |     6088000 | OU      | $4177.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.020000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      526000 | OU      | $556.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.867500 17-DEC-2030 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2404000 | OU      | $-1816.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.320000 05-NOV-2030 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      670800 | OU      | $-304.76      | -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        |     1114154 | OU      | $-271.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.535000 17-DEC-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      909000 | OU      | $-72.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.583000 17-DEC-2030 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      791000 | OU      | $-256.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.976000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   153860800 | OU      | $-2086.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.947000 17-DEC-2030 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   175107076 | OU      | $-2326.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.937000 17-DEC-2030 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    73553924 | OU      | $-1001.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.714000 17-DEC-2030 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10584000 | OU      | $-2026.47     | -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        |   179914135 | OU      | $-1413.18     | -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        |   165968572 | OU      | $-1303.64     | -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        |    99882162 | OU      | $1348.05      | 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        |    92058235 | OU      | $1242.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | DE        |       17000 | OU      | $729.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | SWAP/CDSWAP/SCDS: (ARGENT)                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |        4000 | OU      | $-91.15       | -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        |    99589279 | OU      | $1291.81      | 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        |   178596720 | OU      | $-1350.51     | -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        |   164753091 | OU      | $-1245.83     | -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        |    91788246 | OU      | $1190.62      | 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        |   327095744 | OU      | $-2201.97     | -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        |   354580556 | OU      | $-2386.99     | -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        |   180004317 | OU      | $2145.93      | 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        |   195302831 | OU      | $2328.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.978000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $1163.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.078000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  4119000000 | OU      | $-42325.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.852500 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    84000000 | OU      | $-53187.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.469000 18-NOV-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      840000 | OU      | $916.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.060000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1780000000 | OU      | $-19323.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.605000 16-DEC-2027 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   158570270 | OU      | $-4100.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.858000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14000000 | OU      | $-9066.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.781000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11000000 | OU      | $-4899.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: HKD 2.903000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $1238.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.760000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12320000 | OU      | $-4808.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.010000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   696000000 | OU      | $-8677.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.795000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21000000 | OU      | $-10126.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.995000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   520000000 | OU      | $-6734.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 2.986000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2042000000 | OU      | $-27038.85    | -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        |   165272000 | OU      | $-267.46      | -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        |   166437371 | OU      | $-269.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.182000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  5287000000 | OU      | $-36603.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 1.978000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15000000 | OU      | $-4435.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.679480 18-MAR-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $9408.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.845200 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   122500000 | OU      | $-19279.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.850600 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   122500000 | OU      | $-18979.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.215690 18-MAR-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    37022000 | OU      | $91221.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.346780 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15828000 | OU      | $-133242.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 4.024340 18-MAR-2056 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4482500 | OU      | $145067.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.682330 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     9220000 | OU      | $-143358.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.654910 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7799790 | OU      | $-54918.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.018220 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20980000 | OU      | $-281235.85   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.493100 18-MAR-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9890000 | OU      | $239260.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.469390 18-MAR-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    23489500 | OU      | $39439.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.831010 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1112500 | OU      | $-5776.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.134520 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      495000 | OU      | $4577.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.864000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68000000 | OU      | $-10122.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.110000 18-MAR-2028 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   741299200 | OU      | $-16940.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.803000 18-MAR-2036 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   159988000 | OU      | $21787.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.129450 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1150000 | OU      | $11990.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.819520 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2480000 | OU      | $-15831.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: GBP 4.450000 04-DEC-2055 SON                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      303600 | OU      | $-9511.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.015000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49476000 | OU      | $-11942.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.150500 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3584000000 | OU      | $-28452.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 1.985000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11524000 | OU      | $-3288.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.167500 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2391000000 | OU      | $-17671.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.522500 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $2632.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.982600 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   188000000 | OU      | $-17874.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.624000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3090000 | OU      | $340.08       | 0.00%             |  |  |  | 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        |     9417000 | OU      | $-1204.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.075000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18000000 | OU      | $-2760.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.972200 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   176836800 | OU      | $-17646.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.061000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    18000000 | OU      | $-3130.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.868000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $-13477.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.960000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   159163200 | OU      | $-16763.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.724520 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4170000 | OU      | $11590.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.053460 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2320000 | OU      | $-22030.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.840000 12-MAR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    18000000 | OU      | $11093.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.134000 18-MAR-2028 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3286400000 | OU      | $-65045.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.802500 18-MAR-2036 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   701600000 | OU      | $95753.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.967000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   271500000 | OU      | $-27733.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.082000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11500000 | OU      | $-1645.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.090000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11500000 | OU      | $-1510.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.961000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    69378698 | OU      | $-7275.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.712500 18-MAR-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    72000000 | OU      | $80239.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.941000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   165121302 | OU      | $-18813.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.970000 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      290000 | OU      | $1366.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.968600 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      290000 | OU      | $1410.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.591000 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    35042000 | OU      | $-2519.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.966250 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      290000 | OU      | $1484.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.615500 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      210000 | OU      | $1025.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.922870 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2340000 | OU      | $-10132.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.345520 18-MAR-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9700000 | OU      | $23057.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.096000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $-1225.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.256000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1840000000 | OU      | $-8349.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.948500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34000000 | OU      | $-3758.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.825000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $-2243.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.883000 18-MAR-2031 CAD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-5207.03     | -0.00%            |  |  |  | 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        |     1032341 | OU      | $1066.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | TRSWAP: IBOXHY INDEX                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |      280000 | OU      | $1584.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.990000 12-MAR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    22000000 | OU      | $21413.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.592500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    68756000 | OU      | $-4795.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.533000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1323529 | OU      | $3054.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.548500 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6352942 | OU      | $11616.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.612000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16226000 | OU      | $-3121.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.224700 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  9100000000 | OU      | $-50476.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.600800 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-12200.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 7.860000 12-MAR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    39000000 | OU      | $25892.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.517500 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $1393.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.955000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   100000000 | OU      | $-10759.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 2.018000 18-MAR-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $5232.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.619000 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $-35530.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.739000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7000000 | OU      | $-2346.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.528000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $2462.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.949000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   137000000 | OU      | $-15112.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: SEK 2.686000 18-MAR-2031 3M                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $1950.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.950000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   137000000 | OU      | $-15050.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |    12295080 | OU      | $128166.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.571000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $3399.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.013000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   138000000 | OU      | $-11217.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.738000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    13000000 | OU      | $-4322.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.616000 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    39998000 | OU      | $-1438.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 5.947500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    55540541 | OU      | $-6164.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.675000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4500000 | OU      | $-751.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.310070 18-MAR-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5577782 | OU      | $8706.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.610180 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2327132 | OU      | $-10673.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.261010 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      506768 | OU      | $-10221.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.962160 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1106888 | OU      | $9301.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.558300 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $762.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.579800 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      500000 | OU      | $430.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.608000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     9060000 | OU      | $-1991.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.016500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   257000000 | OU      | $-20483.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.612500 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7440000 | OU      | $-1405.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.108000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15000000 | OU      | $-1574.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.604500 18-MAR-2026 FED                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   172252000 | OU      | $-9042.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.475000 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $-10293.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.626600 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    12263400 | OU      | $-1130.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.614800 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-14528.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.101000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21000000 | OU      | $-2419.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.632000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10954321 | OU      | $-604.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.625400 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    30782279 | OU      | $-3092.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.826000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32000000 | OU      | $-14817.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.935000 15-JAN-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      340000 | OU      | $3318.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.419000 08-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      780000 | OU      | $3163.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.087000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31000000 | OU      | $-4208.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.016000 17-MAR-2028 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    24430000 | OU      | $-429.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.185000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  3484000000 | OU      | $-23783.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.631500 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19000000 | OU      | $-1113.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.557300 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-4965.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.775000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-1044.94     | -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        |      558140 | OU      | $-4.97        | -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        |      110667 | OU      | $-5.45        | -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        |      182035 | OU      | $-36.26       | -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        |    59447897 | OU      | $215.34       | 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        |   107477739 | OU      | $-214.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.432050 03-FEB-2030 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       23993 | OU      | $16.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.456050 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    13874027 | OU      | $-47688.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.273190 18-MAR-2028 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    32814974 | OU      | $44499.16     | 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        |      203505 | OU      | $-1.85        | -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        |    11000000 | OU      | $-154.38      | -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        |      164531 | OU      | $-2.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.165000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2461000000 | OU      | $-18386.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.554360 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-2984.26     | -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        |     1692725 | OU      | $0.38         | 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        |     8208161 | OU      | $-42.14       | -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        |     1331536 | OU      | $361.95       | 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        |      114211 | OU      | $42.11        | 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        |      760613 | OU      | $-149.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.675400 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7322821 | OU      | $-42374.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.506060 18-MAR-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1035000 | OU      | $22058.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.037900 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3297500 | OU      | $-37004.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.464060 18-MAR-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22665756 | OU      | $41192.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.008000 17-MAR-2028 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7184863 | OU      | $-143.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.608000 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      295260 | OU      | $64.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.073000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20000000 | OU      | $-3125.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.565010 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-6247.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 0.326300 18-MAR-2031 SAR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $7193.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.680000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-269.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.794000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-486.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.230000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1346000000 | OU      | $-7236.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.001000 17-MAR-2028 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7191222 | OU      | $-159.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.558100 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-5098.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | SWAP/CDSWAP/SCDS: (SFRFP)                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | DE        |       14000 | OU      | $600.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.499000 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $-2958.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.012000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    73000000 | OU      | $-5967.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.544900 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-1935.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.793000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-511.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 3.158520 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1960000 | OU      | $7185.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.875550 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4500000 | OU      | $-2589.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.020000 17-MAR-2028 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10053915 | OU      | $-164.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.305000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1314000000 | OU      | $-3887.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: MYR 3.257600 18-JUN-2027 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3160000 | OU      | $-445.11      | -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        |     1090000 | OU      | $432.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.078750 15-JAN-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |       30000 | OU      | $382.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | SWP: OIS 10.230000 20-JAN-2033 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   128302000 | OU      | $-1018.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | FSWP: OIS 9.990000 20-JAN-2030 IBR                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   445251000 | OU      | $1465.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.138000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $-365.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.510000 17-JUN-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1634040 | OU      | $-86.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.507500 17-JUN-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1673503 | OU      | $-100.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.751000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-2354.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.492000 17-JUN-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2458714 | OU      | $-254.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.496000 17-JUN-2028 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2455028 | OU      | $-226.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.033500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   115000000 | OU      | $-8279.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.337500 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   689000000 | OU      | $-1316.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.730000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-1045.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.442000 21-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      310000 | OU      | $1070.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.829200 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      590000 | OU      | $-1981.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 4.160600 18-MAR-2056 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      320000 | OU      | $2931.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.272930 18-MAR-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2210000 | OU      | $1559.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.538990 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      840000 | OU      | $-537.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.645030 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2300000 | OU      | $17585.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.455770 18-MAR-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     5520000 | OU      | $-11220.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 1.258690 18-MAR-2028 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   217600000 | OU      | $-847.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: JPY 2.040380 18-MAR-2036 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    42400000 | OU      | $-134.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 1.990000 15-JAN-2036 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |       40000 | OU      | $152.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.108750 15-JAN-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      330000 | OU      | $3027.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.419000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  7241000000 | OU      | $5187.02      | 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        |     1090000 | OU      | $-315.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.468310 18-MAR-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1285129 | OU      | $38169.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.022370 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2575258 | OU      | $-33335.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.812500 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-22.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.551960 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      530000 | OU      | $720.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.880860 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      280000 | OU      | $6.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.518000 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2000000 | OU      | $-1226.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.457000 22-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      580000 | OU      | $1376.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 13.190000 02-JAN-2029 BZ                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    15000000 | OU      | $-38075.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | SWAP/CDSWAP/SCDS: (INDON)                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |      210000 | OU      | $-2436.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | SWAP/CDSWAP/SCDS: (INDON)                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | US        |      105000 | OU      | $-1218.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.536370 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     8000000 | OU      | $-3958.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.390300 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 12690000000 | OU      | $-2649.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.574000 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     5000000 | OU      | $9696.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 3.136250 15-JAN-2036 UKR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      550000 | OU      | $3229.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.464500 23-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     1050000 | OU      | $1941.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.366000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1881000000 | OU      | $-1866.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.442800 18-MAR-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14000000 | OU      | $1186.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.765000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-1819.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 13.060000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     7000000 | OU      | $-13254.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.479500 26-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     1050000 | OU      | $792.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.460000 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $615.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.886090 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       80000 | OU      | $109.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 4.199910 18-MAR-2056 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |       90000 | OU      | $222.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: KRW 3.355000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1522000000 | OU      | $-2049.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.153000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    60000000 | OU      | $-1068.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.433000 18-MAR-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $599.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.808000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     3000000 | OU      | $-202.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.463500 27-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      790000 | OU      | $1811.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: EUR 2.891200 28-JAN-2036 EUR                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6950000 | OU      | $-20622.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.632000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1852000 | OU      | $-1393.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.656000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2148000 | OU      | $-3209.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.140000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22000000 | OU      | $-1276.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.166000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   211000000 | OU      | $-2513.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.607000 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-8820.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: ZAR 6.610000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $14.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.726000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     6000000 | OU      | $-1428.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.470000 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $761.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.605000 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     4000000 | OU      | $13409.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | SWP: IFS 2.493200 29-JAN-2036 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     1570000 | OU      | $-62.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.182000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   151000000 | OU      | $-702.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.420000 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $33.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.771000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-531.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 12.757500 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     8000000 | OU      | $-3264.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.137480 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1085000 | OU      | $-190.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.582000 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1800000 | OU      | $1427.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: TWD 2.170000 18-MAR-2031 TAI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    10000000 | OU      | $-139.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: AUD 4.627300 18-MAR-2031 AUD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1200000 | OU      | $-728.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.206500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   256844620 | OU      | $1657.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.205500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   206155380 | OU      | $1237.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: EUR 2.545600 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $-1006.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CZK 3.607000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     4000000 | OU      | $118.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.437500 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $287.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: PLN 3.791500 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     2000000 | OU      | $-548.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: CNY 1.623800 18-MAR-2031 CNR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      627053 | OU      | $69.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 12.650000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $357.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 6.209000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   159000000 | OU      | $1206.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 1.876800 18-MAR-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $85.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 3.427500 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1000000 | OU      | $142.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.137480 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     1085000 | OU      | $-190.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                                         | FSWP: OIS 4.588200 18-MAR-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      650000 | OU      | $1988.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | SWP: OIS 12.660000 02-JAN-2029 BZD                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     3000000 | OU      | $159.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.538950 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     2950000 | OU      | $1007.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                      | FSWP: OIS 3.854270 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     1630000 | OU      | $2083.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       41000 | PA      | $11858.11     | 0.00%             | 2028-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Genius Sports Ltd                                                                | Genius Sports Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |       13583 | NS      | $118172.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $197840.00    | 0.02%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                            | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199774.00    | 0.02%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                           | MGM China Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $264687.50    | 0.02%             | 2031-06-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                   | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $199638.00    | 0.02%             | 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        |      220000 | PA      | $235125.00    | 0.02%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                | Rakuten Group Inc                                                                | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      400000 | PA      | $448141.49    | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                  | Ardagh Group SA                                                                  | CUSIP: 000000000<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       25000 | PA      | $27014.38     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                              | Minejesa Capital BV                                                              | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $296658.00    | 0.02%             | 2037-08-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                          | Mong Duong Finance Holdings BV                                                   | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      289690 | PA      | $287951.68    | 0.02%             | 2029-05-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 2Y RTP 4.300000 20-SEP-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -22933000 | OU      | $-48802.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 2Y RTP 4.050000 04-OCT-2027                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -26178377 | OU      | $-84579.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 10Y RTP 4.000000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -4035000 | OU      | $-24510.53    | -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        |     3857000 | OU      | $3776.20      | 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        |    -4337000 | OU      | $-1055.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 30Y RTR 3.770000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      501970 | OU      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 10Y RTR 3.570000 05-FEB-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |      753810 | OU      | $0.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.872000 08-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -2250000 | OU      | $-89147.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 3.872000 08-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -2250000 | OU      | $-51691.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 3.855000 26-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -2881170 | OU      | $-64946.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.855000 26-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -2881170 | OU      | $-118384.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTR 3.855000 26-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     -841200 | OU      | $-18961.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @3920.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |        2700 | OU      | $61.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | USD C COP P @4200.00 EO                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | KY        |       -4000 | OU      | $-36.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.855000 26-NOV-2027                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |     -841200 | OU      | $-34563.96    | -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        |     -112000 | OU      | $-1026.70     | -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        |     -100716 | OU      | $-923.26      | -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        |      145144 | OU      | $3289.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 10Y RTP 3.960000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |    -1357000 | OU      | $-71.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/INR One-touch barrier option; Barrier price USD 88.15000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |       14677 | OU      | $100.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 30Y RTP 4.300000 02-FEB-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     -600000 | OU      | $-128.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD/CZK One-touch barrier option; Barrier price USD 20.00000                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |        7311 | OU      | $132.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 2Y RTP 4.000000 08-DEC-2027                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -7992870 | OU      | $-32447.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTP 3.500000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |   -18983066 | OU      | $-9065.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 1Y RTR 3.000000 08-JUN-2026                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |    18983066 | OU      | $9366.62      | 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        |   -18983066 | OU      | $-2268.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.750000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     -204386 | OU      | $-6.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.550000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      136624 | OU      | $28.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P MXN C @17.65000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -800000 | OU      | $-12499.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P ZAR C @16.35000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -800000 | OU      | $-17099.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P BRL C @5.250000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -1070000 | OU      | $-10496.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | GBP C USD P @1.345000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | LU        |       34000 | OU      | $843.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | GBP P USD C @1.315000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -34000 | OU      | $-4.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 10Y RTP 4.000000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     -993000 | OU      | $-847.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 10Y RTR 3.600000 17-FEB-2026                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |     -993000 | OU      | $-161.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | 10Y RTP 4.600000 16-DEC-2026                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | US        |     -747000 | OU      | $-4518.82     | -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        |     -747000 | OU      | $-2983.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | 2Y RTP 4.500000 16-DEC-2027                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |   -12046000 | OU      | $-25697.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 10Y RTP 4.030000 16-DEC-2027                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -1940000 | OU      | $-66934.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | 10Y RTR 4.030000 16-DEC-2027                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DIR              |  | US        |    -1940000 | OU      | $-56066.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P BRL C @5.290000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |    -1557000 | OU      | $-20421.61    | -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        |       -4000 | OU      | $-231.05      | -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        |        4000 | OU      | $662.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C CNH P @6.975000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |     -137396 | OU      | $-65.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P CNH C @6.975000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |     -137396 | OU      | $-396.94      | -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        |      166554 | OU      | $3909.10      | 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        |     -334109 | OU      | $-2374.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | 5Y RTR 3.820000 05-MAR-2026                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -1278000 | OU      | $-643.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C BRL P @6.45 EO                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      -67312 | OU      | $-506.18      | -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        |      -25100 | OU      | $-178.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD P CNH C @6.975000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -12200 | OU      | $-35.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C CNH P @6.975000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -12200 | OU      | $-5.78        | -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        |       12500 | OU      | $293.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.550000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |       10400 | OU      | $2.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | USD C BRL P @5.750000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |      -15700 | OU      | $-0.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.44.V1 5YR RTP @ 262.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |      198000 | OU      | $408.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.44.V1 5YR RTP @ 287.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | LU        |     -148500 | OU      | $-143.95      | -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        |       10500 | OU      | $237.94       | 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        |      -15700 | OU      | $-143.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | EUR C BRL P @6.45 EO                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |       -5700 | OU      | $-42.86       | -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        |      232000 | OU      | $2391.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.185000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -143000 | OU      | $-990.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.175000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       96000 | OU      | $1271.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.175000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |      102667 | OU      | $1359.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.185000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | KY        |     -154000 | OU      | $-1066.23     | -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        |       34000 | OU      | $256.80       | 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        |      -34000 | OU      | $-282.37      | -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              |  | KY        |       36000 | OU      | $271.91       | 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              |  | KY        |      -36000 | OU      | $-298.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C THB P @32.0000 EO                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |       95000 | OU      | $493.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C THB P @32.7000 EO                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -190000 | OU      | $-317.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | USD C BRL P @5.450000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -446162 | OU      | $-3303.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P ZAR C @16.00000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -954000 | OU      | $-10069.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD C ZAR P @17.00000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |     -954000 | OU      | $-4502.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C BRL P @5.700000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |     -965000 | OU      | $-2778.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD P BRL C @5.300000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -965000 | OU      | $-14779.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD P MXN C @17.40000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |     -965000 | OU      | $-8174.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C MXN P @18.50000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     -965000 | OU      | $-2244.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD P MXN C @17.50000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -81000 | OU      | $-910.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C MXN P @18.00000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      -81000 | OU      | $-434.97      | -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        |      327000 | OU      | $251.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD C CLP P @920.00 EO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -676000 | OU      | $-2261.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P CLP C @880.00 EO                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |      -48654 | OU      | $-705.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C THB P @31.3000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       48000 | OU      | $706.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C THB P @31.3000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |       45000 | OU      | $662.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C THB P @31.9000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      -68000 | OU      | $-455.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | USD C THB P @31.9000 EO                                                          | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      -72000 | OU      | $-482.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | EUR C USD P @1.185000 EO                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |      149000 | OU      | $1031.62      | 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        |   -17541000 | OU      | $-17760.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | 30Y RTR 4.300000 23-APR-2026                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | US        |     -303600 | OU      | $-2652.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | USD P TRY C @45.25000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |       58000 | OU      | $874.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                      | USD C TRY P @47.50000 EO                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      -58000 | OU      | $-539.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P TRY C @45.25000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KY        |       58000 | OU      | $874.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD C TRY P @47.50000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |      -58000 | OU      | $-539.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | GBP P USD C @1.355000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      170000 | OU      | $893.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | USD C BRL P @5.450000 EO                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |      188000 | OU      | $3255.22      | 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        |     -282000 | OU      | $-2146.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | EUR C USD P @1.220000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     -233000 | OU      | $-364.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | EUR C USD P @1.200000 EO                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      116500 | OU      | $528.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | EUR P USD C @1.181000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -818942 | OU      | $-5433.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | EUR C USD P @1.218000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -818942 | OU      | $-1582.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.44.V1 5YR RTP @ 287.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |     -294000 | OU      | $-927.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                               | ITRAXX.XO.44.V1 5YR RTP @ 262.5000                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | LU        |      196000 | OU      | $1065.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD P CAD C @1.338000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -980768 | OU      | $-1762.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | USD C CAD P @1.370000 EO                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     -980768 | OU      | $-3447.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.218000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |      325000 | OU      | $593.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                    | EUR C USD P @1.240000 EO                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |     -650000 | OU      | $-408.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                | AUD P USD C @0.690000 EO                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KY        |      266000 | OU      | $1353.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD C THB P @32.7000 EO                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KY        |      190000 | OU      | $317.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | GBP P USD C @1.365000 EO                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | LU        |       50000 | OU      | $454.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                            | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       42000 | PA      | $18354.00     | 0.00%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      190000 | PA      | $62031.71     | 0.00%             | 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        |       26000 | PA      | $9360.00      | 0.00%             | 2035-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                         | Petroleos de Venezuela SA                                                        | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       23000 | PA      | $6980.50      | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                             | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |      163912 | PA      | $164715.17    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                   | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |      202000 | PA      | $220664.80    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| DIAMOND II LTD                                                                   | Diamond II Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |      450000 | PA      | $450000.00    | 0.04%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                          | India Clean Energy Holdings                                                      | CUSIP: 000000000<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      400000 | PA      | $393680.00    | 0.03%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                                                           | India Green Power Holdings                                                       | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |      216650 | PA      | $212430.74    | 0.02%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RESURGENT TRADE + INVT LTD                                                       | RESURGENT TRADE + INVT LTD                                                       | CUSIP: 000000000<br>LEI: 89450041TCNTI3YL5A08 | Long             | DBT              | CORP              | MU        |      330000 | PA      | $330825.00    | 0.03%             | 2027-12-01      | Fixed         | 9.52%                 | No            |                  3 | On Loan: No      |
| JSW HYDRO ENERGY LTD                                                             | JSW Hydro Energy Ltd                                                             | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |      208500 | PA      | $195990.00    | 0.02%             | 2031-05-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEDCO LAUREL TREE                                                                | Medco Laurel Tree Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900SX7FFGRREZD046 | Long             | DBT              | CORP              | SG        |      200000 | PA      | $200596.00    | 0.02%             | 2028-11-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RENEW POWER PVT LTD                                                              | ReNew Pvt Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |      400000 | PA      | $399200.00    | 0.03%             | 2027-03-05      | Fixed         | 5.88%                 | 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        |      376300 | PA      | $392669.05    | 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        |      210000 | OU      | $-2941.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (COLOM)                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |       24000 | OU      | $-1112.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (MEX)                                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      104000 | OU      | $405.67       | 0.00%             |  |  |  | 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        |      529751 | OU      | $48834.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (CDX.NA.IG.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     8007062 | OU      | $190068.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.ASIA.XJ.IG.44.V1)                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      315000 | OU      | $5003.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1678000 | OU      | $225534.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | SWAP/CDSWAP/ICE: (ITRAXX.XO.44.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5390000 | OU      | $725026.33    | 0.06%             |  |  |  | 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        |     2815342 | OU      | $252777.90    | 0.02%             |  |  |  | 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        |     1585211 | OU      | $142329.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Funds III

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer