# EDGAR Filing Document

**Accession Number:** 0001233681
**File Stem:** 0001752724-23-002209
**Filing Date:** 2023-1
**Character Count:** 1239056
**Document Hash:** 14b45d2e48ab922f7e47665c9b2ab264
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-002209.hdr.sgml**: 20230117

**ACCESSION NUMBER**: 0001752724-23-002209

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230117

**DATE AS OF CHANGE**: 20230117

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK Ltd DURATION INCOME TRUST
- **CENTRAL INDEX KEY:** 0001233681
- **IRS NUMBER:** 200096695
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21349
- **FILM NUMBER:** 23530873

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-227

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LTD DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20041103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK LIMITED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030611

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK MANAGED DURATION INCOME TRUST
- **DATE OF NAME CHANGE:** 20030529

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |  |
|  AIMCO CLO, Series 2017-AA, Class CR, (3 mo. LIBOR US + 2.10%), 4.81%, 04/20/34<sup>(a)(b)</sup> | USD | 1000 | $897015 |
|  Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 5.73%, 10/21/28<sup>(a)(b)</sup> |  | 1000 | 905049 |
|  ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 8.51%, 10/15/29<sup>(a)(b)</sup> |  | 285 | 236756 |
|  Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 8.29%, 01/28/31<sup>(a)(b)</sup> |  | 850 | 698815 |
|  Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 5.39%, 01/28/31<sup>(a)(b)</sup> |  | 250 | 223814 |
|  Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 6.29%, 01/28/31<sup>(a)(b)</sup> |  | 1000 | 902721 |
|  Argent Securities Trust, Series 2006-W5, Class A1A, (1 mo. LIBOR US + 0.30%), 3.38%, 06/25/36<sup>(a)</sup> |  | 4297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890535 |
|  Bain Capital Credit CLO Ltd.<sup>(a)(b)</sup> Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.30%), 6.04%, 07/19/34 |  | 300 | 263167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 5.88%, 07/24/34 |  | 250 | 220013 |
|  Benefit Street Partners CLO XX Ltd., Series 2020- 20A, Class CR, (3 mo. LIBOR US + 2.05%), 4.56%, 07/15/34<sup>(a)(b)</sup> |  | 250 | 224481 |
|  CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo. LIBOR US + 5.77%), 8.51%, 07/16/31<sup>(a)(b)</sup> |  | 500 | 407401 |
|  CarVal CLO II Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 04/20/32<sup>(a)(b)</sup> |  | 250 | 231214 |
|  CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 9.15%, 07/20/32<sup>(a)(b)</sup> |  | 500 | 432011 |
|  Cayuga Park CLO Ltd., Series 2020-1A, Class B1R, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34<sup>(a)(b)</sup> |  | 250 | 234025 |
|  Cedar Funding XIV CLO Ltd., Series 2021-14A, Class B, (3 mo. LIBOR US + 1.60%), 4.11%, 07/15/33<sup>(a)(b)</sup> |  | 500 | 468561 |
|  CIFC Funding Ltd., Series 2013-4A, Class DRR, (3 mo. LIBOR US + 2.80%), 5.57%, 04/27/31<sup>(a)(b)</sup> |  | 250 | 222795 |
|  Citigroup Mortgage Loan Trust, Series 2006-FX1, Class A7, 5.78%, 10/25/36<sup>(c)</sup> |  | 349 | 230112 |
|  Clear Creek CLO, Series 2015-1A, Class DR, (3 mo. LIBOR US + 2.95%), 5.66%, 10/20/30<sup>(a)(b)</sup> |  | 250 | 224035 |
|  Countrywide Asset-Backed Certificates Trust, Series 2006-26, Class 1A, (1 mo. LIBOR US + 0.14%), 3.22%, 06/25/37<sup>(a)</sup> |  | 549 | 498662 |
|  Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30<sup>(b)</sup> |  | 245 | 230808 |
|  Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 5.39%, 04/18/31<sup>(a)(b)</sup> |  | 250 | 220639 |
|  Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 9.98%, 04/20/32<sup>(a)(b)</sup> |  | 250 | 210427 |
|  Elmwood CLO II Ltd., Series 2019-2A, Class ER, (3 mo. LIBOR US + 6.80%), 9.51%, 04/20/34<sup>(a)(b)</sup> |  | 250 | 225865 |
|  Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%), 4.21%, 04/15/33<sup>(a)(b)</sup> |  | 500 | 476741 |
|  Elmwood CLO V Ltd., Series 2020-2A, Class CR, (3 mo. LIBOR US + 2.00%), 4.71%, 10/20/34<sup>(a)(b)</sup> |  | 436 | 391544 |
|  Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.31%, 10/20/29<sup>(a)(b)</sup> |  | 250 | 226177 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |  |
|  Generate CLO 4 Ltd., Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 9.46%, 04/20/32<sup>(a)(b)</sup> | USD | 1000 | $885225 |
|  Generate CLO 6 Ltd., Series 6A, Class DR, (3 mo. LIBOR US + 3.50%), 6.26%, 01/22/35<sup>(a)(b)</sup> |  | 750 | 659037 |
|  Golub Capital Partners CLO 55B Ltd., Series 2021- 55A, Class E, (3 mo. LIBOR US + 6.56%), 9.27%, 07/20/34<sup>(a)(b)</sup> |  | 250 | 222967 |
|  Gulf Stream Meridian 1 Ltd., Series 2020-IA, Class E, (3 mo. LIBOR US + 6.45%), 8.96%, 04/15/33<sup>(a)(b)</sup> |  | 250 | 223827 |
|  Gulf Stream Meridian 5 Ltd., Series 2021-5A, Class A2, (3 mo. LIBOR US + 1.80%), 4.31%, 07/15/34<sup>(a)(b)</sup> |  | 250 | 238480 |
|  Madison Park Funding XXIX Ltd., Series 2018-29A, Class E, (3 mo. LIBOR US + 5.70%), 8.44%, 10/18/30<sup>(a)(b)</sup> |  | 250 | 213928 |
|  Madison Park Funding XXXVIII Ltd., Series 2021- 38A, Class B, (3 mo. LIBOR US + 1.65%), 4.39%, 07/17/34<sup>(a)(b)</sup> |  | 250 | 234520 |
|  Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ERR, (3 mo. LIBOR US + 6.50%), 9.01%, 07/15/34<sup>(a)(b)</sup> |  | 790 | 671085 |
|  Neuberger Berman Loan Advisers CLO 32 Ltd.,<br>Series 2019-32A, Class ER, (3 mo. LIBOR US + 6.10%), 8.84%, 01/20/32<sup>(a)(b)</sup> |  | 425 | 363852 |
|  Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 5.56%, 07/15/34<sup>(a)(b)</sup> |  | 250 | 219931 |
|  Octagon Investment Partners 31 Ltd., Series 2017- 1A, Class E, (3 mo. LIBOR US + 6.30%), 9.01%, 07/20/30<sup>(a)(b)</sup> |  | 500 | 426560 |
|  Octagon Investment Partners XVII Ltd., Series 2013- 1A, Class BR2, (3 mo. LIBOR US + 1.40%), 4.18%, 01/25/31<sup>(a)(b)</sup> |  | 250 | 235654 |
|  OHA Credit Partners XIII Ltd., Series 2016-13A, Class BR, (3 mo. LIBOR US + 1.70%), 4.43%, 10/25/34<sup>(a)(b)</sup> |  | 250 | 236440 |
|  OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 5.89%, 10/17/29<sup>(a)(b)</sup> |  | 250 | 227111 |
|  OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 8.25%, 01/20/31<sup>(a)(b)</sup> |  | 250 | 199014 |
|  Rad CLO Ltd., 0.00%, 10/20/35<sup>(a)(b)</sup> |  | 250 | 245000 |
|  Regatta XXIV Funding Ltd., Series 2021-5A, Class D, (3 mo. LIBOR US + 3.10%), 5.81%, 01/20/35<sup>(a)(b)</sup> |  | 250 | 219689 |
|  Regional Management Issuance, 3.88%, 10/17/33<sup>(b)(d)</sup> |  | 980 | 882000 |
|  Rockford Tower CLO Ltd., Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 5.36%, 10/15/29<sup>(a)(b)</sup> |  | 500 | 463758 |
|  Sterling COOFS Trust<sup>(b)(d)</sup><br>Series 2004-1, Class A, 2.36%, 04/15/29<sup>(a)</sup> |  | 719 | 7190 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2, Class Note, 2.08%, 03/30/30 |  | 1088 | 10884 |
|  TICP CLO I-2 Ltd., Series 2018-IA, Class C, (3 mo. LIBOR US + 3.04%), 5.81%, 04/26/28<sup>(a)(b)</sup> |  | 500 | 478091 |
|  TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 9.56%, 04/15/33<sup>(a)(b)</sup> |  | 250 | 227603 |
|  Trimaran Cavu Ltd., Series 2021-2A, Class D1, (3 mo. LIBOR US + 3.25%), 6.03%, 10/25/34<sup>(a)(b)</sup> |  | 500 | 462218 |
|  Unique Pub Finance Co. PLC<sup>(e)</sup><br>Series A4, 5.66%, 06/30/27 | GBP | 37 | 40925 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 6.46%, 03/30/32 |  | 50 | 62737 |

---

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
|  **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |  |
|  Voya CLO Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 4.39%, 10/17/32<sup>(a)(b)</sup>  | USD | 500 | $467663 |
|  Whitebox CLO II Ltd., Series 2020-2A, Class DR, (3 mo. LIBOR US + 3.35%), 6.13%, 10/24/34<sup>(a)(b)</sup>  |  | 500 | 450717 |
|  Whitebox CLO III Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 5.86%, 10/15/34<sup>(a)(b)</sup>  |  | 250 | 231243 |
|  **Total Asset-Backed Securities — 4.7%<br>(Cost: $24,059,957)** |  |  | 21900732 |
|  |  | *Shares* |  |
|  **Common Stocks** | **Common Stocks** | **Common Stocks** |  |
|  **Construction & Engineering — 0.0%** |  |  |  |
|  McDermott International Ltd.<sup>(f)</sup>  |  | 47837 | 21527 |
| **Diversified Financial Services — 0.0%** |  |  |  |
|  Kcad Holdings I Ltd.<sup>(d)</sup>  |  | 546753936 | 5467 |
| **Household Durables — 0.0%** |  |  |  |
|  Berkline Benchcraft Equity LLC<sup>(d)</sup>  |  | 3155 |  |
| **Metals & Mining — 0.0%** |  |  |  |
|  Ameriforge Group, Inc |  | 801 | 401 |
|  Project Investor Holdings LLC, (Acquired 02/12/19, Cost: $100,687)<sup>(d)(g)</sup>  |  | 5738 | 350 |
|  |  |  | 751 |
| **Software — 0.0%** |  |  |  |
|  Avaya Holdings Corp.<sup>(f)</sup>  |  | 19 | 30 |
| **Specialty Retail — 0.0%** |  |  |  |
|  NMG Parent LLC |  | 1330 | 224992 |
| **Total Common Stocks — 0.0%<br>(Cost: $6,923,500)** |  |  | 252767 |
|  |  | *Par*<br> *(000)* |  |
|  **Corporate Bonds** | **Corporate Bonds** | **Corporate Bonds** |  |
|  **Advertising Agencies — 0.0%** |  |  |  |
|  Interpublic Group of Cos., Inc., 5.40%, 10/01/48 | USD | 200 | 174690 |
| **Aerospace & Defense — 2.7%** |  |  |  |
|  Amsted Industries, Inc., 5.63%, 07/01/27<sup>(b)</sup>  |  | 156 | 143520 |
|  Boeing Co., 3.20%, 03/01/29 |  | 500 | 417475 |
|  Bombardier, Inc. <sup>(b)</sup> 7.50%, 03/15/25 |  | 39 | 37923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 06/15/26 |  | 715 | 655777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 04/15/27 |  | 605 | 556600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/28 |  | 539 | 450967 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 05/01/34 |  | 100 | 93272 |
|  F-Brasile SpA/F-Brasile U.S. LLC, Series XR, 7.38%, 08/15/26<sup>(b)</sup>  |  | 423 | 327914 |
|  Howmet Aerospace, Inc., 5.13%, 10/01/24 |  | 5 | 4887 |
|  Northrop Grumman Corp., 3.85%, 04/15/45 |  | 600 | 456949 |
|  Rolls-Royce PLC, 5.75%, 10/15/27<sup>(b)</sup>  |  | 1018 | 884387 |
|  Spirit AeroSystems, Inc.<sup>(b)</sup> 5.50%, 01/15/25 |  | 181 | 171045 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/25 |  | 32 | 30151 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |  |
|  TransDigm, Inc. 8.00%, 12/15/25<sup>(b)</sup>  | USD | 815 | $826581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/26<sup>(b)</sup>  |  | 6141 | 5956770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/26 |  | 46 | 43459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/27 |  | 105 | 99960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/29 |  | 457 | 367899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 |  | 300 | 242491 |
|  Triumph Group, Inc., 8.88%, 06/01/24<sup>(b)</sup>  |  | 685 | 676705 |
|  |  |  | 12444732 |
| **Airlines — 2.0%** |  |  |  |
|  Air Canada, 3.88%, 08/15/26<sup>(b)</sup>  |  | 464 | 398460 |
|  Air France-KLM, 3.88%, 07/01/26<sup>(e)</sup>  | EUR | 100 | 79599 |
|  Allegiant Travel Co., 7.25%, 08/15/27<sup>(b)</sup>  | USD | 113 | 106503 |
|  American Airlines Pass-Through Trust, Series 2013-2, Class A, 4.95%, 07/15/24 |  | 622 | 614696 |
|  American Airlines, Inc., 11.75%, 07/15/25<sup>(b)</sup>  |  | 596 | 622427 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/20/26 |  | 775 | 727490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/29 |  | 1304 | 1137569 |
|  Avianca Midco 2 Ltd., 9.00%, 12/01/28<sup>(b)</sup>  |  | 151 | 114617 |
|  Azul Investments LLP, 5.88%, 10/26/24<sup>(e)</sup>  |  | 200 | 145500 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(b)</sup>  |  | 9 | 8568 |
|  Deutsche Lufthansa AG, 3.50%, 07/14/29<sup>(e)</sup>  | EUR | 100 | 71772 |
|  Finnair OYJ, 4.25%, 05/19/25<sup>(e)</sup>  |  | 100 | 76444 |
|  Gol Finance SA, 7.00%, 01/31/25<sup>(b)</sup>  | USD | 200 | 92725 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, 01/20/26<sup>(b)</sup>  |  | 249 | 219616 |
|  International Consolidated Airlines Group SA, 2.75%, 03/25/25<sup>(e)</sup>  | EUR | 100 | 81526 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 06/20/27<sup>(b)</sup>  | USD | 720 | 704819 |
|  United Airlines Pass-Through Trust Series 2015-1, Class A, 3.70%, 06/01/24 |  | 2430 | 2420730 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29 |  | 576 | 555073 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class B, 4.88%, 07/15/27 |  | 40 | 37172 |
|  United Airlines, Inc.(b) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/26 |  | 535 | 477487 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/15/29 |  | 619 | 512185 |
|  |  |  | 9204978 |
| **Auto Components — 1.2%** |  |  |  |
|  Aptiv PLC, 4.40%, 10/01/46 |  | 240 | 175704 |
|  Clarios Global LP, 6.75%, 05/15/25<sup>(b)</sup>  |  | 486 | 475906 |
|  Clarios Global LP/Clarios U.S. Finance Co.<sup>(b)</sup> 6.25%, 05/15/26 |  | 1409 | 1345595 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 05/15/27 |  | 2669 | 2547534 |
|  Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28<sup>(b)</sup>  |  | 334 | 293927 |
|  Dornoch Debt Merger Sub, Inc., 6.63%, 10/15/29<sup>(b)</sup>  |  | 111 | 80037 |
|  Faurecia SE, 2.75%, 02/15/27<sup>(e)</sup>  | EUR | 100 | 75219 |
|  Goodyear Tire & Rubber Co.<br>5.00%, 07/15/29 | USD | 147 | 120003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/30/33 |  | 109 | 87336 |
|  ZF Finance GmbH<sup>(e)</sup>3.00%, 09/21/25 | EUR | 100 | 86737 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.00%, 05/06/27 |  | 100 | 75701 |
|  |  |  | 5363699 |

---

S C H E D U L E O F I N V E S T M E N T S 2

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Automobiles — 1.9%** |  |  |  |
|  Allison Transmission, Inc., 5.88%, 06/01/29<sup>(b)</sup> | USD | 276 | $249780 |
|  Asbury Automotive Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 |  | 129 | 109005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/30 |  | 124 | 96842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/32<sup>(b)</sup> |  | 157 | 120899 |
|  Carvana Co.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/27 |  | 290 | 158050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 |  | 224 | 109200 |
|  Constellation Automotive Financing PLC, 4.88%, 07/15/27<sup>(e)</sup> | GBP | 100 | 75646 |
|  Ford Motor Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 03/15/26<sup>(h)(i)</sup> | USD | 406 | 371287 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 |  | 11 | 10095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 |  | 623 | 448766 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 |  | 179 | 157806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 |  | 48 | 33840 |
|  Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.35%, 11/01/22 |  | 215 | 214697 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 01/09/24 |  | 629 | 608558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 06/09/25 |  | 200 | 185599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/16/25 |  | 490 | 462369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/04/25 |  | 411 | 373003 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 11/13/25 |  | 200 | 176701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 01/08/26 |  | 400 | 362043 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/10/26 |  | 295 | 244670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 |  | 200 | 178556 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 |  | 400 | 336000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 |  | 295 | 231861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 |  | 526 | 456410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 |  | 200 | 156000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 |  | 400 | 297180 |
|  General Motors Financial Co., Inc., 2.70%, 08/20/27 |  | 1500 | 1270078 |
|  Group 1 Automotive, Inc., 4.00%, 08/15/28<sup>(b)</sup> |  | 45 | 36234 |
|  Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28<sup>(e)</sup> | EUR | 100 | 63463 |
|  Ken Garff Automotive LLC, 4.88%, 09/15/28<sup>(b)</sup> | USD | 122 | 99709 |
|  LCM Investments Holdings II LLC, 4.88%, 05/01/29<sup>(b)</sup> |  | 292 | 226115 |
|  Lithia Motors, Inc., 3.88%, 06/01/29<sup>(b)</sup> |  | 131 | 105128 |
|  MajorDrive Holdings IV LLC, 6.38%, 06/01/29<sup>(b)</sup> |  | 178 | 122722 |
|  Penske Automotive Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/25 |  | 214 | 195897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/29 |  | 69 | 54841 |
|  Renault SA, 2.38%, 05/25/26<sup>(e)</sup> | EUR | 100 | 81700 |
|  Sonic Automotive, Inc., 4.63%, 11/15/29<sup>(b)</sup> | USD | 59 | 46315 |
|  TML Holdings Pte. Ltd., 4.35%, 06/09/26<sup>(e)</sup> |  | 200 | 167600 |
|  Wabash National Corp., 4.50%, 10/15/28<sup>(b)</sup> |  | 220 | 170545 |
|  |  |  | 8865210 |
| **Banks — 1.3%** |  |  |  |
|  Banco BPM SpA, (5 year EUR Swap + 3.17%), 2.88%, 06/29/31<sup>(a)(e)</sup> | EUR | 100 | 78796 |
|  Banco Espirito Santo SA<sup>(e)(f)(j)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 01/15/22<sup>(a)</sup> |  | 100 | 11761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 01/21/22 |  | 100 | 11761 |
|  Bangkok Bank PCL, (5 year CMT + 4.73%), 5.00%<sup>(a)(e)(k)</sup> | USD | 201 | 177357 |
|  Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%<sup>(a)(e)(k)</sup> |  | 200 | 191000 |
|  Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%<sup>(a)(e)(k)</sup> |  | 250 | 240281 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Banks (continued)** |  |  |  |
|  Grupo Aval Ltd., 4.38%, 02/04/30<sup>(b)</sup> | USD | 200 | $143875 |
|  Intesa Sanpaolo SpA<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 06/26/24 |  | 2442 | 2276954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 01/15/26 |  | 200 | 181903 |
|  Krung Thai Bank PCL, (5 year CMT + 3.53%), 4.40%<sup>(a)(e)(k)</sup> |  | 202 | 162610 |
|  NBK Tier 1 Ltd., 3.63%<sup>(a)(b)(k)</sup> |  | 279 | 237551 |
|  Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24<sup>(a)(b)</sup> |  | 1500 | 1485250 |
|  SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%<sup>(a)(k)</sup> |  | 1000 | 736122 |
|  Wells Fargo & Co., Series BB, (5 year CMT + 3.45%), 3.90%<sup>(a)(k)</sup> |  | 365 | 308653 |
|  |  |  | 6243874 |
| **Beverages — 1.4%** |  |  |  |
|  Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46 |  | 800 | 695264 |
|  ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27<sup>(b)(l)</sup> |  | 633 | 433746 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29<sup>(b)</sup> |  | 2234 | 1636077 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | GBP | 100 | 72324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/27 | USD | 252 | 157684 |
|  Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 |  | 36 | 27628 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/15/31 |  | 377 | 284164 |
|  Canpack SA/Canpack U.S. LLC, 3.13%, 11/01/25<sup>(b)</sup> |  | 211 | 185548 |
|  Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 |  | 34 | 34000 |
|  Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24<sup>(b)</sup> |  | 794 | 754300 |
|  OI European Group BV, 2.88%, 02/15/25<sup>(e)</sup> | EUR | 100 | 87714 |
|  Silgan Holdings, Inc., 4.13%, 02/01/28 | USD | 84 | 74508 |
|  Trivium Packaging Finance BV<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/26 |  | 1004 | 897947 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 08/15/27 |  | 1367 | 1206805 |
|  |  |  | 6547709 |
| **Biotechnology — 0.0%** |  |  |  |
|  Cidron Aida Finco SARL, 5.00%, 04/01/28<sup>(e)</sup> | EUR | 100 | 80247 |
| **Building Materials<sup>(b)</sup> — 0.5%** |  |  |  |
|  James Hardie International Finance DAC, 5.00%, 01/15/28 | USD | 200 | 180622 |
|  Jeld-Wen, Inc., 6.25%, 05/15/25 |  | 146 | 137240 |
|  Masonite International Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C, 5.38%, 02/01/28 |  | 101 | 89338 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C, 3.50%, 02/15/30 |  | 214 | 163604 |
|  New Enterprise Stone & Lime Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 |  | 81 | 66949 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/28 |  | 38 | 32054 |
|  SRM Escrow Issuer LLC, 6.00%, 11/01/28 |  | 503 | 408808 |
|  Standard Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/27 |  | 174 | 153974 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 80 | 67590 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/15/30 |  | 683 | 522495 |

---

3.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** |  |  |
|  Standard Industries, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/15/31 | USD | 283 | $199034 |
|  Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29 |  | 235 | 206800 |
|  |  |  | 2228508 |
| **Building Products<sup>(b)</sup> — 0.8%** |  |  |  |
|  Advanced Drainage Systems, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/27 |  | 218 | 200482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/30 |  | 499 | 483456 |
|  Beacon Roofing Supply, Inc., 4.13%, 05/15/29 |  | 123 | 99619 |
|  Camelot Return Merger Sub, Inc., 8.75%, 08/01/28 |  | 207 | 170610 |
|  Foundation Building Materials, Inc., 6.00%, 03/01/29 |  | 111 | 81010 |
|  GYP Holdings III Corp., 4.63%, 05/01/29 |  | 237 | 180274 |
|  LBM Acquisition LLC, 6.25%, 01/15/29 |  | 122 | 82655 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26 |  | 87 | 71989 |
|  SRS Distribution, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/01/28 |  | 516 | 443239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/01/29 |  | 493 | 395929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/29 |  | 566 | 451396 |
|  White Cap Buyer LLC, 6.88%, 10/15/28 |  | 1055 | 860838 |
|  White Cap Parent LLC, (8.25% PIK), 8.25%, 03/15/26<sup>(l)</sup> |  | 210 | 177912 |
|  |  |  | 3699409 |
| **Capital Markets — 1.2%** |  |  |  |
|  AG TTMT Escrow Issuer LLC, 8.63%, 09/30/27<sup>(b)</sup> |  | 77 | 72380 |
|  Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%<sup>(a)(k)</sup> |  | 2835 | 2082543 |
|  Compass Group Diversified Holdings LLC, 5.25%, 04/15/29<sup>(b)</sup> |  | 214 | 167932 |
|  Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/26 |  | 394 | 368209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/27 |  | 674 | 590094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 |  | 295 | 237440 |
|  Kane Bidco Ltd., 6.50%, 02/15/27<sup>(e)</sup> | GBP | 100 | 95778 |
|  NFP Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/28 | USD | 595 | 507722 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/28 |  | 1373 | 1070940 |
|  SURA Asset Management SA, 4.88%, 04/17/24<sup>(e)</sup> |  | 188 | 182689 |
|  |  |  | 5375727 |
| **Chemicals — 1.8%** |  |  |  |
|  Alpek SAB de CV, 3.25%, 02/25/31<sup>(b)</sup> |  | 200 | 147350 |
|  Ashland LLC, 3.38%, 09/01/31<sup>(b)</sup> |  | 296 | 228783 |
|  Avient Corp., 7.13%, 08/01/30<sup>(b)</sup> |  | 164 | 151360 |
|  Axalta Coating Systems LLC, 3.38%, 02/15/29<sup>(b)</sup> |  | 447 | 350426 |
|  Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.75%, 06/15/27<sup>(b)</sup> |  | 170 | 151442 |
|  Braskem Idesa SAPI, 6.99%, 02/20/32<sup>(b)</sup> |  | 200 | 132500 |
|  Celanese U.S. Holdings LLC, 6.17%, 07/15/27 |  | 275 | 260261 |
|  Diamond BC BV, 4.63%, 10/01/29<sup>(b)</sup> |  | 558 | 388268 |
|  Element Solutions, Inc., 3.88%, 09/01/28<sup>(b)(m)</sup> |  | 1433 | 1153852 |
|  EverArc Escrow SARL, 5.00%, 10/30/29<sup>(b)</sup> |  | 550 | 443985 |
|  GCP Applied Technologies, Inc., 5.50%, 04/15/26<sup>(b)</sup> |  | 165 | 167269 |
|  HB Fuller Co., 4.25%, 10/15/28 |  | 110 | 92554 |
|  Herens Holdco SARL, 4.75%, 05/15/28<sup>(b)</sup> |  | 612 | 489600 |
|  Herens Midco SARL, 5.25%, 05/15/29<sup>(e)</sup> | EUR | 100 | 61344 |
|  Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28<sup>(b)</sup> | USD | 368 | 305440 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Chemicals (continued)** |  |  |  |
|  Ingevity Corp., 3.88%, 11/01/28<sup>(b)</sup> | USD | 84 | $69450 |
|  Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26<sup>(b)(l)</sup> |  | 259 | 204610 |
|  LSF11 A5 HoldCo LLC, 6.63%, 10/15/29<sup>(b)</sup> |  | 113 | 84750 |
|  Lune Holdings SARL, 5.63%, 11/15/28<sup>(e)</sup> | EUR | 100 | 73533 |
|  Minerals Technologies, Inc., 5.00%, 07/01/28<sup>(b)</sup> | USD | 169 | 147085 |
|  Monitchem HoldCo 3 SA, 5.25%, 03/15/25<sup>(e)</sup> | EUR | 100 | 88695 |
|  NOVA Chemicals Corp., 4.88%, 06/01/24<sup>(b)</sup> | USD | 67 | 62955 |
|  Sasol Financing USA LLC, 5.50%, 03/18/31 |  | 200 | 149600 |
|  SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, 11/01/26<sup>(b)</sup> |  | 239 | 184627 |
|  Scotts Miracle-Gro Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/31 |  | 169 | 118976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/32 |  | 27 | 19202 |
|  WESCO Distribution, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 06/15/25 |  | 676 | 676372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/28 |  | 636 | 622931 |
|  WR Grace Holdings LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/01/24 |  | 216 | 210060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/15/29 |  | 1331 | 998250 |
|  |  |  | 8235530 |
| **Commercial Services & Supplies — 0.8%** | **Commercial Services & Supplies — 0.8%** |  |  |
|  ADT Security Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/23 |  | 9 | 8917 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/01/29<sup>(b)</sup> |  | 27 | 22410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/32<sup>(b)</sup> |  | 44 | 35484 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26<sup>(b)</sup> |  | 200 | 169086 |
|  APX Group, Inc., 5.75%, 07/15/29<sup>(b)</sup> |  | 268 | 211874 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29<sup>(b)</sup> |  | 36 | 29561 |
|  Fortress Transportation & Infrastructure Investors LLC<sup>(b)</sup><br>6.50%, 10/01/25 |  | 57 | 53546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/28 |  | 310 | 247957 |
|  Garden Spinco Corp., 8.63%, 07/20/30<sup>(b)</sup> |  | 199 | 205593 |
|  Herc Holdings, Inc., 5.50%, 07/15/27<sup>(b)</sup> |  | 362 | 325800 |
|  Hertz Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/26 |  | 126 | 102358 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/29 |  | 101 | 75119 |
|  Metis Merger Sub LLC, 6.50%, 05/15/29<sup>(b)</sup> |  | 214 | 166920 |
|  NESCO Holdings II, Inc., 5.50%, 04/15/29<sup>(b)</sup> |  | 239 | 199204 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<sup>(b)</sup> 5.25%, 04/15/24 |  | 141 | 136065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/26 |  | 480 | 451651 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/28 |  | 180 | 153607 |
|  Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25<sup>(b)</sup> |  | 187 | 183441 |
|  Sotheby's/Bidfair Holdings, Inc., 5.88%, 06/01/29<sup>(b)</sup> |  | 653 | 539456 |
|  United Rentals North America, Inc. 5.50%, 05/15/27 |  | 170 | 164280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 01/15/30 |  | 161 | 145710 |
|  Williams Scotsman International, Inc., 4.63%, 08/15/28<sup>(b)</sup> |  | 243 | 212612 |
|  |  |  | 3840651 |
| **Communications Equipment — 0.5%** |  |  |  |
|  Avaya, Inc., 6.13%, 09/15/28<sup>(b)</sup> |  | 481 | 239297 |
|  Ciena Corp., 4.00%, 01/31/30<sup>(b)</sup> |  | 104 | 86840 |
|  CommScope Technologies LLC, 6.00%, 06/15/25<sup>(b)</sup> |  | 713 | 633465 |

---

S C H E D U L E O F I N V E S T M E N T S 4

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Communications Equipment (continued)** |  |  |  |
|  CommScope, Inc.<sup>(b)</sup>6.00%, 03/01/26 | USD | 132 | $121535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/27 |  | 86 | 71057 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/01/28 |  | 138 | 106524 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/29 |  | 416 | 339315 |
|  Nokia OYJ, 4.38%, 06/12/27 |  | 149 | 134286 |
|  Viasat, Inc.<sup>(b)</sup> 5.63%, 09/15/25 |  | 270 | 209604 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/15/27 |  | 67 | 55742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 |  | 161 | 107065 |
|  Viavi Solutions, Inc., 3.75%, 10/01/29<sup>(b)</sup>  |  | 355 | 284028 |
|  |  |  | 2388758 |
| **Construction Materials<sup>(b)</sup> — 0.4%** |  |  |  |
|  American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/28 |  | 281 | 245813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/29 |  | 59 | 46216 |
|  BCPE Empire Holdings, Inc., 7.63%, 05/01/27 |  | 109 | 94515 |
|  H&E Equipment Services, Inc., 3.88%, 12/15/28 |  | 58 | 45530 |
|  IAA, Inc., 5.50%, 06/15/27 |  | 372 | 339450 |
|  Picasso Finance Sub, Inc., 6.13%, 06/15/25 |  | 403 | 394988 |
|  Thor Industries, Inc., 4.00%, 10/15/29 |  | 107 | 80416 |
|  Wesco Aircraft Holdings, Inc., 9.00%, 11/15/26 |  | 672 | 403200 |
|  Winnebago Industries, Inc., 6.25%, 07/15/28 |  | 76 | 70300 |
|  |  |  | 1720428 |
| **Consumer Discretionary — 1.3%** |  |  |  |
|  APi Group DE, Inc.<sup>(b)</sup>4.13%, 07/15/29 |  | 132 | 104610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/29 |  | 100 | 82865 |
|  Carnival Corp. 10.13%, 02/01/26<sup>(e)</sup>  | EUR | 100 | 96535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 02/01/26<sup>(b)</sup>  | USD | 669 | 661915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/27<sup>(b)</sup>  |  | 939 | 657816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.88%, 08/01/27<sup>(b)</sup>  |  | 381 | 373380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/28<sup>(b)</sup>  |  | 694 | 559878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/29<sup>(b)</sup>  |  | 313 | 205506 |
|  CoreLogic, Inc., 4.50%, 05/01/28<sup>(b)</sup>  |  | 511 | 347480 |
|  Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26<sup>(b)</sup>  |  | 91 | 77926 |
|  Life Time, Inc. <sup>(b)</sup>5.75%, 01/15/26 |  | 258 | 234780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/15/26 |  | 215 | 183825 |
|  NCL Corp. Ltd., 5.88%, 03/15/26<sup>(b)</sup>  |  | 253 | 192467 |
|  NCL Finance Ltd., 6.13%, 03/15/28<sup>(b)</sup>  |  | 261 | 192481 |
|  Nielsen Finance LLC/Nielsen Finance Co.<sup>(b)</sup>5.63%, 10/01/28 |  | 479 | 475421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/01/30 |  | 192 | 191206 |
|  Royal Caribbean Cruises Ltd.<sup>(b)</sup>10.88%, 06/01/23 |  | 90 | 92025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.13%, 06/15/23 |  | 153 | 155677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/25 |  | 120 | 127500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/26 |  | 91 | 69615 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.63%, 08/15/27 |  | 176 | 160164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/28 |  | 178 | 124714 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 01/15/29<sup>(m)</sup>  |  | 191 | 185913 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Consumer Discretionary (continued)** |  |  |  |
|  Royal Caribbean Cruises Ltd.<sup>(b)</sup> (continued)<br>9.25%, 01/15/29<sup>(m)</sup>  | USD | 262 | $258163 |
|  Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29<sup>(b)</sup> |  | 183 | 142283 |
|  |  |  | 5954145 |
| **Consumer Finance — 1.2%** |  |  |  |
|  American Express Co., (5 year CMT + 2.85%), 3.55%<sup>(a)(k)</sup>  |  | 735 | 566447 |
|  Equifax, Inc., 2.60%, 12/15/25 |  | 59 | 53954 |
|  HealthEquity, Inc., 4.50%, 10/01/29<sup>(b)</sup>  |  | 636 | 537255 |
|  MPH Acquisition Holdings LLC, 5.50%, 09/01/28<sup>(b)</sup>  |  | 220 | 181596 |
|  Navient Corp.<br>7.25%, 09/25/23 |  | 77 | 76701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/25/24 |  | 86 | 83743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/25/24 |  | 82 | 77700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 |  | 278 | 211321 |
|  OneMain Finance Corp.<br>6.88%, 03/15/25 |  | 226 | 212406 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/15/26 |  | 305 | 274928 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/27 |  | 304 | 236808 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 |  | 240 | 205920 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 |  | 38 | 29450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 |  | 110 | 77188 |
|  Sabre Global, Inc.<sup>(b)</sup>9.25%, 04/15/25 |  | 164 | 157015 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 09/01/25 |  | 252 | 225699 |
|  Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26<sup>(b)</sup>  |  | 431 | 393018 |
|  Shift4 Payments, Inc., 0.00%, 12/15/25<sup>(h)(i)</sup>  |  | 174 | 153555 |
|  SLM Corp., 3.13%, 11/02/26 |  | 173 | 143204 |
|  Verscend Escrow Corp., 9.75%, 08/15/26<sup>(b)</sup>  |  | 1817 | 1753405 |
|  |  |  | 5651313 |
| **Containers & Packaging — 0.6%** |  |  |  |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC <sup>(b)</sup>6.00%, 06/15/27 |  | 400 | 376681 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 09/01/28 |  | 200 | 163192 |
|  Clydesdale Acquisition Holdings, Inc.<sup>(b)</sup> 6.63%, 04/15/29 |  | 532 | 484088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 04/15/30 |  | 377 | 311790 |
|  Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26 |  | 196 | 177553 |
|  Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26 |  | 424 | 394909 |
|  Graham Packaging Co., Inc., 7.13%, 08/15/28<sup>(b)</sup>  |  | 60 | 48234 |
|  Graphic Packaging International LLC<sup>(b)</sup> 4.75%, 07/15/27 |  | 89 | 81483 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 |  | 17 | 14455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 |  | 61 | 50180 |
|  Klabin Austria GmbH, 3.20%, 01/12/31<sup>(b)</sup>  |  | 200 | 145500 |
|  LABL, Inc., 5.88%, 11/01/28<sup>(b)</sup>  |  | 261 | 211384 |
|  Sealed Air Corp.<sup>(b)</sup>5.13%, 12/01/24 |  | 46 | 44390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/27 |  | 73 | 63171 |
|  Suzano Austria GmbH, 3.13%, 01/15/32 |  | 71 | 50809 |
|  |  |  | 2617819 |

---

5.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Diversified Consumer Services — 1.3%** |  |  |  |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<sup>(b)</sup>6.63%, 07/15/26 | USD | 1737 | $1548101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/27 |  | 601 | 494010 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/29 |  | 1356 | 875127 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28<sup>(b)</sup>  |  | 1348 | 1029215 |
|  Clarivate Science Holdings Corp.<sup>(b)</sup> 3.88%, 07/01/28 |  | 631 | 520449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/01/29 |  | 434 | 339822 |
|  Garda World Security Corp., 4.63%, 02/15/27<sup>(b)</sup>  |  | 132 | 113189 |
|  Graham Holdings Co., 5.75%, 06/01/26<sup>(b)</sup>  |  | 140 | 135757 |
|  Rekeep SpA, 7.25%, 02/01/26<sup>(e)</sup>  | EUR | 100 | 85754 |
|  Service Corp. International<br>5.13%, 06/01/29 | USD | 238 | 216290 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 08/15/30 |  | 263 | 205690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/15/31 |  | 333 | 267795 |
|  Sotheby's, 7.38%, 10/15/27<sup>(b)</sup>  |  | 451 | 414239 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6245438 |
| **Diversified Financial Services — 2.8%** |  |  |  |
|  Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28<sup>(b)</sup>  |  | 403 | 336505 |
|  ASG Finance Designated Activity Co.,<br>7.88%, 12/03/24<sup>(b)</sup>  |  | 200 | 186500 |
|  Barclays PLC<br>3.65%, 03/16/25 |  | 3600 | 3404103 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.20%, 05/12/26 |  | 200 | 190114 |
|  BNP Paribas SA, (5 year CMT + 3.34%), 4.63%<sup>(a)(b)(k)</sup>  |  | 1500 | 960293 |
|  Central Garden & Pet Co.<br>4.13%, 10/15/30 |  | 194 | 154419 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/30/31<sup>(b)</sup>  |  | 177 | 139166 |
|  Citigroup, Inc.<sup>(a)(k)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.42%), 3.88% |  | 2000 | 1649260 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W, (5 year CMT + 3.60%), 4.00% |  | 155 | 130588 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y, (5 year CMT + 3.00%), 4.15% |  | 490 | 389550 |
|  Easy Tactic Ltd., (6.50% Cash or 7.50% PIK), 7.50%, 07/11/27<sup>(l)</sup>  |  | 210 | 28401 |
|  Garfunkelux Holdco 3 SA, 7.75%, 11/01/25<sup>(e)</sup>  | GBP | 100 | 87091 |
|  Global Aircraft Leasing Co. Ltd., (6.50% Cash or 7.25% PIK), 6.50%, 09/15/24<sup>(b)(l)</sup>  | USD | 232 | 174165 |
|  Goldman Sachs Group, Inc., Series R,<br>(5 year CMT + 3.22%), 4.95%<sup>(a)(k)</sup>  |  | 730 | 660650 |
|  HSBC Holdings PLC 4.38%, 11/23/26 |  | 395 | 367677 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.22%), 4.00%<sup>(a)(k)</sup>  |  | 290 | 232000 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD ICE Swap + 4.37%),<br>6.38%<sup>(a)(k)</sup>  |  | 1250 | 1126187 |
|  Intrum AB, 3.00%, 09/15/27<sup>(e)</sup>  | EUR | 100 | 72524 |
|  ION Trading Technologies SARL, 5.75%, 05/15/28<sup>(b)</sup>  | USD | 200 | 163000 |
|  Jefferies Finance LLC/JFIN Co.-Issuer Corp., 5.00%, 08/15/28<sup>(b)</sup>  |  | 325 | 239687 |
|  JPMorgan Chase & Co., (1 day SOFR + 2.58%), 5.72%, 09/14/33<sup>(a)</sup>  |  | 195 | 184401 |
|  Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.<sup>(b)</sup> 4.25%, 02/01/27 |  | 170 | 136885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 |  | 67 | 50160 |
|  Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%<sup>(a)(k)</sup>  |  | 450 | 403755 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |  |
|  Morgan Stanley, 4.00%, 07/23/25 | USD | 965 | $934019 |
|  Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25<sup>(b)</sup>  |  | 300 | 175931 |
|  OWL Rock Core Income Corp., 7.75%, 09/16/27<sup>(b)</sup>  |  | 201 | 197948 |
|  Spectrum Brands, Inc.<sup>(b)</sup>5.00%, 10/01/29 |  | 141 | 112164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/30 |  | 154 | 120418 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13007561 |
| **Diversified Telecommunication Services — 3.2%** | **Diversified Telecommunication Services — 3.2%** |  |  |
|  AT&T, Inc., 4.30%, 02/15/30 |  | 1350 | 1233458 |
|  Consolidated Communications, Inc.,<br>6.50%, 10/01/28<sup>(b)</sup>  |  | 489 | 365528 |
|  Frontier Communications Holdings LLC, 8.75%, 05/15/30<sup>(b)</sup>  |  | 300 | 300192 |
|  Level 3 Financing, Inc.<sup>(b)</sup>3.40%, 03/01/27 |  | 88 | 73700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/15/27 |  | 202 | 167171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/28 |  | 785 | 612308 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/29 |  | 136 | 100693 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/29 |  | 380 | 278350 |
|  Lumen Technologies, Inc.<br>5.13%, 12/15/26<sup>(b)</sup>  |  | 839 | 721884 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/27<sup>(b)</sup>  |  | 718 | 602961 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup>  |  | 664 | 466460 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/29<sup>(b)</sup>  |  | 455 | 338139 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U, 7.65%, 03/15/42 |  | 104 | 70383 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W, 6.75%, 12/01/23 |  | 512 | 522005 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y, 7.50%, 04/01/24 |  | 266 | 273980 |
|  Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25<sup>(l)</sup>  |  | 200 | 57375 |
|  SoftBank Group Corp., 4.75%, 07/30/25<sup>(e)</sup>  | EUR | 100 | 88791 |
|  Sprint Capital Corp. 6.88%, 11/15/28 | USD | 1355 | 1392262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 |  | 870 | 1008113 |
|  Switch Ltd.<sup>(b)</sup>3.75%, 09/15/28 |  | 312 | 310050 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 |  | 616 | 610109 |
|  Telecom Italia Capital SA<br>6.38%, 11/15/33 |  | 222 | 172589 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/30/34 |  | 432 | 321935 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 |  | 98 | 76801 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 |  | 44 | 35105 |
|  Telecom Italia SpA 4.00%, 04/11/24<sup>(e)</sup>  | EUR | 150 | 141786 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 05/30/24<sup>(b)</sup>  | USD | 200 | 188838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 01/18/29<sup>(e)</sup>  | EUR | 100 | 69100 |
|  Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28<sup>(b)</sup>  | USD | 89 | 70307 |
|  Verizon Communications, Inc. 2.36%, 03/15/32 |  | 169 | 129594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 |  | 1000 | 678879 |
|  Zayo Group Holdings, Inc.<sup>(b)</sup>4.00%, 03/01/27 |  | 3087 | 2477163 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/01/28 |  | 1772 | 1243194 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15199203 |
| **Electric Utilities — 0.6%** |  |  |  |
|  Black Hills Corp., 3.15%, 01/15/27 |  | 305 | 279243 |
|  Comision Federal de Electricidad,<br>4.88%, 01/15/24<sup>(e)</sup>. |  | 200 | 195500 |

---

S C H E D U L E O F I N V E S T M E N T S 6

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Electric Utilities (continued)** |  |  |  |
|  Empresas Publicas de Medellin ESP,<br>4.25%, 07/18/29<sup>(b)</sup>  | USD | 200 | $143250 |
|  Enel Finance International NV, 3.63%, 05/25/27<sup>(b)</sup>  |  | 900 | 807155 |
|  Exelon Corp., 3.40%, 04/15/26 |  | 140 | 131782 |
|  FirstEnergy Corp.<br>2.65%, 03/01/30 |  | 87 | 70253 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 |  | 21 | 16156 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 |  | 698 | 457190 |
|  FirstEnergy Transmission LLC<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/44 |  | 458 | 414193 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/49 |  | 163 | 127316 |
|  NextEra Energy Operating Partners LP<sup>(b)</sup> 4.25%, 07/15/24 |  | 170 | 162796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/15/24 |  | 9 | 8595 |
|  Pike Corp., 5.50%, 09/01/28<sup>(b)</sup>  |  | 80 | 64800 |
|  Texas Competitive Electric Holdings,<br>1.00%, 11/10/21<sup>(a)(d)(f)(j)</sup>  |  | 780 |  |
|  |  |  | 2878229 |
| **Electrical Equipment<sup>(b)</sup> — 0.1%** |  |  |  |
|  Gates Global LLC/Gates Corp., 6.25%, 01/15/26 |  | 416 | 382720 |
|  GrafTech Finance, Inc., 4.63%, 12/15/28 |  | 136 | 101660 |
|  |  |  | 484380 |
| **Electronic Equipment, Instruments &<br>Components — 0.4%** | **Electronic Equipment, Instruments &<br>Components — 0.4%** |  |  |
|  BWX Technologies, Inc.<sup>(b)</sup> 4.13%, 06/30/28 |  | 268 | 234066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/29 |  | 208 | 179926 |
|  CDW LLC/CDW Finance Corp. 3.28%, 12/01/28 |  | 55 | 45899 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 |  | 72 | 58470 |
|  Energizer Holdings, Inc.<sup>(b)</sup> 4.75%, 06/15/28 |  | 140 | 110921 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/31/29 |  | 19 | 14094 |
|  Imola Merger Corp., 4.75%, 05/15/29<sup>(b)</sup>  |  | 510 | 430261 |
|  Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup>  |  | 920 | 740600 |
|  Xerox Corp., 4.80%, 03/01/35 |  | 2 | 1303 |
|  |  |  | 1815540 |
| **Energy Equipment & Services — 0.5%** |  |  |  |
|  Archrock Partners LP/Archrock Partners Finance Corp.<sup>(b)</sup>6.88%, 04/01/27 |  | 139 | 124486 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/01/28 |  | 729 | 640787 |
|  Halliburton Co., 3.80%, 11/15/25 |  | 3 | 2889 |
|  Nabors Industries, Inc., 5.75%, 02/01/25 |  | 288 | 260727 |
|  Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/29<sup>(b)</sup>  |  | 235 | 199226 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 |  | 271 | 189266 |
|  USA Compression Partners LP/USA Compression Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/01/26 |  | 263 | 241960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 09/01/27 |  | 406 | 368983 |
|  Vallourec SA, 8.50%, 06/30/26<sup>(e)</sup>  | EUR | 25 | 22844 |
|  Weatherford International Ltd.<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 12/01/24 | USD | 16 | 16280 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/28 |  | 166 | 149400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.63%, 04/30/30 |  | 208 | 181136 |
|  |  |  | 2397984 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Entertainment<sup>(b)</sup> — 0.1%** |  |  |  |
|  AMC Entertainment Holdings, Inc.,<br>7.50%, 02/15/29 | USD | 74 | $57165 |
|  Lindblad Expeditions LLC, 6.75%, 02/15/27 |  | 305 | 268400 |
|  NCL Corp. Ltd., 7.75%, 02/15/29 |  | 109 | 82262 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407827 |
| **Environmental, Maintenance & Security<br>Service — 0.7%** |  |  |  |
|  Clean Harbors, Inc.<sup>(b)</sup>4.88%, 07/15/27 |  | 250 | 227887 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/29 |  | 129 | 118768 |
|  Covanta Holding Corp.<br>4.88%, 12/01/29<sup>(b)</sup>  |  | 107 | 86484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/30 |  | 105 | 82294 |
|  GFL Environmental, Inc.<sup>(b)</sup>4.25%, 06/01/25 |  | 86 | 80652 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/01/25 |  | 136 | 124440 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 |  | 501 | 466554 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/28 |  | 431 | 359230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/28 |  | 198 | 166975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 |  | 378 | 318465 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/15/29 |  | 317 | 264308 |
|  Stericycle, Inc., 3.88%, 01/15/29<sup>(b)</sup>  |  | 162 | 134156 |
|  Tervita Corp., 11.00%, 12/01/25<sup>(b)</sup>  |  | 114 | 122835 |
|  Waste Pro USA, Inc., 5.50%, 02/15/26<sup>(b)</sup>  |  | 601 | 527997 |
|  |  |  | 3081045 |
| **Equity Real Estate Investment Trusts<br>(REITs) — 1.2%** |  |  |  |
|  Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50 |  | 450 | 335464 |
|  Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.50%, 04/01/27<sup>(b)</sup>  |  | 178 | 145947 |
|  CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28<sup>(b)</sup>  |  | 47 | 38658 |
|  ERP Operating LP, 3.38%, 06/01/25 |  | 1015 | 965005 |
|  Global Net Lease, Inc./Global Net Lease Operating |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Partnership LP, 3.75%, 12/15/27<sup>(b)</sup>  |  | 142 | 110763 |
|  Iron Mountain, Inc.<sup>(b)</sup>5.25%, 07/15/30 |  | 172 | 142325 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/32 |  | 417 | 333600 |
|  LMIRT Capital Pte. Ltd., 7.25%, 06/19/24<sup>(e)</sup>  |  | 229 | 160300 |
|  MPT Operating Partnership LP/MPT Finance Corp. 5.00%, 10/15/27 |  | 66 | 57041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 433 | 348379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 |  | 1400 | 974750 |
|  RHP Hotel Properties LP/RHP Finance Corp. 4.75%, 10/15/27 |  | 678 | 589860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(b)</sup>  |  | 179 | 148520 |
|  RLJ Lodging Trust LP<sup>(b)</sup>3.75%, 07/01/26 |  | 135 | 115298 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/29 |  | 97 | 75987 |
|  Trust Fibra Uno, 5.25%, 01/30/26<sup>(b)</sup>  |  | 200 | 181037 |
|  Ventas Realty LP, 4.13%, 01/15/26 |  | 650 | 621988 |
|  VICI Properties LP/VICI Note Co., Inc.,<br>3.88%, 02/15/29<sup>(b)</sup>  |  | 50 | 41945 |
|  |  |  | 5386867 |
| **Food & Staples Retailing — 1.1%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons |  |  |  |
|  LP/Albertsons LLC<sup>(b)</sup>3.25%, 03/15/26 |  | 582 | 511192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/26 |  | 107 | 107638 |

---

7.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Food & Staples Retailing (continued)** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons |  |  |  |
|  LP/Albertsons LLC <sup>(b)</sup> (continued) 4.63%, 01/15/27 | USD | 766 | $684667 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/28 |  | 320 | 295200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 |  | 214 | 181046 |
|  Bellis Acquisition Co. PLC, 3.25%, 02/16/26<sup>(e)</sup>  | GBP | 100 | 84022 |
|  Darling Ingredients, Inc., 6.00%, 06/15/30<sup>(b)</sup>  | USD | 434 | 413034 |
|  Kraft Heinz Foods Co. 6.50%, 02/09/40 |  | 155 | 155758 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 |  | 397 | 327202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 |  | 691 | 621609 |
|  Lamb Weston Holdings, Inc. <sup>(b)</sup> 4.88%, 05/15/28 |  | 257 | 233132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/31/30 |  | 312 | 264027 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 |  | 216 | 178470 |
|  Ocado Group PLC, 3.88%, 10/08/26<sup>(e)</sup>  | GBP | 100 | 81443 |
|  Performance Food Group, Inc., 4.25%, 08/01/29<sup>(b)</sup>  | USD | 395 | 328877 |
|  Post Holdings, Inc. <sup>(b)</sup> 5.75%, 03/01/27 |  | 89 | 84889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/29 |  | 261 | 225635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/15/30 |  | 118 | 96908 |
|  U.S. Foods, Inc. <sup>(b)</sup> 4.75%, 02/15/29 |  | 335 | 286760 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/01/30 |  | 39 | 32273 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5193782 |
| **Food Products — 0.6%** |  |  |  |
|  Aramark Services, Inc. <sup>(b)</sup> 5.00%, 04/01/25 |  | 435 | 415450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/01/25 |  | 188 | 184240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 |  | 479 | 426650 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRF SA, 4.88%, 01/24/30<sup>(e)</sup>  |  | 200 | 156975 |
|  Chobani LLC/Chobani Finance Corp., Inc. <sup>(b)</sup> 7.50%, 04/15/25 |  | 840 | 768449 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/28 |  | 480 | 408259 |
|  JBS USA LUX SA/JBS USA Food Co./JBS USA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Finance, Inc., 3.75%, 12/01/31<sup>(b)</sup>  |  | 280 | 224151 |
|  Pilgrim's Pride Corp., 3.50%, 03/01/32<sup>(b)</sup>  |  | 175 | 131927 |
|  Simmons Foods, Inc./Simmons Prepared Foods, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29<sup>(b)</sup>  |  | 284 | 232170 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948271 |
| **Gas Utilities — 0.0%** |  |  |  |
|  DCP Midstream Operating LP, 5.63%, 07/15/27 |  | 49 | 47327 |
|  Rockies Express Pipeline LLC, 4.95%, 07/15/29<sup>(b)</sup>  |  | 51 | 43748 |
|  Suburban Propane Partners LP/Suburban Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Finance Corp., 5.00%, 06/01/31<sup>(b)</sup>  |  | 91 | 74693 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165768 |
| **Health Care Equipment & Supplies<sup>(b)</sup> — 0.2%** |  |  |  |
|  Avantor Funding, Inc. 4.63%, 07/15/28 |  | 872 | 776032 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/29 |  | 185 | 150257 |
|  Embecta Corp., 6.75%, 02/15/30 |  | 152 | 140329 |
|  Hologic, Inc., 3.25%, 02/15/29 |  | 46 | 37618 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104236 |
| **Health Care Providers & Services — 3.2%** |  |  |  |
|  180 Medical, Inc., 3.88%, 10/15/29<sup>(b)</sup>  |  | 200 | 165694 |
|  Acadia Healthcare Co., Inc. <sup>(b)</sup> 5.50%, 07/01/28 |  | 115 | 104942 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |  |
|  Acadia Healthcare Co., Inc.<sup>(b)</sup> (continued) 5.00%, 04/15/29 | USD | 55 | $48709 |
|  AdaptHealth LLC<sup>(b)</sup>6.13%, 08/01/28 |  | 73 | 65386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/30 |  | 26 | 21438 |
|  AHP Health Partners, Inc., 5.75%, 07/15/29<sup>(b)</sup>  |  | 324 | 251100 |
|  Cano Health LLC, 6.25%, 10/01/28<sup>(b)</sup>  |  | 125 | 118076 |
|  Centene Corp.<br>2.45%, 07/15/28 |  | 687 | 559369 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 |  | 1058 | 950719 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 |  | 652 | 516345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 |  | 1077 | 811823 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 |  | 334 | 251727 |
|  CHS/Community Health Systems, Inc.<sup>(b)</sup> 8.00%, 03/15/26 |  | 98 | 84847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/15/27 |  | 345 | 265546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 |  | 474 | 348384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/30 |  | 84 | 58485 |
|  Elevance Health, Inc., 2.75%, 10/15/42<sup>(h)</sup>  |  | 38 | 245659 |
|  Encompass Health Corp.<br>4.50%, 02/01/28 |  | 15 | 12847 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/30 |  | 510 | 419565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/01/31 |  | 211 | 166744 |
|  HCA, Inc., 5.50%, 06/15/47 |  | 650 | 549117 |
|  Legacy LifePoint Health LLC<sup>(b)</sup>6.75%, 04/15/25 |  | 190 | 179781 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/27 |  | 217 | 179314 |
|  LifePoint Health, Inc., 5.38%, 01/15/29<sup>(b)</sup>  |  | 160 | 111553 |
|  Medline Borrower LP<sup>(b)</sup>3.88%, 04/01/29 |  | 487 | 390423 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/29 |  | 1208 | 912040 |
|  ModivCare, Inc., 5.88%, 11/15/25<sup>(b)</sup>  |  | 61 | 56298 |
|  Molina Healthcare, Inc.<sup>(b)</sup>4.38%, 06/15/28 |  | 303 | 273457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/30 |  | 226 | 189675 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/32 |  | 238 | 194952 |
|  Owens & Minor, Inc., 6.63%, 04/01/30<sup>(b)</sup>  |  | 9 | 7920 |
|  Prime Healthcare Services, Inc., 7.25%, 11/01/25<sup>(b)</sup>  |  | 287 | 256162 |
|  RegionalCare Hospital Partners Holdings,<br>Inc./LifePoint Health, Inc., 9.75%, 12/01/26<sup>(b)</sup>  |  | 45 | 40266 |
|  Surgery Center Holdings, Inc.<sup>(b)</sup> 6.75%, 07/01/25 |  | 611 | 564656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 04/15/27 |  | 621 | 603916 |
|  Teleflex, Inc. 4.63%, 11/15/27 |  | 80 | 72073 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/28<sup>(b)</sup>  |  | 331 | 287894 |
|  Tenet Healthcare Corp.<br>4.63%, 07/15/24 |  | 204 | 197264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/01/24<sup>(b)</sup>  |  | 367 | 355197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/01/26<sup>(b)</sup>  |  | 1618 | 1503559 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/27<sup>(b)</sup>  |  | 179 | 167034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/27<sup>(b)</sup>  |  | 614 | 550934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/28<sup>(b)</sup>  |  | 81 | 70791 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/28<sup>(b)</sup>  |  | 183 | 160324 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/29<sup>(b)</sup>  |  | 48 | 39756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 06/15/30<sup>(b)</sup>  |  | 353 | 323348 |
|  UnitedHealth Group, Inc., 3.75%, 07/15/25 |  | 1470 | 1428998 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15134107 |
| **Health Care Technology — 0.9%** |  |  |  |
|  AthenaHealth Group, Inc., 6.50%, 02/15/30<sup>(b)</sup>  |  | 1251 | 989003 |

---

S C H E D U L E O F I N V E S T M E N T S 8

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** |
|  Catalent Pharma Solutions, Inc.<sup>(b)</sup>5.00%, 07/15/27 | USD | 365 | $325573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/29 |  | 157 | 121086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/30 |  | 349 | 274565 |
|  Change Healthcare Holdings LLC/Change |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Healthcare Finance, Inc., 5.75%, 03/01/25<sup>(b)</sup>  |  | 804 | 799132 |
|  Charles River Laboratories International, Inc.<sup>(b)</sup> 4.25%, 05/01/28 |  | 159 | 138468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/29 |  | 34 | 28282 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/31 |  | 67 | 54030 |
|  Chrome Bidco SASU, 3.50%, 05/31/28<sup>(e)</sup>  | EUR | 100 | 77547 |
|  IQVIA, Inc.<sup>(b)</sup>5.00%, 10/15/26 | USD | 463 | 441173 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/27 |  | 437 | 407503 |
|  Syneos Health, Inc., 3.63%, 01/15/29<sup>(b)</sup>  |  | 857 | 682412 |
|  |  |  | 4338774 |
| **Hotels, Restaurants & Leisure — 3.1%** |  |  |  |
|  1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup> 5.75%, 04/15/25 |  | 207 | 205086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/28 |  | 438 | 381152 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 |  | 134 | 116111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/30 |  | 146 | 114987 |
|  Accor SA, 0.70%, 12/07/27<sup>(e)(h)</sup>  | EUR | 31 | 11658 |
|  Airbnb, Inc., 0.00%, 03/15/26<sup>(h)(i)</sup>  | USD | 307 | 254196 |
|  Boyd Gaming Corp.<br>4.75%, 12/01/27 |  | 179 | 158417 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/31<sup>(b)</sup>  |  | 376 | 304447 |
|  Boyne USA, Inc., 4.75%, 05/15/29<sup>(b)</sup>  |  | 344 | 288181 |
|  Caesars Entertainment, Inc.<sup>(b)</sup>6.25%, 07/01/25 |  | 1466 | 1412858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 07/01/27 |  | 1508 | 1440268 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 |  | 624 | 476788 |
|  Caesars Resort Collection LLC/CRC Finco, Inc., 5.75%, 07/01/25<sup>(b)</sup>  |  | 478 | 461222 |
|  Carnival Corp., 7.63%, 03/01/26<sup>(b)</sup>  |  | 71 | 53960 |
|  CDI Escrow Issuer, Inc., 5.75%, 04/01/30<sup>(b)</sup>  |  | 668 | 583374 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25<sup>(b)</sup>  |  | 296 | 284731 |
|  Champion Path Holdings Ltd., 4.50%, 01/27/26<sup>(e)</sup>  |  | 232 | 156600 |
|  Churchill Downs, Inc.<sup>(b)</sup>5.50%, 04/01/27 |  | 675 | 624605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 435 | 376308 |
|  Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.<sup>(b)</sup>4.63%, 01/15/29 |  | 483 | 399683 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/30 |  | 68 | 51644 |
|  Fortune Star BVI Ltd., 6.75%, 07/02/23<sup>(e)</sup>  |  | 200 | 126000 |
|  Hilton Domestic Operating Co., Inc. 5.38%, 05/01/25<sup>(b)</sup>  |  | 145 | 141716 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/01/28<sup>(b)</sup>  |  | 112 | 104720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/29<sup>(b)</sup>  |  | 146 | 120564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/15/30 |  | 953 | 829110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/31<sup>(b)</sup>  |  | 281 | 227141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/32<sup>(b)</sup>  |  | 15 | 11488 |
|  McDonald's Corp., 3.70%, 01/30/26 |  | 405 | 390439 |
|  Melco Resorts Finance Ltd., 5.25%, 04/26/26<sup>(e)</sup>  |  | 250 | 173000 |
|  Merlin Entertainments Ltd., 5.75%, 06/15/26<sup>(b)</sup>  |  | 200 | 186169 |
|  MGM China Holdings Ltd., 5.88%, 05/15/26<sup>(e)</sup>  |  | 250 | 203125 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Hotels, Restaurants & Leisure (continued)** |  |  |  |
|  MGM Resorts International<br>6.00%, 03/15/23 | USD | 416 | $416125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 06/15/25 |  | 29 | 27714 |
|  Midwest Gaming Borrower LLC/Midwest Gaming |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Finance Corp., 4.88%, 05/01/29<sup>(b)</sup>  |  | 235 | 193587 |
|  Premier Entertainment Sub LLC/Premier<br>Entertainment Finance Corp.<sup>(b)</sup>5.63%, 09/01/29 |  | 116 | 80300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/31 |  | 116 | 78300 |
|  Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26<sup>(b)</sup>  |  | 177 | 152225 |
|  Royal Caribbean Cruises Ltd., 5.38%, 07/15/27<sup>(b)</sup>  |  | 206 | 151521 |
|  Scientific Games International, Inc.<sup>(b)</sup>8.63%, 07/01/25 |  | 203 | 207829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/15/28 |  | 174 | 164056 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 11/15/29 |  | 51 | 47466 |
|  Six Flags Theme Parks, Inc., 7.00%, 07/01/25<sup>(b)</sup>  |  | 269 | 268887 |
|  Station Casinos LLC, 4.63%, 12/01/31<sup>(b)</sup>  |  | 277 | 209214 |
|  Stonegate Pub Co. Financing PLC,<br>8.25%, 07/31/25<sup>(e)</sup>  | GBP | 100 | 97419 |
|  Vail Resorts, Inc., 6.25%, 05/15/25<sup>(b)</sup>  | USD | 154 | 151909 |
|  Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/28<sup>(b)</sup> . |  | 158 | 138886 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Corp., 5.25%, 05/15/27<sup>(b)</sup>  |  | 192 | 168998 |
|  Wynn Macau Ltd., 5.50%, 01/15/26<sup>(e)</sup>  |  | 347 | 260909 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.<sup>(b)</sup>7.75%, 04/15/25 |  | 239 | 233458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/29 |  | 618 | 499468 |
|  Yum! Brands, Inc.<br>4.75%, 01/15/30<sup>(b)</sup>  |  | 196 | 171286 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/31 |  | 96 | 76723 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/32 |  | 38 | 33692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/43 |  | 71 | 56378 |
|  |  |  | 14556098 |
| **Household Durables — 0.5%** |  |  |  |
|  Ashton Woods USA LLC/Ashton Woods Finance Co.<sup>(b)</sup>4.63%, 08/01/29 |  | 100 | 72605 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/01/30 |  | 145 | 103842 |
|  Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC<sup>(b)</sup>5.00%, 06/15/29 |  | 208 | 153976 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 |  | 412 | 304989 |
|  CD&R Smokey Buyer, Inc., 6.75%, 07/15/25<sup>(b)</sup>  |  | 253 | 229324 |
|  K Hovnanian Enterprises, Inc., 7.75%, 02/15/26<sup>(b)</sup>  |  | 219 | 210240 |
|  Mattamy Group Corp., 4.63%, 03/01/30<sup>(b)</sup>  |  | 199 | 151975 |
|  Meritage Homes Corp., 5.13%, 06/06/27 |  | 50 | 44311 |
|  NCR Corp.<sup>(b)</sup>5.75%, 09/01/27 |  | 220 | 199318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 |  | 110 | 86546 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/15/29 |  | 145 | 108753 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/01/29 |  | 92 | 79214 |
|  SWF Escrow Issuer Corp., 6.50%, 10/01/29<sup>(b)</sup>  |  | 330 | 195525 |
|  Taylor Morrison Communities, Inc.<sup>(b)</sup>5.88%, 06/15/27 |  | 245 | 228156 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/01/30 |  | 54 | 43589 |
|  Tempur Sealy International, Inc.<sup>(b)</sup>4.00%, 04/15/29 |  | 224 | 176518 |

---

9.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Household Durables (continued)** |  |  |  |
|  Tempur Sealy International, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/31 | USD | 180 | $131850 |
|  Tri Pointe Group, Inc./Tri Pointe Homes, Inc.,<br>5.88%, 06/15/24 | Tri Pointe Group, Inc./Tri Pointe Homes, Inc.,<br>5.88%, 06/15/24 | 11 | 10782 |
|  Tri Pointe Homes, Inc., 5.25%, 06/01/27 |  | 15 | 12971 |
|  |  |  | 2544484 |
| **Household Products — 0.0%** |  |  |  |
|  Berkline Benchcraft LLC,<br>4.50%, 06/01/22<sup>(a)(d)(f)(j)</sup>  |  | 200 |  |
|  Energizer Holdings, Inc., 6.50%, 12/31/27<sup>(b)</sup>  |  | 117 | 103860 |
|  |  |  | 103860 |
| **Independent Power and Renewable Electricity<br>Producers — 0.8%** | **Independent Power and Renewable Electricity<br>Producers — 0.8%** | **Independent Power and Renewable Electricity<br>Producers — 0.8%** |  |
|  Azure Power Solar Energy Pvt Ltd.,<br>5.65%, 12/24/24<sup>(e)</sup>  |  | 200 | 167000 |
|  Calpine Corp.<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/26 |  | 221 | 208326 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/28 |  | 1060 | 910398 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/01/29 |  | 106 | 86375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/31 |  | 43 | 34166 |
|  Clearway Energy Operating LLC<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/28 |  | 336 | 299175 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/32 |  | 262 | 203110 |
|  Continuum Energy Levanter Pte. Ltd.,<br>4.50%, 02/09/27<sup>(b)</sup>  |  | 211 | 171105 |
|  Greenko Mauritius Ltd., 6.25%, 02/21/23<sup>(e)</sup>  |  | 200 | 195500 |
|  Greenko Solar Mauritius Ltd., 5.95%, 07/29/26<sup>(e)</sup>  |  | 200 | 166250 |
|  NRG Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/27 |  | 720 | 705072 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/28 |  | 63 | 58141 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/29<sup>(b)</sup>  |  | 253 | 221375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/31<sup>(b)</sup>  |  | 277 | 216060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/32<sup>(b)</sup>  |  | 16 | 12481 |
|  TerraForm Power Operating LLC<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/31/28 |  | 96 | 84579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/30 |  | 186 | 157873 |
|  |  |  | 3896986 |
| **Industrial Conglomerates — 0.0%** |  |  |  |
|  OCP SA, 5.13%, 06/23/51<sup>(e)</sup>  |  | 200 | 125600 |
|  Resideo Funding, Inc., 4.00%, 09/01/29<sup>(b)</sup>  |  | 59 | 47553 |
|  |  |  | 173153 |
| **Insurance — 2.3%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc.,<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 08/01/29<sup>(b)</sup>  |  | 231 | 177870 |
|  Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/27 |  | 1166 | 995971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/15/27 |  | 1896 | 1633952 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 1182 | 960046 |
|  Allied World Assurance Co. Holdings Ltd.,<br>4.35%, 10/29/25 |  | 360 | 341951 |
|  AmWINS Group, Inc., 4.88%, 06/30/29<sup>(b)</sup>  |  | 285 | 236568 |
|  Aon Global Ltd., 3.88%, 12/15/25 |  | 1115 | 1071313 |
|  GTCR AP Finance, Inc., 8.00%, 05/15/27<sup>(b)</sup>  |  | 330 | 303582 |
|  HUB International Ltd.<sup>(b)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/01/26 |  | 1280 | 1213971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 12/01/29 |  | 53 | 44255 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Insurance (continued)** |  |  |  |
|  NFP Corp., 7.50%, 10/01/30<sup>(b)</sup>  | USD | 105 | $99635 |
|  Ryan Specialty Group LLC, 4.38%, 02/01/30<sup>(b)</sup>  |  | 135 | 114499 |
|  Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53<sup>(a)</sup>  |  | 3500 | 3395000 |
|  |  |  | 10588613 |
| **Interactive Media & Services — 0.3%** |  |  |  |
|  Arches Buyer, Inc., 4.25%, 06/01/28<sup>(b)</sup>  |  | 110 | 85800 |
|  Cablevision Lightpath LLC<sup>(b)</sup>3.88%, 09/15/27 |  | 200 | 167295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/15/28 |  | 400 | 320000 |
|  Iliad SA, 2.38%, 06/17/26<sup>(e)</sup>  | EUR | 100 | 86303 |
|  Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. <sup>(b)</sup>4.75%, 04/30/27 | USD | 303 | 263610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/28 |  | 309 | 239524 |
|  Twitter, Inc.<sup>(b)</sup>3.88%, 12/15/27 |  | 295 | 276629 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/30 |  | 142 | 136080 |
|  |  |  | 1575241 |
| **Internet Software & Services — 1.1%** |  |  |  |
|  ANGI Group LLC, 3.88%, 08/15/28<sup>(b)</sup>  |  | 262 | 184793 |
|  Booking Holdings, Inc., 0.75%, 05/01/25<sup>(h)</sup>  |  | 228 | 273896 |
|  Go Daddy Operating Co. LLC/GD Finance Co., Inc.<sup>(b)</sup>5.25%, 12/01/27 |  | 303 | 279069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 |  | 204 | 166848 |
|  Match Group Holdings II LLC<sup>(b)</sup>4.63%, 06/01/28 |  | 157 | 137179 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/15/29 |  | 177 | 161165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/01/30 |  | 198 | 162608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/31 |  | 207 | 156285 |
|  NortonLifeLock, Inc., 7.13%, 09/30/30<sup>(b)</sup>  |  | 231 | 223426 |
|  Uber Technologies, Inc.<br>7.50%, 05/15/25<sup>(b)</sup>  |  | 667 | 665332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 12/15/25<sup>(h)(i)</sup>  |  | 916 | 760195 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/26<sup>(b)</sup>  |  | 311 | 310509 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/27<sup>(b)</sup>  |  | 622 | 609560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/28<sup>(b)</sup>  |  | 402 | 373860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/29<sup>(b)</sup>  |  | 671 | 564059 |
|  |  |  | 5028784 |
| **IT Services — 1.3%** |  |  |  |
|  Ahead DB Holdings LLC, 6.63%, 05/01/28<sup>(b)</sup>  |  | 150 | 127857 |
|  Block, Inc., 3.50%, 06/01/31 |  | 1224 | 948986 |
|  Booz Allen Hamilton, Inc.<sup>(b)</sup>3.88%, 09/01/28 |  | 272 | 233992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 |  | 391 | 334524 |
|  CA Magnum Holdings, 5.38%, 10/31/26<sup>(b)</sup>  |  | 382 | 318970 |
|  Camelot Finance SA, 4.50%, 11/01/26<sup>(b)</sup>  |  | 564 | 510313 |
|  Condor Merger Sub, Inc., 7.38%, 02/15/30<sup>(b)</sup>  |  | 786 | 642606 |
|  Dun & Bradstreet Corp., 5.00%, 12/15/29<sup>(b)</sup>  |  | 503 | 414975 |
|  Fair Isaac Corp., 4.00%, 06/15/28<sup>(b)</sup>  |  | 366 | 311861 |
|  Gartner, Inc.<sup>(b)</sup>4.50%, 07/01/28 |  | 67 | 59911 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/15/29 |  | 87 | 72428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 |  | 308 | 252143 |
|  Global Payments, Inc., 4.95%, 08/15/27 |  | 100 | 95274 |

---

S C H E D U L E O F I N V E S T M E N T S 10

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **IT Services (continued)** |  |  |  |
|  International Business Machines Corp.,<br>1.95%, 05/15/30 | USD | 500 | $397296 |
|  KBR, Inc., 4.75%, 09/30/28<sup>(b)</sup>  |  | 206 | 176970 |
|  La Financiere Atalian SASU, 5.13%, 05/15/25<sup>(e)</sup>  | EUR | 100 | 92982 |
|  Science Applications International Corp.,<br>4.88%, 04/01/28<sup>(b)</sup>  | USD | 289 | 257110 |
|  Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25<sup>(b)</sup>  |  | 163 | 158834 |
|  Twilio, Inc., 3.88%, 03/15/31 |  | 353 | 277095 |
|  ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29<sup>(b)</sup>  |  | 692 | 564630 |
|  |  |  | 6248757 |
| **Leisure Products — 0.1%** |  |  |  |
|  Mattel, Inc.<br>3.75%, 04/01/29<sup>(b)</sup>  |  | 74 | 62219 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/01/40 |  | 219 | 206143 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/01/41 |  | 278 | 232905 |
|  |  |  | 501267 |
| **Machinery — 0.7%** |  |  |  |
|  ATS Automation Tooling Systems, Inc.,<br>4.13%, 12/15/28<sup>(b)</sup>  |  | 108 | 89549 |
|  Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25<sup>(b)(l)</sup>  |  | 240 | 225000 |
|  Madison IAQ LLC, 5.88%, 06/30/29<sup>(b)</sup>  |  | 647 | 450674 |
|  Mueller Water Products, Inc., 4.00%, 06/15/29<sup>(b)</sup>  |  | 138 | 117439 |
|  OT Merger Corp., 7.88%, 10/15/29<sup>(b)</sup>  |  | 115 | 77912 |
|  Stevens Holding Co., Inc., 6.13%, 10/01/26<sup>(b)</sup>  |  | 167 | 163209 |
|  Terex Corp., 5.00%, 05/15/29<sup>(b)</sup>  |  | 333 | 285793 |
|  Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26<sup>(b)</sup>  |  | 852 | 673448 |
|  TK Elevator Holdco GmbH, 7.63%, 07/15/28<sup>(b)</sup>  |  | 400 | 335000 |
|  TK Elevator Midco GmbH, 4.38%, 07/15/27<sup>(e)</sup>  | EUR | 205 | 168262 |
|  TK Elevator U.S. Newco, Inc., 5.25%, 07/15/27<sup>(b)</sup>  | USD | 1033 | 878267 |
|  |  |  | 3464553 |
| **Media — 8.9%** |  |  |  |
|  Altice Financing SA<br>3.00%, 01/15/28<sup>(e)</sup>  | EUR | 100 | 73688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/15/28<sup>(b)</sup>  | USD | 378 | 291166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/29<sup>(b)</sup>  |  | 1047 | 801185 |
|  Altice France Holding SA, 10.50%, 05/15/27<sup>(b)</sup>  |  | 1193 | 934424 |
|  AMC Networks, Inc.<br>4.75%, 08/01/25 |  | 222 | 198364 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/29 |  | 123 | 90941 |
|  Block Communications, Inc., 4.88%, 03/01/28<sup>(b)</sup>  |  | 128 | 110720 |
|  Cable One, Inc.<br>1.13%, 03/15/28<sup>(h)</sup>  |  | 620 | 446400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/30<sup>(b)</sup>  |  | 298 | 231966 |
|  CCO Holdings LLC/CCO Holdings Capital Corp.<br>5.13%, 05/01/27<sup>(b)</sup>  |  | 565 | 509913 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup>  |  | 731 | 639859 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)</sup>  |  | 734 | 673885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(b)</sup>  |  | 287 | 232829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup>  |  | 996 | 787677 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)</sup>  |  | 764 | 586019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)</sup>  |  | 562 | 437674 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 |  | 463 | 353116 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(b)</sup>  |  | 260 | 192080 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Media (continued)** |  |  |  |
|  CCO Holdings LLC/CCO Holdings Capital Corp. (continued)<br>4.25%, 01/15/34<sup>(b)</sup>  | USD | 991 | $709338 |
|  Charter Communications Operating LLC/Charter Communications Operating Capital<br>4.91%, 07/23/25 |  | 2425 | 2364761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 |  | 425 | 328751 |
|  Clear Channel International BV, 6.63%, 08/01/25<sup>(b)</sup>  |  | 384 | 356816 |
|  Clear Channel Outdoor Holdings, Inc.<sup>(b)</sup>5.13%, 08/15/27 |  | 1676 | 1415780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/15/28 |  | 956 | 721780 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/29 |  | 803 | 582175 |
|  CMG Media Corp., 8.88%, 12/15/27<sup>(b)</sup>  |  | 617 | 471366 |
|  Comcast Corp., 3.95%, 10/15/25 |  | 3000 | 2914377 |
|  Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26<sup>(b)</sup>  |  | 1866 | 1631914 |
|  CSC Holdings LLC<br>5.25%, 06/01/24 |  | 123 | 113775 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/01/29<sup>(b)</sup>  |  | 865 | 763363 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/30<sup>(b)</sup>  |  | 660 | 469105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/30<sup>(b)</sup>  |  | 626 | 467747 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 02/15/31<sup>(b)</sup>  |  | 257 | 181185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/31<sup>(b)</sup>  |  | 488 | 366576 |
|  Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27<sup>(b)</sup>  |  | 459 | 395709 |
|  Discovery Communications LLC<br>3.25%, 04/01/23 |  | 1490 | 1476759 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/25 |  | 170 | 161193 |
|  DISH DBS Corp.<br>7.75%, 07/01/26 |  | 601 | 461009 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/26<sup>(b)</sup>  |  | 1146 | 938857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(b)</sup>  |  | 893 | 674876 |
|  Frontier Communications Holdings LLC <sup>(b)</sup>5.88%, 10/15/27 |  | 267 | 239293 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/28 |  | 598 | 513204 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/29 |  | 573 | 472725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/30 |  | 266 | 208976 |
|  GCI LLC, 4.75%, 10/15/28<sup>(b)</sup>  |  | 198 | 164391 |
|  iHeartCommunications, Inc.<br>6.38%, 05/01/26 |  | 264 | 245082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/27<sup>(b)</sup>  |  | 122 | 104218 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(b)</sup>  |  | 78 | 65013 |
|  Iliad Holding SASU <sup>(b)</sup>6.50%, 10/15/26 |  | 686 | 599838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 |  | 498 | 426647 |
|  Kaixo Bondco Telecom SA, 5.13%, 09/30/29<sup>(e)</sup>  | EUR | 100 | 76596 |
|  Lamar Media Corp.<br>3.75%, 02/15/28 | USD | 39 | 34067 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/30 |  | 126 | 105573 |
|  LCPR Senior Secured Financing DAC<sup>(b)</sup>6.75%, 10/15/27 |  | 360 | 298800 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/29 |  | 768 | 578355 |
|  Liberty Broadband Corp.<sup>(b)(h)</sup>1.25%, 09/30/50 |  | 413 | 390285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/30/50 |  | 478 | 458270 |
|  Ligado Networks LLC, (15.50% PIK), 15.50%, 11/01/23<sup>(b)(l)</sup>  |  | 359 | 139646 |
|  Lions Gate Capital Holdings LLC, 5.50%, 04/15/29<sup>(b)</sup> . |  | 748 | 557260 |

---

11.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Media (continued)** |  |  |  |
|  Liquid Telecommunications Financing PLC, 5.50%, 09/04/26<sup>(b)</sup>  | USD | 200 | $158000 |
|  Live Nation Entertainment, Inc.<sup>(b)</sup>4.88%, 11/01/24 |  | 31 | 29988 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/27 |  | 1285 | 1236491 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 |  | 186 | 161482 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/28 |  | 196 | 166110 |
|  Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27<sup>(b)</sup>  |  | 177 | 157699 |
|  Network i2i Ltd., (5 year CMT + 4.27%),<br>5.65%<sup>(a)(e)(k)</sup> |  | 300 | 275681 |
|  Outfront Media Capital LLC/Outfront Media Capital Corp.<sup>(b)</sup>5.00%, 08/15/27 |  | 412 | 359903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 |  | 144 | 113112 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/30 |  | 15 | 11687 |
|  Radiate Holdco LLC/Radiate Finance, Inc.<sup>(b)</sup> 4.50%, 09/15/26 |  | 1150 | 943265 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/28 |  | 2120 | 1478700 |
|  Sable International Finance Ltd.<br>5.75%, 09/07/27<sup>(e)</sup>  |  | 245 | 214069 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/07/27<sup>(b)</sup>  |  | 200 | 174750 |
|  Scripps Escrow II, Inc., 3.88%, 01/15/29<sup>(b)</sup>  |  | 17 | 13552 |
|  Sinclair Television Group, Inc., 4.13%, 12/01/30<sup>(b)</sup>  |  | 495 | 372488 |
|  Sirius XM Radio, Inc.<sup>(b)</sup>3.13%, 09/01/26 |  | 491 | 431208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 |  | 346 | 317455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/28 |  | 347 | 295151 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/29 |  | 722 | 649426 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/01/30 |  | 36 | 29262 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/01/31 |  | 445 | 345071 |
|  Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup>  |  | 101 | 83080 |
|  Summer BC Holdco B SARL, 5.75%, 10/31/26<sup>(e)</sup>  | EUR | 100 | 83324 |
|  Telenet Finance Luxembourg Notes SARL, 5.50%, 03/01/28<sup>(b)</sup>  | USD | 200 | 173454 |
|  Univision Communications, Inc.<sup>(b)</sup>5.13%, 02/15/25 |  | 133 | 126266 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/01/27 |  | 234 | 220829 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 06/30/30 |  | 209 | 199448 |
|  UPC Broadband Finco BV, 4.88%, 07/15/31<sup>(b)</sup>  |  | 449 | 348437 |
|  Videotron Ltd., 3.63%, 06/15/29<sup>(b)</sup>  |  | 262 | 212217 |
|  Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28<sup>(b)</sup>  |  | 754 | 609798 |
|  VZ Secured Financing BV, 3.50%, 01/15/32<sup>(e)</sup>  | EUR | 100 | 70074 |
|  WMG Acquisition Corp., 3.88%, 07/15/30<sup>(b)</sup>  | USD | 136 | 111420 |
|  Ziggo Bond Co. BV<sup>(b)</sup>6.00%, 01/15/27 |  | 199 | 166165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/28/30 |  | 225 | 160875 |
|  Ziggo BV, 4.88%, 01/15/30<sup>(b)</sup>  |  | 200 | 158000 |
|  |  |  | 41895294 |
| **Metals & Mining — 1.7%** |  |  |  |
|  ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24<sup>(e)</sup>  |  | 250 | 246563 |
|  AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30 |  | 200 | 155475 |
|  Arconic Corp.<sup>(b)</sup>6.00%, 05/15/25 |  | 332 | 319572 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/28 |  | 378 | 333899 |
|  ATI, Inc.<br>4.88%, 10/01/29 |  | 101 | 83857 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/31 |  | 273 | 223022 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Metals & Mining (continued)** |  |  |  |
|  Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29<sup>(b)</sup>  | USD | 922 | $848590 |
|  Carpenter Technology Corp.<br>6.38%, 07/15/28 |  | 44 | 40806 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/15/30 |  | 303 | 291728 |
|  Commercial Metals Co.<br>4.13%, 01/15/30 |  | 70 | 57471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/32 |  | 75 | 59250 |
|  Constellium SE<sup>(b)</sup>5.88%, 02/15/26 |  | 588 | 539490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 |  | 500 | 410077 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 |  | 756 | 551941 |
|  FMG Resources August Pty. Ltd., 6.13%, 04/15/32<sup>(b)</sup>  |  | 405 | 347996 |
|  JSW Steel Ltd., 5.95%, 04/18/24<sup>(e)</sup>  |  | 200 | 190750 |
|  Kaiser Aluminum Corp.<sup>(b)</sup>4.63%, 03/01/28 |  | 191 | 155841 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/31 |  | 347 | 253914 |
|  Mineral Resources Ltd., 8.50%, 05/01/30<sup>(b)</sup>  |  | 128 | 123699 |
|  New Gold, Inc., 7.50%, 07/15/27<sup>(b)</sup>  |  | 545 | 430550 |
|  Novelis Corp.<sup>(b)</sup>3.25%, 11/15/26 |  | 650 | 542574 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 |  | 951 | 779820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/31 |  | 571 | 425920 |
|  Novelis Sheet Ingot GmbH, 3.38%, 04/15/29<sup>(e)</sup>  | EUR | 200 | 153917 |
|  Roller Bearing Co. of America, Inc.,<br>4.38%, 10/15/29<sup>(b)</sup>  | USD | 122 | 102906 |
|  thyssenkrupp AG, 2.88%, 02/22/24<sup>(e)</sup>  | EUR | 84 | 77220 |
|  U.S. Steel Corp., 6.88%, 03/01/29 | USD | 246 | 223577 |
|  Vedanta Resources Finance II PLC, 13.88%, 01/21/24<sup>(e)</sup>  |  | 200 | 166413 |
|  |  |  | 8136838 |
| **Multiline Retail — 0.1%** |  |  |  |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26<sup>(b)</sup>  |  | 396 | 363865 |
| **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** |  |  |
|  Applied Materials, Inc., 3.90%, 10/01/25 |  | 285 | 279028 |
|  Entegris, Inc.<sup>(b)</sup>4.38%, 04/15/28 |  | 246 | 208564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/01/29 |  | 112 | 88632 |
|  |  |  | 576224 |
| **Oil, Gas & Consumable Fuels — 8.6%** |  |  |  |
|  Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26<sup>(b)</sup>  |  | 728 | 703496 |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp. <sup>(b)</sup>5.75%, 03/01/27 |  | 298 | 275610 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/28 |  | 59 | 53690 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/29 |  | 206 | 181877 |
|  Apache Corp.<br>4.25%, 01/15/30 |  | 205 | 179273 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 |  | 269 | 217154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 |  | 137 | 107545 |
|  Arcosa, Inc., 4.38%, 04/15/29<sup>(b)</sup>  |  | 374 | 317900 |
|  Ascent Resources Utica Holdings LLC/ARU Finance Corp. <sup>(b)</sup>9.00%, 11/01/27 |  | 639 | 779455 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/30/29 |  | 291 | 258990 |
|  Buckeye Partners LP<br>4.13%, 03/01/25<sup>(b)</sup>  |  | 262 | 239796 |

---

S C H E D U L E O F I N V E S T M E N T S 12

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  Buckeye Partners LP (continued)<br>5.85%, 11/15/43 | USD | 145 | $107409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/44 |  | 86 | 60371 |
|  Callon Petroleum Co.<br>6.38%, 07/01/26 |  | 119 | 107230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/28<sup>(b)</sup>  |  | 583 | 537818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/30<sup>(b)</sup>  |  | 549 | 480652 |
|  Cellnex Telecom SA, Series CLNX, 0.75%, 11/20/31<sup>(e)(h)</sup>  | EUR | 100 | 63844 |
|  Central Parent, Inc./CDK Global, Inc., 7.25%, 06/15/29<sup>(b)</sup>  | USD | 558 | 530488 |
|  Cheniere Energy Partners LP<br>4.50%, 10/01/29 |  | 812 | 714877 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 |  | 750 | 628860 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 |  | 607 | 466088 |
|  Chesapeake Energy Corp.<sup>(b)</sup>5.88%, 02/01/29 |  | 41 | 38022 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/29 |  | 459 | 440007 |
|  Citgo Holding, Inc., 9.25%, 08/01/24<sup>(b)</sup>  |  | 228 | 226235 |
|  Civitas Resources, Inc., 5.00%, 10/15/26<sup>(b)</sup>  |  | 88 | 79946 |
|  CNX Midstream Partners LP, 4.75%, 04/15/30<sup>(b)</sup>  |  | 96 | 75351 |
|  CNX Resources Corp.<br>2.25%, 05/01/26<sup>(h)</sup>  |  | 298 | 412581 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(b)</sup>  |  | 110 | 100375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/15/31<sup>(b)</sup>  |  | 205 | 200505 |
|  Colgate Energy Partners III LLC<sup>(b)</sup>7.75%, 02/15/26 |  | 509 | 499597 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/01/29 |  | 353 | 315098 |
|  Comstock Resources, Inc.<sup>(b)</sup>6.75%, 03/01/29 |  | 647 | 596733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/15/30 |  | 543 | 472929 |
|  CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31<sup>(b)</sup>  |  | 1367 | 1157200 |
|  Crescent Energy Finance LLC, 7.25%, 05/01/26<sup>(b)</sup>  |  | 708 | 636081 |
|  Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.<sup>(b)</sup>5.63%, 05/01/27 |  | 52 | 47060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/29 |  | 47 | 42065 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/01/29 |  | 90 | 86625 |
|  CrownRock LP/CrownRock Finance, Inc.<sup>(b)</sup>5.63%, 10/15/25 |  | 685 | 655798 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/29 |  | 44 | 38822 |
|  DCP Midstream Operating LP<br>5.13%, 05/15/29 |  | 52 | 48725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 11/03/36<sup>(b)</sup>  |  | 162 | 148004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/37<sup>(b)</sup>  |  | 295 | 286043 |
|  DT Midstream, Inc.<sup>(b)</sup>4.13%, 06/15/29 |  | 384 | 324480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/31 |  | 518 | 427205 |
|  Dycom Industries, Inc., 4.50%, 04/15/29<sup>(b)</sup>  |  | 102 | 85953 |
|  Earthstone Energy Holdings LLC, 8.00%, 04/15/27<sup>(b)</sup>  |  | 307 | 289348 |
|  Ecopetrol SA, 4.13%, 01/16/25 |  | 198 | 180341 |
|  eG Global Finance PLC<br>6.75%, 02/07/25<sup>(b)</sup>  |  | 396 | 357200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/30/25<sup>(e)</sup>  | EUR | 142 | 120329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 10/30/25<sup>(b)</sup>  | USD | 252 | 220395 |
|  EIG Pearl Holdings SARL, 3.55%, 08/31/36<sup>(b)</sup>  |  | 244 | 193980 |
|  Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78<sup>(a)</sup>  |  | 1565 | 1406465 |
|  Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28<sup>(b)</sup>  |  | 386 | 367132 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  Energy Transfer LP<br>3.90%, 07/15/26 | USD | 235 | $219012 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, (5 year CMT + 5.69%), 6.50%<sup>(a)(k)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp; Series H, (5 year CMT + 5.69%), 6.50%<sup>(a)(k)</sup>  | 701 | 610644 |
|  EnLink Midstream LLC<br>5.63%, 01/15/28<sup>(b)</sup>  |  | 348 | 325380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 |  | 339 | 310185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/01/30<sup>(b)</sup>  |  | 232 | 226548 |
|  EnLink Midstream Partners LP<br>4.15%, 06/01/25 |  | 7 | 6498 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/26 |  | 115 | 105614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 |  | 226 | 171918 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 |  | 40 | 28035 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 |  | 60 | 43828 |
|  EQM Midstream Partners LP<br>6.00%, 07/01/25<sup>(b)</sup>  |  | 94 | 86915 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/26 |  | 100 | 84717 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/27<sup>(b)</sup>  |  | 364 | 336368 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup>  |  | 21 | 16919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/30<sup>(b)</sup>  |  | 84 | 79378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/31<sup>(b)</sup>  |  | 663 | 526256 |
|  EQT Corp., 1.75%, 05/01/26<sup>(h)</sup>  |  | 101 | 278327 |
|  Genesis Energy LP/Genesis Energy Finance Corp.<br>6.50%, 10/01/25 |  | 72 | 65095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/28 |  | 118 | 102660 |
|  Gulfport Energy Corp., 8.00%, 05/17/26<sup>(b)</sup>  |  | 37 | 36815 |
|  Harvest Midstream I LP, 7.50%, 09/01/28<sup>(b)</sup>  |  | 60 | 56079 |
|  Hess Corp., 4.30%, 04/01/27 |  | 50 | 47036 |
|  Hess Midstream Operations LP, 4.25%, 02/15/30<sup>(b)</sup>  |  | 240 | 193800 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<sup>(b)</sup>6.25%, 11/01/28 |  | 145 | 133789 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/29 |  | 60 | 52456 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 27 | 23531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/31 |  | 16 | 13862 |
|  Hilong Holding Ltd., 9.75%, 11/18/24<sup>(e)</sup>  |  | 207 | 86940 |
|  HPCL-Mittal Energy Ltd., 5.45%, 10/22/26<sup>(e)</sup>  |  | 200 | 182500 |
|  HTA Group Ltd., 7.00%, 12/18/25<sup>(b)</sup>  |  | 200 | 174163 |
|  IHS Holding Ltd., 6.25%, 11/29/28<sup>(b)</sup>  |  | 200 | 153975 |
|  Impulsora Pipeline LLC, 6.05%, 12/31/42<sup>(a)(d)</sup>  |  | 1364 | 1176324 |
|  ITT Holdings LLC, 6.50%, 08/01/29<sup>(b)</sup>  |  | 343 | 266089 |
|  Kinetik Holdings LP, 5.88%, 06/15/30<sup>(b)</sup>  |  | 553 | 506359 |
|  Leviathan Bond Ltd., 5.75%, 06/30/23<sup>(b)(e)</sup>  |  | 105 | 103016 |
|  Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26<sup>(b)</sup>  |  | 32 | 30668 |
|  Matador Resources Co., 5.88%, 09/15/26 |  | 466 | 449536 |
|  Medco Bell Pte. Ltd., 6.38%, 01/30/27<sup>(e)</sup>  |  | 250 | 197813 |
|  MPLX LP, 4.25%, 12/01/27 |  | 185 | 172230 |
|  Murphy Oil Corp.<br>5.75%, 08/15/25 |  | 25 | 24108 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/27 |  | 56 | 52345 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/01/42 |  | 29 | 23066 |
|  Murphy Oil USA, Inc., 4.75%, 09/15/29 |  | 146 | 129210 |
|  Nabors Industries Ltd.<sup>(b)</sup>7.25%, 01/15/26 |  | 199 | 173154 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/28 |  | 248 | 202443 |
|  Nabors Industries, Inc., 7.38%, 05/15/27<sup>(b)</sup>  |  | 331 | 305496 |
|  New Fortress Energy, Inc.<sup>(b)</sup>6.75%, 09/15/25 |  | 743 | 703770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/30/26 |  | 1162 | 1073572 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26<sup>(b)</sup>  |  | 171 | 152123 |
|  NGPL PipeCo LLC, 7.77%, 12/15/37<sup>(b)</sup>  |  | 227 | 229425 |

---

13.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  Northern Oil & Gas, Inc., 8.13%, 03/01/28<sup>(b)</sup>  | USD | 837 | $784687 |
|  NuStar Logistics LP<br>6.00%, 06/01/26 |  | 163 | 149208 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/01/30 |  | 25 | 21392 |
|  Occidental Petroleum Corp.<br>6.95%, 07/01/24 |  | 63 | 64733 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 07/15/25 |  | 36 | 38160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/25 |  | 117 | 117354 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 |  | 100 | 111330 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 |  | 713 | 723695 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 |  | 94 | 98230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 |  | 179 | 179000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 |  | 899 | 869782 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 |  | 64 | 65920 |
|  Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26<sup>(b)(l)</sup>  |  | — <sup>(n)</sup> | 33 |
|  Oil & Gas Holding Co. BSCC, 7.63%, 11/07/24<sup>(e)</sup>  |  | 200 | 198040 |
|  PDC Energy, Inc.<br>6.13%, 09/15/24 |  | 75 | 73813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/26 |  | 235 | 217408 |
|  Permian Resources Operating LLC<br>6.88%, 04/01/27<sup>(b)</sup>  |  | 46 | 44503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/28<sup>(h)</sup>  |  | 237 | 315684 |
|  Pertamina Persero PT, 3.65%, 07/30/29<sup>(e)</sup>  |  | 384 | 332232 |
|  Petroleos Mexicanos<br>6.50%, 03/13/27 |  | 237 | 198464 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 273 | 183756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/47 |  | 57 | 31635 |
|  Pioneer Natural Resources Co., 0.25%, 05/15/25<sup>(h)</sup>  |  | 179 | 387714 |
|  Puma International Financing SA, 5.13%, 10/06/24<sup>(b)</sup> |  | 200 | 189000 |
|  Range Resources Corp.<br>5.00%, 03/15/23 |  | 189 | 188356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/25 |  | 14 | 13196 |
|  Rockcliff Energy II LLC, 5.50%, 10/15/29<sup>(b)</sup>  |  | 377 | 330092 |
|  SM Energy Co.<br>5.63%, 06/01/25 |  | 74 | 71040 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/26 |  | 156 | 150150 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/27 |  | 21 | 20157 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 |  | 91 | 86479 |
|  Southwestern Energy Co.<br>5.70%, 01/23/25 |  | 18 | 17624 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 |  | 279 | 252997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 |  | 161 | 134934 |
|  Sunoco LP/Sunoco Finance Corp.<br>6.00%, 04/15/27 |  | 63 | 60074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/28 |  | 124 | 112523 |
|  Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.<sup>(b)</sup>6.00%, 03/01/27 |  | 41 | 37198 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/31/30 |  | 28 | 23803 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/31 |  | 131 | 110695 |
|  Tap Rock Resources LLC, 7.00%, 10/01/26<sup>(b)</sup>  |  | 768 | 702086 |
|  Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28 |  | 280 | 256809 |
|  Transocean, Inc., 11.50%, 01/30/27<sup>(b)</sup>  |  | 171 | 158165 |
|  Venture Global Calcasieu Pass LLC<sup>(b)</sup> 3.88%, 08/15/29 |  | 870 | 746356 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/31 |  | 705 | 584776 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/33 |  | 1545 | 1201237 |
|  Vermilion Energy, Inc., 6.88%, 05/01/30<sup>(b)</sup>  |  | 159 | 146280 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |  |
|  Vivo Energy Investments BV, 5.13%, 09/24/27<sup>(b)</sup>  | USD | 200 | $182000 |
|  Western Midstream Operating LP<br>4.75%, 08/15/28 |  | 37 | 33670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 |  | 339 | 278096 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 |  | 199 | 163678 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 |  | 99 | 80066 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/50 |  | 795 | 641963 |
|  |  |  | 40519316 |
| **Pharmaceuticals — 0.7%** |  |  |  |
|  Cheplapharm Arzneimittel GmbH, 4.38%, 01/15/28<sup>(e)</sup> | EUR | 100 | 80338 |
|  Elanco Animal Health, Inc., 6.40%, 08/28/28 | USD | 156 | 137715 |
|  Gruenenthal GmbH, 4.13%, 05/15/28<sup>(e)</sup>  | EUR | 100 | 81164 |
|  Jazz Securities DAC, 4.38%, 01/15/29<sup>(b)</sup>  | USD | 441 | 380914 |
|  Nidda Healthcare Holding GmbH, 3.50%, 09/30/24<sup>(e)</sup>  | EUR | 100 | 88695 |
|  Option Care Health, Inc., 4.38%, 10/31/29<sup>(b)</sup>  | USD | 245 | 207025 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<sup>(b)</sup>4.13%, 04/30/28 |  | 790 | 675450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/30/31 |  | 772 | 632391 |
|  PRA Health Sciences, Inc., 2.88%, 07/15/26<sup>(b)</sup>  |  | 484 | 425846 |
|  Prestige Brands, Inc., 3.75%, 04/01/31<sup>(b)</sup>  |  | 149 | 115758 |
|  Teva Pharmaceutical Finance Netherlands II BV, 6.00%, 01/31/25 | EUR | 100 | 95665 |
|  Teva Pharmaceutical Finance Netherlands III BV, 4.75%, 05/09/27 | USD | 200 | 168987 |
|  |  |  | 3089948 |
| **Real Estate — 0.0%** |  |  |  |
|  VICI Properties LP/VICI Note Co., Inc., 4.50%, 01/15/28<sup>(b)</sup>  |  | 98 | 86944 |
| **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** |  |
|  Adler Group SA, 2.75%, 11/13/26<sup>(e)</sup>  | EUR | 100 | 49003 |
|  China Aoyuan Group Ltd.<sup>(e)(f)(j)</sup>6.35%, 02/08/24 | USD | 400 | 25000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/24/26 |  | 200 | 12500 |
|  CIFI Holdings Group Co. Ltd., 6.00%, 07/16/25<sup>(e)</sup>  |  | 200 | 44000 |
|  Country Garden Holdings Co. Ltd., 6.50%, 04/08/24<sup>(e)</sup>  |  | 200 | 79663 |
|  DIC Asset AG, 2.25%, 09/22/26<sup>(e)</sup>  | EUR | 100 | 69811 |
|  Fantasia Holdings Group Co. Ltd.<sup>(e)(f)(j)</sup> 11.75%, 10/17/22 | USD | 400 | 34000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.88%, 06/01/23 |  | 200 | 17000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 07/28/23 |  | 200 | 17000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.88%, 10/19/23 |  | 200 | 17000 |
|  Global Prime Capital Pte. Ltd., 5.50%, 10/18/23<sup>(e)</sup>  |  | 200 | 197725 |
|  Greystar Real Estate Partners LLC, 5.75%, 12/01/25<sup>(b)</sup>  |  | 100 | 93860 |
|  Howard Hughes Corp.<sup>(b)</sup>5.38%, 08/01/28 |  | 79 | 65570 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/29 |  | 149 | 115102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/31 |  | 140 | 100563 |
|  Jingrui Holdings Ltd., 12.00%, 07/25/22<sup>(e)(f)(j)</sup>  |  | 200 | 38732 |
|  KWG Group Holdings Ltd., 5.88%, 11/10/24<sup>(e)</sup>  |  | 231 | 43890 |
|  MAF Sukuk Ltd., 4.64%, 05/14/29<sup>(e)</sup>  |  | 275 | 262591 |
|  Modern Land China Co. Ltd., 9.80%, 04/11/23<sup>(e)(f)(j)</sup>  |  | 431 | 66805 |
|  Realogy Group LLC/Realogy Co.-Issuer Corp.<sup>(b)</sup>5.75%, 01/15/29 |  | 456 | 328890 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/30 |  | 135 | 91677 |
|  Ronshine China Holdings Ltd., 6.75%, 08/05/24<sup>(e)(f)(j)</sup> |  | 200 | 11000 |

---

S C H E D U L E O F I N V E S T M E N T S 14

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Security* | *Par<br>(000)* | *Value* |
| **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** |  |
|  Shimao Group Holdings Ltd.,<br>3.45%, 01/11/31<sup>(e)(f)(j)</sup>  | USD | 200 | $23500 |
|  Shui On Development Holding Ltd.,<br>5.50%, 03/03/25<sup>(e)</sup>  |  | 209 | 137940 |
|  Sinic Holdings Group Co. Ltd.,<br>10.50%, 06/18/22<sup>(e)(f)(j)</sup>  |  | 200 | 2000 |
|  Starwood Property Trust, Inc., 4.38%, 01/15/27<sup>(b)</sup>  |  | 77 | 65641 |
|  Sunac China Holdings Ltd.,<br>7.00%, 07/09/25<sup>(e)(f)(j)</sup>  |  | 200 | 26000 |
|  Theta Capital Pte. Ltd., 8.13%, 01/22/25<sup>(e)</sup>  |  | 200 | 154412 |
|  Times China Holdings Ltd., 6.20%, 03/22/26<sup>(e)</sup>  |  | 277 | 33240 |
|  Yanlord Land HK Co. Ltd., 6.80%, 02/27/24<sup>(e)</sup>  |  | 200 | 166000 |
|  Yuzhou Group Holdings Co. Ltd.<sup>(e)(f)(j)</sup>8.38%, 10/30/24 |  | 200 | 12500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.70%, 02/20/25 |  | 200 | 12500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.30%, 05/27/25 |  | 200 | 12500 |
|  |  |  | 2427615 |
| **Road & Rail — 0.5%** | **Road & Rail — 0.5%** | **Road & Rail — 0.5%** |  |
|  Danaos Corp., 8.50%, 03/01/28<sup>(b)</sup>  |  | 100 | 95946 |
|  Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34<sup>(b)</sup>  |  | 1440 | 1360975 |
|  Seaspan Corp., 5.50%, 08/01/29<sup>(b)</sup>  |  | 328 | 259120 |
|  Union Pacific Corp., 3.20%, 05/20/41 |  | 600 | 447236 |
|  |  |  | 2163277 |
| **Semiconductors & Semiconductor Equipment — 1.4%** | **Semiconductors & Semiconductor Equipment — 1.4%** | **Semiconductors & Semiconductor Equipment — 1.4%** |  |
|  Broadcom, Inc.<br>3.46%, 09/15/26 |  | 578 | 537041 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 |  | 1594 | 1435969 |
|  Entegris Escrow Corp., 4.75%, 04/15/29<sup>(b)</sup>  |  | 1292 | 1138025 |
|  Microchip Technology, Inc.<sup>(h)</sup>0.13%, 11/15/24 |  | 250 | 253138 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 02/15/25 |  | 86 | 230529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 02/15/27 |  | 61 | 105695 |
|  NXP BV/NXP Funding LLC/NXP USA, Inc.,<br>2.70%, 05/01/25 |  | 33 | 30531 |
|  QUALCOMM, Inc., 1.65%, 05/20/32 |  | 1779 | 1331783 |
|  Sensata Technologies BV<sup>(b)</sup>5.63%, 11/01/24 |  | 229 | 227713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/25 |  | 324 | 309119 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 |  | 168 | 139018 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/30 |  | 237 | 221752 |
|  Sensata Technologies, Inc.<sup>(b)</sup>4.38%, 02/15/30 |  | 596 | 497964 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/31 |  | 34 | 26782 |
|  Synaptics, Inc., 4.00%, 06/15/29<sup>(b)</sup>  |  | 226 | 181942 |
|  |  |  | 6667001 |
| **Software — 1.9%** | **Software — 1.9%** | **Software — 1.9%** |  |
|  ACI Worldwide, Inc., 5.75%, 08/15/26<sup>(b)</sup>  |  | 444 | 419447 |
|  Black Knight InfoServ LLC, 3.63%, 09/01/28<sup>(b)</sup>  |  | 386 | 329065 |
|  Boxer Parent Co., Inc.<br>6.50%, 10/02/25<sup>(e)</sup>  | EUR | 100 | 91635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 10/02/25<sup>(b)</sup>  | USD | 398 | 390070 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.13%, 03/01/26<sup>(b)</sup>  |  | 678 | 651558 |
|  Elastic NV, 4.13%, 07/15/29<sup>(b)</sup>  |  | 376 | 296980 |
|  Helios Software Holdings, Inc./ION Corporate Solutions Finance SARL, 4.63%, 05/01/28<sup>(b)</sup>  |  | 200 | 149400 |
|  Iron Mountain Information Management Services, Inc., 5.00%, 07/15/32<sup>(b)</sup>  |  | 230 | 178041 |
|  MicroStrategy, Inc., 6.13%, 06/15/28<sup>(b)</sup>  |  | 451 | 371602 |
|  MSCI, Inc.<sup>(b)</sup>4.00%, 11/15/29 |  | 83 | 71687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/30 |  | 147 | 120951 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* | *Security* | *Par<br>(000)* | *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |  |
|  MSCI, Inc.<sup>(b)</sup> (continued)<br>3.88%, 02/15/31 | USD | 373 | $314053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/01/31 |  | 129 | 103499 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/33 |  | 183 | 141318 |
|  Open Text Corp.<sup>(b)</sup>3.88%, 02/15/28 |  | 268 | 221641 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/01/29 |  | 265 | 204111 |
|  Open Text Holdings, Inc., 4.13%, 02/15/30<sup>(b)</sup>  |  | 271 | 216423 |
|  Oracle Corp., 3.60%, 04/01/50 |  | 785 | 491177 |
|  Picard Midco, Inc., 6.50%, 03/31/29<sup>(b)</sup>  |  | 2007 | 1695313 |
|  Playtika Holding Corp., 4.25%, 03/15/29<sup>(b)</sup>  |  | 391 | 312698 |
|  PTC, Inc.<sup>(b)</sup>3.63%, 02/15/25 |  | 76 | 70796 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/28 |  | 187 | 163547 |
|  SS&C Technologies, Inc., 5.50%, 09/30/27<sup>(b)</sup>  |  | 1523 | 1389272 |
|  Veritas U.S., Inc./Veritas Bermuda Ltd.,<br>7.50%, 09/01/25<sup>(b)</sup>  |  | 656 | 502394 |
|  |  |  | 8896678 |
| **Specialty Retail — 0.3%** |  |  |  |
|  Arko Corp., 5.13%, 11/15/29<sup>(b)</sup>  |  | 181 | 141180 |
|  Carvana Co., 10.25%, 05/01/30<sup>(b)</sup>  |  | 166 | 110805 |
|  PetSmart, Inc./PetSmart Finance Corp.<sup>(b)</sup> 4.75%, 02/15/28 |  | 343 | 293535 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/29 |  | 587 | 524743 |
|  Staples, Inc., 7.50%, 04/15/26<sup>(b)</sup>  |  | 411 | 345080 |
|  Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.52%, 09/15/24<sup>(a)(e)</sup>  | EUR | 100 | 92468 |
|  |  |  | 1507811 |
| **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |  |
|  Coherent Corp., 5.00%, 12/15/29<sup>(b)</sup>  | USD | 495 | 409464 |
| **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.1%** |  |  |  |
|  Crocs, Inc.<br>4.25%, 03/15/29 |  | 25 | 19875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/31 |  | 149 | 113416 |
|  Kontoor Brands, Inc., 4.13%, 11/15/29 |  | 98 | 78080 |
|  Levi Strauss & Co., 3.50%, 03/01/31 |  | 190 | 148200 |
|  William Carter Co., 5.63%, 03/15/27 |  | 160 | 149590 |
|  |  |  | 509161 |
| **Thrifts & Mortgage Finance — 0.2%** |  |  |  |
|  Home Point Capital, Inc., 5.00%, 02/01/26<sup>(b)</sup>  |  | 194 | 121493 |
|  Jerrold Finco PLC, 5.25%, 01/15/27<sup>(e)</sup>  | GBP | 100 | 83350 |
|  MGIC Investment Corp., 5.25%, 08/15/28 | USD | 167 | 149194 |
|  Nationstar Mortgage Holdings, Inc.<sup>(b)</sup> 6.00%, 01/15/27 |  | 147 | 125501 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/30 |  | 104 | 75421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/31 |  | 98 | 71871 |
|  Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26<sup>(b)</sup>  |  | 442 | 362440 |
|  |  |  | 989270 |
| **Transportation — 0.0%** |  |  |  |
|  Autostrade per l'Italia SpA, 2.00%, 12/04/28<sup>(e)</sup>  | EUR | 100 | 75442 |
| **Transportation Infrastructure — 0.3%** |  |  |  |
|  Aeropuertos Dominicanos Siglo XXI SA,<br>6.75%, 03/30/29<sup>(b)</sup>  | USD | 200 | 184600 |
|  DP World Salaam, (5 year CMT + 5.75%),<br>6.00%<sup>(a)(e)(k)</sup>  |  | 200 | 192813 |
|  GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27<sup>(e)</sup>  |  | 200 | 162538 |

---

15.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Transportation Infrastructure (continued)** |  |  |  |
|  Heathrow Finance PLC, 4.13%, 09/01/29<sup>(c)(e)</sup>  | GBP | 100 | $78823 |
|  Mexico City Airport Trust, 5.50%, 07/31/47<sup>(e)</sup>  | USD | 200 | 123940 |
|  Transurban Finance Co. Pty. Ltd., 4.13%, 02/02/26<sup>(b)</sup> |  | 435 | 415062 |
|  |  |  | 1157776 |
| **Utilities — 0.6%** |  |  |  |
|  American Water Capital Corp., 4.45%, 06/01/32 |  | 900 | 835374 |
|  Consensus Cloud Solutions, Inc.<sup>(b)</sup>6.00%, 10/15/26 |  | 71 | 62565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/28 |  | 64 | 54328 |
|  FEL Energy VI SARL, 5.75%, 12/01/40<sup>(e)</sup>  |  | 188 | 128721 |
|  Genneia SA, 8.75%, 09/02/27<sup>(b)</sup>  |  | 70 | 64691 |
|  Inkia Energy Ltd., 5.88%, 11/09/27<sup>(b)</sup>  |  | 377 | 346840 |
|  Mong Duong Finance Holdings BV,<br>5.13%, 05/07/29<sup>(e)</sup>  |  | 250 | 194062 |
|  Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28<sup>(b)</sup>  |  | 352 | 305166 |
|  Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33<sup>(e)</sup>  |  | 165 | 148837 |
|  Thames Water Kemble Finance PLC,<br>4.63%, 05/19/26<sup>(e)</sup>  | GBP | 168 | 155686 |
|  Vistra Operations Co. LLC<sup>(b)</sup>5.50%, 09/01/26 | USD | 19 | 17623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/15/27 |  | 422 | 395097 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/31/27 |  | 10 | 9033 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/01/29 |  | 140 | 116442 |
|  |  |  | 2834465 |
| **Wireless Telecommunication Services — 1.3%** | **Wireless Telecommunication Services — 1.3%** | **Wireless Telecommunication Services — 1.3%** |  |
|  Altice France SA<br>5.88%, 02/01/27<sup>(e)</sup>  | EUR | 100 | 84544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 02/01/27<sup>(b)</sup>  | USD | 507 | 453131 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/28<sup>(b)</sup>  |  | 381 | 301710 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 01/15/29<sup>(b)</sup>  |  | 200 | 147548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/29<sup>(b)</sup>  |  | 702 | 524471 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/29<sup>(b)</sup>  |  | 277 | 208410 |
|  Kenbourne Invest SA, 6.88%, 11/26/24<sup>(b)</sup>  |  | 275 | 255286 |
|  Millicom International Cellular SA, 5.13%, 01/15/28<sup>(e)</sup> |  | 247 | 204930 |
|  Rogers Communications, Inc., 5.00%, 03/15/44 |  | 545 | 446950 |
|  SBA Communications Corp.<br>3.13%, 02/01/29 |  | 158 | 127075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 |  | 1106 | 980923 |
|  Sprint Corp., 7.63%, 03/01/26 |  | 506 | 523372 |
|  Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 6.50%, 02/15/29<sup>(b)</sup>  |  | 342 | 229211 |
|  VICI Properties LP/VICI Note Co., Inc.<sup>(b)</sup>3.50%, 02/15/25 |  | 108 | 99831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/25 |  | 120 | 112923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/26 |  | 8 | 7306 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 |  | 18 | 16247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/29 |  | 198 | 171773 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/30 |  | 266 | 222169 |
|  Vmed O2 U.K. Financing I PLC<br>4.00%, 01/31/29<sup>(e)</sup>  | GBP | 100 | 84020 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |
|  Vmed O2 U.K. Financing I PLC (continued) 4.50%, 07/15/31<sup>(e)</sup>  | GBP | 100 | $78996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/31<sup>(b)</sup>  | USD | 797 | 614882 |
|  |  |  | 5895708 |
|  **Total Corporate Bonds — 74.0%<br>(Cost: $405,796,707)** |  |  | 347310332 |
| **Floating Rate Loan Interests<sup>(a)</sup>** |  |  |  |
| **Aerospace & Defense — 1.5%** |  |  |  |
|  Atlas CC Acquisition Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28 |  | 1245 | 1088358 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan C, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.32%, 05/25/28 |  | 253 | 221360 |
|  Bleriot U.S. Bidco, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%), 4.00%, 10/31/26 |  | 284 | 274200 |
|  Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR + 3.75%, 0.50% Floor), 7.06%, 08/03/29 |  | 155 | 148025 |
|  Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26 |  | 665 | 611745 |
|  2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 04/06/26 |  | 1237 | 1137955 |
|  Peraton Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 10.57%, 02/01/29 |  | 455 | 429180 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor),<br>6.87%, 02/01/28 |  | 2259 | 2137074 |
|  TransDigm, Inc., 2020 Term Loan F, (3 mo. LIBOR + 2.25%), 5.92%, 12/09/25 |  | 851 | 814142 |
|  |  |  | 6862039 |
| **Air Freight & Logistics — 0.2%** |  |  |  |
|  AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor),<br>7.04%, 04/06/28 |  | 274 | 249892 |
|  Kestrel Bidco, Inc., Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 5.99%, 12/11/26 |  | 178 | 155870 |
|  PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 12/15/28 |  | 601 | 511368 |
|  |  |  | 917130 |
| **Airlines — 1.6%** |  |  |  |
|  AAdvantage Loyalty IP Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor), 7.46%, 04/20/28 |  | 1502 | 1452820 |
|  Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 6.42%, 08/11/28 |  | 1175 | 1115446 |
|  American Airlines, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 01/29/27 |  | 353 | 324081 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 Incremental Term Loan, (1 mo. LIBOR + 2.00%), 4.82%, 12/15/23 |  | 763 | 751573 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.83%, 06/27/25 |  | 653 | 632334 |

---

S C H E D U L E O F I N V E S T M E N T S 16

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Airlines (continued)** |  |  |  |
|  Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor),<br>8.78%, 06/21/27 | USD | 1504 | $1507471 |
|  United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.53%, 04/21/28 |  | 1673 | 1593319 |
|  |  |  | 7377044 |
| **Auto Components — 0.8%** |  |  |  |
|  Adient U.S. LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/10/28 |  | 337 | 317166 |
|  Clarios Global LP, 2021 USD Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 04/30/26 |  | 1700 | 1605001 |
|  Truck Hero, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 01/31/28 |  | 11 | 9441 |
|  USI, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 Repriced Term Loan, (3 mo. LIBOR + 2.75%), 6.42%, 05/16/24 |  | 1061 | 1031216 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Incremental Term Loan B, (3 mo. LIBOR + 3.25%), 6.92%, 12/02/26 |  | 83 | 79427 |
|  Wand NewCo 3, Inc., 2020 Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 02/05/26 |  | 1043 | 964234 |
|  |  |  | 4006485 |
| **Banks — 0.4%** |  |  |  |
|  Directv Financing LLC, Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 8.12%, 08/02/27 |  | 1236 | 1148107 |
|  LABL, Inc., 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 10/29/28 |  | 609 | 547980 |
|  |  |  | 1696087 |
| **Beverages — 0.5%** |  |  |  |
|  Naked Juice LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2nd Lien Term Loan, (3 mo. SOFR + 6.00%, 0.50% Floor), 9.65%, 01/24/30 |  | 496 | 448938 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan, (3 mo. SOFR + 3.25%, 0.50% Floor), 6.90%, 01/24/29 |  | 1950 | 1782910 |
|  |  |  | 2231848 |
| **Building Materials — 0.0%** |  |  |  |
|  Cornerstone Building Brands, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 04/12/28 |  | 76 | 62396 |
| **Building Products — 0.8%** |  |  |  |
|  CP Atlas Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/23/27 |  | 888 | 770179 |
|  CPG International LLC, 2022 Term Loan B, (6 mo. SOFR CME + 2.50%, 0.50% Floor), 4.09%, 04/28/29<sup>(d)</sup>  |  | 360 | 346500 |
|  Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 07/28/28 |  | 335 | 310284 |
|  New AMI I LLC, 2022 Term Loan B, (1 mo. SOFR + 6.00%, 0.50% Floor), 9.03%, 03/08/29<sup>(d)</sup>  |  | 395 | 347472 |
|  Standard Industries, Inc., 2021 Term Loan B, (6 mo. LIBOR + 2.50%, 0.50% Floor), 6.68%, 09/22/28 |  | 673 | 651998 |
|  Wilsonart LLC, 2021 Term Loan E, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.93%, 12/31/26 |  | 1470 | 1335366 |
|  |  |  | 3761799 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Capital Markets — 1.0%** |  |  |  |
|  AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.50%, 0.50% Floor),<br>8.81%, 08/02/29 | USD | 231 | $206756 |
|  Deerfield Dakota Holding LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 USD Term Loan B, (1 mo. SOFR CME + 3.75%, 1.00% Floor), 6.78%, 04/09/27 |  | 2507 | 2360649 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 9.87%, 04/07/28<sup>(d)</sup>  |  | 642 | 619530 |
|  Eagle Broadband Investments LLC, Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor),<br>6.69%, 11/12/27 |  | 575 | 547457 |
|  Focus Financial Partners LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 06/30/28 |  | 626 | 605475 |
|  Greenhill & Co., Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.32%, 04/12/24<sup>(d)</sup>  |  | 222 | 216260 |
|  |  |  | 4556127 |
| **Chemicals — 1.8%** |  |  |  |
|  Ascend Performance Materials Operations LLC, 2021 Term Loan B, (6 mo. SOFR CME + 4.75%, 0.75% Floor), 8.83%, 08/27/26 |  | 1033 | 1009377 |
|  Axalta Coating Systems U.S. Holdings, Inc., USD Term Loan B3, (3 mo. LIBOR + 1.75%),<br>5.42%, 06/01/24 |  | 512 | 502957 |
|  CPC Acquisition Corp., Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 12/29/27 |  | 285 | 220851 |
|  Discovery Purchaser Corp., 0.00%, 10/04/29 |  | 571 | 521038 |
|  Element Solutions, Inc., 2019 Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 01/31/26 |  | 845 | 837333 |
|  Illuminate Buyer LLC, 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 06/30/27 |  | 412 | 372638 |
|  Lonza Group AG, USD Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 07/03/28 |  | 398 | 353287 |
|  Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 6.17%, 03/02/26 |  | 660 | 630144 |
|  Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/15/24 |  | 682 | 661093 |
|  New Arclin U.S. Holding Corp., 2021 Term Loan , (1 mo. LIBOR + 3.75%, 0.50% Floor),<br>6.87%, 09/30/28 |  | 514 | 472782 |
|  Oxea Holding Drei GmbH, 2017 USD Term Loan B2, (1 mo. LIBOR + 3.25%), 5.94%, 10/14/24 |  | 729 | 657595 |
|  PQ Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.31%, 06/09/28 |  | 669 | 635779 |
|  SCIH Salt Holdings, Inc., 2021 Incremental Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 6.81%, 03/16/27 |  | 432 | 400260 |
|  Sparta U.S. HoldCo LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 5.80%, 08/02/28 |  | 801 | 758682 |
|  Starfruit Finco BV, 2018 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 10/01/25 |  | 90 | 84721 |
|  W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.44%, 09/22/28 |  | 220 | 205738 |
|  |  |  | 8324275 |
| **Commercial Services & Supplies — 1.7%** |  |  |  |
|  Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 05/12/28 |  | 1240 | 1087612 |

---

17.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |  |
|  Amentum Government Services Holdings LLC, 2022 Term Loan, (3 mo. SOFR CME + 4.00%), 7.39%, 02/15/29<sup>(d)</sup>  | USD | 327 | $311639 |
|  Aramark Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 03/11/25 |  | 375 | 361416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1 mo. LIBOR + 2.50%), 5.62%, 04/06/28 |  | 383 | 374205 |
|  Asurion LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B7, (1 mo. LIBOR + 3.00%), 6.12%, 11/03/24 |  | 375 | 350380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B8, (1 mo. LIBOR + 3.25%), 6.37%, 12/23/26 |  | 251 | 212075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan B3, (1 mo. LIBOR + 5.25%), 8.37%, 01/31/28 |  | 364 | 273000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan B4, (1 mo. LIBOR + 5.25%), 8.37%, 01/20/29 |  | 646 | 490960 |
|  Clean Harbors, Inc., 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 10/08/28 |  | 423 | 418666 |
|  Covanta Holding Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28 |  | 485 | 468852 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan C, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 11/30/28 |  | 37 | 35296 |
|  Dealer Tire LLC, 2020 Term Loan B, (1 mo. LIBOR + 4.25%), 7.37%, 12/12/25 |  | 830 | 805693 |
|  EnergySolutions LLC, 2018 Term Loan B,<br>(3 mo. LIBOR + 3.75%, 1.00% Floor), 7.42%, 05/09/25 |  | 171 | 157762 |
|  GFL Environmental, Inc., 2020 Term Loan,<br>(3 mo. LIBOR + 3.00%, 0.50% Floor), 5.81%, 05/30/25 |  | 174 | 172079 |
|  Packers Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.01%, 03/09/28 |  | 744 | 681295 |
|  Prime Security Services Borrower LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.30%, 09/23/26 |  | 300 | 288477 |
|  Vericast Corp., 2021 Term Loan, (3 mo. LIBOR + 7.75%, 1.00% Floor), 11.42%, 06/16/26 |  | 119 | 82610 |
|  Verscend Holding Corp., 2021 Term Loan B,<br>(1 mo. LIBOR + 4.00%), 7.12%, 08/27/25 |  | 1264 | 1223321 |
|  Viad Corp., Initial Term Loan, (1 mo. LIBOR + 5.00%, 0.50% Floor), 8.12%, 07/30/28 |  | 352 | 332467 |
|  |  |  | 8127805 |
| **Communications Equipment — 0.2%** |  |  |  |
|  ViaSat, Inc., Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.65%, 03/02/29 |  | 1093 | 966034 |
| **Construction & Engineering — 0.9%** |  |  |  |
|  Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor), 6.95%, 06/21/24 |  | 1672 | 1450889 |
|  Pike Corp., 2021 Incremental Term Loan B,<br>(1 mo. LIBOR + 3.00%), 6.12%, 01/21/28 |  | 424 | 410831 |
|  SRS Distribution, Inc., 2021 Term Loan B,<br>(3 mo. LIBOR + 3.50%, 0.50% Floor), 6.31%, 06/02/28 |  | 1824 | 1679728 |
|  USIC Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 05/12/28 |  | 709 | 662260 |
|  |  |  | 4203708 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **Construction Materials — 0.8%** | **Construction Materials — 0.8%** | **Construction Materials — 0.8%** |  |
|  Core & Main LP, 2021 Term Loan B,<br>(3 mo. LIBOR + 2.50%), 5.58%, 07/27/28 | USD | 1814 | $1730384 |
|  Filtration Group Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/29/25 |  | 1113 | 1066746 |
|  Oscar AcquisitionCo, LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.15%, 04/29/29 |  | 497 | 454343 |
|  Tamko Building Products LLC, Term Loan B, (3 mo. LIBOR + 3.00%), 6.08%, 06/01/26 |  | 355 | 334064 |
|  |  |  | 3585537 |
| **Containers & Packaging — 0.9%** |  |  |  |
|  BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 5.81%, 04/03/24 |  | 1046 | 971912 |
|  Charter Next Generation, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 12/01/27 |  | 2222 | 2103742 |
|  Pregis TopCo Corp., 1st Lien Term Loan, (3 mo. LIBOR + 4.00%), 6.81%, 07/31/26 |  | 136 | 128970 |
|  Tosca Services LLC, 2021 Term Loan,<br>(1 mo. LIBOR + 3.50%, 0.75% Floor), 6.65%, 08/18/27 |  | 578 | 506673 |
|  Trident TPI Holdings, Inc. 2021 Delayed Draw Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 6.30%, 09/15/28 |  | 40 | 38188 |
|  2021 Incremental Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 09/15/28 |  | 453 | 428304 |
|  |  |  | 4177789 |
| **Distributors — 0.3%** |  |  |  |
|  American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/27 |  | 505 | 488408 |
|  TMK Hawk Parent Corp. <sup>(d)</sup><br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Super Priority First Out Term Loan A, (3 mo. LIBOR + 9.50%, 1.00% Floor), 12.57%, 05/30/24 |  | 162 | 148941 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Super Priority Second Out Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 6.57%, 08/28/24 |  | 1307 | 686213 |
|  |  |  | 1323562 |
| **Diversified Consumer Services — 1.1%** | **Diversified Consumer Services — 1.1%** |  |  |
|  Ascend Learning LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 12/10/29 |  | 299 | 258824 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 12/11/28 |  | 600 | 552809 |
|  Bright Horizons Family Solutions LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/24/28 |  | 757 | 730542 |
|  Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 07/11/25 |  | 828 | 801309 |
|  Nomad Foods Europe Midco Ltd., 2017 USD Term Loan B4, (3 mo. LIBOR + 2.25%), 5.16%, 05/15/24 |  | 402 | 380268 |
|  OLA Netherlands BV, Term Loan, (1 mo. SOFR CME + 6.25%, 0.75% Floor), 9.20%, 12/15/26 |  | 352 | 334302 |
|  PAI Holdco, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 10/28/27 |  | 332 | 313423 |

---

S C H E D U L E O F I N V E S T M E N T S 18

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Diversified Consumer Services (continued)** | **Diversified Consumer Services (continued)** |  |  |
|  Serta Simmons Bedding LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Super Priority First Out Term Loan,<br>(1 mo. LIBOR + 7.50%), 10.79%, 08/10/23 | USD | 186 | $180196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Super Priority Second Out Term Loan, (1 mo. LIBOR + 7.50%, 1.00% Floor), 10.79%, 08/10/23 |  | 250 | 130335 |
|  Sotheby's, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 7.01%, 01/15/27 |  | 1210 | 1167702 |
|  Voyage Australia Pty. Ltd., USD Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 07/20/28 |  | 305 | 292915 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5142625 |
| **Diversified Financial Services — 3.3%** |  |  |  |
|  Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%), 7.62%, 07/31/26 |  | 917 | 870496 |
|  Alchemy Copyrights LLC, Term Loan B,<br>(1 mo. LIBOR + 3.00%, 0.50% Floor), 5.56%, 03/10/28<sup>(d)</sup> . |  | 341 | 331676 |
|  AlixPartners LLP, 2021 USD Term Loan B,<br>(1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 02/04/28 |  | 770 | 738061 |
|  AqGen Island Holdings, Inc., Term Loan,<br>(3 mo. LIBOR + 3.50%, 0.50% Floor), 7.19%, 08/02/28<sup>(d)</sup> . |  | 1506 | 1366363 |
|  Castlelake Aviation Ltd., Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.04%, 10/22/26 |  | 975 | 940914 |
|  Cogeco Financing 2 LP, 2021 Incremental Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 09/01/28 |  | 673 | 649193 |
|  Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 6.73%, 02/17/23<sup>(d)</sup>  |  | 25 | 417 |
|  Delta TopCo, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 10.33%, 12/01/28 |  | 261 | 228375 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.83%, 12/01/27 |  | 751 | 678275 |
|  EG America LLC, 2018 USD Term Loan, (3 mo. LIBOR + 4.00%), 7.67%, 02/07/25 |  | 511 | 475398 |
|  Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 10/01/27 |  | 1493 | 1419009 |
|  I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (3 mo. SOFR CME + 4.00%, 0.50% Floor), 7.70%, 02/16/28 |  | 207 | 197434 |
|  Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 07/03/24 |  | 677 | 651841 |
|  KKR Apple Bidco LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 09/21/29 |  | 100 | 95333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Floor), 5.87%, 09/23/28 |  | 244 | 232609 |
|  LBM Acquisition LLC, Term Loan B, (6 mo. LIBOR + 3.75%, 0.75% Floor), 7.12%, 12/17/27 |  | 393 | 265780 |
|  Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 09/25/26 |  | 631 | 582575 |
|  RVR Dealership Holdings LLC, Term Loan B, (1 mo. SOFR + 3.75%, 0.75% Floor), 6.87%, 02/08/28 |  | 296 | 260251 |
|  Setanta Aircraft Leasing Designated Activity Co., Term Loan B, (3 mo. LIBOR + 2.00%), 5.67%, 11/05/28 |  | 591 | 576225 |
|  SMG U.S. Midco 2, Inc., 2020 Term Loan, (1 mo. LIBOR + 2.50%), 5.62%, 01/23/25 |  | 527 | 501976 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Diversified Financial Services (continued)** |  |  |  |
|  SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 7.92%, 07/30/25 | USD | 309 | $293248 |
|  Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 8.67%, 09/01/25 |  | 1871 | 1477581 |
|  VS Buyer LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/28/27 |  | 1530 | 1478091 |
|  White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%), 6.78%, 10/19/27 |  | 781 | 729706 |
|  Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 5.32%, 04/30/28 |  | 510 | 486030 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15526857 |
| **Diversified Telecommunication Services — 0.6%** | **Diversified Telecommunication Services — 0.6%** | **Diversified Telecommunication Services — 0.6%** |  |
|  Cablevision Lightpath LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.07%, 11/30/27 |  | 226 | 215948 |
|  CenturyLink, Inc., 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/15/27 | CenturyLink, Inc., 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/15/27 | 624 | 566192 |
|  Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.63%, 10/02/27 | Consolidated Communications, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.63%, 10/02/27 | 349 | 300704 |
|  Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.44%, 05/01/28 | Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.44%, 05/01/28 | 748 | 691852 |
|  Iridium Satellite LLC, 2021 Term Loan B2, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 11/04/26 |  | 727 | 705676 |
|  Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 03/01/27 |  | 439 | 416099 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2896471 |
| **Electric Utilities — 0.5%** |  |  |  |
|  ExGen Renewables IV LLC, 2020 Term Loan,<br>(3 mo. LIBOR + 2.50%, 1.00% Floor), 5.57%, 12/15/27 |  | 671 | 655067 |
|  Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 03/31/28 | Triton Water Holdings, Inc., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 03/31/28 | 1670 | 1495076 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150143 |
| **Electrical Equipment — 0.4%** |  |  |  |
|  Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (6 mo. LIBOR + 4.75%, 0.75% Floor), 7.00%, 06/23/28<sup>(d)</sup>  | Arcline FM Holdings LLC, 2021 1st Lien Term Loan, (6 mo. LIBOR + 4.75%, 0.75% Floor), 7.00%, 06/23/28<sup>(d)</sup>  | 629 | 582417 |
|  AZZ, Inc., Term Loan B, (1 mo. SOFR CME + 4.25%, 0.50% Floor), 7.08%, 05/13/29 | AZZ, Inc., Term Loan B, (1 mo. SOFR CME + 4.25%, 0.50% Floor), 7.08%, 05/13/29 | 138 | 112095 |
|  Gates Global LLC, 2021 Term Loan B3, (1 mo. LIBOR + 2.50%, 0.75% Floor), 5.62%, 03/31/27 |  | 1211 | 1161012 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855524 |
| **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** | **Electronic Equipment, Instruments & Components — 0.2%** |  |
|  Coherent Corp., 2022 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.31%, 07/02/29 | Coherent Corp., 2022 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.31%, 07/02/29 | 662 | 639936 |
|  GrafTech Finance, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 02/12/25<sup>(d)</sup> . |  | 134 | 125169 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765105 |
| **Environmental, Maintenance & Security Service — 0.3%** | **Environmental, Maintenance & Security Service — 0.3%** |  |  |
|  Asplundh Tree Expert LLC, 2021 Term Loan B,<br>(1 mo. LIBOR + 1.75%), 4.87%, 09/07/27 |  | 1052 | 1023773 |
|  TruGreen LP, 2020 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 11/02/27 |  | 615 | 579617 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603390 |

---

19.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | |
|:---|:---|:---|
| *Security* | *Par<br>(000)* | *Value* |
| **Equity Real Estate Investment Trusts (REITs) — 0.1%** | **Equity Real Estate Investment Trusts (REITs) — 0.1%** |  |
|  RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 05/11/24 USD | 727 | $711538 |
| **Food & Staples Retailing — 0.2%** |  |  |
|  U.S. Foods, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 09/13/26 | 759 | 735754 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 11/22/28 | 414 | 403262 |
|  |  | 1139016 |
| **Food Products — 1.4%** |  |  |
|  8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/01/25 | 652 | 569135 |
|  B&G Foods, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.50%), 5.62%, 10/10/26 | 163 | 153756 |
|  Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 10/25/27 | 1899 | 1724773 |
|  Froneri International Ltd., 2020 USD Term Loan,<br>(1 mo. LIBOR + 2.25%), 5.37%, 01/29/27 | 1713 | 1610085 |
|  Hostess Brands LLC, 2019 Term Loan, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.14%, 08/03/25 | 901 | 867181 |
|  Reynolds Group Holdings, Inc., 2020 Term Loan B2, (1 mo. LIBOR + 3.25%), 6.37%, 02/05/26 | 253 | 241768 |
|  Sovos Brands Intermediate, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 06/08/28 | 667 | 633264 |
|  UTZ Quality Foods LLC, 2021 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.15%, 01/20/28 | 1051 | 1018396 |
|  |  | 6818358 |
| **Gas Utilities — 0.3%** |  |  |
|  Freeport LNG Investments LLLP, Term Loan B,<br>(3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 12/21/28 | 1790 | 1653334 |
| **Health Care Equipment & Supplies — 0.8%** |  |  |
|  Electron BidCo, Inc., 2021 Term Loan, (1 mo. LIBOR |  |  |
|  + 3.00%, 0.50% Floor), 6.12%, 11/01/28 | 1004 | 949715 |
|  Insulet Corp., Term Loan B, (1 mo. LIBOR + 3.25%, |  |  |
|  0.50% Floor), 6.37%, 05/04/28 | 284 | 276579 |
|  Medline Borrower LP, USD Term Loan B, (1 mo. |  |  |
|  LIBOR + 3.25%, 0.50% Floor), 6.37%, 10/23/28 | 2623 | 2407536 |
|  Venga Finance SARL, 2021 USD Term Loan B, |  |  |
|  (3 mo. LIBOR + 4.75%, 0.75% Floor), 7.82%, |  |  |
|  12/04/28<sup>(d)</sup>  | 263 | 241681 |
|  |  | 3875511 |
| **Health Care Providers & Services — 1.0%** |  |  |
|  CHG Healthcare Services, Inc., 2021 Term Loan,<br>(3 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 09/29/28 | 465 | 446009 |
|  Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 7.46%, 01/08/27 | 674 | 633174 |
|  Envision Healthcare Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 1st Out Term Loan, (3 mo. SOFR CME + 7.88%, 1.00% Floor), 10.53%, 03/31/27 | 92 | 87996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 2nd Out Term Loan, (3 mo. SOFR CME + 4.25%, 1.00% Floor), 6.83%, 03/31/27 | 613 | 266775 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Health Care Providers & Services (continued)** |  |  |  |
|  EyeCare Partners LLC 2020 Term Loan, (3 mo. LIBOR + 3.75%), 7.42%, 02/18/27 | USD | 857 | $775396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.75%, 0.50% Floor), 10.42%, 11/15/29 |  | 176 | 160115 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Incremental Term Loan, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.42%, 11/15/28<sup>(d)</sup>  |  | 195 | 182083 |
|  Femur Buyer, Inc., 1st Lien Term Loan, (3 mo. LIBOR + 4.50%), 8.17%, 03/05/26 |  | 440 | 389541 |
|  Orbcomm, Inc., Term Loan B, (3 mo. LIBOR + 4.25%, 0.75% Floor), 7.34%, 09/01/28 |  | 387 | 353347 |
|  PetVet Care Centers LLC, 2021 Term Loan B3,<br>(1 mo. LIBOR + 3.50%, 0.75% Floor), 6.62%, 02/14/25 |  | 21 | 19003 |
|  Sotera Health Holdings LLC, 2021 Term Loan,<br>(1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 12/11/26 |  | 678 | 593250 |
|  Vizient, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.25%, 0.50% Floor), 5.37%, 04/28/29 |  | 127 | 125971 |
|  WP CityMD Bidco LLC, 2021 1st Lien Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.92%, 12/22/28 |  | 756 | 721443 |
|  |  |  | 4754103 |
| **Health Care Services — 0.3%** |  |  |  |
|  Azalea Topco, Inc., Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 07/24/26 |  | 1082 | 982099 |
|  Medical Solutions Holdings, Inc., 2021 2nd Lien Term |  |  |  |
|  Loan, (3 mo. LIBOR + 7.00%, 0.50% Floor), 9.88%, 11/01/29<sup>(d)</sup>  |  | 247 | 234650 |
|  |  |  | 1216749 |
| **Health Care Technology — 0.5%** |  |  |  |
|  Athenahealth, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 3.50%, 0.50% Floor), 6.58%, 02/15/29 |  | 1309 | 1170314 |
|  GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 10/10/25 |  | 310 | 295618 |
|  Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 06/02/28 |  | 888 | 818139 |
|  Press Ganey Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 07/24/26 |  | 270 | 245227 |
|  |  |  | 2529298 |
| **Hotels, Restaurants & Leisure — 3.5%** |  |  |  |
|  1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 11/19/26 |  | 1379 | 1315758 |
|  Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 02/02/26 |  | 136 | 119132 |
|  Aristocrat Technologies, Inc., 2022 Term Loan B, (3 mo. SOFR CME + 2.25%, 0.50% Floor), 5.90%, 05/24/29 |  | 46 | 44908 |
|  Caesars Resort Collection LLC |  | 1147 | 1118802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 12/23/24 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B1, (1 mo. LIBOR + 3.50%), 6.62%, 07/21/25 |  | 203 | 200022 |
|  Carnival Corp., USD Term Loan B, (6 mo. LIBOR + 3.00%, 0.75% Floor), 5.88%, 06/30/25 |  | 931 | 842950 |
|  Churchill Downs, Inc., 2021 Incremental Term Loan B1, (1 mo. LIBOR + 2.00%), 5.12%, 03/17/28 |  | 341 | 329451 |

---

S C H E D U L E O F I N V E S T M E N T S 20

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Hotels, Restaurants & Leisure (continued)** |  |  |  |
|  Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 6.67%, 03/08/24 | USD | 1987 | $1499424 |
|  Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 7.03%, 01/27/29 |  | 1989 | 1842085 |
|  Flutter Financing BV, 2022 USD Term Loan B, 0.00%, 07/29/28 |  | 624 | 608300 |
|  Four Seasons Hotels Ltd., New 1st Lien Term Loan, (1 mo. LIBOR + 2.00%), 5.12%, 11/30/23 |  | 532 | 528872 |
|  Hilton Worldwide Finance LLC, 2019 Term Loan B2, (1 mo. LIBOR + 1.75%), 4.83%, 06/22/26 |  | 1057 | 1021233 |
|  IRB Holding Corp., 2020 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 5.87%, 02/05/25 |  | 1208 | 1163605 |
|  Penn National Gaming, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 2.75%, 0.50% Floor), 5.88%, 05/03/29 |  | 617 | 591951 |
|  Playtika Holding Corp., 2021 Term Loan,<br>(1 mo. LIBOR + 2.75%), 5.87%, 03/13/28 |  | 721 | 689165 |
|  Scientific Games International, Inc., 2022 USD Term Loan, (1 mo. SOFR CME + 3.00%, 0.50% Floor), 5.91%, 04/14/29 |  | 350 | 339444 |
|  Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 5.89%, 07/21/26 |  | 561 | 539307 |
|  Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%, 0.25% Floor), 5.37%, 02/08/27 |  | 1031 | 984065 |
|  Travelport Finance Luxembourg SARL <sup>(m)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Super Priority Term Loan, (3 mo. LIBOR + 1.50%, 1.00% Floor, 8.75% PIK), 5.17%, 02/28/25 |  | 547 | 540046 |
|  2021 Consented Term Loan, (3 mo. LIBOR + 6.75%), 10.42%, 05/29/26 |  | 488 | 346349 |
|  Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 5.93%, 10/02/28 |  | 300 | 269789 |
|  Whatabrands LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 08/03/28 |  | 1250 | 1154188 |
|  Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 05/30/25 |  | 199 | 193662 |
|  |  |  | 16282508 |
| **Household Durables — 0.6%** |  |  |  |
|  ACProducts Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.32%, 05/17/28 |  | 694 | 509737 |
|  Hunter Douglas Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 6.34%, 02/26/29 |  | 1004 | 821352 |
|  Reynolds Consumer Products LLC, Term Loan, (1 mo. LIBOR + 1.75%), 4.87%, 02/04/27 |  | 138 | 132764 |
|  Snap One Holdings Corp., Term Loan B, (6 mo. LIBOR + 4.50%, 0.50% Floor), 7.38%, 12/08/28 |  | 492 | 446212 |
|  Springs Windows Fashions LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.60%, 10/06/28 |  | 357 | 277905 |
|  Weber-Stephen Products LLC, Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 10/30/27 |  | 875 | 706969 |
|  |  |  | 2894939 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Household Products — 0.1%** |  |  |  |
|  Spectrum Brands, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.12%, 03/03/28 | USD | 457 | $433081 |
| **Independent Power and Renewable Electricity Producers — 0.2%** | **Independent Power and Renewable Electricity Producers — 0.2%** | **Independent Power and Renewable Electricity Producers — 0.2%** |  |
|  Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 01/15/25 .. |  | 876 | 850474 |
|  Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 5.12%, 08/12/26 | Calpine Corp., 2019 Term Loan B10, (1 mo. LIBOR + 2.00%), 5.12%, 08/12/26 | 285 | 272860 |
|  |  |  | 1123334 |
| **Industrial Conglomerates — 0.9%** |  |  |  |
|  AVSC Holding Corp.<br>|  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B1, (3 mo. LIBOR + 3.25%, 1.00% Floor), 6.39%, 03/03/25 |  | 546 | 474692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B3, (3 mo. LIBOR + 5.00%, 10.00% PIK), 8.67%, 10/15/26<sup>(m)</sup>  |  | 354 | 379628 |
|  Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 5.56%, 09/29/28 | Diamond BC BV, 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 5.56%, 09/29/28 | 1372 | 1261338 |
|  Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 9.76%, 11/28/23 |  | 234 | 233043 |
|  Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 10.42%, 07/28/28 | Stitch Aquisition Corp., Term Loan B, (3 mo. LIBOR + 6.75%, 0.75% Floor), 10.42%, 07/28/28 | 261 | 225206 |
|  Vertical U.S. Newco, Inc., Term Loan B, (6 mo. LIBOR + 3.50%, 0.50% Floor), 6.87%, 07/30/27 |  | 729 | 699015 |
|  Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.30%, 03/02/27 | Vertiv Group Corp., 2021 Term Loan B, (1 mo. LIBOR + 2.75%), 5.30%, 03/02/27 | 1236 | 1173322 |
|  |  |  | 4446244 |
| **Insurance — 1.6%** |  |  |  |
|  Alliant Holdings Intermediate LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/09/25 |  | 832 | 795866 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B4, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.49%, 11/06/27 |  | 2130 | 2015030 |
|  AmWINS Group, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.75% Floor), 5.37%, 02/19/28 |  | 1007 | 961620 |
|  AssuredPartners, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27 |  | 535 | 505620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 02/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 02/12/27 | 283 | 267720 |
|  Hub International Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 5.77%, 04/25/25 |  | 348 | 333923 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 5.98%, 04/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (3 mo. LIBOR + 3.25%, 0.75% Floor), 5.98%, 04/25/25 | 1425 | 1367327 |
|  NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 02/15/27 | NFP Corp., 2020 Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 02/15/27 | 113 | 105790 |
|  Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME + 3.00%, 0.75% Floor), 6.13%, 09/01/27<sup>(d)</sup>  | Ryan Specialty Group LLC, Term Loan, (1 mo. SOFR CME + 3.00%, 0.75% Floor), 6.13%, 09/01/27<sup>(d)</sup>  | 652 | 628864 |
|  Sedgwick Claims Management Services, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 09/03/26 |  | 520 | 496037 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor), 7.37%, 09/03/26 |  | 183 | 176370 |
|  |  |  | 7654167 |
| **Interactive Media & Services — 1.2%** |  |  |  |
|  Adevinta ASA, USD Term Loan B, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 06/26/28 |  | 754 | 732555 |

---

21.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Interactive Media & Services (continued)** |  |  |  |
|  Arches Buyer, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 12/06/27 | USD | 375 | $336420 |
|  Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.12%, 10/30/26 |  | 1609 | 1553008 |
|  Go Daddy Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 08/10/27 |  | 825 | 796328 |
|  Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 01/29/26 |  | 2174 | 2031523 |
|  |  |  | 5449834 |
| **Internet & Direct Marketing Retail — 0.1%** |  |  |  |
|  CNT Holdings I Corp., 2020 Term Loan, (1 mo. SOFR CME + 3.50%, 0.75% Floor), 6.25%, 11/08/27 |  | 597 | 567685 |
|  PUG LLC, 2021 Incremental Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 02/12/27<sup>(d)</sup> . |  | 111 | 97020 |
|  |  |  | 664705 |
| **Internet Software & Services — 0.4%** |  |  |  |
|  Uber Technologies, Inc., 2021 Term Loan B,<br>(3 mo. LIBOR + 3.50%), 6.57%, 02/25/27 |  | 1794 | 1745467 |
| **IT Services — 2.6%** |  |  |  |
|  Aruba Investments, Inc., 2020 USD Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.08%, 11/24/27 |  | 336 | 308610 |
|  Boxer Parent Co., Inc., 2021 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/02/25 |  | 753 | 711704 |
|  Camelot Finance SA, Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 10/30/26 |  | 1498 | 1447217 |
|  CCC Intelligent Solutions, Inc., Term Loan,<br>(1 mo. LIBOR + 2.25%, 0.50% Floor), 4.37%, 09/21/28 |  | 729 | 702998 |
|  CoreLogic, Inc., Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.63%, 06/02/28 |  | 1816 | 1357448 |
|  Fleetcor Technologies Operating Co. LLC, 2021 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/28/28 |  | 950 | 913445 |
|  Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 12/01/27 |  | 2563 | 2433768 |
|  PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27<sup>(d)</sup>  |  | 1213 | 1049378 |
|  Trans Union LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 4.87%, 11/16/26 |  | 754 | 726421 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B6, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 12/01/28 |  | 1506 | 1456119 |
|  Virtusa Corp., 1st Lien Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28 |  | 442 | 413332 |
|  WEX, Inc., 2021 Term Loan, (1 mo. LIBOR + 2.25%), 5.37%, 03/31/28 |  | 430 | 416860 |
|  ZoomInfo LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 6.12%, 02/02/26 |  | 89 | 87620 |
|  |  |  | 12024920 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Leisure Products — 0.1%** |  |  |  |
|  Fender Musical Instruments Corp., 2021 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 6.75%, 12/01/28 | USD | 298 | $252462 |
|  Peloton Interactive, Inc., Term Loan, (6 mo. SOFR CME + 6.50%, 0.50% Floor), 8.35%, 05/25/27 |  | 166 | 161239 |
|  |  |  | 413701 |
| **Life Sciences Tools & Services — 1.5%** | **Life Sciences Tools & Services — 1.5%** |  |  |
|  Avantor Funding, Inc., 2021 Term Loan B5, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 11/08/27 |  | 1562 | 1517755 |
|  eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 02/04/27 |  | 1550 | 1439412 |
|  ICON Luxembourg SARL, LUX Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28 |  | 1209 | 1179696 |
|  Maravai Intermediate Holdings LLC, 2022 Term Loan B, (3 mo. SOFR + 3.00%, 0.50% Floor), 5.55%, 10/19/27 |  | 967 | 934644 |
|  Parexel International Corp., 2021 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 0.50% Floor), 6.37%, 11/15/28 |  | 1679 | 1598899 |
|  PRA Health Sciences, Inc., US Term Loan, (3 mo. LIBOR + 2.25%, 0.50% Floor), 5.94%, 07/03/28 |  | 301 | 293922 |
|  |  |  | 6964328 |
| **Machinery — 1.4%** |  |  |  |
|  Albion Acquisitions Ltd., USD Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 8.01%, 08/17/26 |  | 757 | 716001 |
|  ASP Blade Holdings, Inc., Initial Term Loan, (3 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 10/13/28 |  | 111 | 96479 |
|  Clark Equipment Co., 2022 Term Loan B, (3 mo. SOFR CME + 2.50%, 0.50% Floor), 6.15%, 04/20/29 |  | 165 | 161247 |
|  Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.44%, 05/14/28 |  | 157 | 152946 |
|  Filtration Group Corp., 2021 Incremental Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/21/28 |  | 494 | 467867 |
|  Fluidra SA, 2022 USD Term Loan B, (1 mo. SOFR CME + 2.10%), 5.13%, 01/29/29 |  | 127 | 122775 |
|  Ingersoll-Rand Services Co., 2020 USD Spinco Term Loan, (1 mo. SOFR CME + 1.75%), 4.88%, 03/01/27 |  | 566 | 548208 |
|  Madison IAQ LLC, Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.82%, 06/21/28 |  | 1840 | 1696730 |
|  SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.63%, 04/05/29 |  | 590 | 544561 |
|  Titan Acquisition Ltd., 2018 Term Loan B, (6 mo. LIBOR + 3.00%), 5.88%, 03/28/25 |  | 1818 | 1623852 |
|  Zurn LLC, 2021 Term Loan B, (1 mo. LIBOR + 2.25%, 0.50% Floor), 5.37%, 10/04/28 |  | 443 | 435533 |
|  |  |  | 6566199 |
| **Media — 5.6%** |  |  |  |
|  Altice Financing SA 2017 USD Term Loan B, (3 mo. LIBOR + 2.75%), 5.26%, 07/15/25 |  | 437 | 410118 |
| &nbsp;&nbsp;&nbsp;&nbsp; USD 2017 1st Lien Term Loan, (3 mo. LIBOR + 2.75%), 5.26%, 01/31/26 |  | 526 | 491361 |

---

S C H E D U L E O F I N V E S T M E N T S 22

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Media (continued)** |  |  |  |
|  Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%), 6.91%, 08/14/26<sup>(d)</sup>  | USD | 1321 | $1195750 |
|  AMC Entertainment Holdings, Inc., 2019 Term Loan B, (3 mo. LIBOR + 3.00%), 5.76%, 04/22/26 |  | 669 | 521345 |
|  Cable One, Inc., 2021 Term Loan B4, (1 mo. LIBOR + 2.00%), 5.12%, 05/03/28 |  | 407 | 398969 |
|  Charter Communications Operating LLC, Class A, 2019 Term Loan B1, (1 mo. LIBOR + 1.75%), 4.87%, 04/30/25 |  | 1251 | 1225633 |
|  City Football Group Ltd., Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.48%, 07/21/28 |  | 675 | 640595 |
|  Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 6.31%, 08/21/26 |  | 1966 | 1750591 |
|  CMG Media Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 12/17/26 |  | 580 | 541845 |
|  Connect Finco SARL, 2021 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 12/11/26 |  | 3094 | 2871331 |
|  CSC Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 Term Loan B1, (1 mo. LIBOR + 2.25%), 5.07%, 07/17/25 |  | 645 | 613433 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 5.32%, 04/15/27 |  | 868 | 809764 |
|  E.W. Scripps Co., 2020 Term Loan B3, (1 mo. LIBOR + 2.75%, 0.75% Floor), 5.87%, 01/07/28 |  | 343 | 331543 |
|  Learfield Communications LLC, 2016 1st Lien Term Loan, (1 mo. LIBOR + 3.25%, 1.00% Floor), 6.37%, 12/01/23 |  | 371 | 303377 |
|  Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 03/24/25 |  | 1055 | 1015700 |
|  Live Nation Entertainment, Inc., Term Loan B4, (1 mo. LIBOR + 1.75%), 4.81%, 10/17/26 |  | 1076 | 1011024 |
|  MH Sub I LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 09/13/24 |  | 1885 | 1792531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 6.87%, 09/13/24 |  | 1452 | 1374372 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 9.28%, 02/23/29 |  | 515 | 480739 |
|  Sinclair Television Group, Inc., 2022 Term Loan B4, (1 mo. SOFR CME + 3.75%), 6.88%, 04/21/29 |  | 804 | 758423 |
|  Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 6.11%, 09/28/23<sup>(d)</sup>  |  | 1480 | 1420345 |
|  UPC Financing Partnership, 2021 USD Term Loan AX, (1 mo. LIBOR + 2.92%), 5.74%, 01/31/29 |  | 341 | 325205 |
|  Virgin Media Bristol LLC, 2020 USD Term Loan Q, (1 mo. LIBOR + 3.25%), 6.07%, 01/31/29 |  | 917 | 886051 |
|  Voyage Digital Ltd., USD Term Loan B, (3 mo. SOFR + 4.50%, 0.50% Floor), 7.26%, 05/11/29<sup>(d)</sup>  |  | 430 | 418609 |
|  William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 5.87%, 05/18/25 |  | 1741 | 1657687 |
|  WMG Acquisition Corp., 2021 Term Loan G, (1 mo. LIBOR + 2.12%), 5.24%, 01/20/28 |  | 1220 | 1180070 |
|  Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 03/09/27 |  | 2342 | 1949754 |
|  |  |  | 26376165 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels — 0.6%** |  |  |  |
|  Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 11.46%, 11/01/25 | USD | 330 | $345949 |
|  Edgewater Generation LLC, Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 12/13/25 |  | 261 | 228276 |
|  Lealand Finance Co.BV |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 06/28/24 |  | 16 | 9466 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Take Back Term Loan, (1 mo. LIBOR + 1.00%), 4.12%, 06/30/25<sup>(m)</sup>  |  | 115 | 57337 |
|  M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 7.99%, 09/19/29 |  | 103 | 100940 |
|  Medallion Midland Acquisition LLC, 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 10/18/28 |  | 898 | 867027 |
|  Oryx Midstream Services Permian Basin LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.21%, 10/05/28 |  | 1496 | 1448342 |
|  |  |  | 3057337 |
| **Personal Products — 0.6%** |  |  |  |
|  Sunshine Luxembourg VII SARL, 2021 Term Loan B3, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.42%, 10/01/26 |  | 3044 | 2825283 |
| **Pharmaceuticals — 1.3%** |  |  |  |
|  Amneal Pharmaceuticals LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 6.90%, 05/04/25 |  | 750 | 620769 |
|  Bausch Health Cos., Inc., 2022 Term Loan B, (1 mo. SOFR CME + 5.25%, 0.50% Floor), 8.10%, 02/01/27 |  | 601 | 460046 |
|  Catalent Pharma Solutions, Inc., 2021 Term Loan B3, (1 mo. LIBOR + 2.00%, 0.50% Floor), 5.06%, 02/22/28 |  | 1040 | 1029182 |
|  Elanco Animal Health, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 4.31%, 08/01/27 |  | 619 | 587359 |
|  Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 5.12%, 11/15/27 |  | 656 | 621619 |
|  Jazz Financing Lux SARL, USD Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 05/05/28 |  | 1081 | 1043182 |
|  Option Care Health, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 10/27/28 |  | 219 | 214105 |
|  Organon & Co., USD Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.19%, 06/02/28 |  | 652 | 635294 |
|  Precision Medicine Group LLC, 2021 Term Loan, (3 mo. LIBOR + 3.00%, 0.75% Floor), 6.67%, 11/18/27<sup>(d)</sup>  |  | 1150 | 1061123 |
|  |  |  | 6272679 |
| **Professional Services — 0.9%** |  |  |  |
|  Dun & Bradstreet Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 Incremental Term Loan B2, (1 mo. SOFR CME + 3.25%), 6.28%, 01/18/29 |  | 304 | 293128 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan, (1 mo. LIBOR + 3.25%), 6.33%, 02/06/26 |  | 1962 | 1893866 |

---

23.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Professional Services (continued)** |  |  |  |
|  Element Materials Technology Group U.S. Holdings, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 USD Delayed Draw Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.90%, 07/06/29 | USD | 310 | $289932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 USD Term Loan, (3 mo. SOFR CME + 4.25%, 0.50% Floor), 7.90%, 07/06/29 |  | 671 | 628185 |
|  Galaxy U.S. Opco, Inc., Term Loan, (1 mo. SOFR CME + 4.75%, 0.50% Floor), 7.78%, 04/29/29<sup>(d)</sup>  |  | 1089 | 1020937 |
|  |  |  | 4126048 |
| **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** |  |  |
|  Chamberlain Group, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/03/28 |  | 1449 | 1313233 |
|  Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 5.87%, 08/21/25 |  | 1205 | 1149362 |
|  |  |  | 2462595 |
| **Road & Rail — 0.1%** |  |  |  |
|  Avis Budget Car Rental LLC, 2020 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 08/06/27 |  | 288 | 271145 |
|  SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 8.63%, 08/04/25<sup>(d)</sup>  |  | 373 | 338355 |
|  |  |  | 609500 |
| **Semiconductors & Semiconductor Equipment — 0.1%** | **Semiconductors & Semiconductor Equipment — 0.1%** | **Semiconductors & Semiconductor Equipment — 0.1%** |  |
|  Synaptics, Inc., Term Loan B, (3 mo. LIBOR + 2.25%, 0.50% Floor), 4.36%, 12/02/28 |  | 253 | 250272 |
| **Software — 5.9%** |  |  |  |
|  Applied Systems, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 0.50% Floor), 6.67%, 09/19/24 |  | 95 | 92059 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.50%, 0.75% Floor), 9.17%, 09/19/25 |  | 90 | 88335 |
|  Barracuda Networks, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.53%, 08/15/29 |  | 333 | 312424 |
|  Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 6.61%, 07/06/29 |  | 612 | 588426 |
|  Cloudera, Inc.<sup>(d)</sup>  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%, 0.50% Floor), 9.12%, 10/08/29 |  | 457 | 383880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/08/28 |  | 1112 | 973359 |
|  ConnectWise LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 09/29/28 |  | 491 | 458125 |
|  Cornerstone OnDemand, Inc., 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/16/28<sup>(d)</sup>  |  | 517 | 432029 |
|  Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/28/24 |  | 438 | 389224 |
|  E2open LLC, 2020 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.64%, 02/04/28 |  | 113 | 107498 |
|  Epicor Software Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 10.87%, 07/31/28 |  | 296 | 287712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 07/30/27 |  | 288 | 268993 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Software (continued)** |  |  |  |
|  Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. SOFR CME + 3.75%), 7.45%, 03/11/28 | USD | 868 | $818960 |
|  Informatica LLC, 2021 USD Term Loan B, (1 mo. LIBOR + 2.75%), 5.88%, 10/27/28 |  | 1808 | 1749911 |
|  Instructure Holdings, Inc., 2021 Term Loan B, (3 mo. LIBOR + 2.75%, 0.50% Floor), 6.12%, 10/30/28<sup>(d)</sup>  |  | 310 | 301127 |
|  IPS Corp., 2021 Term Loan, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 10/02/28<sup>(d)</sup>  |  | 253 | 234815 |
|  Magenta Buyer LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 1st Lien Term Loan,<br>(1 mo. LIBOR + 4.75%, 0.75% Floor), 7.87%, 07/27/28 |  | 1020 | 917914 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan,<br>(1 mo. LIBOR + 8.25%, 0.75% Floor), 11.37%, 07/27/29 |  | 936 | 856975 |
|  McAfee LLC, 2022 USD Term Loan B,<br>(1 mo. SOFR CME + 3.75%), 6.36%, 03/01/29 |  | 1638 | 1489600 |
|  Netsmart Technologies, Inc., 2020 Term Loan B, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 10/01/27 |  | 575 | 546547 |
|  Planview Parent, Inc., Term Loan,<br>(3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 12/17/27 |  | 1024 | 967573 |
|  Proofpoint, Inc., 1st Lien Term Loan,<br>(3 mo. LIBOR + 3.25%, 0.50% Floor), 6.32%, 08/31/28 |  | 1765 | 1653618 |
|  RealPage, Inc., 1st Lien Term Loan,<br>(1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 04/24/28 |  | 3462 | 3237773 |
|  Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 05/30/25 |  | 31 | 29391 |
|  Restoration Hardware, Inc., Term Loan B, (1 mo. LIBOR + 2.50%, 0.50% Floor), 5.62%, 10/20/28 |  | 465 | 411209 |
|  Severin Acquisition LLC, 2018 Term Loan B, (3 mo. SOFR CME + 3.00%), 6.03%, 08/01/25 |  | 960 | 931416 |
|  Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 10/07/27 |  | 748 | 718321 |
|  SS&C Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25 |  | 573 | 553548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 4.87%, 04/16/25 |  | 465 | 449107 |
|  Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.03%, 08/31/28 |  | 2289 | 2225877 |
|  Tibco Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.02%, 03/20/29 |  | 2055 | 1840950 |
|  Ultimate Software Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor), 7.54%, 05/03/27 |  | 453 | 425932 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 5.54%, 05/04/26 |  | 1870 | 1774598 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 05/04/26 |  | 1046 | 994936 |
|  |  |  | 27512162 |
| **Specialty Retail — 2.4%** |  |  |  |
|  Belron Finance U.S. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2018 Term Loan B, (3 mo. LIBOR + 2.25%), 5.19%, 11/13/25<sup>(d)</sup> |  | 179 | 174102 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 USD Term Loan B3, (3 mo. LIBOR + 2.25%), 5.06%, 10/30/26<sup>(d)</sup>  |  | 408 | 396197 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD Term Loan B, (3 mo. LIBOR + 2.50%, 0.50% Floor), 5.38%, 04/13/28 |  | 1221 | 1179877 |
|  CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (1 day SONIA + 4.25%), 5.44%, 06/23/25 | GBP | 1000 | 976981 |

---

S C H E D U L E O F I N V E S T M E N T S 24

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Specialty Retail (continued)** |  |  |  |
|  EG Group Ltd., 2021 Term Loan, (3 mo. LIBOR + 4.25%, 0.50% Floor), 7.92%, 03/31/26 | USD | 234 | $217691 |
|  Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 11/24/28<sup>(d)</sup>  |  | 312 | 299958 |
|  Mavis Tire Express Services Corp., 2021 Term Loan B, (1 mo. SOFR CME + 4.00%, 0.75% Floor), 7.25%, 05/04/28 |  | 1271 | 1189104 |
|  MED ParentCo LP, 1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 7.37%, 08/31/26 |  | 822 | 689318 |
|  Midas Intermediate Holdco II LLC, (1 mo. SOFR CME + 8.35%, 0.75% Floor), 11.20%, 06/30/27<sup>(m)</sup>  |  | 1558 | 1406102 |
|  PetSmart, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/11/28 |  | 2201 | 2077901 |
|  Pilot Travel Centers LLC, 2021 Term Loan B, (1 mo. SOFR CME + 2.00%), 5.13%, 08/04/28 |  | 429 | 409457 |
|  Research Now Group, Inc., 2017 1st Lien Term Loan, (6 mo. LIBOR + 5.50%, 1.00% Floor), 8.84%, 12/20/24 |  | 302 | 271337 |
|  Restoration Hardware, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 3.25%, 0.50% Floor), 6.38%, 10/20/28 |  | 364 | 330443 |
|  Reverb Buyer, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 1st Lien Term Loan, (3 mo. LIBOR + 3.50%, 0.50% Floor), 0.00%, 11/01/28 |  | 1110 | 1129838 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Delayed Draw Term Loan, 3.50%, 11/01/28 |  | 178 | 169653 |
|  Woof Holdings, Inc., 1st Lien Term Loan,<br>(3 mo. LIBOR + 3.75%, 0.75% Floor), 7.32%, 12/21/27<sup>(d)</sup>  |  | 226 | 213523 |
|  |  |  | 11131482 |
| **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** | **Technology Hardware, Storage & Peripherals — 0.1%** |  |
|  Electronics for Imaging, Inc., Term Loan,<br>(1 mo. LIBOR + 5.00%), 8.12%, 07/23/26 |  | 392 | 314021 |
| **Textiles, Apparel & Luxury Goods — 0.1%** |  |  |  |
|  Crocs, Inc., Term Loan B, (3 mo. SOFR + 3.50%, 0.50% Floor), 7.20%, 02/17/29 |  | 723 | 678575 |
| **Trading Companies & Distributors — 0.4%** |  |  |  |
|  Beacon Roofing Supply, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 5.37%, 05/19/28 |  | 614 | 591108 |
|  Foundation Building Materials Holding Co. LLC, 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 01/31/28 |  | 469 | 420255 |
|  ION Trading Finance Ltd., 2021 USD Term Loan, (3 mo. LIBOR + 4.75%), 8.42%, 04/03/28 |  | 299 | 277071 |
|  SRS Distribution, Inc., 2022 Incremental Term Loan, (3 mo. SOFR CME + 3.50%), 6.18%, 06/02/28 |  | 408 | 374000 |
|  |  |  | 1662434 |
| **Wireless Telecommunication Services — 0.4%** | **Wireless Telecommunication Services — 0.4%** |  |  |
|  GOGO Intermediate Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.56%, 04/30/28 |  | 432 | 417929 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** | **Wireless Telecommunication Services (continued)** |  |
|  MetroNet Systems Holdings LLC, 2021 1st Lien Term Loan, (1 mo. SOFR + 3.86%), 6.61%, 06/02/28 | USD | 262 | $246002 |
|  SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 4.87%, 04/11/25 |  | 1055 | 1024893 |
|  |  |  | 1688824 |
|  **Total Floating Rate Loan Interests — 57.6%<br>(Cost: $287,773,325)** |  |  | 270448491 |
| **Foreign Agency Obligations** |  |  |  |
| **Bahrain — 0.0%** | **Bahrain — 0.0%** |  |  |
|  Bahrain Government International Bond, 6.75%, 09/20/29<sup>(e)</sup>  |  | 200 | 185225 |
| **Chile — 0.0%** |  |  |  |
|  Chile Government International Bond, 4.34%, 03/07/42 |  | 200 | 158700 |
| **Colombia — 0.1%** | **Colombia — 0.1%** |  |  |
|  Colombia Government International Bond<br>4.50%, 01/28/26 |  | 200 | 183100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/25/27 |  | 200 | 169475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/15/31 |  | 430 | 298393 |
|  |  |  | 650968 |
| **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** |  |  |
|  Dominican Republic International Bond<br>5.95%, 01/25/27<sup>(e)</sup>  |  | 157 | 145598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/22/29<sup>(b)</sup>  |  | 155 | 132748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/30<sup>(b)</sup>  |  | 200 | 156850 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/23/32<sup>(b)</sup>  |  | 300 | 223837 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/05/49<sup>(e)</sup>  |  | 150 | 107278 |
|  |  |  | 766311 |
| **Egypt — 0.0%** | **Egypt — 0.0%** |  |  |
|  Egypt Government International Bond, 7.50%, 02/16/61<sup>(b)</sup>  |  | 200 | 102500 |
| **Guatemala — 0.1%** |  |  |  |
|  Guatemala Government Bond<br>4.50%, 05/03/26<sup>(e)</sup>  |  | 200 | 188412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/10/29<sup>(b)</sup>  |  | 200 | 179600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/07/41<sup>(b)</sup>  |  | 200 | 139100 |
|  |  |  | 507112 |
| **Hungary — 0.1%** |  |  |  |
|  Hungary Government International Bond<br>5.38%, 03/25/24 |  | 166 | 162971 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/16/29<sup>(b)</sup>  |  | 200 | 180350 |
|  |  |  | 343321 |
| **Indonesia — 0.1%** |  |  |  |
|  Indonesia Government International Bond<br>4.10%, 04/24/28 |  | 200 | 186975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 02/11/49 |  | 200 | 178022 |
|  |  |  | 364997 |
| **Ivory Coast — 0.0%** |  |  |  |
|  Ivory Coast Government International Bond,<br>6.38%, 03/03/28<sup>(e)</sup>  |  | 200 | 177350 |

---

25.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **Mexico — 0.2%** |  |  |  |
|  Mexico Government International Bond<br>4.15%, 03/28/27 | USD | 397 | $379333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 |  | 200 | 183700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 |  | 278 | 213226 |
|  |  |  | 776259 |
| **Mongolia — 0.0%** |  |  |  |
|  Mongolia Government International Bond, 5.13%, 04/07/26<sup>(e)</sup>  |  | 250 | 193778 |
| **Morocco — 0.1%** |  |  |  |
|  Morocco Government International Bond<sup>(b)</sup>2.38%, 12/15/27 |  | 200 | 163662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/32 |  | 300 | 209119 |
|  |  |  | 372781 |
| **Nigeria — 0.1%** |  |  |  |
|  Nigeria Government International Bond<br>8.38%, 03/24/29<sup>(b)</sup>  |  | 200 | 142000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/16/32<sup>(e)</sup>  |  | 200 | 127000 |
|  |  |  | 269000 |
| **Oman — 0.1%** |  |  |  |
|  Oman Government International Bond<sup>(e)</sup>6.50%, 03/08/47 |  | 308 | 239085 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/17/48 |  | 200 | 159250 |
|  |  |  | 398335 |
| **Panama — 0.2%** |  |  |  |
|  Panama Government International Bond<br>3.88%, 03/17/28 |  | 421 | 381478 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 |  | 377 | 306030 |
|  |  |  | 687508 |
| **Paraguay — 0.0%** |  |  |  |
|  Paraguay Government International Bond, 5.40%, 03/30/50<sup>(e)</sup>  |  | 200 | 146913 |
| **Peru — 0.1%** |  |  |  |
|  Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25<sup>(e)</sup>  |  | 219 | 210692 |
|  Peruvian Government International Bond<br>2.78%, 01/23/31 |  | 247 | 195562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 |  | 259 | 181348 |
|  |  |  | 587602 |
| **Qatar — 0.0%** |  |  |  |
|  Qatar Government International Bond, 4.00%, 03/14/29<sup>(b)</sup>  |  | 200 | 191750 |
| **Romania — 0.1%** |  |  |  |
|  Romanian Government International Bond<br>5.25%, 11/25/27<sup>(b)</sup>  |  | 236 | 213580 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/11/29<sup>(e)</sup>  | EUR | 148 | 110807 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/08/30<sup>(e)</sup>  |  | 156 | 109153 |
|  |  |  | 433540 |
| **Saudi Arabia — 0.1%** |  |  |  |
|  Saudi Government International Bond, 4.50%, 04/17/30<sup>(e)</sup>  | USD | 325 | 316469 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* |
| **South Africa — 0.1%** |  |  |  |
|  Republic of South Africa Government International Bond<br>4.85%, 09/30/29 | USD | 200 | $164475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/12/46 |  | 230 | 138834 |
|  |  |  | 303309 |
| **Sri Lanka — 0.0%** |  |  |  |
|  Sri Lanka Government International Bond<sup>(e)(f)(j)</sup> 6.85%, 03/14/24 |  | 200 | 48788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 06/28/24 |  | 200 | 48912 |
|  |  |  | 97700 |
| **Ukraine — 0.0%** |  |  |  |
|  Ukraine Government International Bond<sup>(f)(j)</sup>9.75%, 11/01/30<sup>(e)</sup>  |  | 236 | 51566 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/35<sup>(b)</sup>  |  | 200 | 36500 |
|  |  |  | 88066 |
| **Uruguay — 0.0%** |  |  |  |
|  Uruguay Government International Bond,<br>4.38%, 10/27/27 |  | 90 | 88583 |
|  **Total Foreign Agency Obligations — 1.7%<br>(Cost: $10,066,874)** |  |  | 8208077 |
|  |  | *Shares* |  |
| **Investment Companies** |  |  |  |
| **Fixed Income Funds — 0.5%** |  |  |  |
|  Invesco Senior Loan ETF |  | 120501 | 2432915 |
|  **Total Investment Companies — 0.5%<br>(Cost: $2,670,576)** |  |  | 2432915 |
|  |  | *Par*<br> *(000)* |  |
| **Non-Agency Mortgage-Backed Securities** |  |  |  |
| **Collateralized Mortgage Obligations — 1.5%** |  |  |  |
|  Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35 | USD | 1099 | 655236 |
|  CHL Mortgage Pass-Through Trust<br>Series 2005-17, Class 1A6, 5.50%, 09/25/35 |  | 105 | 96103 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-17, Class A2, 6.00%, 12/25/36 |  | 627 | 290051 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-HY5, Class 3A1, 4.03%, 09/25/37<sup>(a)</sup>  |  | 306 | 281261 |
|  COLT Mortgage Loan Trust, Class A1,<br>5.16%, 04/25/67<sup>(b)(c)</sup>  |  | 2422 | 2349910 |
|  Countrywide Alternative Loan Trust<br>Series 2006-J8, Class A5, 6.00%, 02/25/37 |  | 1850 | 873125 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-19, Class 1A1, 6.00%, 08/25/37 |  | 546 | 291565 |
|  GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 3.49%, 10/25/35<sup>(a)</sup>  |  | 314 | 190915 |
|  Verus Securitization Trust, Class A1,<br>5.15%, 07/25/67<sup>(b)(c)</sup>  |  | 1814 | 1786426 |
|  |  |  | 6814592 |

---

S C H E D U L E O F I N V E S T M E N T S 26

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par (000)* | *Value* |
| **Commercial Mortgage-Backed Securities — 0.9%** | **Commercial Mortgage-Backed Securities — 0.9%** | **Commercial Mortgage-Backed Securities — 0.9%** |  |
|  BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33<sup>(a)(b)</sup> | USD | 4830 | $4392125 |
|  **Total Non-Agency Mortgage-Backed Securities — 2.4%<br>(Cost: $12,877,782)** | **Total Non-Agency Mortgage-Backed Securities — 2.4%<br>(Cost: $12,877,782)** | **Total Non-Agency Mortgage-Backed Securities — 2.4%<br>(Cost: $12,877,782)** | 11206717 |
|  |  | *Benefical<br>Interest (000)* |  |
|  **Other Interests<sup>(o)</sup>**  |  |  |  |
| **IT Services<sup>(d)(o)</sup> — 0.0%** |  |  |  |
|  Millennium Corp. Claim | USD | 861 |  |
|  Millennium Lender Claim Trust<sup>(k)</sup>  |  | 918 |  |
|  **Total Other Interests — 0.0%<br>(Cost:$—)** | **Total Other Interests — 0.0%<br>(Cost:$—)** |  |  |
|  |  | *Par (000)* |  |
|  **Preferred Securities** |  |  |  |
| **Capital Trusts — 4.9%<sup>(a)</sup>** |  |  |  |
| **Automobiles<sup>(k)</sup> — 0.1%** |  |  |  |
|  General Motors Financial Co., Inc., Series C, 5.70% | USD | 365 | 312848 |
|  Volkswagen International Finance NV, 4.38%<sup>(e)</sup>  | EUR | 100 | 76442 |
|  |  |  | 389290 |
| **Banks<sup>(k)</sup> — 1.3%** |  |  |  |
|  Bank of East Asia Ltd., 5.88%<sup>(e)</sup>  | USD | 250 | 226250 |
|  Credit Agricole SA, 4.75%<sup>(b)</sup>  |  | 200 | 137812 |
|  Industrial & Commercial Bank of China Ltd., 3.20%<sup>(e)</sup>. |  | 200 | 183000 |
|  ING Groep NV, 3.88% |  | 1750 | 1137238 |
|  Kasikornbank PCL, 5.28%<sup>(e)</sup>  |  | 200 | 176725 |
|  Nordea Bank Abp, 3.75%<sup>(b)</sup>  |  | 560 | 369689 |
|  PNC Financial Services Group, Inc., Series V, 6.20% |  | 290 | 274050 |
|  Rizal Commercial Banking Corp., 6.50%<sup>(e)</sup>  |  | 200 | 183250 |
|  TMBThanachart Bank PCL, 4.90%<sup>(e)</sup>  |  | 250 | 223094 |
|  U.S. Bancorp, 3.70% |  | 1665 | 1256825 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series S, 5.90% |  | 1500 | 1364716 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U, 5.88% |  | 384 | 365586 |
|  |  |  | 5898235 |
| **Capital Markets — 0.5%** |  |  |  |
|  Bank of New York Mellon Corp.,<br>Series I, 3.75%<sup>(k)</sup>  |  | 3110 | 2402475 |
| **Diversified Financial Services<sup>(k)</sup> — 2.6%** |  |  |  |
|  Bank of America Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series DD, 6.30% |  | 215 | 211195 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series X, 6.25% |  | 1929 | 1863896 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Z, 6.50% |  | 143 | 140312 |
|  Barclays PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38% |  | 455 | 280416 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00% |  | 210 | 183792 |
|  BNP Paribas SA, 6.88%<sup>(e)</sup>  | EUR | 200 | 181748 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Diversified Financial Services (continued)** |  |  |  |  |
|  Credit Suisse Group AG |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%<sup>(b)</sup>  | USD | 295 | $| 214613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%<sup>(e)</sup>  |  | 200 |  | 171332 |
|  HSBC Holdings PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25% |  | 695 |  | 667756 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% |  | 415 |  | 343827 |
|  JPMorgan Chase & Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series FF, 5.00% |  | 2865 |  | 2583514 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series HH, 4.60% |  | 253 |  | 220388 |
|  Lloyds Banking Group PLC, 7.50% |  | 1250 |  | 1140625 |
|  NatWest Group PLC, 6.00% |  | 1185 |  | 1033912 |
|  Societe Generale SA, 5.38%<sup>(b)</sup>  |  | 2250 |  | 1541925 |
|  UBS Group AG, 3.88%<sup>(b)</sup>  |  | 1500 |  | 1132275 |
|  Woori Bank, 4.25%<sup>(e)</sup>  |  | 250 |  | 233563 |
|  |  |  | 12145089 | 12145089 |
| **Electric Utilities — 0.4%** |  |  |  |  |
|  Edison International, Series B, 5.00%<sup>(k)</sup>  |  | 175 |  | 138250 |
|  NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79 |  | 1750 |  | 1526382 |
|  |  |  | 1664632 | 1664632 |
| **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%** | **Independent Power and Renewable Electricity Producers — 0.0%** |
|  Vistra Corp., 7.00%<sup>(b)(k)</sup>  |  | 240 |  | 209522 |
| **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** | **Insurance — 0.0%** |
|  Heungkuk Life Insurance Co. Ltd., 4.48%<sup>(e)(k)</sup>  |  | 200 |  | 197538 |
| **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** | **Media — 0.0%** |
|  SES SA, 2.88%<sup>(e)(k)</sup>  | EUR | 100 |  | 72786 |
| **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** | **Oil, Gas & Consumable Fuels — 0.0%** |
|  Abertis Infraestructuras Finance BV, 3.25%<sup>(e)(k)</sup>  | Abertis Infraestructuras Finance BV, 3.25%<sup>(e)(k)</sup>  | 100 |  | 79236 |
| **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** |
|  Electricite de France SA, 3.00%<sup>(e)(k)</sup>  |  | 200 |  | 142348 |
| **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** | **Wireless Telecommunication Services — 0.0%** |
|  Vodafone Group PLC, 2.63%, 08/27/80<sup>(e)</sup>  |  | 100 |  | 83794 |
|  |  |  |  | 23284945 |
|  |  | *Shares* |  |  |
| **Preferred Stocks — 2.0%** |  |  |  |  |
| **Banks — 0.0%** |  |  |  |  |
|  CF-B L2 (D) LLC, (Acquired 04/08/15,<br>Cost: $134,650)<sup>(g)</sup>  |  | 137556 |  | 2303 |
| **Capital Markets<sup>(a)</sup> — 2.0%** |  |  |  |  |
|  Goldman Sachs Group, Inc., Series J, 5.50%<sup>(k)</sup>  | Goldman Sachs Group, Inc., Series J, 5.50%<sup>(k)</sup>  | 202526 |  | 5008468 |

---

27.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Shares* | *Value* |
| **Capital Markets (continued)** |  |  |  |
|  Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series F |  | 120000 | $3009600 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series K, 5.85%<sup>(k)</sup>  |  | 53253 | 1290320 |
|  |  |  | 9308388 |
|  |  |  | 9310691 |
|  **Total Preferred Securities — 6.9%<br>(Cost: $38,341,708)** |  |  | 32595636 |
|  |  | *Par<br>(000)* |  |
|  **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 — 4.8%** |  |  |  |
|  U.S. Treasury Bonds, 3.25%, 08/31/24 | USD | 12500 | 12274414 |
|  Uniform Mortgage-Backed Securities,<br>4.00%, 07/01/52 |  | 10804 | 10036691 |
|  |  |  | 22311105 |
| **Mortgage-Backed Securities — 3.7%** | **Mortgage-Backed Securities — 3.7%** | **Mortgage-Backed Securities — 3.7%** |  |
|  Freddie Mac Multifamily Structured Pass Through Certificates, Series K042, Class X1,<br>1.16%, 12/25/24<sup>(a)</sup>  |  | 32180 | 579594 |
|  Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/23 |  | 4 | 4060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/44 - 10/13/52<sup>(p)</sup>  |  | 14581 | 13699979 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/01/51 - 04/01/52 |  | 3495 | 3200634 |
|  |  |  | 17484267 |
|  **Total U.S. Government Sponsored Agency<br>Securities — 8.5%<br>(Cost: $41,921,416)** |  |  | 39795372 |
|  |  | *Shares* |  |
|  **Warrants** |  |  |  |
| **Metals & Mining — 0.0%** |  |  |  |
|  Ameriforge Group, Inc. |  | 2542 |  |
| **Oil, Gas & Consumable Fuels — 0.0%** |  |  |  |
|  California Resources Corp., (Issued/Exercisable 11/03/20, 1 Share for 1 Warrant, Expires 10/27/24, Strike Price USD 36.00)<sup>(f)</sup>  |  | 345 | 3588 |
|  **Total Warrants — 0.0%<br>(Cost:$—)** |  |  | 3588 |
|  **Total Long-Term Investments — 156.3%<br>(Cost: $830,431,845)** | **Total Long-Term Investments — 156.3%<br>(Cost: $830,431,845)** |  | 734154627 |
|  **Options Purchased — 0.0%<br>(Cost: $1,073)** |  |  | 806 |
|  **Total Investments Before Options Written — 156.3%<br>(Cost: $830,432,918)** | **Total Investments Before Options Written — 156.3%<br>(Cost: $830,432,918)** | **Total Investments Before Options Written — 156.3%<br>(Cost: $830,432,918)** | 734155433 |
|  **Options Written — (0.0)%<br>(Premiums Received: $(871))** |  |  | (552) |
|  **Total Investments, Net of Options Written — 156.3%<br>(Cost: $830,432,047)** | **Total Investments, Net of Options Written — 156.3%<br>(Cost: $830,432,047)** | **Total Investments, Net of Options Written — 156.3%<br>(Cost: $830,432,047)** | 734154881 |
|  **Liabilities in Excess of Other Assets — (56.3)%** | **Liabilities in Excess of Other Assets — (56.3)%** |  | (264544046) |
|  **Net Assets — 100.0%** |  |  | $469610835 |

---

<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.

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

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

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

<sup>(g)</sup> Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $2,653, representing less than 0.05% of its net assets as of period end, and an original cost of $235,337. 

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

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

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

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

<sup>(l)</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>(m)</sup> When-issued security.

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

<sup>(o)</sup> Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

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

For Fund compliance purposes, the Fund's industry classifications refer to one or more of the industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such industry sub-classifications for reporting ease.

S C H E D U L E O F I N V E S T M E N T S 28

------

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| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Affiliates** 

Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at*<br> *12/31/21*  | *Purchases*<br> *at Cost*  | *Proceeds*<br> *from Sales* | *Net*<br> *Realized*<br> *Gain (Loss)* | *Income* | *Capital Gain*<br> *Distributions*<br> *from*<br> *Underlying*<br> *Funds*  |
|  BlackRock Liquidity Funds, T-Fund, Institutional Class<sup>(a)</sup>  | $4969680 | $– $| (4969680)<sup>(b)</sup> | $– $– $– – $| 36615 | $— |

---

<sup>(a)</sup> As of period end, the entity is no longer held. <sup></sup>

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

**Reverse Repurchase Agreements** 

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty*  | <br>| *Interest*<br> *Rate*  | *Trade*<br> *Date*  | <br>| *Maturity*<br> *Date* | <br> *<sup>(a)</sup>*  | *Face Value* | *Face Value*<br> *Including*<br> *Accrued Interest*  | <br>| *Type of Non-Cash Underlying*<br> *Collateral*  | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements* | <br>*<sup>(a)</sup>*  |
|  Barclays Capital, Inc. |  | 3.30 %<sup>(b)</sup> | 07/25/22 |  | Open |  | $208725 | $209559 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 07/25/22 |  | Open |  | 33180 | 33313 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 07/25/22 |  | Open |  | 647125 | 649711 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 07/25/22 |  | Open |  | 233243 | 234174 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 07/25/22 |  | Open |  | 818010 | 821279 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.45 <sup>(b)</sup> | 07/25/22 |  | Open |  | 108275 | 108738 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 979267 | 983545 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 1078221 | 1082931 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 462240 | 464259 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 209143 | 210056 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 339500 | 340983 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 191065 | 191900 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 543025 | 545397 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 148120 | 148767 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 168978 | 169716 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 532070 | 534394 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 714759 | 717881 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 148988 | 149638 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 484330 | 486446 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 469405 | 471455 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 679174 | 682140 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 461929 | 463946 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 277605 | 278818 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 566950 | 569426 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 508970 | 511193 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 37088 | 37250 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 152635 | 153302 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/25/22 |  | Open |  | 477990 | 480078 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/25/22 |  | Open |  | 577219 | 579719 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/25/22 |  | Open |  | 583505 | 586108 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/25/22 |  | Open |  | 86125 | 86517 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/25/22 |  | Open |  | 382921 | 384701 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 349414 | 350862 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 340260 | 341670 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 315984 | 317293 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 369477 | 371009 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 300869 | 302116 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 330750 | 332121 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 325421 | 326770 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/25/22 |  | Open |  | 358765 | 360252 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/25/22 |  | Open |  | 565611 | 567977 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/25/22 |  | Open |  | 156750 | 157406 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/25/22 |  | Open |  | 192188 | 192991 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/25/22 |  | Open |  | 785565 | 788850 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 504485 | 506587 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 529250 | 531503 |  | Corporate Bonds | Open/Demand |  |

---

29.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty*  | <br>| *Interest*<br> *Rate*  | *Trade*<br> *Date*  | <br>| *Maturity*<br> *Date* | <br> *<sup>(a)</sup>*  | *Face Value* | *Face Value*<br> *Including*<br> *Accrued Interest*  | <br>| *Type of Non-Cash Underlying*<br> *Collateral*  | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements* | <br>*<sup>(a)</sup>*  |
|  Barclays Capital, Inc. |  | 3.50 %<sup>(b)</sup> | 07/27/22 |  | Open |  | $292339 | $293583 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 286578 | 287797 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 316200 | 317546 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 143225 | 143835 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 368790 | 370360 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 233306 | 234299 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 262406 | 263523 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 575951 | 578403 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 299200 | 300474 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 491550 | 493642 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 197579 | 198420 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 350895 | 352389 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 204383 | 205253 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1143202 | 1148069 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 167500 | 168213 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 365269 | 366824 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 237493 | 238504 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 298480 | 299751 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.11 <sup>(b)</sup> | 07/27/22 |  | Open |  | 209348 | 210091 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1259156 | 1264016 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 2472450 | 2481993 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.29 <sup>(b)</sup> | 07/27/22 |  | Open |  | 225475 | 226349 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.31 <sup>(b)</sup> | 07/27/22 |  | Open |  | 532819 | 534904 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 169031 | 169736 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 516005 | 518155 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 920369 | 924204 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 692500 | 695385 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1161562 | 1166402 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1676250 | 1683234 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 261450 | 262539 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 767000 | 770196 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1346250 | 1351859 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 499356 | 501437 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 2910000 | 2922125 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 621334 | 623923 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 280194 | 281361 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.45 <sup>(b)</sup> | 07/27/22 |  | Open |  | 3388500 | 3402619 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 550331 | 552654 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 440107 | 441965 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 656696 | 659468 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 295650 | 296898 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 612694 | 615280 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1125000 | 1129748 |  | Capital Trusts | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.48 <sup>(b)</sup> | 07/27/22 |  | Open |  | 378525 | 380123 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.49 <sup>(b)</sup> | 07/27/22 |  | Open |  | 363694 | 365235 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.50 <sup>(b)</sup> | 07/27/22 |  | Open |  | 379890 | 381507 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 323938 | 325346 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 5504200 | 5528128 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 623332 | 626042 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 603330 | 605953 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 291600 | 292868 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 481704 | 483798 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 777419 | 780798 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 256410 | 257525 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 256650 | 257766 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 318373 | 319757 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 455601 | 457582 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1298700 | 1304346 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 365219 | 366806 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 629042 | 631777 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1231440 | 1236793 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 899835 | 903747 |  | Corporate Bonds | Open/Demand |  |

---

S C H E D U L E O F I N V E S T M E N T S 30

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty*  | <br>| *Interest*<br> *Rate*  | *Trade*<br> *Date*  | <br>| *Maturity*<br> *Date* | <br> *<sup>(a)</sup>*  | *Face Value* | *Face Value*<br> *Including*<br> *Accrued Interest*  | <br>| *Type of Non-Cash Underlying*<br> *Collateral*  | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements* | <br>*<sup>(a)</sup>*  |
|  BNP Paribas S.A. |  | 3.55 %<sup>(b)</sup> | 07/27/22 |  | Open |  | $296460 | $297749 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1327900 | 1333673 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 54605 | 54842 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 704675 | 707738 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/27/22 |  | Open |  | 493155 | 495299 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 483787 | 485934 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 935470 | 939621 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1024609 | 1029155 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1120950 | 1125924 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 194844 | 195708 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.60 <sup>(b)</sup> | 07/27/22 |  | Open |  | 168750 | 169499 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 509512 | 511796 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 271425 | 272644 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 719442 | 722674 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 213995 | 214956 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 550237 | 552709 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/27/22 |  | Open |  | 366513 | 368159 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 214185 | 215155 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 196966 | 197858 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1096224 | 1101187 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 697419 | 700576 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 374920 | 376618 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 469680 | 471807 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 221850 | 222854 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 595660 | 598357 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1251146 | 1256811 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 536869 | 539300 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 355515 | 357125 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 219425 | 220419 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 586830 | 589487 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 447757 | 449785 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 517440 | 519783 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 381659 | 383387 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 462080 | 464172 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 468120 | 470240 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 655200 | 658167 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 486750 | 488954 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 322263 | 323722 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 555092 | 557606 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/27/22 |  | Open |  | 102880 | 103346 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.22 <sup>(b)</sup> | 07/27/22 |  | Open |  | 410625 | 412165 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.22 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1286250 | 1291075 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.22 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1297687 | 1302556 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.22 <sup>(b)</sup> | 07/27/22 |  | Open |  | 432500 | 434122 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 750000 | 752854 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 647762 | 650228 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.27 <sup>(b)</sup> | 07/27/22 |  | Open |  | 172975 | 173640 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.27 <sup>(b)</sup> | 07/27/22 |  | Open |  | 186000 | 186715 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.27 <sup>(b)</sup> | 07/27/22 |  | Open |  | 187000 | 187718 |  | Corporate Bonds | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.27 <sup>(b)</sup> | 07/27/22 |  | Open |  | 172500 | 173163 |  | Foreign Agency Obligations | Open/Demand |  |
|  Credit Agricole Corporate and Investment Bank |  | 3.27 <sup>(b)</sup> | 07/27/22 |  | Open |  | 355406 | 356772 |  | Corporate Bonds | Open/Demand |  |

---

31.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty* | *Interest<br>Rate* | *Trade<br>Date* | *Maturity<br>Date* | *<br><sup>(a)</sup>* | *Face Value* | | *Face Value<br>Including<br>Accrued Interest* | *Type of Non-Cash Underlying*<br> *Collateral* | *Remaining<br>Contractual Maturity<br>of the Agreements* |
|  Credit Agricole Corporate and Investment Bank | 3.27 %<sup>(b)</sup> | 07/27/22 | Open |  | $47375 |  | $47557 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 234156 |  | 235068 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 287464 |  | 288584 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 313130 |  | 314350 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 217445 |  | 218292 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 327951 |  | 329229 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 312495 |  | 313712 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.32 <sup>(b)</sup> | 07/27/22 | Open |  | 297213 |  | 298381 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.32 <sup>(b)</sup> | 07/27/22 | Open |  | 299884 |  | 301063 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.32 <sup>(b)</sup> | 07/27/22 | Open |  | 748125 |  | 751067 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.32 <sup>(b)</sup> | 07/27/22 | Open |  | 397957 |  | 399522 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 383570 |  | 385092 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 443040 |  | 444798 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 302820 |  | 304022 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 426310 |  | 428002 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 300671 |  | 301864 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 314280 |  | 315527 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 204350 |  | 205161 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 669525 |  | 672182 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 346199 |  | 347572 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 277500 |  | 278601 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 290975 |  | 292130 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 303713 |  | 304918 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 07/27/22 | Open |  | 299000 |  | 300186 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.35 <sup>(b)</sup> | 07/27/22 | Open |  | 479325 |  | 481236 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.36 <sup>(b)</sup> | 07/27/22 | Open |  | 436521 |  | 438269 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.38 <sup>(b)</sup> | 07/27/22 | Open |  | 244500 |  | 245488 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 2.75 <sup>(b)</sup> | 07/27/22 | Open |  | 85215 |  | 85462 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 174500 |  | 175180 | Foreign Agency Obligations | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.30 <sup>(b)</sup> | 07/27/22 | Open |  | 1078125 |  | 1082325 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.35 <sup>(b)</sup> | 07/27/22 | Open |  | 249906 |  | 250902 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.40 <sup>(b)</sup> | 07/27/22 | Open |  | 300694 |  | 301919 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.40 <sup>(b)</sup> | 07/27/22 | Open |  | 271863 |  | 272971 | Capital Trusts | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.45 <sup>(b)</sup> | 07/27/22 | Open |  | 1472500 |  | 1478635 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.45 <sup>(b)</sup> | 07/27/22 | Open |  | 82351 |  | 82694 | Corporate Bonds | Open/Demand |

---

S C H E D U L E O F I N V E S T M E N T S 32

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty*  | <br>| *Interest*<br> *Rate*  | *Trade*<br> *Date*  | <br>| *Maturity*<br> *Date* | <br> *<sup>(a)</sup>*  | *Face Value* | *Face Value*<br> *Including*<br> *Accrued Interest*  | <br>| *Type of Non-Cash Underlying*<br> *Collateral*  | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements* | <br>*<sup>(a)</sup>*  |
|  RBC Capital Markets LLC |  | 3.25 %<sup>(b)</sup> | 07/27/22 |  | Open |  | $157463 | $158062 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 274119 | 275162 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 533927 | 535959 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1411775 | 1417148 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1405410 | 1410758 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1046706 | 1050690 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.25 <sup>(b)</sup> | 07/27/22 |  | Open |  | 336600 | 337881 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 371812 | 373248 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 391331 | 392842 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 405637 | 407203 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 602875 | 605202 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 371794 | 373229 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1400175 | 1405579 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 941412 | 945046 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 2835 | 2846 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 130550 | 131054 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 796500 | 799574 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1425000 | 1430500 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 213850 | 214675 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 274669 | 275729 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.28 <sup>(b)</sup> | 07/27/22 |  | Open |  | 1474450 | 1480141 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/27/22 |  | Open |  | 253310 | 254333 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/27/22 |  | Open |  | 297754 | 298957 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/27/22 |  | Open |  | 352100 | 353523 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/27/22 |  | Open |  | 51068 | 51274 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/27/22 |  | Open |  | 491606 | 493592 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 235263 | 236222 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 289598 | 290778 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 159795 | 160446 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 170970 | 171667 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 273128 | 274241 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/27/22 |  | Open |  | 262260 | 263329 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.42 <sup>(b)</sup> | 07/27/22 |  | Open |  | 317905 | 319212 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/28/22 |  | Open |  | 373012 | 374869 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 669130 | 672401 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 649177 | 652351 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 571200 | 573993 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 836730 | 840821 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 1195444 | 1201288 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 2171899 | 2182517 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.29 <sup>(b)</sup> | 07/29/22 |  | Open |  | 205936 | 206866 |  | Foreign Agency Obligations | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.50 <sup>(b)</sup> | 07/29/22 |  | Open |  | 862755 | 866973 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.55 <sup>(b)</sup> | 07/29/22 |  | Open |  | 1017450 | 1022515 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.63 <sup>(b)</sup> | 07/29/22 |  | Open |  | 373800 | 375714 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/29/22 |  | Open |  | 797651 | 801764 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.65 <sup>(b)</sup> | 07/29/22 |  | Open |  | 466972 | 469380 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/29/22 |  | Open |  | 781000 | 784652 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/29/22 |  | Open |  | 517860 | 520281 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/29/22 |  | Open |  | 292760 | 294129 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.38 <sup>(b)</sup> | 07/29/22 |  | Open |  | 476937 | 479167 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.40 <sup>(b)</sup> | 07/29/22 |  | Open |  | 326576 | 328115 |  | Corporate Bonds | Open/Demand |  |
|  RBC Capital Markets LLC |  | 3.42 <sup>(b)</sup> | 07/29/22 |  | Open |  | 493680 | 496023 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 08/01/22 |  | Open |  | 210969 | 211865 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 08/01/22 |  | Open |  | 302950 | 304238 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.30 <sup>(b)</sup> | 08/01/22 |  | Open |  | 137459 | 138043 |  | Capital Trusts | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 72280 | 72611 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 1382227 | 1388563 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 369777 | 371472 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 401074 | 402912 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 324500 | 325987 |  | Corporate Bonds | Open/Demand |  |
|  Barclays Capital, Inc. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 162750 | 163496 |  | Corporate Bonds | Open/Demand |  |
|  BNP Paribas S.A. |  | 3.50 <sup>(b)</sup> | 08/01/22 |  | Open |  | 842752 | 846615 |  | Corporate Bonds | Open/Demand |  |

---

33.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty*  | *Interest*<br> *Rate*  | *Trade*<br> *Date*  | *Maturity*<br> *Date* | <br> *<sup>(a)</sup>*  | *Face Value* | *Face Value*<br> *Including*<br> *Accrued Interest*  | *Type of Non-Cash Underlying*<br> *Collateral*  | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements* |
|  BNP Paribas S.A. | 3.50 %<sup>(b)</sup> | 08/01/22 | Open |  | $944265 | $948593 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55 <sup>(b)</sup> | 08/01/22 | Open |  | 908950 | 913192 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55 <sup>(b)</sup> | 08/01/22 | Open |  | 436312 | 438348 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65 <sup>(b)</sup> | 08/01/22 | Open |  | 144695 | 145394 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.33 <sup>(b)</sup> | 08/01/22 | Open |  | 406475 | 408223 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.34 <sup>(b)</sup> | 08/01/22 | Open |  | 415984 | 417779 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.38 <sup>(b)</sup> | 08/01/22 | Open |  | 604670 | 607320 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.40 <sup>(b)</sup> | 08/01/22 | Open |  | 310310 | 311681 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38 <sup>(b)</sup> | 08/01/22 | Open |  | 394211 | 395939 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40 <sup>(b)</sup> | 08/01/22 | Open |  | 219364 | 220333 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40 <sup>(b)</sup> | 08/01/22 | Open |  | 219300 | 220269 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 2.75 <sup>(b)</sup> | 08/02/22 | Open |  | 10000 | 10033 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.00 <sup>(b)</sup> | 08/02/22 | Open |  | 190250 | 190952 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.15 <sup>(b)</sup> | 08/02/22 | Open |  | 221250 | 222120 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.25 <sup>(b)</sup> | 08/02/22 | Open |  | 343435 | 344842 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 1502209 | 1508487 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 1211875 | 1216940 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 602912 | 605432 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 397600 | 399262 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 300219 | 301473 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 1740000 | 1747272 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 181948 | 182708 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 1562500 | 1569030 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 1181250 | 1186187 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.35 <sup>(b)</sup> | 08/02/22 | Open |  | 2475000 | 2485546 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.40 <sup>(b)</sup> | 08/02/22 | Open |  | 157604 | 158288 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 521625 | 523976 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 922819 | 926978 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 1121875 | 1126931 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 308425 | 309815 | Capital Trusts | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 2537500 | 2548936 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 1126800 | 1131878 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 336938 | 338456 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.30 <sup>(b)</sup> | 08/02/22 | Open |  | 555975 | 558299 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 341351 | 342890 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 132015 | 132610 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 626285 | 629108 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 687675 | 690774 | Capital Trusts | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/02/22 | Open |  | 447930 | 449949 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65 <sup>(b)</sup> | 08/02/22 | Open |  | 1566862 | 1574888 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.36 <sup>(b)</sup> | 08/02/22 | Open |  | 328185 | 329589 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.37 <sup>(b)</sup> | 08/02/22 | Open |  | 243100 | 244144 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.25 <sup>(b)</sup> | 08/04/22 | Open |  | 489000 | 490936 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/04/22 | Open |  | 154641 | 155265 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.30 <sup>(b)</sup> | 08/04/22 | Open |  | 176571 | 177284 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.30 <sup>(b)</sup> | 08/04/22 | Open |  | 532741 | 534892 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 1294136 | 1299771 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 596851 | 599450 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 228290 | 229284 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 555795 | 558215 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 467537 | 469573 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 538687 | 541033 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 176558 | 177326 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50 <sup>(b)</sup> | 08/04/22 | Open |  | 327525 | 328951 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.25 <sup>(b)</sup> | 08/09/22 | Open |  | 856125 | 859217 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.25 <sup>(b)</sup> | 08/09/22 | Open |  | 496500 | 498293 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | (1.50)<sup>(b)</sup> | 08/09/22 | Open |  | 497736 | 496658 | Corporate Bonds | Open/Demand |

---

S C H E D U L E O F I N V E S T M E N T S 34

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty* | <br>| <br>| *Trade<br>Date* | *Maturity<br>Date<sup>(a)</sup>* | | *Face Value* | *Face Value<br>Including<br>Accrued Interest* | *Type of Non-Cash Underlying*<br> *Collateral* | *Remaining<br>Contractual Maturity<br>of the Agreements<sup>(a)</sup>* |
|  Barclays Capital, Inc. | 3.45%<sup>(b)</sup> |  | 08/09/22 | Open |  | $331946 | $333241 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 435480 | 437178 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 325920 | 327191 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 476250 | 478107 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 296050 | 297205 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 621270 | 623648 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 504735 | 506667 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 512222 | 514183 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 503921 | 505850 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 370875 | 372311 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 362006 | 363408 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 351743 | 353104 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 710089 | 712838 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 306500 | 307687 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 357600 | 358984 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 387045 | 388543 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 327438 | 328705 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 348300 | 349648 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 320640 | 321881 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 453750 | 455507 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 315506 | 316728 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 414842 | 416448 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 334000 | 335293 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 421432 | 423064 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 366642 | 368062 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> |  | 08/09/22 | Open |  | 350726 | 352084 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 433895 | 435587 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 590482 | 592785 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> |  | 08/09/22 | Open |  | 409219 | 410815 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.35<sup>(b)</sup> |  | 08/09/22 | Open |  | 647939 | 650372 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 603840 | 606151 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 389090 | 390579 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 373455 | 374884 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 330183 | 331446 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 386977 | 388459 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 339075 | 340373 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 275479 | 276533 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 390600 | 392095 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 456750 | 458498 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 321750 | 322982 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/09/22 | Open |  | 477160 | 478986 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> |  | 08/11/22 | Open |  | 594220 | 596201 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.63<sup>(b)</sup> |  | 08/11/22 | Open |  | 108876 | 109312 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> |  | 08/11/22 | Open |  | 206971 | 207733 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | (1.75)<sup>(b)</sup> |  | 08/15/22 | Open |  | 248775 | 248219 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> |  | 08/15/22 | Open |  | 578380 | 580412 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> |  | 08/15/22 | Open |  | 572074 | 574084 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> |  | 08/17/22 | Open |  | 963525 | 966764 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.24<sup>(b)</sup> |  | 08/17/22 | Open |  | 163719 | 164217 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.24<sup>(b)</sup> |  | 08/17/22 | Open |  | 266406 | 267217 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.35<sup>(b)</sup> |  | 08/17/22 | Open |  | 146334 | 146799 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.35<sup>(b)</sup> |  | 08/17/22 | Open |  | 137939 | 138377 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.37<sup>(b)</sup> |  | 08/17/22 | Open |  | 1161185 | 1164903 | Corporate Bonds | Open/Demand |
|  Barclays Bank PLC | 3.40<sup>(b)</sup> |  | 08/18/22 | Open |  | 295474 | 296409 | Foreign Agency Obligations | Open/Demand |
|  Barclays Bank PLC | 3.40<sup>(b)</sup> |  | 08/18/22 | Open |  | 169000 | 169535 | Foreign Agency Obligations | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.38<sup>(b)</sup> |  | 08/18/22 | Open |  | 139534 | 139972 | Foreign Agency Obligations | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> |  | 08/19/22 | Open |  | 672785 | 674751 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> |  | 08/23/22 | Open |  | 228619 | 229282 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.38<sup>(b)</sup> |  | 08/31/22 | Open |  | 209048 | 209506 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> |  | 09/01/22 | Open |  | 2182500 | 2187247 | Corporate Bonds | Open/Demand |

---

35.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty* | *Interest<br>Rate* | *Trade<br>Date* | *Maturity<br>Date<sup>(a)</sup>* | | *Face Value* | *Face Value<br>Including<br>Accrued Interest* | *Type of Non-Cash Underlying*<br> *Collateral* | *Remaining<br>Contractual Maturity<br>of the Agreements<sup>(a)</sup>* |
|  RBC Capital Markets LLC | 3.40%<sup>(b)</sup> | 09/01/22 | Open |  | $317000 | $317700 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/07/22 | Open |  | 80728 | 80874 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/08/22 | Open |  | 236980 | 237378 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> | 09/08/22 | Open |  | 1081639 | 1083390 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 |  | 1522811 | 1524903 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 |  | 10179432 | 10193420 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 |  | 1615837 | 1618057 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 |  | 6239894 | 6248468 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 |  | 1634126 | 1636372 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Barclays Bank PLC | 3.30<sup>(b)</sup> | 09/12/22 | Open |  | 2426962 | 2430057 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.45<sup>(b)</sup> | 09/12/22 | Open |  | 345470 | 345936 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/12/22 | Open |  | 239313 | 239642 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/12/22 | Open |  | 174788 | 175028 | Capital Trusts | Open/Demand |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/12/22 | Open |  | 717937 | 718961 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.63<sup>(b)</sup> | 09/12/22 | Open |  | 235089 | 235427 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65<sup>(b)</sup> | 09/12/22 | Open |  | 180800 | 181062 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | (0.78) <sup>(b)</sup> | 09/12/22 | Open |  | 12437500 | 12424700 | U.S. Government Sponsored Agency Securities | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 0.00<sup>(b)</sup> | 09/12/22 | Open |  | 148988 | 148932 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/15/22 | Open |  | 98040 | 98148 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/16/22 | Open |  | 228305 | 228514 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65<sup>(b)</sup> | 09/16/22 | Open |  | 265628 | 265884 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/16/22 | Open |  | 268800 | 269036 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/16/22 | Open |  | 231213 | 231415 | Corporate Bonds | Open/Demand |
|  Barclays Capital Inc. | 3.00<sup>(b)</sup> | 09/19/22 | Open |  | 26145 | 26121 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.25<sup>(b)</sup> | 09/19/22 | Open |  | 137000 | 137105 | Capital Trusts | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/19/22 | Open |  | 127925 | 128034 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.42<sup>(b)</sup> | 09/19/22 | Open |  | 25250 | 25271 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 1.00<sup>(b)</sup> | 09/19/22 | Open |  | 132480 | 132490 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.35<sup>(b)</sup> | 09/19/22 | Open |  | 105219 | 105302 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25<sup>(b)</sup> | 09/19/22 | Open |  | 270425 | 270632 | Capital Trusts | Open/Demand |
|  Nomura Securities International, Inc. | 3.25<sup>(b)</sup> | 09/19/22 | Open |  | 155039 | 155157 | Foreign Agency Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.25<sup>(b)</sup> | 09/19/22 | Open |  | 181381 | 181520 | Foreign Agency Obligations | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/19/22 | Open |  | 163125 | 163256 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/19/22 | Open |  | 176241 | 176384 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/19/22 | Open |  | 108160 | 108248 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/19/22 | Open |  | 122550 | 122649 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/19/22 | Open |  | 172860 | 173000 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/19/22 | Open |  | 225920 | 226103 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/20/22 | Open |  | 221835 | 222004 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/20/22 | Open |  | 702799 | 703336 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.40<sup>(b)</sup> | 09/20/22 | Open |  | 122850 | 122940 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> | 09/20/22 | Open |  | 103000 | 103077 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.45<sup>(b)</sup> | 09/20/22 | Open |  | 74786 | 74842 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.48<sup>(b)</sup> | 09/20/22 | Open |  | 312613 | 312850 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/20/22 | Open |  | 235039 | 235222 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/20/22 | Open |  | 312360 | 312603 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/20/22 | Open |  | 230069 | 230251 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65<sup>(b)</sup> | 09/20/22 | Open |  | 720706 | 721287 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/20/22 | Open |  | 336289 | 336534 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/20/22 | Open |  | 302175 | 302396 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/20/22 | Open |  | 500165 | 500533 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/21/22 | Open |  | 463320 | 463639 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/21/22 | Open |  | 1404165 | 1405130 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/21/22 | Open |  | 385400 | 385665 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/21/22 | Open |  | 159985 | 160097 | Corporate Bonds | Open/Demand |

---

S C H E D U L E O F I N V E S T M E N T S 36

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty* | *Interest<br>Rate* | *Trade<br>Date* | *Maturity<br>Date<sup>(a)</sup>* | | *Face Value* | *Face Value<br>Including<br>Accrued Interest* | *Type of Non-Cash Underlying<br>Collateral* | *Remaining<br>Contractual Maturity<br>of the Agreements<sup>(a)</sup>* |
|  Credit Agricole Corporate and Investment Bank | 3.34%<sup>(b)</sup> | 09/21/22 | Open |  | $424907 | $425183 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 3.40<sup>(b)</sup> | 09/21/22 | Open |  | 435311 | 435600 | Corporate Bonds | Open/Demand |
|  Bank of America N.A. | 3.15 | 09/22/22 | 11/04/22 |  | 116494 | 116575 | Corporate Bonds | 31-90 Days |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/22/22 | Open |  | 83190 | 83257 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/22/22 | Open |  | 65860 | 65909 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/23/22 | Open |  | 719200 | 719550 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.48<sup>(b)</sup> | 09/23/22 | Open |  | 564480 | 564862 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.30<sup>(b)</sup> | 09/23/22 | Open |  | 212510 | 212607 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 2.25<sup>(b)</sup> | 09/23/22 | Open |  | 81575 | 81550 | Corporate Bonds | Open/Demand |
|  Bank of America N.A. | 3.50 | 09/26/22 | 11/04/22 |  | 1347401 | 1347925 | Corporate Bonds | 31-90 Days |
|  Barclays Capital, Inc. | 3.30<sup>(b)</sup> | 09/27/22 | Open |  | 475037 | 475168 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 257400 | 257475 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 772817 | 773043 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 381860 | 381971 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 856935 | 857185 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 384037 | 384150 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 850905 | 851153 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 637440 | 637626 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/27/22 | Open |  | 751590 | 751809 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.35<sup>(b)</sup> | 09/27/22 | Open |  | 289460 | 289541 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.35<sup>(b)</sup> | 09/27/22 | Open |  | 230490 | 230554 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.35<sup>(b)</sup> | 09/27/22 | Open |  | 191148 | 191236 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.35<sup>(b)</sup> | 09/27/22 | Open |  | 366730 | 366832 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> | 09/27/22 | Open |  | 120150 | 120184 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.43<sup>(b)</sup> | 09/27/22 | Open |  | 140338 | 140378 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.48<sup>(b)</sup> | 09/27/22 | Open |  | 868477 | 868729 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.49<sup>(b)</sup> | 09/27/22 | Open |  | 696386 | 696724 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.49<sup>(b)</sup> | 09/27/22 | Open |  | 524000 | 524152 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/27/22 | Open |  | 400881 | 401000 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/27/22 | Open |  | 404172 | 404292 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/27/22 | Open |  | 193545 | 193603 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.60<sup>(b)</sup> | 09/27/22 | Open |  | 1442082 | 1442515 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.65<sup>(b)</sup> | 09/27/22 | Open |  | 428964 | 429094 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/27/22 | Open |  | 221959 | 222021 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/27/22 | Open |  | 359004 | 359105 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/27/22 | Open |  | 325316 | 325408 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.38<sup>(b)</sup> | 09/27/22 | Open |  | 875287 | 875534 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 157675 | 157720 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 128858 | 128894 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 127250 | 127286 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 144718 | 144759 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 166200 | 166247 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 156650 | 156694 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 196477 | 196533 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 153259 | 153302 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 157290 | 157335 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 322740 | 322831 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 221500 | 221563 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 170775 | 170823 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 243460 | 243529 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.40<sup>(b)</sup> | 09/27/22 | Open |  | 1144500 | 1144824 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.42<sup>(b)</sup> | 09/27/22 | Open |  | 561474 | 561634 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.42<sup>(b)</sup> | 09/27/22 | Open |  | 121009 | 121066 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.42<sup>(b)</sup> | 09/27/22 | Open |  | 294440 | 294524 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | 3.50<sup>(b)</sup> | 09/28/22 | Open |  | 233306 | 233352 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A. | 3.55<sup>(b)</sup> | 09/28/22 | Open |  | 508005 | 508205 | Corporate Bonds | Open/Demand |
|  Bank of America N.A. | 3.40 | 09/29/22 | 11/04/22 |  | 1269427 | 1269547 | Corporate Bonds | 31-90 Days |
|  Barclays Capital, Inc. | 3.25<sup>(b)</sup> | 09/29/22 | Open |  | 638910 | 638968 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.36<sup>(b)</sup> | 09/29/22 | Open |  | 408249 | 408249 | Corporate Bonds | Open/Demand |

---

37.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**Reverse Repurchase Agreements (continued)** 

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  *Counterparty* | *Trade<br>Date* | *Maturity Date<sup>(a)</sup>* | *Face Value* | | *Face Value Including Accrued Interest* | *Type of No-Cash Underlying*<br> *Collateral* | *Remaining*<br> *Contractual Maturity*<br> *of the Agreements(a)* |
|  HSBC Securities (USA), Inc.<br> 3.25%<sup>(b)</sup> | 09/29/22 | Open | $366055 |  | $366088 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC<br> 3.25<sup>(b)</sup> | 09/29/22 | Open | 760410 |  | 760479 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC<br> 3.40<sup>(b)</sup> | 09/29/22 | Open | 70070 |  | 70077 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC<br> 3.24<sup>(b)</sup> | 09/29/22 | Open | 265050 |  | 265074 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 369112 |  | 369112 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 800300 |  | 800300 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 178770 |  | 178770 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 368722 |  | 368723 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 498812 |  | 498812 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 1413484 |  | 1413484 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A.<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 607081 |  | 607081 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 389002 |  | 389002 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC<br> 0.00<sup>(b)</sup> | 09/30/22 | Open | 46343 |  | 46343 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC<br> 3.40<sup>(b)</sup> | 09/30/22 | Open | 1852867 |  | 1853042 | Corporate Bonds | Open/Demand |
|  |  |  | $282768281 |  | $283640374 |  |  |

---

<sup>(a)</sup> Certain agreements have no stated maturity and can be terminated by either party at any time.

<sup>(b)</sup> Variable rate security. Rate as of period end and maturity is the date the principal owed can be recovered through demand.

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

**Futures Contracts** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Description* | *Number of<br>Contracts* | *Expiration<br>Date* | *Notional<br>Amount (000)* | *Value/<br>Unrealized<br>Appreciation<br>(Depreciation)* |
|  Long Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Ultra Long Treasury Note | 119 | 12/20/22 | $14103 | $(929044) |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 380 | 12/30/22 | 78019 | (955944) |
|  |  |  |  | (1884988) |
|  Short Contracts |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | 10 | 12/13/22 | 10247 | 25991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 394 | 12/20/22 | 44153 | 1944930 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Long Bond | 44 | 12/20/22 | 5566 | 406927 |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | 46 | 12/20/22 | 6288 | 484386 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 22 | 12/30/22 | 2364 | 49 |
|  |  |  |  | 2862283 |
|  |  |  |  | $977295 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br>Appreciation<br>(Depreciation)* |
| USD | 253629 | EUR | 251250 | Bank of America N.A. | 12/14/22 | $6082 |
| USD | 823824 | EUR | 820000 | Morgan Stanley & Co.International PLC | 12/21/22 | 15274 |
| USD | 4748607 | EUR | 4726000 | Morgan Stanley & Co. International PLC | 12/21/22 | 88598 |
| USD | 1059878 | GBP | 922000 | Bank of America N.A. | 12/21/22 | 29209 |
| USD | 1353143 | GBP | 1177000 | Bank of America N.A. | 12/21/22 | 37420 |
| USD | 3146285 | GBP | 2737000 | Bank of America N.A. | 12/21/22 | 86696 |
|  |  |  |  |  |  | $263279 |

---

S C H E D U L E O F I N V E S T M E N T S 38

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**OTC Credit Default Swaptions Purchased** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the Fund* | *Received by the Fund* |  |  | *Expiration* | *Credit* | *Exercise* | *Notional* |  |  |
| *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Date* | *Rating<sup>(a)</sup>* | *Price* | *Amount (000)<sup>(b)</sup>* |  | *Value* |
|  Call |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Sold Protection 5-Year Credit Default Swap, 06/20/27 | ITRAXX.XO.37.V1 | 5.00% | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 300.00 | EUR | 100 | $19 |
|  Put |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 06/20/27 | 5.00% | ITRAXX.XO.37.V1 | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 750.00 | EUR | 100 | 787 |
|  |  |  |  |  |  |  |  |  |  | $806 |

---

<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 Credit Default Swaptions Written** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Paid by the<br>Fund* | *Received by the Fund* |  |  | *Expiration* | *Credit* | *Exercise* | *Notional* |  |
| *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Date* | *Rating<sup>(a)</sup>* | *Price* | *Amount (000)<sup>(b)</sup>* | *Value* |
| Call |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Buy Protection 5-Year Credit Default Swap, 06/20/27 | 5.00% | ITRAXX.XO.37.V1 | Quarterly | Barclays Bank PLC | 11/16/22 | NR | EUR 525.00 | EUR 100 | $(552) |

---

<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 Credit Default Swaps — Buy Protection** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate Paid<br>by the Fund* | *Payment<br>Frequency* | *Termination<br>Date* | *Notional<br>Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  CDX.NA.HY.39.V1 | 5.00% | Quarterly | 12/20/27 | USD 3,900 | $152899 | $164926 | $(12027) |
|  CDX.NA.IG.39.V1 | 1.00 | Quarterly | 12/20/27 | USD 21,030 | 64550 | (29733) | 94283 |
|  |  |  |  |  | $217449 | $135193 | $82256 |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Paid by the Fund | Paid by the Fund | Received by the Fund | Received by the Fund | *Effective* | *Termination* | *Notional* | *Notional* |  | *Upfront*<br> *Premium*<br> *Paid* | *Unrealized*<br> *Appreciation* |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Date* | *Date* | *Amount (000)* | *Amount (000)* | *Value* | *(Received)* | *(Depreciation)* |
| 3-Month LIBOR,<br>3.75% | Quarterly | 1.57% | Semi-Annual | N/A | 02/11/30 | USD | 5 | $(763) | $158 | $(921) |
| 1.61% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 03/28/32 | USD | 9300 | 1663447 | 142 | 1663305 |
| 1.66% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 04/25/32 | USD | 9020 | 1566180 | 140 | 1566040 |
| 3-Month LIBOR,<br>3.75% | Quarterly | 1.93% | Semi-Annual | N/A | 10/22/51 | USD | 2500 | (659952) | 77 | (660029) |
|  |  |  |  |  |  |  |  | $2568912 | $517 | $2568395 |

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing*<br> *Rate Received<br>by the Fund*  | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* | *Credit*<br> *Rating<sup>(a)</sup>*  | *Credit*<br> *Rating<sup>(a)</sup>*  | *Notional*<br> *Amount (000)<sup>(b)</sup>* | *Value* | *Upfront*<br> *Premium*<br> *Paid*<br> *(Received)* | *Unrealized*<br> *Appreciation*<br> *(Depreciation)* |
| Casino, Guichard-Perrachon S.A | 5.00% | Quarterly | JPMorgan Chase Bank<br>N.A. | 06/20/23 | B | EUR | 20 | $(2370) | $(1292) | $(2370) |
| Novafives S.A.S | 5.00 | Quarterly | Citibank N.A. | 06/20/23 | B- | EUR | 10 | (835) | (501) | (835) |
| Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank<br>N.A. | 06/20/25 | BB | EUR | 10 | (174) | 425 | (174) |
| Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank<br>N.A. | 12/20/25 | B | EUR | 10 | (714) | 892 | (714) |
| CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank<br>N.A. | 12/20/26 | BB+ | EUR | 30 | (1705) | 1134 | (1705) |
| Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Bank of America N.A. | 12/20/26 | B+ | EUR | 20 | (3197) | (741) | (3197) |
| Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Barclays Bank PLC | 12/20/26 | B+ | EUR | 10 | (2376) | 377 | (2376) |

---

39.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate Received<br>by the Fund* | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* | *Credit<br>Rating<sup>(a)</sup>* | *Notional<br>Amount<br>(000)<sup>(b)</sup>* | *Notional<br>Amount<br>(000)<sup>(b)</sup>* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  Jaguar Land Rover Automotive PLC | 5.00% | Quarterly | Credit Suisse International | 12/20/26 | B+ | EUR | 10 | $(1943) | $388 | $(2331) |
|  K&S AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/26 | BB | EUR | 10 | 85 | 764 | (679) |
|  CMA CGM SA | 5.00 | Quarterly | Barclays Bank PLC | 06/20/27 | BB+ | EUR | 2 | (73) | 63 | (136) |
|  CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 40 | (1359) | 1741 | (3100) |
|  CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 12 | (400) | 378 | (778) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 12 | (402) | 411 | (813) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 11 | (378) | 386 | (764) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 3 | (107) | 108 | (215) |
|  Ladbrokes Coral Group Ltd. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 10 | (1770) | (1057) | (713) |
|  Ladbrokes Coral Group Ltd. | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 40 | (7081) | (6750) | (331) |
|  Adler Real Estate AG | 5.00 | Quarterly | Bank of America N.A. | 12/20/27 | CCC | EUR | 7 | (2030) | (1783) | (247) |
|  Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 4 | (1220) | (1058) | (162) |
|  Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 12 | (3431) | (2977) | (454) |
|  Adler Real Estate AG | 5.00 | Quarterly | Citibank N.A. | 12/20/27 | CCC | EUR | 4 | (996) | (888) | (108) |
|  Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC | EUR | 8 | (2083) | (1834) | (249) |
|  Adler Real Estate AG | 5.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/27 | CCC | EUR | 5 | (1511) | (1314) | (197) |
|  CMBX.NA.8 | 3.00 | Monthly | Barclays Bank PLC | 10/17/57 | NR | USD | 5000 | (861468) | (480990) | (380478) |
|  CMBX.NA.8 | 3.00 | Monthly | Credit Suisse International Morgan Stanley & Co. | 10/17/57 | NR | USD | 2500 | (430734) | (237977) | (192757) |
|  CMBX.NA.8 | 3.00 | Monthly | International PLC | 10/17/57 | NR | USD | 4450 | (766706) | (560679) | (206027) |
|  CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | NR | USD | 5000 | (972034) | (516600) | (455434) |
|  CMBX.NA.9 | 3.00 | Monthly | Morgan Stanley & Co. International PLC | 09/17/58 | NR | USD | 1528 | (297052) | (165065) | (131987) |
|  |  |  |  |  |  |  |  | $(3363770) | $(1974439) | $(1389331) |

---

<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. 

**Fair Value Hierarchy as of Period End** 

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent
observable inputs are not available (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

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

Certain investments of the Fund were fair valued using net asset value ("NAV") per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

S C H E D U L E O F I N V E S T M E N T S 40

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**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;&nbsp; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | $— | $21000658 | $900074 | $21900732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction & Engineering | 21527 |  |  | 21527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Financial Services |  |  | 5467 | 5467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Durables |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metals & Mining |  | 401 | 350 | 751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software | 30 |  |  | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail |  | 224992 |  | 224992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advertising Agencies |  | 174690 |  | 174690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aerospace & Defense |  | 12444732 |  | 12444732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airlines |  | 9204978 |  | 9204978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Components |  | 5363699 |  | 5363699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobiles |  | 8865210 |  | 8865210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banks |  | 6243874 |  | 6243874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beverages |  | 6547709 |  | 6547709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biotechnology |  | 80247 |  | 80247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Materials |  | 2228508 |  | 2228508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Products |  | 3699409 |  | 3699409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets |  | 5375727 |  | 5375727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chemicals |  | 8235530 |  | 8235530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Services & Supplies |  | 3840651 |  | 3840651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communications Equipment |  | 2388758 |  | 2388758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction Materials |  | 1720428 |  | 1720428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 5954145 |  | 5954145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Finance |  | 5651313 |  | 5651313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Containers & Packaging |  | 2617819 |  | 2617819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Consumer Services |  | 6245438 |  | 6245438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Financial Services |  | 13007561 |  | 13007561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Telecommunication Services |  | 15199203 |  | 15199203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electric Utilities |  | 2878229 |  | 2878229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electrical Equipment |  | 484380 |  | 484380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Equipment, Instruments & Components |  | 1815540 |  | 1815540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Equipment & Services |  | 2397984 |  | 2397984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entertainment |  | 407827 |  | 407827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Environmental, Maintenance & Security Service |  | 3081045 |  | 3081045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity Real Estate Investment Trusts (REITs) |  | 5386867 |  | 5386867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Staples Retailing |  | 5193782 |  | 5193782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Products |  | 2948271 |  | 2948271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gas Utilities |  | 165768 |  | 165768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Supplies |  | 1104236 |  | 1104236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Providers & Services |  | 15134107 |  | 15134107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Technology |  | 4338774 |  | 4338774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure | 11658 | 14544440 |  | 14556098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Durables |  | 2544484 |  | 2544484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Products |  | 103860 |  | 103860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Independent Power and Renewable Electricity Producers |  | 3896986 |  | 3896986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Conglomerates |  | 173153 |  | 173153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insurance |  | 10588613 |  | 10588613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Media & Services |  | 1575241 |  | 1575241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Internet Software & Services |  | 5028784 |  | 5028784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services |  | 6248757 |  | 6248757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leisure Products |  | 501267 |  | 501267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Machinery |  | 3464553 |  | 3464553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media |  | 41895294 |  | 41895294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metals & Mining |  | 8136838 |  | 8136838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multiline Retail |  | 363865 |  | 363865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Offshore Drilling & Other Services |  | 576224 |  | 576224 |

---

41.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

**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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oil, Gas & Consumable Fuels | $63844 | $39279148 | $1176324 | $40519316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pharmaceuticals |  | 3089948 |  | 3089948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 86944 |  | 86944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate Management & Development |  | 2427615 |  | 2427615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Road & Rail |  | 2163277 |  | 2163277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment |  | 6667001 |  | 6667001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software |  | 8896678 |  | 8896678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail |  | 1507811 |  | 1507811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology Hardware, Storage & Peripherals |  | 409464 |  | 409464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textiles, Apparel & Luxury Goods |  | 509161 |  | 509161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thrifts & Mortgage Finance |  | 989270 |  | 989270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transportation |  | 75442 |  | 75442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transportation Infrastructure |  | 1157776 |  | 1157776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 2834465 |  | 2834465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless Telecommunication Services |  | 5895708 |  | 5895708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests |  | 254068109 | 16380382 | 270448491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 8208077 |  | 8208077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 2432915 |  |  | 2432915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities |  | 11206717 |  | 11206717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Interests |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Trusts |  | 23284945 |  | 23284945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 9308388 |  |  | 9308388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities |  | 39795372 |  | 39795372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 3588 |  |  | 3588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Options Purchased |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts |  | 806 |  | 806 |
|  Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests<sup>(a)</sup>  |  | (30528) | (7387) | (37915) |
|  | $11841950 | $703818055 | $18455210 | 734115215 |
|  Investments Valued at NAV<sup>(b)</sup>  |  |  |  | 2303 |
|  |  |  |  | $734117518 |
|  Derivative Financial Instruments<sup>(c)</sup>  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | $— | $94283 | $— | $94283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts |  | 263279 |  | 263279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | 2862283 | 3229345 |  | 6091628 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts |  | (1401910) |  | (1401910) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | (1884988) | (660950) |  | (2545938) |
|  | $977295 | $1524047 | $— | $2501342 |

---

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

<sup>(b)</sup> Certain investments of the Fund were fair valued using NAV per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

<sup>(c)</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. 

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $283,640,374 are categorized as Level 2 within the fair value hierarchy.

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed<br>Securities* | *Common*<br> *Stocks* | *Corporate<br>Bonds* | *Floating<br>Rate Loan<br>Interests* | *Other Interests* | *Unfunded<br>Floating<br>Rate Loan<br>Interests* | *Total* |
|  **Assets/Liabilities**<br>|  |  |  |  |  |  |  |
|  Opening balance, as of December 31, 2021 | $1084298 | $5841 | $1347279 | $6516371 | $— <sup>(a)</sup> | $(127) | $8953662 |
|  Transfers into Level 3<sup>(b)</sup>  |  |  |  | 12371483 |  | (349) | 12371134 |
|  Transfers out of Level 3<sup>(c)</sup>  |  |  |  | (2485691) |  |  | (2485691) |
|  Accrued discounts/premiums | (46359) |  |  | 114078 |  |  | 67719 |

---

S C H E D U L E O F I N V E S T M E N T S 42

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Limited Duration Income Trust (BLW)** |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | *Asset-Backed<br>Securities* | *Common<br>Stocks* | *Corporate*<br> *Bonds* | *Floating*<br> *Rate Loan*<br> *Interests* | *Other Interests* | *Unfunded<br>Floating<br>Rate Loan<br>Interests* | *Total* |
|  Net realized gain (loss) | $— | $— | $— | $10991 | $— | $— | $10991 |
|  Net change in unrealized appreciation (depreciation)<sup>(d)</sup>  | $(48951) | $(24) | $(134240) | $(1731571) | $— | $(6911) | $(1921697) |
|  Purchases |  |  |  | 3666918 |  |  | 3666918 |
|  Sales | (88914) |  | (36715) | (2082197) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  | (2207826) |
|  Closing balance, as of September 30, 2022 | $900074 | $5817 | $1176324 | $16380382 | $— <sup>(a)</sup> | $(7387) | $18455210 |
|  Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022<sup>(d)</sup>  | $(50270) | $(24) | $(134240) | $(1702318) | $— | $(6911) | $(1893763) |

---

<sup>(a)</sup> Rounds to less than $1. 

<sup>(b)</sup> As of December 31, 2021, the Fund used observable inputs in determining the value of certain investments. As of September 30, 2022, the Fund used significant unobservable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 2 to Level 3 in the disclosure hierarchy. 

<sup>(c)</sup> As of December 31, 2021, the Fund used significant unobservable inputs in determining the value of certain investments. As of September 30, 2022, the Fund used observable inputs in determining the value of the same investments. As a result, investments at beginning of period value were transferred from Level 3 to Level 2 in the disclosure hierarchy. 

<sup>(d)</sup> Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022 is generally due to investments no longer held or categorized as Level 3 at period end.

The Fund's financial instruments that are categorized as Level 3 were valued utilizing third-party pricing information without adjustment. Such valuations are based on unobservable inputs. A significant change in third-party information could result in a significantly lower or higher value of such Level 3 financial instruments.

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| EUR | Euro |
| GBP | British Pound |
| USD | United States Dollar |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| ABS | Asset-Backed Security |
| CDI | CREST Depository Interest |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company |
| DIP | Debtor-In-Possession |
| ETF | Exchange-Traded Fund |
| EURIBOR | Euro Interbank Offered Rate |
| LIBOR | London Interbank Offered Rate |
| PCL | Public Company Limited |
| PIK | Payment-in-Kind |
| REIT | Real Estate Investment Trust |
| SAB | Special Assessment Bonds |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |

---

43.0

## 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 Ltd Duration Income Trust

- **b. Investment Company Act file number:** 811-21349

- **c. CIK number of Registrant:** 0001233681

- **d. LEI of Registrant:** 4VIZ12RURKQTKPDDB492

- **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 Ltd Duration Income Trust

- **c. LEI of Series:** 4VIZ12RURKQTKPDDB492

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-09-30

**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:** $776919537.00

**Total Liabilities:** $307275049.51

**Net Assets:** $469644487.49

**Delayed Delivery Securities:** $21697013.55

**Cash Not Reported:** $18598297.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8688.50000000 | **1-Year:** 2298.17000000 | **5-Year:** 13453.05000000 | **10-Year:** 15431.29000000 | **30-Year:** 26811.56000000

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

- **3-Month:** 88448.35000000 | **1-Year:** 3851.04000000 | **5-Year:** 106891.19000000 | **10-Year:** 2852.00000000 | **30-Year:** 14230.81000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 6.24%                | -0.97%               | -5.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2182290.58             | $30122753.90                               |
| Month 2  | $-1503278.93             | $-8779059.80                               |
| Month 3  | $-2591874.02             | $-27906591.32                              |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                 | Title                                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    459000 | PA      | $409657.50    | 0.09%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    474000 | PA      | $348383.70    | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GREENKO SOLAR MAURITIUS                              | Greenko Solar Mauritius Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $166250.00    | 0.04%             | 2026-07-29      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -486750 | PA      | $-486750.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $192080.20    | 0.04%             | 2033-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LLOYDS BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1121875 | PA      | $-1121875.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MGM RESORTS                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -374920 | PA      | $-374920.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11687.08     | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| HERENS HOLDCO SARL                                   | Herens Holdco Sarl                                                                  | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    612000 | PA      | $489600.00    | 0.10%             | 2028-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $125501.25    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Clear Creek CLO Ltd                                  | Clear Creek CLO                                                                     | CUSIP: 18452LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224034.88    | 0.05%             | 2030-10-20      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1615837 | PA      | $-1615836.80  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc         | BAMLL Commercial Mortgage Securities Trust 2015-200P                                | CUSIP: 05526QAG1<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |   4830000 | PA      | $4392124.76   | 0.94%             | 2033-04-14      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| GCI LLC                                              | GCI LLC                                                                             | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    198000 | PA      | $164390.49    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Trident TPI Holdings, Inc.                           | Trident TPI Holdings, Inc. 2021 Incremental Term Loan                               | CUSIP: 00216EAE9<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    452992 | PA      | $428303.97    | 0.09%             | 2028-09-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133788.60    | 0.03%             | 2028-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP                                    | Clarios Global LP                                                                   | CUSIP: 18060TAA3<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    486000 | PA      | $475905.78    | 0.10%             | 2025-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $72605.24     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    411000 | PA      | $373003.05    | 0.08%             | 2025-08-04      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Tibco Software Inc.                                  | Tibco Software Inc. 2022 USD Term Loan                                              | CUSIP: 000000000<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   2054471 | PA      | $1840949.83   | 0.39%             | 2029-03-30      | Floating      | 8.15%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAE7<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6497.75      | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Calpine Corp                                         | Calpine Corp                                                                        | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    221000 | PA      | $208325.65    | 0.04%             | 2026-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33670.00     | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Penn National Gaming, Inc.                           | Penn National Gaming, Inc. 2022 Term Loan B                                         | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    616795 | PA      | $591950.64    | 0.13%             | 2029-05-03      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| DP WORLD SALAAM                                      | DP World Salaam                                                                     | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192812.50    | 0.04%             | 2025-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NMG HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -321750 | PA      | $-321750.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| VIKING OCEAN CRUISES SHI                             | Viking Ocean Cruises Ship VII Ltd                                                   | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    183000 | PA      | $142282.50    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| NIELSEN FINANCE LLC/CO                               | Nielsen Finance LLC / Nielsen Finance Co                                            | CUSIP: 65409QBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    479000 | PA      | $475420.67    | 0.10%             | 2028-10-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MADISON IAQ                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -178770 | PA      | $-178770.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91634.68     | 0.02%             | 2025-10-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1634126 | PA      | $-1634126.09  | -0.35%            |  |  |  | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $107638.29    | 0.02%             | 2026-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    490000 | PA      | $462368.90    | 0.10%             | 2025-06-16      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -577219 | PA      | $-577218.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $12500.00     | 0.00%             | 2024-10-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.  | Element Materials Technology Group US Holdings Inc. 2022 USD Delayed Draw Term Loan | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    309673 | PA      | $289931.50    | 0.06%             | 2029-07-06      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    112000 | PA      | $104720.00    | 0.02%             | 2028-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHINA AOYUAN GROUP LTD                               | China Aoyuan Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $25000.00     | 0.01%             | 2024-02-08      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                | AssuredPartners, Inc. 2020 Term Loan B                                              | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    535047 | PA      | $505619.68    | 0.11%             | 2027-02-12      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    104000 | PA      | $70382.73     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp                                  | CNT Holdings I Corp 2020 Term Loan                                                  | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    597004 | PA      | $567685.48    | 0.12%             | 2027-11-08      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP PIONEER NAT                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -366055 | PA      | $-366055.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BLACK HILLS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -274119 | PA      | $-274118.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | FSWP: USD 1.610000 28-MAR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9300000 | OU      | $1663163.01   | 0.35%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PERFORMANCE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -315506 | PA      | $-315506.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -497736 | PA      | $-497736.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -295650 | PA      | $-295650.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                             | Acuris Finance US Inc / Acuris Finance SARL                                         | CUSIP: 00511BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $336505.00    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan C                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     36475 | PA      | $35296.50     | 0.01%             | 2028-11-30      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    459000 | PA      | $440006.58    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    384000 | PA      | $365586.40    | 0.08%             | 2025-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -289460 | PA      | $-289460.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 67421QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $86625.00     | 0.02%             | 2029-04-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC                                  | Global Payments Inc                                                                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95274.05     | 0.02%             | 2027-08-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $29208.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117353.93    | 0.02%             | 2025-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP STANDARD CH                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1425000 | PA      | $-1425000.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $113112.00    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PDC Energy Inc                                       | PDC Energy Inc                                                                      | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73813.31     | 0.02%             | 2024-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP V                                | Crown Americas LLC / Crown Americas Capital Corp V                                  | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    196000 | PA      | $177552.48    | 0.04%             | 2026-09-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| M6 ETX Holdings II Midco LLC                         | M6 ETX Holdings II Midco LLC Term Loan B                                            | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103000 | PA      | $100940.00    | 0.02%             | 2029-09-19      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| ION TRADING TECHNOLOGIES                             | ION Trading Technologies Sarl                                                       | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $163000.00    | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    391000 | PA      | $334524.48    | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| USIC Holdings, Inc.                                  | USIC Holdings, Inc. 2021 Term Loan                                                  | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |    708617 | PA      | $662259.50    | 0.14%             | 2028-05-12      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| MED ParentCo LP                                      | MED ParentCo LP 1st Lien Term Loan                                                  | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |    822251 | PA      | $689317.81    | 0.15%             | 2026-08-31      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    129000 | PA      | $109005.00    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS                              | NMG Holding Co Inc / Neiman Marcus Group LLC                                        | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    396000 | PA      | $363865.32    | 0.08%             | 2026-04-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1182000 | PA      | $960046.04    | 0.20%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -435311 | PA      | $-435311.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLEGIANT TRAVEL CO                                  | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |    113000 | PA      | $106502.50    | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $13862.18     | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Beacon Roofing Supply, Inc.                          | Beacon Roofing Supply, Inc. 2021 Term Loan B                                        | CUSIP: 07368RAF8<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    615694 | PA      | $592605.08    | 0.13%             | 2028-05-19      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Proppants Holdings LLC                               | PROPPANTS HOLDINGS LLC NEWCO E                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $350.02       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $628860.00    | 0.13%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Informatica LLC                                      | Informatica LLC 2021 USD Term Loan B                                                | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   1807517 | PA      | $1749911.43   | 0.37%             | 2028-10-27      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Allied Universal                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1548101.25   | 0.33%             | 2026-07-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                               | Credit Suisse Group AG                                                              | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    295000 | PA      | $214612.50    | 0.05%             | 2026-08-21      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362042.89    | 0.08%             | 2026-01-08      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    106000 | PA      | $86375.16     | 0.02%             | 2029-02-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48708.72     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CONNECT FIN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1404165 | PA      | $-1404165.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $12500.00     | 0.00%             | 2025-05-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TAP ROCK RESOURCES LLC                               | Tap Rock Resources LLC                                                              | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    768000 | PA      | $702086.40    | 0.15%             | 2026-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2021 USD Term Loan B                                          | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1220646 | PA      | $1182879.68   | 0.25%             | 2028-04-13      | Floating      | 5.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP TELECOM ITA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -314280 | PA      | $-314280.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MOLINA HEAL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -157675 | PA      | $-157675.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CONSTELLIUM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -517860 | PA      | $-517860.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| EMBECTA CORP                                         | Embecta Corp                                                                        | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    152000 | PA      | $140328.49    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    683000 | PA      | $522495.00    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     39000 | PA      | $32272.70     | 0.01%             | 2030-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAD2<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    232000 | PA      | $226548.00    | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Term Loan                                                       | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   1112410 | PA      | $973358.75    | 0.21%             | 2028-10-08      | Floating      | 6.87%                 | No            | 3                  | On Loan: No      |
| HEUNGKUK LIFE INSURANCE                              | Heungkuk Life Insurance Co Ltd                                                      | CUSIP: 000000000<br>LEI: 988400EEEB3WBUD4BW44 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197537.50    | 0.04%             | 2022-11-09      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| CIENA CORP                                           | Ciena Corp                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    104000 | PA      | $86840.00     | 0.02%             | 2030-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIAVI SOLUTIONS INC                                  | Viavi Solutions Inc                                                                 | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    355000 | PA      | $284028.40    | 0.06%             | 2029-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1498340 | PA      | $1447216.54   | 0.31%             | 2026-10-30      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38821.57     | 0.01%             | 2029-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1474450 | PA      | $-1474450.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| PIKE CORP                                            | Pike Corp                                                                           | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64800.00     | 0.01%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc                                | SS&C Technologies Inc                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1389271.52   | 0.30%             | 2027-09-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                      | Golub Capital Partners CLO 55B LTD                                                  | CUSIP: 38178QAA6<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222966.83    | 0.05%             | 2034-07-20      | Floating      | 9.27%                 | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2019 USD Term Loan B3                                         | CUSIP: 08078UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408450 | PA      | $396196.50    | 0.08%             | 2026-10-30      | Floating      | 5.06%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -362006 | PA      | $-362006.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MELCO RESORTS FINANCE                                | Melco Resorts Finance Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $173000.00    | 0.04%             | 2026-04-26      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                      | SWAP/CDSWAP/ICE: (CDX.NA.HY.39.V1)                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3900000 | OU      | $152899.26    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                  | American Express Co                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    735000 | PA      | $566447.21    | 0.12%             | 2026-09-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1004000 | PA      | $897946.74    | 0.19%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TELEFLEX IN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -265628 | PA      | $-265627.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587000 | PA      | $524742.78    | 0.11%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF COLOMBIA                                 | Colombia Government International Bond                                              | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    430000 | PA      | $298393.13    | 0.06%             | 2031-04-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP IRON MOUNTA                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -144695 | PA      | $-144695.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINT CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -504735 | PA      | $-504735.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco Limited                           | CD&R Firefly Bidco Limited 2018 GBP Term Loan B1                                    | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $976981.21    | 0.21%             | 2025-06-23      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -3388500 | PA      | $-3388500.00  | -0.72%            |  |  |  | No            | 2                  | On Loan: No      |
| ARKO CORP                                            | Arko Corp                                                                           | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $141180.00    | 0.03%             | 2029-11-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Bausch Health Companies Inc.                         | Bausch Health Companies Inc. 2022 Term Loan B                                       | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    600998 | PA      | $460046.26    | 0.10%             | 2027-02-01      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    416000 | PA      | $339314.56    | 0.07%             | 2029-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PICASSO FIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -365219 | PA      | $-365218.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| IHS HOLDING LTD                                      | IHS Holding Ltd                                                                     | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $153975.00    | 0.03%             | 2028-11-29      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |    198000 | PA      | $171772.92    | 0.04%             | 2029-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -204350 | PA      | $-204350.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86545.61     | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AmWINS Group, Inc.                                   | AmWINS Group, Inc. 2021 Term Loan B                                                 | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   1007174 | PA      | $961619.94    | 0.20%             | 2028-02-19      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP POST HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -83190 | PA      | $-83190.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| AG TTMT ESCROW ISSUER                                | AG TTMT Escrow Issuer LLC                                                           | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $72380.00     | 0.02%             | 2027-09-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| GRUPO AVAL LTD                                       | Grupo Aval Ltd                                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $143875.00    | 0.03%             | 2030-02-04      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DIC ASSET AG                                         | DIC Asset AG                                                                        | CUSIP: 000000000<br>LEI: 52990044JL2ZPWONU738 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $69810.93     | 0.01%             | 2026-09-22      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -234156 | PA      | $-234156.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                               | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1526381.90   | 0.33%             | 2079-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Momentive Performance Materials Inc.                 | Momentive Performance Materials Inc. Term Loan B                                    | CUSIP: 60877JAB8<br>LEI: 54930021ZH8MCUXACZ50 | Long             | LON              | CORP              | US        |    682419 | PA      | $661093.14    | 0.14%             | 2024-05-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| TENDAM BRANDS SAU                                    | Tendam Brands SAU                                                                   | CUSIP: 000000000<br>LEI: 959800F8A7CLAN0C2203 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $92467.73     | 0.02%             | 2024-09-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.             | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan              | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    546364 | PA      | $539763.99    | 0.11%             | 2025-02-28      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP POST HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -221850 | PA      | $-221850.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings, Inc.                     | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                   | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    668493 | PA      | $521344.62    | 0.11%             | 2026-04-22      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AVAYA INC.                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -235089 | PA      | $-235088.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $23803.08     | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                              | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                          | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    342000 | PA      | $229211.38    | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -355515 | PA      | $-355515.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -297754 | PA      | $-297753.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP TRIVIUM PAC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1078221 | PA      | $-1078221.25  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| VERMILION ENERGY INC                                 | Vermilion Energy Inc                                                                | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $146280.00    | 0.03%             | 2030-05-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                             | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    208000 | PA      | $153976.16    | 0.03%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -461929 | PA      | $-461928.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| XEROX CORPORATION                                    | Xerox Corp                                                                          | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1303.29      | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    312000 | PA      | $264026.88    | 0.06%             | 2030-01-31      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                                | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    397000 | PA      | $379333.50    | 0.08%             | 2027-03-28      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| KINETIK HOLDINGS LP                                  | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    553000 | PA      | $506359.43    | 0.11%             | 2030-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $295200.00    | 0.06%             | 2028-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Callon Petroleum Co                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    119000 | PA      | $107229.71    | 0.02%             | 2026-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $34165.96     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ASP Blade Holdings, Inc                              | ASP Blade Holdings, Inc Initial Term Loan                                           | CUSIP: 00217HAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110388 | PA      | $96479.24     | 0.02%             | 2028-10-13      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BF0<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164280.35    | 0.03%             | 2027-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Ltd                      | Benefit Street Partners CLO XX Ltd                                                  | CUSIP: 08182FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224481.38    | 0.05%             | 2034-07-15      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -322740 | PA      | $-322740.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                     | Societe Generale SA                                                                 | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $1541925.00   | 0.33%             | 2030-11-18      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Whitebox CLO I Ltd                                   | Whitebox Clo II Ltd                                                                 | CUSIP: 96466CAU2<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $450717.10    | 0.10%             | 2034-10-24      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Core & Main LP                                       | Core & Main LP 2021 Term Loan B                                                     | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1814296 | PA      | $1730384.38   | 0.37%             | 2028-07-27      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -228619 | PA      | $-228618.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $179272.50    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1126187.50   | 0.24%             | 2025-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    377000 | PA      | $284163.75    | 0.06%             | 2031-09-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    178000 | PA      | $124713.92    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Banff Merger Sub Inc                                 | Banff Merger Sub Inc 2021 USD Term Loan                                             | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    752743 | PA      | $711703.52    | 0.15%             | 2025-10-02      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AETHON UNIT                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -469405 | PA      | $-469405.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROGERS COMM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -499356 | PA      | $-499356.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| THETA CAPITAL PTE LTD                                | Theta Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $154412.50    | 0.03%             | 2025-01-22      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -604670 | PA      | $-604670.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SCIL IV LLC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -153259 | PA      | $-153258.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| McDonald's Corp                                      | McDonald's Corp                                                                     | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    405000 | PA      | $390439.13    | 0.08%             | 2026-01-30      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WYNN RESORT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -469680 | PA      | $-469680.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (COFP)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     20000 | OU      | $-3662.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37197.66     | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CREDIT AGRI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -137000 | PA      | $-137000.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Corp                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209522.40    | 0.04%             | 2026-12-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1440268.18   | 0.31%             | 2027-07-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $709337.98    | 0.15%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                      | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $410077.00    | 0.09%             | 2028-06-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -196966 | PA      | $-196966.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SPRINGLEAF                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -166200 | PA      | $-166200.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $223837.50    | 0.05%             | 2032-09-23      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     67000 | PA      | $50159.55     | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MASONITE INTERNATIONAL C                             | Masonite International Corp                                                         | CUSIP: 575385AD1<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    101000 | PA      | $89337.53     | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -566950 | PA      | $-566950.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                             | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    249000 | PA      | $219615.51    | 0.05%             | 2026-01-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MOZART DEBT                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -856935 | PA      | $-856935.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                             | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV              | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $151442.21    | 0.03%             | 2027-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -508970 | PA      | $-508970.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BIDFAIR HOL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -170970 | PA      | $-170970.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                               | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274050.00    | 0.06%             | 2027-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc.                                  | Galaxy US Opco Inc. Term Loan                                                       | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089000 | PA      | $1020937.50   | 0.22%             | 2029-04-29      | Floating      | 7.78%                 | No            | 3                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $509912.50    | 0.11%             | 2027-05-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP MGIC INVEST                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -146334 | PA      | $-146333.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        | -10179432 | PA      | $-10179431.56 | -2.17%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP COLGATE ENE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -280194 | PA      | $-280193.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                             | Novelis Sheet Ingot GmbH                                                            | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $153916.87    | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                              | Sasol Financing USA LLC                                                             | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149600.00    | 0.03%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1649260.00   | 0.35%             | 2026-02-18      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     53253 | NS      | $1290320.19   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                          | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    166000 | PA      | $110805.00    | 0.02%             | 2030-05-01      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     71000 | PA      | $53960.00     | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP ENTEGRIS ES                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1161185 | PA      | $-1161185.00  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| Arches Buyer Inc.                                    | Arches Buyer Inc. 2021 Term Loan B                                                  | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    375100 | PA      | $336419.69    | 0.07%             | 2027-12-06      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    916000 | PA      | $760195.31    | 0.16%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SBA COMMUNI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -536869 | PA      | $-536868.75   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $166975.38    | 0.04%             | 2028-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    112000 | PA      | $88632.09     | 0.02%             | 2029-05-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                              | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                     | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $564630.48    | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AVIS BUDGET                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -26145 | PA      | $-26145.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AY8<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     90000 | PA      | $92025.00     | 0.02%             | 2023-06-01      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Frontier Communications Corp.                        | Frontier Communications Corp. 2021 DIP Term Loan B                                  | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747830 | PA      | $693612.24    | 0.15%             | 2028-05-01      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| METIS MERGER SUB LLC                                 | Metis Merger Sub LLC                                                                | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $166920.00    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOL FINANCE SA                                       | Gol Finance SA                                                                      | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $92725.00     | 0.02%             | 2025-01-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -300694 | PA      | $-300693.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| KWG GROUP HOLDINGS                                   | KWG Group Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    231000 | PA      | $43890.00     | 0.01%             | 2024-11-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| DYCOM INDUSTRIES INC                                 | Dycom Industries Inc                                                                | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    102000 | PA      | $85952.65     | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    238000 | PA      | $194952.12    | 0.04%             | 2032-05-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Medline Borrower, LP                                 | Medline Borrower, LP USD Term Loan B                                                | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   2629722 | PA      | $2413585.35   | 0.51%             | 2028-10-23      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Ziggo Bond Co BV                                     | Ziggo Bond Co BV                                                                    | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    199000 | PA      | $166165.00    | 0.04%             | 2027-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| VIVO ENERGY INVESTMENTS                              | Vivo Energy Investments BV                                                          | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $182000.00    | 0.04%             | 2027-09-24      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184400.68    | 0.04%             | 2033-09-14      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Fleetcor Technologies Operating Company, LLC         | Fleetcor Technologies Operating Company, LLC 2021 Term Loan B4                      | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    949586 | PA      | $913444.79    | 0.19%             | 2028-04-28      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| SLM CORP                                             | SLM Corp                                                                            | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    173000 | PA      | $143204.21    | 0.03%             | 2026-11-02      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    183000 | PA      | $141318.09    | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    872000 | PA      | $776032.04    | 0.17%             | 2028-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAC6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8595.00      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Post Holdings Inc                                    | Post Holdings Inc                                                                   | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     89000 | PA      | $84889.09     | 0.02%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC               | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                             | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204871 | PA      | $1149362.14   | 0.24%             | 2025-08-21      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| GOGO Intermediate Holdings LLC                       | GOGO Intermediate Holdings LLC Term Loan B                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    431633 | PA      | $417929.07    | 0.09%             | 2028-04-30      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Altice France S.A.                                   | Altice France S.A. 2018 Term Loan B13                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1321271 | PA      | $1195750.00   | 0.25%             | 2026-08-14      | Floating      | 6.91%                 | No            | 3                  | On Loan: No      |
| PRESTIGE BRANDS INC                                  | Prestige Brands Inc                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    149000 | PA      | $115758.10    | 0.02%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP HILTON DOME                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -720706 | PA      | $-720706.25   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    686000 | PA      | $599838.40    | 0.13%             | 2026-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -210969 | PA      | $-210968.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| AXALTA COATING SYSTEMS                               | Axalta Coating Systems LLC                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    447000 | PA      | $350425.65    | 0.07%             | 2029-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| AIR CANADA                                           | Air Canada                                                                          | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    384000 | PA      | $329760.00    | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OZLM Ltd                                             | OZLM VIII Ltd                                                                       | CUSIP: 67107FBJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227110.83    | 0.05%             | 2029-10-17      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITED STAT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -65860 | PA      | $-65860.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ICAHN ENTER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -481704 | PA      | $-481703.75   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO III Ltd                                                                  | CUSIP: 14686VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $432011.35    | 0.09%             | 2032-07-20      | Floating      | 9.15%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                    | Clean Harbors Inc                                                                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227887.50    | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1562500 | PA      | $-1562500.00  | -0.33%            |  |  |  | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.     | Freddie Mac Multifamily Structured Pass Through Certificates                        | CUSIP: 3137BFXU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32179642 | PA      | $579593.98    | 0.12%             | 2024-12-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                          | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      3533 | OU      | $-995.48      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TRIVIUM PACKAGING FIN                                | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |   1367000 | PA      | $1206804.55   | 0.26%             | 2027-08-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| SPECIALTY BUILDING PRODU                             | Specialty Building Products Holdings LLC / SBP Finance Corp                         | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $71989.12     | 0.02%             | 2026-09-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    713000 | PA      | $723695.00    | 0.15%             | 2030-09-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                         | Enbridge Inc                                                                        | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1565000 | PA      | $1406465.36   | 0.30%             | 2078-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -194844 | PA      | $-194843.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48725.49     | 0.01%             | 2029-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    252000 | PA      | $220395.15    | 0.05%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $158416.79    | 0.03%             | 2027-12-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM CO                                  | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    549000 | PA      | $480652.25    | 0.10%             | 2030-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HARVEST MIDSTREAM I LP                               | Harvest Midstream I LP                                                              | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56079.48     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Netsmart Technologies, Inc.                          | Netsmart Technologies, Inc. 2020 Term Loan B                                        | CUSIP: 64119DAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575263 | PA      | $547938.20    | 0.12%             | 2027-10-01      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 B PTT                              | United Airlines 2020-1 Class B Pass Through Trust                                   | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39800 | PA      | $37172.06     | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -672785 | PA      | $-672785.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | LU        |    314835 | PA      | $307278.90    | 0.07%             | 2028-07-03      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| IMPULSORA PIPELINE                                   | IMPULSORA PIPELINE                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1363802 | PA      | $1176323.94   | 0.25%             | 2042-12-31      | Fixed         | 6.05%                 | No            | 3                  | On Loan: No      |
| ADAPTHEALTH LLC                                      | AdaptHealth LLC                                                                     | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $21437.65     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP UNITI GROUP                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -209048 | PA      | $-209047.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITEDHEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1400175 | PA      | $-1400175.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $84544.02     | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SCRIPPS ESCROW II INC                                | Scripps Escrow II Inc                                                               | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $13552.40     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2021 Term Loan B6                                                  | CUSIP: 89334GAZ7<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1505997 | PA      | $1456118.71   | 0.31%             | 2028-12-01      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                 | Commercial Metals Co                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59250.00     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SPRINT CAPI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -963525 | PA      | $-963525.00   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $336000.00    | 0.07%             | 2027-11-02      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -325421 | PA      | $-325421.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                   | Vodafone Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83794.28     | 0.02%             | 2080-08-27      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO II Ltd                                                                   | CUSIP: 14686AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231213.80    | 0.05%             | 2032-04-20      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| IAA Inc                                              | IAA Inc                                                                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    372000 | PA      | $339450.00    | 0.07%             | 2027-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Tosca Services, LLC                                  | Tosca Services, LLC 2021 Term Loan                                                  | CUSIP: 89148PAF7<br>LEI: 5493005QOAEK5WNBJW47 | Long             | LON              | CORP              | US        |    578395 | PA      | $506673.62    | 0.11%             | 2027-08-18      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| TEMPO ACQUISITION LLC/FI                             | Tempo Acquisition LLC / Tempo Acquisition Finance Corp                              | CUSIP: 88023JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $158834.08    | 0.03%             | 2025-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hostess Brands, LLC                                  | Hostess Brands, LLC 2019 Term Loan                                                  | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    900939 | PA      | $869531.93    | 0.19%             | 2025-08-03      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| KAIXO BONDCO TELECOM SA                              | Kaixo Bondco Telecom SA                                                             | CUSIP: 000000000<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $76595.82     | 0.02%             | 2029-09-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer, LLC                                | Illuminate Buyer, LLC 2021 Term Loan                                                | CUSIP: 45232UAE8<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    412324 | PA      | $372637.95    | 0.08%             | 2027-06-30      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Brand Energy & Infrastructure Services, Inc.         | Brand Energy & Infrastructure Services, Inc. 2017 Term Loan                         | CUSIP: 10524MAN7<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |   1676173 | PA      | $1454717.35   | 0.31%             | 2024-06-21      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84578.88     | 0.02%             | 2028-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Applied Materials Inc                                | Applied Materials Inc                                                               | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279028.41    | 0.06%             | 2025-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ARD FINANCE SA                                       | ARD Finance SA                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    633484 | PA      | $433746.49    | 0.09%             | 2027-06-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp                                | Northrop Grumman Corp                                                               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $456949.06    | 0.10%             | 2045-04-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17000.00     | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IRON MOUNTA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -277605 | PA      | $-277605.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SS&C Technologies Inc.                               | SS&C Technologies Inc. 2018 Term Loan B3                                            | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |    573097 | PA      | $553548.21    | 0.12%             | 2025-04-16      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                             | Alexandria Real Estate Equities Inc                                                 | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    450000 | PA      | $335464.38    | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AMERICAN BU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -230069 | PA      | $-230068.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    378000 | PA      | $291165.84    | 0.06%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                  | Charles Schwab Corp/The                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2082543.15   | 0.44%             | 2030-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Camelot U.S. Acquisition LLC                         | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                           | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1609335 | PA      | $1553008.28   | 0.33%             | 2026-10-30      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -341351 | PA      | $-341351.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2017 1st Lien Term Loan                                     | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    353222 | PA      | $324081.33    | 0.07%             | 2027-01-29      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NORTHWEST F                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -209348 | PA      | $-209347.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    162000 | PA      | $148004.42    | 0.03%             | 2036-11-03      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Republic of Guatemala                                | Guatemala Government Bond                                                           | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $188412.50    | 0.04%             | 2026-05-03      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LA FINAC ATALIAN SA                                  | La Financiere Atalian SASU                                                          | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $92982.25     | 0.02%             | 2025-05-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Aptiv PLC                                            | Aptiv PLC                                                                           | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    240000 | PA      | $175704.38    | 0.04%             | 2046-10-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HALLIBURTON                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |     -2835 | PA      | $-2835.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MATCH GROUP                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -128858 | PA      | $-128857.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Sotera Health Holdings, LLC                          | Sotera Health Holdings, LLC 2021 Term Loan                                          | CUSIP: 83600VAE1<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |    678000 | PA      | $593250.00    | 0.13%             | 2026-12-11      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -208725 | PA      | $-208725.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                             | CQP Holdco LP / BIP-V Chinook Holdco LLC                                            | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1157199.68   | 0.25%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sotheby's                                            | Sotheby's 2021 Term Loan B                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |   1210054 | PA      | $1167701.84   | 0.25%             | 2027-01-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                               | Volkswagen International Finance NV                                                 | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $76441.56     | 0.02%             | 2031-03-28      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PUMA INTERNATIONAL FINAN                             | Puma International Financing SA                                                     | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $189000.00    | 0.04%             | 2024-10-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc.                               | GFL Environmental Inc. 2020 Term Loan                                               | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |    174190 | PA      | $172078.60    | 0.04%             | 2025-05-30      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -717938 | PA      | $-717937.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSCONT GAS PIPE LINE                              | Transcontinental Gas Pipe Line Co LLC                                               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $256809.43    | 0.05%             | 2028-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1863896.25   | 0.40%             | 2024-09-05      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NCL FINANCE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -163125 | PA      | $-163125.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -777419 | PA      | $-777418.75   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    669000 | PA      | $661915.29    | 0.14%             | 2026-02-01      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AR9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $42065.00     | 0.01%             | 2029-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242491.50    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APACHE CORP                                          | Apache Corp                                                                         | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    137000 | PA      | $107545.00    | 0.02%             | 2049-07-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $108752.90    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP STAPLES INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -312360 | PA      | $-312360.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| NORTHERN OIL AND GAS INC                             | Northern Oil and Gas Inc                                                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    837000 | PA      | $784687.50    | 0.17%             | 2028-03-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Chamberlain Group Inc                                | Chamberlain Group Inc Term Loan B                                                   | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   1449085 | PA      | $1313233.20   | 0.28%             | 2028-11-03      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ELASTIC NV                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -262260 | PA      | $-262260.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -132015 | PA      | $-132015.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ENCOMPASS H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -327438 | PA      | $-327437.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Springs Windows Fashions, LLC                        | Springs Windows Fashions, LLC 2021 Term Loan B                                      | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    357205 | PA      | $277905.49    | 0.06%             | 2028-10-06      | Floating      | 7.60%                 | No            | 2                  | On Loan: No      |
| AqGen Ascensus, Inc.                                 | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                        | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |    231012 | PA      | $206756.13    | 0.04%             | 2029-08-02      | Floating      | 8.81%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $237439.60    | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                             | Outfront Media Capital LLC / Outfront Media Capital Corp                            | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $359902.60    | 0.08%             | 2027-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -389090 | PA      | $-389090.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DARLING ING                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -366730 | PA      | $-366730.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1356000 | PA      | $875127.01    | 0.19%             | 2029-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES INC                                | Nabors Industries Inc                                                               | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    331000 | PA      | $305496.45    | 0.07%             | 2027-05-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment, LLC                          | Fertitta Entertainment, LLC 2022 Term Loan B                                        | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   1989206 | PA      | $1842084.68   | 0.39%             | 2029-01-27      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                  | White Cap Buyer LLC Term Loan B                                                     | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    781479 | PA      | $729706.13    | 0.16%             | 2027-10-19      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -159795 | PA      | $-159795.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ERP Operating LP                                     | ERP Operating LP                                                                    | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   1015000 | PA      | $965005.30    | 0.21%             | 2025-06-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2005-54CB                                                    | CUSIP: 12668APP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098788 | PA      | $655236.47    | 0.14%             | 2035-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14455.45     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582000 | PA      | $511192.13    | 0.11%             | 2026-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC            | Oryx Midstream Services Permian Basin LLC Term Loan B                               | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1499340 | PA      | $1452020.45   | 0.31%             | 2028-10-05      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NRG ENERGY                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -655200 | PA      | $-655200.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PERU REPUB                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -205936 | PA      | $-205936.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SOTHEBYS                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -381659 | PA      | $-381658.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | SCDS: (TTMTIN)                                                                      | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      9869 | OU      | $-1943.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      4331 | OU      | $-1220.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LABL INC                                             | LABL Inc                                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    261000 | PA      | $211383.78    | 0.05%             | 2028-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| eResearchTechnology, Inc.                            | eResearchTechnology, Inc. 2020 1st Lien Term Loan                                   | CUSIP: 29481PAH4<br>LEI: 2549003SUFVGC903CK03 | Long             | LON              | CORP              | US        |   1550540 | PA      | $1443103.01   | 0.31%             | 2027-02-04      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Rad CLO Ltd                                          | Rad CLO 17 Ltd                                                                      | CUSIP: 75009KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245000.00    | 0.05%             | 2035-10-20      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    595000 | PA      | $507722.43    | 0.11%             | 2028-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    219000 | PA      | $206143.24    | 0.04%             | 2040-10-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TWITTER INC                                          | Twitter Inc                                                                         | CUSIP: 90184LAP7<br>LEI: 549300I8RX485XMK6836 | Long             | DBT              | CORP              | US        |    142000 | PA      | $136080.02    | 0.03%             | 2030-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROLLER BEARING CO OF AME                             | Roller Bearing Co of America Inc                                                    | CUSIP: 775631AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $102905.78    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD                                        | HTA Group Ltd/Mauritius                                                             | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $174162.50    | 0.04%             | 2025-12-18      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. Term Loan B                                                           | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2259063 | PA      | $2137074.00   | 0.46%             | 2028-02-01      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                             | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                              | CUSIP: 000000000<br>LEI: 549300SO59UL53O4D221 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $72324.31     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    157000 | PA      | $121086.25    | 0.03%             | 2029-02-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| SWITCH LTD                                           | Switch Ltd                                                                          | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |    616000 | PA      | $610108.66    | 0.13%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                              | Global Net Lease Inc / Global Net Lease Operating Partnership LP                    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    142000 | PA      | $110762.74    | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP INTESA SANP                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1852868 | PA      | $-1852867.50  | -0.39%            |  |  |  | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    298000 | PA      | $412581.00    | 0.09%             | 2026-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                             | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                  | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30667.84     | 0.01%             | 2026-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JAZZ SECURITIES DAC                                  | Jazz Securities DAC                                                                 | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    441000 | PA      | $380913.75    | 0.08%             | 2029-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                             | P&L Development LLC / PLD Finance Corp                                              | CUSIP: 69306RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $110227.95    | 0.02%             | 2025-11-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP MEXICO UNI                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -343435 | PA      | $-343434.80   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44502.93     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1740000 | PA      | $-1740000.00  | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| AZUL INVESTMENTS LLP                                 | Azul Investments LLP                                                                | CUSIP: 000000000<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145500.00    | 0.03%             | 2024-10-26      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman Loan Advisers CLO 32 Ltd                                           | CUSIP: 64132EAL0<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $363852.15    | 0.08%             | 2032-01-20      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LIVE NATION                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1017450 | PA      | $-1017450.00  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury                               | United States Treasury Note/Bond                                                    | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12274414.00  | 2.61%             | 2024-08-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP MAF SUKUK L                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -249906 | PA      | $-249906.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF COMMUNICATIONS                               | Bank of Communications Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $191000.00    | 0.04%             | 2025-11-18      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP GFL ENVIRON                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -350726 | PA      | $-350726.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   5000000 | OU      | $-972033.32   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| ViaSat, Inc.                                         | ViaSat, Inc. Term Loan                                                              | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |   1093107 | PA      | $966033.65    | 0.21%             | 2029-03-02      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOXER PAREN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -491550 | PA      | $-491550.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. 2022 Incremental Term Loan                               | CUSIP: 76133MAC5<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    364000 | PA      | $330442.84    | 0.07%             | 2028-10-20      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2007-HY5                                            | CUSIP: 12544BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306213 | PA      | $281260.88    | 0.06%             | 2037-09-25      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| GMR HYDERABAD INTERNATIO                             | GMR Hyderabad International Airport Ltd                                             | CUSIP: 000000000<br>LEI: 335800NSPGIN89SVOU83 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $162537.50    | 0.03%             | 2027-10-27      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                               | Egypt Government International Bond                                                 | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $102500.00    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1144500 | PA      | $-1144500.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP PNC FINANCI                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -270425 | PA      | $-270425.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MCDONALDS C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -391331 | PA      | $-391331.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Vericast Corp.                                       | Vericast Corp. 2021 Term Loan                                                       | CUSIP: 181593AP9<br>LEI: 549300J73P7FL8TVF308 | Long             | LON              | CORP              | US        |    119435 | PA      | $82609.52     | 0.02%             | 2026-06-16      | Floating      | 11.42%                | No            | 2                  | On Loan: No      |
| MEXICO CITY ARPT TRUST                               | Mexico City Airport Trust                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $123940.00    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Emerald TopCo Inc                                    | Emerald TopCo Inc Term Loan                                                         | CUSIP: 29102TAB8<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |   1082203 | PA      | $982099.31    | 0.21%             | 2026-07-24      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| MEDCO BELL PTE LTD                                   | Medco Bell Pte Ltd                                                                  | CUSIP: 000000000<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $197812.50    | 0.04%             | 2027-01-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    463000 | PA      | $353116.21    | 0.08%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS THEME PARKS                                | Six Flags Theme Parks Inc                                                           | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    269000 | PA      | $268886.71    | 0.06%             | 2025-07-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    445000 | PA      | $345070.80    | 0.07%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LLOYDS BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -336938 | PA      | $-336937.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan C                                               | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    253768 | PA      | $221920.37    | 0.05%             | 2028-05-25      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| PICASSO FINANCE SUB INC                              | Picasso Finance Sub Inc                                                             | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    403000 | PA      | $394988.36    | 0.08%             | 2025-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Constellium SE                                       | Constellium SE                                                                      | CUSIP: 210383AG0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    588000 | PA      | $539490.00    | 0.11%             | 2026-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                             | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    685000 | PA      | $655798.45    | 0.14%             | 2025-10-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Ventas Realty LP                                     | Ventas Realty LP                                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621987.61    | 0.13%             | 2026-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CROWN AMERI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -340260 | PA      | $-340260.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                    | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82865.19     | 0.02%             | 2029-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP UNION PACIF                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -489000 | PA      | $-489000.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MATADOR RES                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -368722 | PA      | $-368722.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP OCCIDENTAL                                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -647939 | PA      | $-647938.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -120150 | PA      | $-120150.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                   | CDS: (CMBX.NA.8.BBB-)                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   4450000 | OU      | $-766706.37   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $120899.48    | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KENBOURNE INVEST SA                                  | Kenbourne Invest SA                                                                 | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $255285.94    | 0.05%             | 2024-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO VII Ltd                                                                    | CUSIP: 87248UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227602.85    | 0.05%             | 2033-04-15      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    629000 | PA      | $608557.50    | 0.13%             | 2024-01-09      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 5YR NOTE (CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        38 | NC      | $-105165.68   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    457000 | PA      | $367898.71    | 0.08%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SOPHIA, L.P.                                         | Sophia, L.P. 2021 Term Loan B                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    748251 | PA      | $718320.82    | 0.15%             | 2027-10-07      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -400881 | PA      | $-400881.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $80299.84     | 0.02%             | 2029-09-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CALPINE CORP                                         | Calpine Corp                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $910398.51    | 0.19%             | 2028-03-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| GRAFTECH FINANCE INC                                 | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |    136000 | PA      | $101660.00    | 0.02%             | 2028-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    172000 | PA      | $142324.84    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                              | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $110695.00    | 0.02%             | 2031-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EARTHSTONE ENERGY HOL                                | Earthstone Energy Holdings LLC                                                      | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |    307000 | PA      | $289347.50    | 0.06%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | ITRAXX.XO.37.V1 5YR RTR @ 525.0000                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |   -100000 | OU      | $-551.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                    | NatWest Group PLC                                                                   | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1033912.50   | 0.22%             | 2025-12-29      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -415984 | PA      | $-415983.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BWAY Holding Company                                 | BWAY Holding Company 2017 Term Loan B                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |   1045764 | PA      | $971911.80    | 0.21%             | 2024-04-03      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    364000 | PA      | $336368.18    | 0.07%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                  | Altice Financing SA USD 2017 1st Lien Term Loan                                     | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    526223 | PA      | $491360.78    | 0.10%             | 2026-01-31      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| TWITTER INC                                          | Twitter Inc                                                                         | CUSIP: 90184LAG7<br>LEI: 549300I8RX485XMK6836 | Long             | DBT              | CORP              | US        |    295000 | PA      | $276628.94    | 0.06%             | 2027-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FORTUNE STAR BVI LTD                                 | Fortune Star BVI Ltd                                                                | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $126000.00    | 0.03%             | 2023-07-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                                 | Country Garden Holdings Co Ltd                                                      | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $79662.50     | 0.02%             | 2024-04-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CoreLogic, Inc.                                      | CoreLogic, Inc. Term Loan                                                           | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1815984 | PA      | $1357448.31   | 0.29%             | 2028-06-02      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    129000 | PA      | $103499.19    | 0.02%             | 2031-11-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAG2<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43828.16     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | ITRAXX.XO.37.V1 5YR RTP @ 750.0000                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    100000 | OU      | $787.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    240000 | PA      | $205920.00    | 0.04%             | 2028-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| KANE BIDCO LTD                                       | Kane Bidco Ltd                                                                      | CUSIP: 000000000<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $95777.65     | 0.02%             | 2027-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -475038 | PA      | $-475037.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment, LLC           | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan                  | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |   1741122 | PA      | $1657687.45   | 0.35%             | 2025-05-18      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 31418NAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4047 | PA      | $4059.86      | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ADVANCED DR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -387045 | PA      | $-387045.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                      | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $204110.95    | 0.04%             | 2029-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALEXANDRIA                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -371812 | PA      | $-371812.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99960.00     | 0.02%             | 2027-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    377000 | PA      | $311790.31    | 0.07%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Sprint Corp                                          | Sprint Corp                                                                         | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    506000 | PA      | $523371.93    | 0.11%             | 2026-03-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                              | Garfunkelux Holdco 3 SA                                                             | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $87090.90     | 0.02%             | 2025-11-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Sinclair Television Group Inc.                       | Sinclair Television Group Inc. 2022 Term Loan B4                                    | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    803985 | PA      | $758423.17    | 0.16%             | 2029-04-21      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco, LLC                                 | KKR Apple Bidco, LLC 2021 Term Loan                                                 | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    244155 | PA      | $232608.91    | 0.05%             | 2028-09-23      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52455.91     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GREENKO MAURITIUS LTD                                | Greenko Mauritius Ltd                                                               | CUSIP: 000000000<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $195500.00    | 0.04%             | 2023-02-21      | Fixed         | 6.25%                 | 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      | $84020.38     | 0.02%             | 2029-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP OCCIDENTAL                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -719200 | PA      | $-719200.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| Meritage Homes Corp                                  | Meritage Homes Corp                                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44311.40     | 0.01%             | 2027-06-06      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Connect Finco Sarl                                   | Connect Finco Sarl 2021 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |   3101606 | PA      | $2878693.42   | 0.61%             | 2026-12-11      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| CHROME BIDCO SASU                                    | Chrome Bidco SASU                                                                   | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $77546.66     | 0.02%             | 2028-05-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    870000 | PA      | $1008112.50   | 0.21%             | 2032-03-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| IPS CORPORATION                                      | IPS Corporation 2021 Term Loan                                                      | CUSIP: 12659EAC2<br>LEI: 25490024F0AS5UR7DB02 | Long             | LON              | CORP              | US        |    253170 | PA      | $234815.20    | 0.05%             | 2028-10-02      | Floating      | 6.62%                 | No            | 3                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140QGSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740226 | PA      | $1595572.80   | 0.34%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -463320 | PA      | $-463320.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $324480.00    | 0.07%             | 2029-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    253000 | PA      | $192467.22    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                              | Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC                          | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     89000 | PA      | $70307.33     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                            | Boeing Co/The                                                                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417474.90    | 0.09%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 6 Ltd                                                                  | CUSIP: 37148JAJ2<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $659036.55    | 0.14%             | 2035-01-22      | Floating      | 6.26%                 | No            | 2                  | On Loan: No      |
| EnLink Midstream LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    339000 | PA      | $310185.00    | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHONG HING BANK LTD                                  | Chong Hing Bank Ltd                                                                 | CUSIP: 000000000<br>LEI: 549300UE27D3HDTZET39 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $240281.25    | 0.05%             | 2024-07-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                     | IRB Holding Corp 2020 Term Loan B                                                   | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   1210650 | PA      | $1168083.17   | 0.25%             | 2025-02-05      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                               | Aramark Services, Inc. 2021 Term Loan B                                             | CUSIP: 03852JAS0<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    383187 | PA      | $374204.88    | 0.08%             | 2028-04-06      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GLOBAL NET                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -108275 | PA      | $-108275.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -156650 | PA      | $-156650.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP OPEN TEXT H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -180800 | PA      | $-180800.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -386978 | PA      | $-386977.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     11829 | OU      | $-401.66      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    245000 | PA      | $228156.25    | 0.05%             | 2027-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                   | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      7206 | OU      | $-2030.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AETHON UN/AETHIN UN FIN                              | Aethon United BR LP / Aethon United Finance Corp                                    | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $703495.52    | 0.15%             | 2026-02-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Texas Competitive Electric HOL Corp Bond             | Texas Competitive Electric HOL Corp Bond                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    780000 | PA      | $0.08         | 0.00%             | 2021-11-10      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                           | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27714.43     | 0.01%             | 2025-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Finance, LLC                        | Hilton Worldwide Finance, LLC 2019 Term Loan B2                                     | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1057363 | PA      | $1021232.91   | 0.22%             | 2026-06-22      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    499000 | PA      | $483456.15    | 0.10%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GRUENENTHAL GMBH                                     | Gruenenthal GmbH                                                                    | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $81163.83     | 0.02%             | 2028-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                              | Big River Steel LLC / BRS Finance Corp                                              | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922000 | PA      | $848590.36    | 0.18%             | 2029-01-31      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ENDEAVOR EN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -351742 | PA      | $-351742.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $258990.00    | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CHAMPION PATH HOLDINGS                               | Champion Path Holdings Ltd                                                          | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |    232000 | PA      | $156600.00    | 0.03%             | 2026-01-27      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $674875.82    | 0.14%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                | Illuminate Buyer LLC / Illuminate Holdings IV Inc                                   | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $305440.00    | 0.07%             | 2028-07-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp                                  | SoftBank Group Corp                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $88791.36     | 0.02%             | 2025-07-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP AADVANTAGE                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -679174 | PA      | $-679173.75   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE ENERGY PARTNERS                              | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    509000 | PA      | $499597.30    | 0.11%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| I-Logic Technologies Bidco Limited                   | I-Logic Technologies Bidco Limited 2021 USD Term Loan B                             | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    206521 | PA      | $197433.91    | 0.04%             | 2028-02-16      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LADDER CAPI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -127925 | PA      | $-127925.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                     | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan                            | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |   1189303 | PA      | $1129837.78   | 0.24%             | 2028-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Argent Securities Inc.                               | Argent Securities Trust 2006-W5                                                     | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4296797 | PA      | $2890535.04   | 0.62%             | 2036-06-25      | Floating      | 3.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP EXELON CORP                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -130550 | PA      | $-130550.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP KINETIK HOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -503921 | PA      | $-503921.25   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                   | AVSC Holding Corp. 2020 Term Loan B1                                                | CUSIP: 00241YAT1<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    546638 | PA      | $477171.39    | 0.10%             | 2025-03-03      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    273000 | PA      | $223021.74    | 0.05%             | 2031-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP SUNAC CHINA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |    -25250 | PA      | $-25250.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Ameriforge Group Inc.                                | Ameriforge Group Inc Warrant                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2542 | NS      | $0.03         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    899000 | PA      | $869782.50    | 0.19%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    449000 | PA      | $359958.81    | 0.08%             | 2029-04-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -373455 | PA      | $-373455.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| WABASH NATIONAL CORP                                 | Wabash National Corp                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    220000 | PA      | $170545.10    | 0.04%             | 2028-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $131850.00    | 0.03%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 31 LTD                   | Octagon Investment Partners 31 Ltd                                                  | CUSIP: 67576CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $426559.95    | 0.09%             | 2030-07-20      | Floating      | 9.01%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -586830 | PA      | $-586830.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BLACK KNIGH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -345470 | PA      | $-345470.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Elanco Animal Health Incorporated                    | Elanco Animal Health Incorporated Term Loan B                                       | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    632126 | PA      | $600127.91    | 0.13%             | 2027-08-01      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AMERICAN EX                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -550331 | PA      | $-550331.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CDI ESCROW ISSUER INC                                | CDI Escrow Issuer Inc                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668000 | PA      | $583374.42    | 0.12%             | 2030-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149207.76    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MODIVCARE INC                                        | ModivCare Inc                                                                       | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56297.75     | 0.01%             | 2025-11-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COMISION FEDERAL DE ELEC                             | Comision Federal de Electricidad                                                    | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195500.00    | 0.04%             | 2024-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    578000 | PA      | $537041.12    | 0.11%             | 2026-09-15      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    147000 | PA      | $120951.16    | 0.03%             | 2030-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    313000 | PA      | $205506.41    | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     84000 | PA      | $79377.53     | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ALLIED WORLD ASSURANCE                               | Allied World Assurance Co Holdings Ltd                                              | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    360000 | PA      | $341950.86    | 0.07%             | 2025-10-29      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    237000 | PA      | $198463.80    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    271000 | PA      | $189266.40    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                               | Credit Suisse Group AG                                                              | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $171332.00    | 0.04%             | 2024-12-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    199000 | PA      | $173153.69    | 0.04%             | 2026-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Ascent Resources - Utica                             | Ascent Resources - Utica 2020 Fixed 2nd Lien Term Loan                              | CUSIP: 000000000<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | LON              | CORP              | US        |    330000 | PA      | $345948.90    | 0.07%             | 2025-11-01      | Floating      | 11.46%                | No            | 2                  | On Loan: No      |
| Whitebox CLO III Ltd                                 | Whitebox CLO III Ltd                                                                | CUSIP: 96467HAJ5<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231243.23    | 0.05%             | 2034-10-15      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTENNIAL                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -578380 | PA      | $-578380.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                              | United Rentals North America Inc                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    161000 | PA      | $145709.83    | 0.03%             | 2030-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Mavis Tire Express Services Corp.                    | Mavis Tire Express Services Corp. 2021 Term Loan B                                  | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   1270912 | PA      | $1189103.86   | 0.25%             | 2028-05-04      | Floating      | 7.25%                 | No            | 2                  | On Loan: No      |
| LABL, Inc.                                           | LABL, Inc. 2021 USD 1st Lien Term Loan                                              | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |    609395 | PA      | $547980.17    | 0.12%             | 2028-10-29      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $328890.00    | 0.07%             | 2029-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    161000 | PA      | $107065.00    | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM LLC                                 | EnLink Midstream LLC                                                                | CUSIP: 29336TAC4<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |    348000 | PA      | $325380.00    | 0.07%             | 2028-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2182500 | PA      | $-2182500.00  | -0.46%            |  |  |  | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $136065.00    | 0.03%             | 2024-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ENEL FINANC                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -796500 | PA      | $-796500.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CHARTER COM                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -355406 | PA      | $-355406.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa                             | Republic of South Africa Government International Bond                              | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $138833.75    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVANTOR FUNDING INC                                  | Avantor Funding Inc                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    185000 | PA      | $150257.00    | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                          | Gulf Stream Meridian 1 Ltd                                                          | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223826.63    | 0.05%             | 2033-04-15      | Floating      | 8.96%                 | No            | 2                  | On Loan: No      |
| CHINA AOYUAN GROUP LTD                               | China Aoyuan Group Ltd                                                              | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $12500.00     | 0.00%             | 2026-03-24      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PETSMART INC/PETSMART FI                             | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $293535.70    | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                      | Eagle Broadband Investments LLC Term Loan                                           | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    574758 | PA      | $547457.30    | 0.12%             | 2027-11-12      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77700.26     | 0.02%             | 2024-10-25      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    660000 | PA      | $469104.90    | 0.10%             | 2030-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $244670.05    | 0.05%             | 2026-08-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    237000 | PA      | $221751.42    | 0.05%             | 2030-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    122000 | PA      | $104218.37    | 0.02%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PUG LLC                                              | PUG LLC USD Term Loan                                                               | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1213154 | PA      | $1049377.80   | 0.22%             | 2027-02-12      | Floating      | 6.62%                 | No            | 3                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1415779.48   | 0.30%             | 2027-08-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ZIGGO BV                                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -162750 | PA      | $-162750.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    437000 | PA      | $407502.50    | 0.09%             | 2027-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                          | Epicor Software Corporation 2020 2nd Lien Term Loan                                 | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    296000 | PA      | $287712.00    | 0.06%             | 2028-07-31      | Floating      | 10.87%                | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    378000 | PA      | $333898.74    | 0.07%             | 2028-02-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| DUN & BRADSTREET CORP                                | Dun & Bradstreet Corp/The                                                           | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |    503000 | PA      | $414975.00    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | 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      | $83323.86     | 0.02%             | 2026-10-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CONTINUUM ENERGY LEVANTE                             | Continuum Energy Levanter Pte Ltd                                                   | CUSIP: 21218MAB1<br>LEI: 254900MFSMO37F3WJ232 | Long             | DBT              | CORP              | SG        |    210915 | PA      | $171104.79    | 0.04%             | 2027-02-09      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -516005 | PA      | $-516005.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP MILEAGE PLU                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -647762 | PA      | $-647762.50   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| FAIR ISAAC CORP                                      | Fair Isaac Corp                                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    366000 | PA      | $311861.28    | 0.07%             | 2028-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALLIED WORL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -336600 | PA      | $-336600.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US LONG BOND(CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -44 | NC      | $406926.52    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomad Foods Europe Midco Limited                     | Nomad Foods Europe Midco Limited 2017 USD Term Loan B4                              | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | LU        |    401691 | PA      | $380268.36    | 0.08%             | 2024-05-15      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INC                                    | Iron Mountain Inc                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    417000 | PA      | $333600.00    | 0.07%             | 2032-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                             | Neuberger Berman CLO XX Ltd                                                         | CUSIP: 64130UAN2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $671085.25    | 0.14%             | 2034-07-15      | Floating      | 9.01%                 | No            | 2                  | On Loan: No      |
| Pregis TopCo Corporation                             | Pregis TopCo Corporation 1st Lien Term Loan                                         | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    135758 | PA      | $128969.72    | 0.03%             | 2026-07-31      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| CONDOR MERGER SUB INC                                | Condor Merger Sub Inc                                                               | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    786000 | PA      | $642606.09    | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    169000 | PA      | $118976.00    | 0.03%             | 2031-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    624000 | PA      | $476787.51    | 0.10%             | 2029-10-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SHUI ON DEVELOPMENT HLDG                             | Shui On Development Holding Ltd                                                     | CUSIP: 000000000<br>LEI: 3003005J4J3G9CZFDK52 | Long             | DBT              | CORP              | KY        |    209000 | PA      | $137940.00    | 0.03%             | 2025-03-03      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    143000 | PA      | $140312.16    | 0.03%             | 2024-10-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -312612 | PA      | $-312612.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1195444 | PA      | $-1195443.75  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHANGE HEAL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -466972 | PA      | $-466972.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16155.93     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                             | Uruguay Government International Bond                                               | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     90000 | PA      | $88582.50     | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SWF ESCROW ISSUER CORP                               | SWF Escrow Issuer Corp                                                              | CUSIP: 78500AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $195525.00    | 0.04%             | 2029-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FOUNDATION                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -74786 | PA      | $-74786.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   2134868 | PA      | $2020118.85   | 0.43%             | 2027-11-06      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $253913.78    | 0.05%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CEDAR FAIR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -256410 | PA      | $-256410.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAU2<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199318.35    | 0.04%             | 2027-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -352100 | PA      | $-352100.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ITT HOLDINGS LLC                                     | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    343000 | PA      | $266089.04    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Advisor Group, Inc.                                  | Advisor Group, Inc. 2021 Term Loan                                                  | CUSIP: 00775KAE8<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    917152 | PA      | $870496.22    | 0.19%             | 2026-07-31      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                | Avantor Funding, Inc. 2021 Term Loan B5                                             | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |   1676163 | PA      | $1628241.92   | 0.35%             | 2027-11-08      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    148000 | PA      | $110807.16    | 0.02%             | 2029-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Barracuda Networks, Inc.                             | Barracuda Networks, Inc. 2022 Term Loan                                             | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    333000 | PA      | $312423.93    | 0.07%             | 2029-08-15      | Floating      | 7.53%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98230.00     | 0.02%             | 2031-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Helios Software Holdings, Inc.                       | Helios Software Holdings, Inc. 2021 USD Term Loan B                                 | CUSIP: 42328DAF5<br>LEI: 2138002XO5EAYFHPPT53 | Long             | LON              | CORP              | US        |    868343 | PA      | $818960.20    | 0.17%             | 2028-03-11      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                                      | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $86736.79     | 0.02%             | 2025-09-21      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                             | Ascent Resources Utica Holdings LLC / ARU Finance Corp                              | CUSIP: 04364VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $779454.65    | 0.17%             | 2027-11-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    694000 | PA      | $559877.56    | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEVA PHARM FNC NL II                                 | Teva Pharmaceutical Finance Netherlands II BV                                       | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $95665.14     | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAJ2<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    214000 | PA      | $195897.01    | 0.04%             | 2025-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oracle Corp                                          | Oracle Corp                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    785000 | PA      | $491176.41    | 0.10%             | 2050-04-01      | Fixed         | 3.60%                 | 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        |    459000 | PA      | $395708.49    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VALLOUREC SA                                         | Vallourec SA                                                                        | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $22843.99     | 0.00%             | 2026-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBG4<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    203000 | PA      | $207829.37    | 0.04%             | 2025-07-01      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| COMMSCOPE TECH LLC                                   | CommScope Technologies LLC                                                          | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    713000 | PA      | $633464.85    | 0.13%             | 2025-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280CP2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $232000.00    | 0.05%             | 2026-03-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating, LLC                | Charter Communications Operating, LLC 2019 Term Loan B1                             | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1250875 | PA      | $1225632.69   | 0.26%             | 2025-04-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1503558.86   | 0.32%             | 2026-01-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CORP FINANCIERA DE DESAR                             | Corp Financiera de Desarrollo SA                                                    | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    219000 | PA      | $210691.69    | 0.04%             | 2025-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP RADIATE HOL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1143202 | PA      | $-1143202.50  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FMG RESOURC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -348300 | PA      | $-348300.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 Second Lien Term Loan B4                                           | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    646000 | PA      | $490960.00    | 0.10%             | 2029-01-20      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $71870.71     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Crown Cork & Seal Co Inc                             | Crown Cork & Seal Co Inc                                                            | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34000.00     | 0.01%             | 2026-12-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROYAL CARIB                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -140338 | PA      | $-140337.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| METRONET SYSTEMS HOLDINGS, LLC                       | MetroNet Systems Holdings, LLC 2021 1st Lien Term Loan                              | CUSIP: 59170BAH8<br>LEI: 549300V3JVIFMP2JGN73 | Long             | LON              | CORP              | US        |    263061 | PA      | $246619.90    | 0.05%             | 2028-06-02      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Station Casinos LLC                                  | Station Casinos LLC 2020 Term Loan B                                                | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |   1030661 | PA      | $984064.57    | 0.21%             | 2027-02-08      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IMOLA MERGE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -484330 | PA      | $-484330.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.               | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                         | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    656159 | PA      | $621618.72    | 0.13%             | 2027-11-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corporation                             | Vertiv Group Corporation 2021 Term Loan B                                           | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1235543 | PA      | $1173321.52   | 0.25%             | 2027-03-02      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     91000 | PA      | $69615.00     | 0.01%             | 2026-08-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     81000 | PA      | $70791.28     | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Graham Holdings Co                                   | Graham Holdings Co                                                                  | CUSIP: 384637AA2<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135756.60    | 0.03%             | 2026-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -168750 | PA      | $-168750.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    262000 | PA      | $258163.01    | 0.05%             | 2029-01-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    671000 | PA      | $564059.38    | 0.12%             | 2029-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                          | Avient Corp                                                                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    164000 | PA      | $151360.52    | 0.03%             | 2030-08-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    381000 | PA      | $373380.00    | 0.08%             | 2027-08-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $746355.60    | 0.16%             | 2029-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AVAYA INC                                            | Avaya Inc                                                                           | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |    481000 | PA      | $239297.50    | 0.05%             | 2028-09-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| MINERALS TECHNOLOGIES IN                             | Minerals Technologies Inc                                                           | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |    169000 | PA      | $147085.35    | 0.03%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Equinox Holdings, Inc.                               | Equinox Holdings, Inc. 2017 1st Lien Term Loan                                      | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |   1987097 | PA      | $1499424.00   | 0.32%             | 2024-03-08      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| NEW GOLD INC                                         | New Gold Inc                                                                        | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $430550.00    | 0.09%             | 2027-07-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                             | Endeavor Energy Resources LP / EER Finance Inc                                      | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    386000 | PA      | $367132.32    | 0.08%             | 2028-01-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| McAfee, LLC                                          | McAfee, LLC 2022 USD Term Loan B                                                    | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1642000 | PA      | $1493333.32   | 0.32%             | 2029-03-01      | Floating      | 6.36%                 | No            | 2                  | On Loan: No      |
| Gates Global LLC                                     | Gates Global LLC 2021 Term Loan B3                                                  | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   1210788 | PA      | $1161012.03   | 0.25%             | 2027-03-31      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Zayo Group Holdings, Inc.                            | Zayo Group Holdings, Inc. USD Term Loan                                             | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |   2341681 | PA      | $1949754.08   | 0.42%             | 2027-03-09      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES INC                                | American Airlines Inc                                                               | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    596000 | PA      | $622426.64    | 0.13%             | 2025-07-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Zurn Holdings, Inc.                                  | Zurn Holdings, Inc. 2021 Term Loan B                                                | CUSIP: 76168JAS5<br>LEI: 549300XLZXRC2KJ6VK87 | Long             | LON              | CORP              | US        |    442565 | PA      | $435532.87    | 0.09%             | 2028-10-04      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                             | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32053.55     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     10152 | OU      | $-1998.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -137459 | PA      | $-137458.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $50179.69     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Restoration Hardware, Inc.                           | Restoration Hardware, Inc. Term Loan B                                              | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |    465300 | PA      | $411208.88    | 0.09%             | 2028-10-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -379890 | PA      | $-379890.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                             | International Consolidated Airlines Group SA                                        | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $81525.87     | 0.02%             | 2025-03-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ORGANON AND C                                                                   | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -669525 | PA      | $-669525.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -477990 | PA      | $-477990.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| MGM CHINA HOLDINGS LTD                               | MGM China Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $203125.00    | 0.04%             | 2026-05-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    147000 | PA      | $120003.45    | 0.03%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178556.00    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                             | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                              | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    252000 | PA      | $157683.96    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CCC Intelligent Solutions Inc.                       | CCC Intelligent Solutions Inc. Term Loan                                            | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |    728495 | PA      | $702997.68    | 0.15%             | 2028-09-21      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    381000 | PA      | $301710.09    | 0.06%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                              | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    117000 | PA      | $103859.73    | 0.02%             | 2027-12-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TMBTHANACHART BANK PCL                               | TMBThanachart Bank PCL                                                              | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | DBT              | CORP              | TH        |    250000 | PA      | $223093.75    | 0.05%             | 2024-12-02      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -818010 | PA      | $-818010.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                               | CUSIP: 82453AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $393018.13    | 0.08%             | 2026-11-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CONDOR MERG                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -590482 | PA      | $-590482.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAPHIC PACKAGING INTERN                             | Graphic Packaging International LLC                                                 | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     89000 | PA      | $81482.81     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PILGRIM'S PRIDE CORP                                 | Pilgrim's Pride Corp                                                                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $131927.25    | 0.03%             | 2032-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Gainwell Acquisition Corp.                           | Gainwell Acquisition Corp. Term Loan B                                              | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1492515 | PA      | $1419008.96   | 0.30%             | 2027-10-01      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| ConnectWise, LLC                                     | ConnectWise, LLC 2021 Term Loan B                                                   | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    491288 | PA      | $458125.59    | 0.10%             | 2028-09-29      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Medallion Midland Acquisition, LLC                   | Medallion Midland Acquisition, LLC 2021 Term Loan                                   | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |    898474 | PA      | $867027.10    | 0.18%             | 2028-10-18      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    247000 | PA      | $195562.25    | 0.04%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    281000 | PA      | $227140.73    | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP NETWORK I2I                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -244500 | PA      | $-244500.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SINCLAIR TE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -339075 | PA      | $-339075.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                               | Group 1 Automotive Inc                                                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36234.45     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                 | Howmet Aerospace Inc                                                                | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4886.50      | 0.00%             | 2024-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AD6<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     86000 | PA      | $230528.99    | 0.05%             | 2025-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AADVANTAGE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -326576 | PA      | $-326576.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SUZANO AUSTRIA GMBH                                  | Suzano Austria GmbH                                                                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     71000 | PA      | $50809.38     | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    222000 | PA      | $172589.46    | 0.04%             | 2033-11-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| LBM ACQUISITION LLC                                  | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    122000 | PA      | $82655.00     | 0.02%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COHERENT CORP                                        | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    495000 | PA      | $409464.00    | 0.09%             | 2029-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PARAGUAY                                 | Paraguay Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $146912.50    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    496064 | PA      | $448937.92    | 0.10%             | 2030-01-24      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| TERVITA CORP                                         | Tervita Corp                                                                        | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    114000 | PA      | $122835.00    | 0.03%             | 2025-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Avaya Holdings Corp                                  | Avaya Holdings Corp                                                                 | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |        19 | NS      | $30.21        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $86696.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CIDRON AIDA FINCO SARL                               | Cidron Aida Finco Sarl                                                              | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $80246.50     | 0.02%             | 2028-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD GBP                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $37419.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                          | Jazz Financing Lux S.a.r.l. USD Term Loan                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1081018 | PA      | $1043182.51   | 0.22%             | 2028-05-05      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                 | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    435000 | PA      | $376308.36    | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Republic of Sri Lanka                                | Sri Lanka Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $48787.50     | 0.01%             | 2024-03-14      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2021 2nd Lien Term Loan B3                                              | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    364000 | PA      | $273000.00    | 0.06%             | 2028-01-31      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| RITCHIE BROS AUCTIONEERS                             | Ritchie Bros Auctioneers Inc                                                        | CUSIP: 767744AA3<br>LEI: 5493002H8U24DJXQ4886 | Long             | DBT              | CORP              | CA        |    187000 | PA      | $183441.39    | 0.04%             | 2025-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTL LTD                                 | Weatherford International Ltd                                                       | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     16000 | PA      | $16280.00     | 0.00%             | 2024-12-01      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                             | Virgin Media Vendor Financing Notes IV DAC                                          | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    754000 | PA      | $609797.50    | 0.13%             | 2028-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Verscend Holding Corp.                               | Verscend Holding Corp. 2021 Term Loan B                                             | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1264415 | PA      | $1223321.23   | 0.26%             | 2025-08-27      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| CHANGE HEALTH / FIN INC                              | Change Healthcare Holdings LLC / Change Healthcare Finance Inc                      | CUSIP: 15911NAA3<br>LEI: 549300GS1BPJEDOZHM07 | Long             | DBT              | CORP              | US        |    804000 | PA      | $799131.78    | 0.17%             | 2025-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Aruba Investments, Inc.                              | Aruba Investments, Inc. 2020 USD Term Loan                                          | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    335902 | PA      | $308610.01    | 0.07%             | 2027-11-24      | Floating      | 7.08%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                     | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    365000 | PA      | $312848.18    | 0.07%             | 2030-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BA3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    266000 | PA      | $273980.00    | 0.06%             | 2024-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                     | COLT 2022-7 Mortgage Loan Trust                                                     | CUSIP: 12663GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2421701 | PA      | $2349910.51   | 0.50%             | 2067-04-25      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                         | Broadcom Inc                                                                        | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1435968.75   | 0.31%             | 2028-09-15      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                      | TransDigm, Inc. 2020 Term Loan F                                                    | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    851132 | PA      | $814142.21    | 0.17%             | 2025-12-09      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                               | UnitedHealth Group Inc                                                              | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1428997.72   | 0.30%             | 2025-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAH6<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    229000 | PA      | $227713.02    | 0.05%             | 2024-11-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $275610.37    | 0.06%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings, LLC                         | RVR Dealership Holdings, LLC Term Loan B                                            | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    296906 | PA      | $260906.46    | 0.06%             | 2028-02-08      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VERTIV GROU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -440108 | PA      | $-440107.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| GATES GLOBAL/GATES CORP                              | Gates Global LLC / Gates Corp                                                       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    416000 | PA      | $382720.00    | 0.08%             | 2026-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BELLIS ACQUISITION CO PL                             | Bellis Acquisition Co PLC                                                           | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $84022.39     | 0.02%             | 2026-02-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    253000 | PA      | $220388.30    | 0.05%             | 2025-02-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP SAUDI ARABI                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -300219 | PA      | $-300218.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MILLENNIUM CORP CLAIM                                | MILLENNIUM CORP CLAIM                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    861100 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXIX LTD                                                       | CUSIP: 55820EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $213928.38    | 0.05%             | 2030-10-18      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| SHIFT4 PAYMENTS INC                                  | Shift4 Payments Inc                                                                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $153555.00    | 0.03%             | 2025-12-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAB3<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2024-04-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2020 Term Loan B1                                    | CUSIP: 12769LAD1<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    203306 | PA      | $200022.51    | 0.04%             | 2025-07-21      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Option Care Health, Inc.                             | Option Care Health, Inc. 2021 Term Loan B                                           | CUSIP: 68404YAB0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | LON              | CORP              | US        |    219408 | PA      | $214104.59    | 0.05%             | 2028-10-27      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                              | Iron Mountain Information Management Services Inc                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    230000 | PA      | $178041.37    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                     | CIFC Funding 2013-IV Ltd                                                            | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222795.05    | 0.05%             | 2031-04-27      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $950718.80    | 0.20%             | 2029-12-15      | Fixed         | 4.63%                 | 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        |    433000 | PA      | $348378.81    | 0.07%             | 2029-08-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300192.00    | 0.06%             | 2030-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL C                             | American Water Capital Corp                                                         | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $835373.51    | 0.18%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   6141000 | PA      | $5956770.00   | 1.27%             | 2026-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD PPTY REIT INC                             | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL    | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    178000 | PA      | $145947.46    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29262.24     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Organon & Co                                         | Organon & Co USD Term Loan                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |    651583 | PA      | $635293.76    | 0.14%             | 2028-06-02      | Floating      | 6.19%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                           | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    642000 | PA      | $619530.00    | 0.13%             | 2028-04-07      | Floating      | 9.87%                 | No            | 3                  | On Loan: No      |
| Polaris Newco LLC                                    | Polaris Newco LLC USD Term Loan B                                                   | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    888741 | PA      | $818139.45    | 0.17%             | 2028-06-02      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| NIELSEN FINANCE LLC/CO                               | Nielsen Finance LLC / Nielsen Finance Co                                            | CUSIP: 65409QBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $191206.09    | 0.04%             | 2030-10-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                             | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                 | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    442000 | PA      | $362440.00    | 0.08%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Severin Acquisition, LLC                             | Severin Acquisition, LLC 2018 Term Loan B                                           | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    962716 | PA      | $932929.58    | 0.20%             | 2025-08-01      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO V Ltd                                    | Elmwood CLO V Ltd                                                                   | CUSIP: 29003BAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    436000 | PA      | $391543.61    | 0.08%             | 2034-10-20      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| JELD-WEN INC                                         | JELD-WEN Inc                                                                        | CUSIP: 475795AE0<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    146000 | PA      | $137240.00    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TRANSOCEAN INC                                       | Transocean Inc                                                                      | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    171000 | PA      | $158164.74    | 0.03%             | 2027-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDI                                     | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $297180.00    | 0.06%             | 2031-06-17      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.             | Travelport Finance (Luxembourg) S.a.r.l. 2021 Consented Term Loan                   | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    495808 | PA      | $344834.67    | 0.07%             | 2026-05-29      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| Caesars Resort Collection, LLC                       | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                            | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1147371 | PA      | $1118801.87   | 0.24%             | 2024-12-23      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| WOOF Holdings, Inc                                   | WOOF Holdings, Inc 1st Lien Term Loan                                               | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226550 | PA      | $213523.38    | 0.05%             | 2027-12-21      | Floating      | 7.32%                 | No            | 3                  | On Loan: No      |
| Research Now Group, Inc.                             | Research Now Group, Inc. 2017 1st Lien Term Loan                                    | CUSIP: 76100LAH5<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |    302697 | PA      | $272049.21    | 0.06%             | 2024-12-20      | Floating      | 8.84%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                             | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43747.55     | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TWILIO INC                                           | Twilio Inc                                                                          | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |    353000 | PA      | $277095.12    | 0.06%             | 2031-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                              | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     77000 | PA      | $65641.35     | 0.01%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    183000 | PA      | $160324.25    | 0.03%             | 2028-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| OIL & GAS HOLDING                                    | Oil and Gas Holding Co BSCC/The                                                     | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    200000 | PA      | $198040.00    | 0.04%             | 2024-11-07      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                    | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $105572.88    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | CDS: (CMBX.NA.8.BBB-)                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |   5000000 | OU      | $-861467.84   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $232828.75    | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Froneri International Ltd.                           | Froneri International Ltd. 2020 USD Term Loan                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1712684 | PA      | $1612920.49   | 0.34%             | 2027-01-29      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     11772 | OU      | $-399.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) Term Loan B                                       | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1045924 | PA      | $994935.60    | 0.21%             | 2026-05-04      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     44000 | PA      | $35104.52     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    606000 | PA      | $425715.00    | 0.09%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OCADO GROUP PLC                                      | Ocado Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $81442.96     | 0.02%             | 2026-10-08      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                        | FOCUS FINANCIAL PARTNERS, LLC                                                       | CUSIP: 34416DAU2<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    626624 | PA      | $605475.33    | 0.13%             | 2028-06-30      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| SENSATA TECH INC                                     | Sensata Technologies Inc                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    596000 | PA      | $497963.96    | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1346250 | PA      | $-1346250.00  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CABLEVISION                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -277500 | PA      | $-277500.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Construction Finance Company, L.P.           | Calpine Construction Finance Company, L.P. 2017 Term Loan B                         | CUSIP: 13134NAG6<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    876100 | PA      | $850473.74    | 0.18%             | 2025-01-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19875.00     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Sprint Capital Corp                                  | Sprint Capital Corp                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1392262.50   | 0.30%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-1770.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTRUM AB                                            | Intrum AB                                                                           | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $72523.71     | 0.02%             | 2027-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAESARS RESORT / FINCO                               | Caesars Resort Collection LLC / CRC Finco Inc                                       | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    478000 | PA      | $461222.20    | 0.10%             | 2025-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -455601 | PA      | $-455601.25   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1201237.50   | 0.26%             | 2033-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands, Inc.                    | Cornerstone Building Brands, Inc. 2021 Term Loan B                                  | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     76403 | PA      | $62554.63     | 0.01%             | 2028-04-12      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                         | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    335000 | PA      | $286760.00    | 0.06%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | ITRAXX.XO.37.V1 5YR RTR @ 300.0000                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    100000 | OU      | $18.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -850905 | PA      | $-850905.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| ATI INC                                              | ATI Inc                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    101000 | PA      | $83857.43     | 0.02%             | 2029-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                | Applied Systems, Inc. 2017 1st Lien Term Loan                                       | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     94528 | PA      | $92059.15     | 0.02%             | 2024-09-19      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| GrafTech Finance, Inc.                               | GrafTech Finance, Inc. 2018 Term Loan B                                             | CUSIP: 38431EAB4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | LON              | CORP              | US        |    134230 | PA      | $125169.35    | 0.03%             | 2025-02-12      | Floating      | 6.12%                 | No            | 3                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175AY0<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2364760.72   | 0.50%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    365000 | PA      | $308653.13    | 0.07%             | 2026-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| NETWORK I2I LTD                                      | Network i2i Ltd                                                                     | CUSIP: V6703DAA2<br>LEI: 2549003L8M1FGHLHOX45 | Long             | DBT              | CORP              | MU        |    300000 | PA      | $275681.25    | 0.06%             | 2025-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CONNECT FINCO SARL/CONNE                             | Connect Finco SARL / Connect US Finco LLC                                           | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1866000 | PA      | $1631914.39   | 0.35%             | 2026-10-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Altice Financing SA                                  | Altice Financing SA 2017 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |    437072 | PA      | $410117.79    | 0.09%             | 2025-07-15      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NFP CORP                                                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -875288 | PA      | $-875287.50   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -623332 | PA      | $-623332.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| W.R. Grace & Co.-Conn.                               | W.R. Grace & Co.-Conn. 2021 Term Loan B                                             | CUSIP: 92943HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220335 | PA      | $205737.81    | 0.04%             | 2028-09-22      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| NCR CORP                                             | NCR Corp                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     92000 | PA      | $79213.45     | 0.02%             | 2029-09-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications Inc                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    264171 | PA      | $245082.00    | 0.05%             | 2026-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Titan Acquisition Limited                            | Titan Acquisition Limited 2018 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1817751 | PA      | $1623851.72   | 0.35%             | 2025-03-28      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                             | International Business Machines Corp                                                | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397295.73    | 0.08%             | 2030-05-15      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| HUB International Ltd                                | HUB International Ltd                                                               | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1213971.20   | 0.26%             | 2026-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                | Deutsche Lufthansa AG                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $71771.81     | 0.02%             | 2029-07-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BIP V CHINO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1081639 | PA      | $-1081638.75  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| ALM Loan Funding                                     | ALM 2020 Ltd                                                                        | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    285000 | PA      | $236755.57    | 0.05%             | 2029-10-15      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -306500 | PA      | $-306500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                    | Cedar Funding XIV CLO Ltd                                                           | CUSIP: 15034AAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468560.50    | 0.10%             | 2033-07-15      | Floating      | 4.11%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -303712 | PA      | $-303712.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    772000 | PA      | $632391.52    | 0.13%             | 2031-04-30      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ICON LUXEMBOURG SARL                                 | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |   1208705 | PA      | $1179696.05   | 0.25%             | 2028-07-03      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28034.58     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NFP Corp.                                            | NFP Corp. 2020 Term Loan                                                            | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |    112843 | PA      | $105789.98    | 0.02%             | 2027-02-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Sovos Brands Intermediate, Inc.                      | Sovos Brands Intermediate, Inc. 2021 Term Loan                                      | CUSIP: 84611UAH1<br>LEI: 549300LNTCFBIDJ7R637 | Long             | LON              | CORP              | US        |    666593 | PA      | $633263.57    | 0.13%             | 2028-06-08      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Oxea Holding Drei GmbH                               | Oxea Holding Drei GmbH 2017 USD Term Loan B2                                        | CUSIP: 000000000<br>LEI: 529900MSP24R2FE9U796 | Long             | LON              | CORP              | US        |    728637 | PA      | $657594.50    | 0.14%             | 2024-10-14      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                       | Constellium SE                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    756000 | PA      | $551941.24    | 0.12%             | 2029-04-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    698000 | PA      | $457190.00    | 0.10%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AIRBNB INC                                           | Airbnb Inc                                                                          | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    307000 | PA      | $254196.00    | 0.05%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CA MAGNUM HOLDINGS                                   | CA Magnum Holdings                                                                  | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |    382000 | PA      | $318970.00    | 0.07%             | 2026-10-31      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -268800 | PA      | $-268800.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |    678000 | PA      | $589860.00    | 0.13%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1896000 | PA      | $1633951.98   | 0.35%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ORGANON AND C                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -626285 | PA      | $-626285.00   | -0.13%            |  |  |  | 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        |    800000 | PA      | $695264.00    | 0.15%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -6239894 | PA      | $-6239893.84  | -1.33%            |  |  |  | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $120563.88    | 0.03%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    438000 | PA      | $381151.98    | 0.08%             | 2028-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANGKOK BANK PCL/HK                                  | Bangkok Bank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    201000 | PA      | $177357.38    | 0.04%             | 2025-09-23      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fender Musical Instruments Corporation               | Fender Musical Instruments Corporation 2021 Term Loan B                             | CUSIP: 000000000<br>LEI: 549300G8G1R16J8L5Q60 | Long             | LON              | CORP              | US        |    297891 | PA      | $252462.30    | 0.05%             | 2028-12-01      | Floating      | 6.75%                 | No            | 2                  | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                             | Wyndham Hotels & Resorts Inc                                                        | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    158000 | PA      | $138885.95    | 0.03%             | 2028-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CenturyLink, Inc.                                    | CenturyLink, Inc. 2020 Term Loan B                                                  | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    623793 | PA      | $566191.81    | 0.12%             | 2027-03-15      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| SINCLAIR TELEVISION GROU                             | Sinclair Television Group Inc                                                       | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $372487.50    | 0.08%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP PATTERN ENE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -257400 | PA      | $-257400.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SP FINCO LL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -102880 | PA      | $-102880.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $499467.60    | 0.11%             | 2029-10-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1413484 | PA      | $-1413483.75  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -424908 | PA      | $-424907.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP NGL ENERGY                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -116494 | PA      | $-116493.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                 | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $181903.33    | 0.04%             | 2026-01-15      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 3 Ltd                                                                  | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226177.00    | 0.05%             | 2029-10-20      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| GLOBAL PRIME CAPITAL                                 | Global Prime Capital Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900BOZNNFPDZAEZ24 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $197725.00    | 0.04%             | 2023-10-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BC5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    153000 | PA      | $155677.50    | 0.03%             | 2023-06-15      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -935470 | PA      | $-935470.00   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VENTURE GLO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -656696 | PA      | $-656696.25   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HCA INC                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -521625 | PA      | $-521625.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| COLGATE ENERGY P                                     | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    353000 | PA      | $315098.39    | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47466.21     | 0.01%             | 2029-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -317905 | PA      | $-317905.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Starfruit Finco B.V                                  | Starfruit Finco B.V 2018 USD Term Loan B                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     90490 | PA      | $84721.34     | 0.02%             | 2025-10-01      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NRG ENERGY                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -193545 | PA      | $-193545.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| AlixPartners, LLP                                    | AlixPartners, LLP 2021 USD Term Loan B                                              | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    769960 | PA      | $738060.51    | 0.16%             | 2028-02-04      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                               | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $36500.00     | 0.01%             | 2035-03-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VIASAT INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -54605 | PA      | $-54605.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Stars Group Holdings B.V. (The)                      | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                      | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |    561339 | PA      | $539306.82    | 0.11%             | 2026-07-21      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Greenhill & Co., Inc.                                | Greenhill & Co., Inc. Term Loan B                                                   | CUSIP: 39525YAE9<br>LEI: 529900VEOQHHHSPI9C69 | Long             | LON              | CORP              | US        |    221804 | PA      | $216259.34    | 0.05%             | 2024-04-12      | Floating      | 6.32%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DOLYA HOLDC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -595660 | PA      | $-595660.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -767000 | PA      | $-767000.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                              | Dornoch Debt Merger Sub Inc                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $80036.89     | 0.02%             | 2029-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1047000 | PA      | $801185.34    | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUZHOU GROUP                                         | Yuzhou Group Holdings Co Ltd                                                        | CUSIP: 000000000<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $12500.00     | 0.00%             | 2025-02-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| MASONITE INTERNATIONAL C                             | Masonite International Corp                                                         | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $163604.35    | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -532819 | PA      | $-532818.75   | -0.11%            |  |  |  | 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      | $88598.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP WHITE CAP B                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -572074 | PA      | $-572073.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC Delayed Draw Term Loan                                              | CUSIP: 62984CAE3<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2029-01-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    334000 | PA      | $251726.89    | 0.05%             | 2031-08-01      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| AssuredPartners, Inc.                                | AssuredPartners, Inc. 2021 Term Loan B                                              | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    283301 | PA      | $267719.82    | 0.06%             | 2027-02-12      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Aimco                                                | AIMCO CLO Series 2017-A                                                             | CUSIP: 00900CAQ7<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897014.10    | 0.19%             | 2034-04-20      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| DANAOS CORP                                          | Danaos Corp                                                                         | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    100000 | PA      | $95946.07     | 0.02%             | 2028-03-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Element Materials Technology Group US Holdings Inc.  | Element Materials Technology Group US Holdings Inc. 2022 USD Term Loan              | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |    670959 | PA      | $628184.90    | 0.13%             | 2029-07-06      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                     | FirstEnergy Corp                                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $70252.50     | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    126000 | PA      | $102357.54    | 0.02%             | 2026-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ACURIS FINA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -297212 | PA      | $-297212.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NABORS INDUSTRIES LTD                                | Nabors Industries Ltd                                                               | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    248000 | PA      | $202442.54    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116442.20    | 0.02%             | 2029-05-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     98000 | PA      | $84847.16     | 0.02%             | 2026-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    179000 | PA      | $179000.00    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) Term Loan                                        | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1962047 | PA      | $1893865.52   | 0.40%             | 2026-02-06      | Floating      | 6.33%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 10YR NOTE (CBT)DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -394 | NC      | $1944930.37   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| NGPL PipeCo LLC                                      | NGPL PipeCo LLC                                                                     | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229425.48    | 0.05%             | 2037-12-15      | Fixed         | 7.77%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                | EyeCare Partners, LLC 2021 2nd Lien Term Loan                                       | CUSIP: 000000000<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    175951 | PA      | $160115.41    | 0.03%             | 2029-11-15      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| FMG RESOURCES AUG 2006                               | FMG Resources August 2006 Pty Ltd                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    405000 | PA      | $347996.25    | 0.07%             | 2032-04-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| TRANSURBAN FINANCE CO                                | Transurban Finance Co Pty Ltd                                                       | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    435000 | PA      | $415062.35    | 0.09%             | 2026-02-02      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                             | BCPE Empire Holdings Inc                                                            | CUSIP: 05552VAA0<br>LEI: 549300O2G0VI2955B626 | Long             | DBT              | CORP              | US        |    109000 | PA      | $94515.27     | 0.02%             | 2027-05-01      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                | CWABS Asset-Backed Certificates Trust 2006-25                                       | CUSIP: 12668HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549090 | PA      | $498662.11    | 0.11%             | 2037-06-25      | Floating      | 3.22%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    607000 | PA      | $466087.99    | 0.10%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Intesa Sanpaolo SpA                                  | Intesa Sanpaolo SpA                                                                 | CUSIP: 46115HAT4<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2442000 | PA      | $2276954.01   | 0.48%             | 2024-06-26      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -467538 | PA      | $-467537.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| ANGI GROUP LLC                                       | ANGI Group LLC                                                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $184793.20    | 0.04%             | 2028-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| LIGADO NETWORKS LLC                                  | Ligado Networks LLC                                                                 | CUSIP: 53225HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    358476 | PA      | $163106.58    | 0.03%             | 2023-11-01      | Fixed         | 15.50%                | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NFP CORP                                                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -294440 | PA      | $-294440.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    120000 | NS      | $3009600.00   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167295.35    | 0.04%             | 2027-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Packers Holdings, LLC                                | Packers Holdings, LLC 2021 Term Loan                                                | CUSIP: 69519UAF9<br>LEI: 549300X0L6OJNRPME518 | Long             | LON              | CORP              | US        |    744073 | PA      | $681295.29    | 0.15%             | 2028-03-09      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19202.40     | 0.00%             | 2032-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LAMAR MEDIA CORP                                     | Lamar Media Corp                                                                    | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $34067.09     | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140XAUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1592220 | PA      | $1504033.66   | 0.32%             | 2049-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2015-1 A PTT                              | United Airlines 2015-1 Class A Pass Through Trust                                   | CUSIP: 90932LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2420729.55   | 0.52%             | 2022-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| TITAN ACQ/CO-BORROWER                                | Titan Acquisition Ltd / Titan Co-Borrower LLC                                       | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    852000 | PA      | $673447.59    | 0.14%             | 2026-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29987.85     | 0.01%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    939000 | PA      | $657816.45    | 0.14%             | 2027-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Truck Hero, Inc.                                     | Truck Hero, Inc. 2021 Term Loan B                                                   | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     76902 | PA      | $66841.26     | 0.01%             | 2028-01-31      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -538688 | PA      | $-538687.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $45898.60     | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SYNEOS HEAL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -649178 | PA      | $-649177.50   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                        | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $461009.07    | 0.10%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 4-R Ltd                                                       | CUSIP: 03328LAG7<br>LEI: 549300MP4QPQUMB6AD63 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223813.90    | 0.05%             | 2031-01-28      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $124440.00    | 0.03%             | 2025-08-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Dealer Tire, LLC                                     | Dealer Tire, LLC 2020 Term Loan B                                                   | CUSIP: 24228HAM0<br>LEI: 549300XTS06OMOCRSE50 | Long             | LON              | CORP              | US        |    829542 | PA      | $805693.15    | 0.17%             | 2025-12-12      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                             | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    218000 | PA      | $200481.52    | 0.04%             | 2027-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NESCO HOLDINGS II INC                                | NESCO Holdings II Inc                                                               | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    239000 | PA      | $199204.11    | 0.04%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LIFEPOINT H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -103000 | PA      | $-103000.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1070940.00   | 0.23%             | 2028-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES INC                                  | United Airlines Inc                                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    619000 | PA      | $512185.36    | 0.11%             | 2029-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NEW FORTRES                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -550238 | PA      | $-550237.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VIASAT INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -108876 | PA      | $-108876.25   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    402000 | PA      | $373860.00    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZJ5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185599.06    | 0.04%             | 2025-06-09      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -239312 | PA      | $-239312.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RHP Hotel Properties, LP                             | RHP Hotel Properties, LP 2017 Term Loan B                                           | CUSIP: 74958NAG1<br>LEI: 549300SJMSMA2471GA96 | Long             | LON              | CORP              | US        |    726519 | PA      | $711537.94    | 0.15%             | 2024-05-11      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                   | Morocco Government International Bond                                               | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $163662.50    | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| B&G Foods, Inc.                                      | B&G Foods, Inc. 2019 Term Loan B4                                                   | CUSIP: 05508TAU6<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    162920 | PA      | $153756.15    | 0.03%             | 2026-10-10      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                         | SM Energy Co                                                                        | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86479.46     | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IQVIA INC                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -401074 | PA      | $-401073.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                               | AngloGold Ashanti Holdings PLC                                                      | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $155475.00    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP YUM BRANDS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -159985 | PA      | $-159985.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOODYEAR TIRE & RUBBER                               | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    109000 | PA      | $87336.25     | 0.02%             | 2033-04-30      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP 1011778 BC                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -313130 | PA      | $-313130.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                             | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $168987.00    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    397000 | PA      | $327201.50    | 0.07%             | 2049-10-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -144718 | PA      | $-144717.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Columbus McKinnon Corporation                        | Columbus McKinnon Corporation 2021 Term Loan B                                      | CUSIP: 19933MAP8<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    156867 | PA      | $152945.73    | 0.03%             | 2028-05-14      | Floating      | 6.44%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAN HARBO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -192188 | PA      | $-192187.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HILONG HOLDING LTD                                   | Hilong Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493007WSRWZ0UF15X65 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $86940.00     | 0.02%             | 2024-11-18      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP MEXICO (UNI                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -181381 | PA      | $-181381.48   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                             | Greystar Real Estate Partners LLC                                                   | CUSIP: 39807UAB2<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93860.00     | 0.02%             | 2025-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCE                             | Pioneer Natural Resources Co                                                        | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    179000 | PA      | $387714.00    | 0.08%             | 2025-05-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $239293.41    | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CAMELOT FINANCE SA                                   | Camelot Finance SA                                                                  | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    564000 | PA      | $510312.84    | 0.11%             | 2026-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Reynolds Consumer Products LLC                       | Reynolds Consumer Products LLC Term Loan                                            | CUSIP: 76171JAB7<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |    138139 | PA      | $132763.97    | 0.03%             | 2027-02-04      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| SRM ESCROW ISSUER LLC                                | SRM Escrow Issuer LLC                                                               | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $408808.22    | 0.09%             | 2028-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                               | NXP BV / NXP Funding LLC / NXP USA Inc                                              | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     33000 | PA      | $30531.19     | 0.01%             | 2025-05-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd                                    | Trimaran Cavu 2021-2 Ltd                                                            | CUSIP: 89624UAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $462217.70    | 0.10%             | 2034-10-25      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| SINIC HOLDINGS GROUP CO                              | Sinic Holdings Group Co Ltd                                                         | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP OPERADORA D                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -157604 | PA      | $-157604.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| WINNEBAGO INDUSTRIES                                 | Winnebago Industries Inc                                                            | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70300.00     | 0.01%             | 2028-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                             | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720100 | PA      | $704819.48    | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    164000 | PA      | $157015.24    | 0.03%             | 2025-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| TRIUMPH GROUP INC                                    | Triumph Group Inc                                                                   | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |    685000 | PA      | $676704.65    | 0.14%             | 2024-06-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| California Resources Corp                            | California Resources Corp                                                           | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | N/A              | DE               |  | US        |       345 | NS      | $3588.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    488000 | PA      | $366575.84    | 0.08%             | 2031-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gulf Stream Meridian 5 Ltd                           | Gulf Stream Meridian 5 Ltd                                                          | CUSIP: 40256LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238479.53    | 0.05%             | 2034-07-15      | Floating      | 4.31%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP PENSKE AUTO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -157290 | PA      | $-157290.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                             | VIRGIN MEDIA BRISTOL LLC 2020 USD TERM LOAN Q                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917000 | PA      | $886051.25    | 0.19%             | 2029-01-31      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| AIT Worldwide Logistics, Inc                         | AIT Worldwide Logistics, Inc 2021 Term Loan                                         | CUSIP: 00145AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274230 | PA      | $249892.09    | 0.05%             | 2028-04-06      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CHESAPEAKE                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -389002 | PA      | $-389002.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Sparta U.S. HoldCo LLC                               | Sparta U.S. HoldCo LLC 2021 Term Loan                                               | CUSIP: 84673EAB5<br>LEI: 5493004EFF9NBQ1A8453 | Long             | LON              | CORP              | US        |    803262 | PA      | $760592.96    | 0.16%             | 2028-08-02      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Associated Materials Inc.                            | Associated Materials Inc. 2022 Term Loan B                                          | CUSIP: 88607CAB1<br>LEI: 254900KM84WNG9539P42 | Long             | LON              | CORP              | US        |    394854 | PA      | $347471.86    | 0.07%             | 2029-03-08      | Floating      | 9.03%                 | No            | 3                  | On Loan: No      |
| Elmwood CLO IV Ltd                                   | Elmwood CLO IV Ltd                                                                  | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476740.65    | 0.10%             | 2033-04-15      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| JSW STEEL LTD                                        | JSW Steel Ltd                                                                       | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $190750.00    | 0.04%             | 2024-04-18      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Sunshine Luxembourg VII SARL                         | Sunshine Luxembourg VII SARL 2021 Term Loan B3                                      | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |   3044289 | PA      | $2825282.73   | 0.60%             | 2026-10-01      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                               | Standard Chartered PLC                                                              | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1485249.56   | 0.32%             | 2024-03-15      | Fixed         | 3.89%                 | No            | 2                  | On Loan: No      |
| WEX Inc.                                             | WEX Inc. 2021 Term Loan                                                             | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    430445 | PA      | $416860.16    | 0.09%             | 2028-03-31      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    166000 | PA      | $149400.00    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JBS USA/FOOD/FINANCE                                 | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                              | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $224151.20    | 0.05%             | 2031-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -318372 | PA      | $-318372.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| E.W. Scripps Company (The)                           | E.W. Scripps Company (The) 2020 Term Loan B3                                        | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    343440 | PA      | $331543.24    | 0.07%             | 2028-01-07      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Project Investor Holdings, LLC                       | Project Investor Holdings, LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2869 | NS      | $0.03         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    701000 | PA      | $610643.88    | 0.13%             | 2026-11-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    211000 | PA      | $166744.39    | 0.04%             | 2031-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VERITAS US INC/BERMUDA L                             | Veritas US Inc / Veritas Bermuda Ltd                                                | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656000 | PA      | $502394.32    | 0.11%             | 2025-09-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -33180 | PA      | $-33180.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                                | CNX Midstream Partners LP                                                           | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $75351.36     | 0.02%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                               | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    166000 | PA      | $162970.50    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Weber-Stephen Products LLC                           | Weber-Stephen Products LLC Term Loan B                                              | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |    875167 | PA      | $706968.55    | 0.15%             | 2027-10-30      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    161000 | PA      | $134934.10    | 0.03%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AMERIFORGE GROUP INC COMMON STOCK                    | AMERIFORGE GROUP INC COMMON STOCK                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $400.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                      | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    647000 | PA      | $450674.32    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12847.39     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                | Wells Fargo & Co                                                                    | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1364715.75   | 0.29%             | 2024-06-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -163719 | PA      | $-163718.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment, Inc.                      | Live Nation Entertainment, Inc. Term Loan B4                                        | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   1078330 | PA      | $1013629.93   | 0.22%             | 2026-10-17      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    281000 | PA      | $245813.18    | 0.05%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    347000 | PA      | $295151.26    | 0.06%             | 2028-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59911.40     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CELESTIAL S                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -366642 | PA      | $-366642.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CATALENT PH                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -231212 | PA      | $-231212.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -543025 | PA      | $-543025.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| OPTION CARE HEALTH INC                               | Option Care Health Inc                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    245000 | PA      | $207025.00    | 0.04%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| INTERPUBLIC GROUP COS                                | Interpublic Group of Cos Inc/The                                                    | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174689.90    | 0.04%             | 2048-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 First Out Term Loan                            | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     92132 | PA      | $88216.16     | 0.02%             | 2027-03-31      | Floating      | 10.53%                | No            | 2                  | On Loan: No      |
| Medical Solutions Holdings, Inc.                     | Medical Solutions Holdings, Inc. 2021 2nd Lien Term Loan                            | CUSIP: 58462QAM3<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    247000 | PA      | $234650.00    | 0.05%             | 2029-11-01      | Floating      | 9.88%                 | No            | 3                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |   1502399 | PA      | $1452819.83   | 0.31%             | 2028-04-20      | Floating      | 7.46%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAJ5<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    177000 | PA      | $161164.62    | 0.03%             | 2029-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAK4<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    349000 | PA      | $274565.28    | 0.06%             | 2030-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                             | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    177000 | PA      | $139166.25    | 0.03%             | 2031-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    360000 | PA      | $298800.00    | 0.06%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARCOSA INC                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -286578 | PA      | $-286577.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SILGAN HOLDINGS INC                                  | Silgan Holdings Inc                                                                 | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     84000 | PA      | $74508.00     | 0.02%             | 2028-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71057.50     | 0.02%             | 2027-03-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| HERTZ CORP/THE                                       | Hertz Corp/The                                                                      | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    101000 | PA      | $75118.75     | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156000.00    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GCP APPLIED TECHNOLOGIES                             | GCP Applied Technologies Inc                                                        | CUSIP: 36164YAB7<br>LEI: 5493007G654QKQVEKV09 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167268.75    | 0.04%             | 2026-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LUNE HOLDINGS SARL                                   | Lune Holdings Sarl                                                                  | CUSIP: 000000000<br>LEI: 54930003WQ56T0558M33 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $73533.16     | 0.02%             | 2028-11-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SOUTHWESTER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -219364 | PA      | $-219363.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    157000 | PA      | $145597.88    | 0.03%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| BRF SA                                               | BRF SA                                                                              | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $156975.00    | 0.03%             | 2030-01-24      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ASCENT RESO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -710089 | PA      | $-710088.75   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                                 | Ryan Specialty Group LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $114498.56    | 0.02%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WESTERN MID                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -583505 | PA      | $-583505.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -81575 | PA      | $-81575.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| IVORY COAST                                          | Ivory Coast Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $177350.00    | 0.04%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Voyage Digital (NZ) Limited                          | Voyage Digital (NZ) Limited USD Term Loan B                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    431000 | PA      | $418608.75    | 0.09%             | 2029-05-11      | Floating      | 7.26%                 | No            | 3                  | On Loan: No      |
| ExGen Renewables IV, LLC                             | ExGen Renewables IV, LLC 2020 Term Loan                                             | CUSIP: 30204KAD8<br>LEI: 5493004JBPWTPTK8LB51 | Long             | LON              | CORP              | US        |    670316 | PA      | $655066.36    | 0.14%             | 2027-12-15      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $57040.50     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Deerfield Dakota Holding, LLC                        | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                  | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2506875 | PA      | $2360649.29   | 0.50%             | 2027-04-09      | Floating      | 6.78%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DISCOVERY C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1411775 | PA      | $-1411775.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP NEXTERA ENE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -143225 | PA      | $-143225.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MILLICOM INTL CELLULAR                               | Millicom International Cellular SA                                                  | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    247500 | PA      | $204930.00    | 0.04%             | 2028-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Go Daddy Operating Company, LLC                      | Go Daddy Operating Company, LLC 2021 Term Loan B4                                   | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    825010 | PA      | $798370.43    | 0.17%             | 2027-08-10      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    107000 | PA      | $86483.82     | 0.02%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| STARS GROUP HOLDINGS B V THE                         | STARS GROUP HOLDINGS B V THE                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    624000 | PA      | $608300.16    | 0.13%             | 2028-07-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                | Caesars Entertainment Inc                                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1412857.50   | 0.30%             | 2025-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -842752 | PA      | $-842752.50   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                              | Dealer Tire LLC / DT Issuer LLC                                                     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $293927.07    | 0.06%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MERLIN ENTERTAINMENTS                                | Merlin Entertainments Ltd                                                           | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $186169.00    | 0.04%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $188838.00    | 0.04%             | 2024-05-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     96000 | PA      | $76723.20     | 0.02%             | 2031-03-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| ASG FINANCE DESIGNATED                               | ASG Finance Designated Activity Co                                                  | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $186500.00    | 0.04%             | 2024-12-03      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    214000 | PA      | $181046.14    | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Wilsonart LLC                                        | Wilsonart LLC 2021 Term Loan E                                                      | CUSIP: 000000000<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |   1469981 | PA      | $1338608.73   | 0.29%             | 2026-12-31      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| ALPEK SA DE CV                                       | Alpek SAB de CV                                                                     | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $147350.00    | 0.03%             | 2031-02-25      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    226000 | PA      | $189675.02    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                    | CSC Holdings, LLC 2019 Term Loan B5                                                 | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    867793 | PA      | $809763.87    | 0.17%             | 2027-04-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                        | CoreLogic Inc                                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    511000 | PA      | $347480.00    | 0.07%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $542574.50    | 0.12%             | 2026-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD                                 | Times China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    277000 | PA      | $33240.00     | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                   | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      5361 | OU      | $-1510.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corporation                                 | Carnival Corporation USD Term Loan B                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    931437 | PA      | $842950.09    | 0.18%             | 2025-06-30      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                                              | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    413000 | PA      | $390285.00    | 0.08%             | 2050-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.     | American Builders & Contractors Supply Co., Inc. 2019 Term Loan                     | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    505138 | PA      | $488408.22    | 0.10%             | 2027-01-15      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Veritas US Inc.                                      | Veritas US Inc. 2021 USD Term Loan B                                                | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |   1871351 | PA      | $1477581.45   | 0.31%             | 2025-09-01      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP APX GROUP I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -172860 | PA      | $-172860.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11488.48     | 0.00%             | 2032-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1286250 | PA      | $-1286250.00  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CLARIVATE S                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -310310 | PA      | $-310310.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SEALED AIR CORP                                      | Sealed Air Corp                                                                     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63170.55     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP NRG ENERGY                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -217445 | PA      | $-217445.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $368982.95    | 0.08%             | 2027-09-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                          | Freddie Mac Pool                                                                    | CUSIP: 3132DNBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1754803 | PA      | $1605061.19   | 0.34%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AZURE POWER SOLAR ENERGY                             | Azure Power Solar Energy Pvt Ltd                                                    | CUSIP: 000000000<br>LEI: 549300N77HEXIINE3X94 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $167000.00    | 0.04%             | 2024-12-24      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    626000 | PA      | $467747.20    | 0.10%             | 2030-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP F BRASILE S                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -275479 | PA      | $-275478.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA NA                                   | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     20000 | OU      | $-3937.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 Term Loan B                                                  | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750960 | PA      | $678274.73    | 0.14%             | 2027-12-01      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $107278.13    | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     48000 | PA      | $33840.00     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $102660.00    | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                              | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14093.82     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -5504200 | PA      | $-5504200.00  | -1.17%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VERITAS US                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -385400 | PA      | $-385400.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    621000 | PA      | $603916.29    | 0.13%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -206971 | PA      | $-206971.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| DISH DBS CORP                                        | DISH DBS Corp                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1146000 | PA      | $938856.90    | 0.20%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    308000 | PA      | $239085.00    | 0.05%             | 2047-03-08      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAD8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    566000 | PA      | $451396.32    | 0.10%             | 2029-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2007-19                                                      | CUSIP: 02151AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546476 | PA      | $291564.55    | 0.06%             | 2037-08-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pike Corporation                                     | Pike Corporation 2021 Incremental Term Loan B                                       | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |    424084 | PA      | $410831.37    | 0.09%             | 2028-01-21      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP LEVEL 3 FIN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -462240 | PA      | $-462240.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII LTD                 | Octagon Investment Partners XVII Ltd                                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235654.13    | 0.05%             | 2031-01-25      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -127250 | PA      | $-127250.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $53690.00     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco, LLC                                  | Radiate Holdco, LLC 2021 Term Loan B                                                | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |    631258 | PA      | $582575.25    | 0.12%             | 2026-09-25      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC.                             | Standard Industries Inc. 2021 Term Loan B                                           | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |    673246 | PA      | $651998.36    | 0.14%             | 2028-09-22      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| PQ Corporation                                       | PQ Corporation 2021 Term Loan B                                                     | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    668538 | PA      | $635779.16    | 0.14%             | 2028-06-09      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    141000 | PA      | $112164.04    | 0.02%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP USA COMPRES                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -322262 | PA      | $-322262.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TransDigm Inc                                        | TransDigm Inc                                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43459.08     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP APTIV PLC                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -186000 | PA      | $-186000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| USI, Inc.                                            | USI, Inc. 2017 Repriced Term Loan                                                   | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1061282 | PA      | $1031216.26   | 0.22%             | 2024-05-16      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    169000 | PA      | $129593.58    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $960292.65    | 0.20%             | 2031-02-25      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                             | Camelot Return Merger Sub Inc                                                       | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $170609.79    | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Bahrain                                   | Bahrain Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $185225.00    | 0.04%             | 2029-09-20      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DISCOVERY C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -157462 | PA      | $-157462.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP COMMSCOPE T                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -477160 | PA      | $-477160.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                             | Lloyds Banking Group PLC                                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $403755.17    | 0.09%             | 2026-06-27      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP EG GLOBAL F                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -328185 | PA      | $-328185.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $100562.70    | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SYNEOS HEALTH INC                                    | Syneos Health Inc                                                                   | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    857000 | PA      | $682411.96    | 0.15%             | 2029-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    155000 | PA      | $132747.81    | 0.03%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| thyssenkrupp AG                                      | thyssenkrupp AG                                                                     | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |     84000 | PA      | $77220.11     | 0.02%             | 2024-02-22      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower, LLC                | Prime Security Services Borrower, LLC 2021 Term Loan                                | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    300079 | PA      | $290185.74    | 0.06%             | 2026-09-23      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                               | Verizon Communications Inc                                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $678879.46    | 0.14%             | 2061-03-22      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter NEX US, Inc.                                 | Charter NEX US, Inc. 2021 Term Loan                                                 | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   2221762 | PA      | $2103741.86   | 0.45%             | 2027-12-01      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MINERVA MER                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -476250 | PA      | $-476250.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     79000 | PA      | $65570.00     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93272.00     | 0.02%             | 2034-05-01      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                  | Altice Financing SA                                                                 | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $73688.01     | 0.02%             | 2028-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 3140X6JS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6488793 | PA      | $6164910.84   | 1.31%             | 2044-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA                                | Sri Lanka Government International Bond                                             | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $48912.50     | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ROLLS ROYCE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -862755 | PA      | $-862755.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| BEACON ROOFING SUPPLY IN                             | Beacon Roofing Supply Inc                                                           | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80991.00     | 0.02%             | 2029-05-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Athenahealth, Inc.                                   | Athenahealth, Inc. 2022 Term Loan B                                                 | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1309076 | PA      | $1170313.98   | 0.25%             | 2029-02-15      | Floating      | 6.58%                 | No            | 2                  | On Loan: No      |
| ACI Worldwide Inc                                    | ACI Worldwide Inc                                                                   | CUSIP: 004498AB7<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | DBT              | CORP              | US        |    444000 | PA      | $419446.80    | 0.09%             | 2026-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GARDA WORLD SECURITY                                 | Garda World Security Corp                                                           | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    132000 | PA      | $113189.34    | 0.02%             | 2027-02-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| 180 MEDICAL INC                                      | 180 Medical Inc                                                                     | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165694.00    | 0.04%             | 2029-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -221500 | PA      | $-221500.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    257000 | PA      | $233132.41    | 0.05%             | 2028-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $80652.51     | 0.02%             | 2025-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    298000 | PA      | $231966.18    | 0.05%             | 2030-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AJ1<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24107.97     | 0.01%             | 2025-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                        | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161192.61    | 0.03%             | 2025-03-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107585.40    | 0.02%             | 2027-09-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                  | Churchill Downs Inc                                                                 | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    675000 | PA      | $624604.50    | 0.13%             | 2027-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP VOYA FINANC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2537500 | PA      | $-2537500.00  | -0.54%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CC4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $705071.71    | 0.15%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| CHG Healthcare Services Inc.                         | CHG Healthcare Services Inc. 2021 Term Loan                                         | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    465300 | PA      | $446008.66    | 0.09%             | 2028-09-29      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1298700 | PA      | $-1298700.00  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    516000 | PA      | $443238.84    | 0.09%             | 2028-07-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    118000 | PA      | $96907.50     | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ASHTON WOODS USA/FINANCE                             | Ashton Woods USA LLC / Ashton Woods Finance Co                                      | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $103841.75    | 0.02%             | 2030-04-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP MPT OPERATI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -51068 | PA      | $-51067.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVIATHAN BOND LTD                                   | Leviathan Bond Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    104698 | PA      | $103016.29    | 0.02%             | 2023-06-30      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UPC Financing Partnership                            | UPC Financing Partnership 2021 USD Term Loan AX                                     | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    341423 | PA      | $325205.41    | 0.07%             | 2029-01-31      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2005-17                                             | CUSIP: 12669G5S6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104660 | PA      | $96102.92     | 0.02%             | 2035-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CLARIOS GLO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -2171899 | PA      | $-2171898.75  | -0.46%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BOOZ ALLEN                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -327951 | PA      | $-327951.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FLUIDRA, S.A.                                        | Fluidra, S.A. 2022 USD Term Loan B                                                  | CUSIP: 98975VAM8<br>LEI: 9598001EJ2RDDXG5CK22 | Long             | LON              | CORP              | ES        |    127040 | PA      | $122775.27    | 0.03%             | 2029-01-29      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| Cayuga Park CLO, Ltd.                                | Cayuga Park CLO Ltd                                                                 | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234025.20    | 0.05%             | 2034-07-17      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -447758 | PA      | $-447757.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                                   | Panama Government International Bond                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    377000 | PA      | $306029.75    | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                               | Bank of New York Mellon Corp/The                                                    | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2402475.00   | 0.51%             | 2026-12-20      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Reynolds Group Holdings Inc.                         | Reynolds Group Holdings Inc. 2020 Term Loan B2                                      | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    253208 | PA      | $241768.41    | 0.05%             | 2026-02-05      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP INTERPUBLIC                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -187000 | PA      | $-187000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NORTHROP GR                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -496500 | PA      | $-496500.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                       | Wyndham Hotels & Resorts, Inc. Term Loan B                                          | CUSIP: 98310CAC6<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    199212 | PA      | $193661.79    | 0.04%             | 2025-05-30      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Comcast Corp                                         | Comcast Corp                                                                        | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2914377.33   | 0.62%             | 2025-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| MONG DUONG FIN HLDGS BV                              | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $194062.50    | 0.04%             | 2029-05-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58141.51     | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HOLOGIC INC                                          | Hologic Inc                                                                         | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37618.23     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                             | Antero Midstream Partners LP / Antero Midstream Finance Corp                        | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $181877.40    | 0.04%             | 2029-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BIG RIVER S                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -719442 | PA      | $-719442.50   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| GoodRx, Inc.                                         | GoodRx, Inc. 1st Lien Term Loan                                                     | CUSIP: 38245HAC1<br>LEI: 25490061CWK7F0OTY260 | Long             | LON              | CORP              | US        |    310562 | PA      | $296394.48    | 0.06%             | 2025-10-10      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| BRASKEM IDESA SAPI                                   | Braskem Idesa SAPI                                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $132500.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10094.59     | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -750000 | PA      | $-750000.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| GULFPORT ENERGY OP CORP                              | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36815.00     | 0.01%             | 2026-05-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    156000 | PA      | $150150.00    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CRESCENT ENERGY FINANCE                              | Crescent Energy Finance LLC                                                         | CUSIP: 45344LAA1<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    708000 | PA      | $636081.36    | 0.14%             | 2026-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MUELLER WATER PRODUCTS                               | Mueller Water Products Inc                                                          | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    138000 | PA      | $117439.38    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SURA ASSET MANAGEMENT                                | SURA Asset Management SA                                                            | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    188000 | PA      | $182689.00    | 0.04%             | 2024-04-17      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    156000 | PA      | $109152.34    | 0.02%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2426962 | PA      | $-2426962.50  | -0.52%            |  |  |  | No            | 2                  | On Loan: No      |
| CIVITAS RESOURCES INC                                | Civitas Resources Inc                                                               | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     88000 | PA      | $79946.24     | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BANK OF NEW                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2472450 | PA      | $-2472450.00  | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| OWENS & MINOR INC                                    | Owens & Minor Inc                                                                   | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7920.00      | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    406000 | PA      | $371287.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UMBS, TBA                                            | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6500000 | PA      | $6031035.14   | 1.28%             | 2052-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CROWNROCK L                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -607081 | PA      | $-607081.25   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Allegro CLO Ltd                                      | Allegro CLO II-S Ltd                                                                | CUSIP: 01751EAJ7<br>LEI: 635400R1GOVCHJ4SNX58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $905049.50    | 0.19%             | 2028-10-21      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                                  | SVB Financial Group                                                                 | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736122.43    | 0.16%             | 2026-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KOBE US MIDCO 2 INC                                  | Kobe US Midco 2 Inc                                                                 | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $204610.00    | 0.04%             | 2026-11-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PDC Energy Inc                                       | PDC Energy Inc                                                                      | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217407.90    | 0.05%             | 2026-05-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| REALOGY GROUP/CO-ISSUER                              | Realogy Group LLC / Realogy Co-Issuer Corp                                          | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $91677.15     | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CommScope Inc                                        | CommScope Inc                                                                       | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    132000 | PA      | $121535.04    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP HERENS HOLD                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -302820 | PA      | $-302820.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67590.40     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ING GROEP N                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1161562 | PA      | $-1161562.50  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    196000 | PA      | $166110.00    | 0.04%             | 2028-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BB1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    839000 | PA      | $721883.99    | 0.15%             | 2026-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Co                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155757.74    | 0.03%             | 2040-02-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                     | Vmed O2 UK Financing I PLC                                                          | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    797000 | PA      | $614882.34    | 0.13%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MODERN LAND CHINA CO LTD                             | Modern Land China Co Ltd                                                            | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    431000 | PA      | $66805.00     | 0.01%             | 2023-04-11      | Fixed         | 9.80%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1073571.80   | 0.23%             | 2026-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BROOKFIELD                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -290975 | PA      | $-290975.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SCDS: (CMACG)                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      2135 | OU      | $-72.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| FEL ENERGY VI SARL                                   | FEL Energy VI Sarl                                                                  | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    188378 | PA      | $128720.82    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hess Corp                                            | Hess Corp                                                                           | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47036.14     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP WESCO DISTR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -603330 | PA      | $-603330.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP DOMINICAN R                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -139534 | PA      | $-139533.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GTCR AP Finance Inc                                  | GTCR AP Finance Inc                                                                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $303581.68    | 0.06%             | 2027-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                           | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    453119 | PA      | $425931.86    | 0.09%             | 2027-05-03      | Floating      | 7.54%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    455000 | PA      | $338139.48    | 0.07%             | 2029-06-15      | Fixed         | 5.38%                 | 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      | $15273.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ACProducts, Inc.                                     | ACProducts, Inc. 2021 Term Loan B                                                   | CUSIP: 00488YAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    694436 | PA      | $509736.60    | 0.11%             | 2028-05-17      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                             | Lindblad Expeditions LLC                                                            | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    305000 | PA      | $268400.00    | 0.06%             | 2027-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TEMPUR SEALY INTL INC                                | Tempur Sealy International Inc                                                      | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    224000 | PA      | $176517.40    | 0.04%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                             | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op     | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    296000 | PA      | $284731.28    | 0.06%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |   1106000 | PA      | $980922.46    | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                             | EQT Corp                                                                            | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    101000 | PA      | $278326.87    | 0.06%             | 2026-05-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -325920 | PA      | $-325920.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -209142 | PA      | $-209142.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                             | Constellation Automotive Financing PLC                                              | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75646.26     | 0.02%             | 2027-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                              | Stagwell Global LLC                                                                 | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $83079.57     | 0.02%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AB8<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    398000 | PA      | $390069.85    | 0.08%             | 2025-10-02      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FOUNDATION BUILDING M                                | Foundation Building Materials Inc                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |    111000 | PA      | $81010.27     | 0.02%             | 2029-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Diamond (BC) B.V.                                    | Diamond (BC) B.V. 2021 Term Loan B                                                  | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |   1371765 | PA      | $1261337.77   | 0.27%             | 2028-09-29      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                    | Herc Holdings Inc                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    362000 | PA      | $325800.00    | 0.07%             | 2027-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ZOOMINFO TE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -456750 | PA      | $-456750.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176701.36    | 0.04%             | 2025-11-13      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| TICP CLO Ltd                                         | TICP CLO I-2 LTD                                                                    | CUSIP: 87248VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $478090.95    | 0.10%             | 2028-04-26      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    663000 | PA      | $526256.25    | 0.11%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47327.44     | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| DirecTV Financing, LLC                               | DirecTV Financing, LLC Term Loan                                                    | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1235680 | PA      | $1148106.97   | 0.24%             | 2027-08-02      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QDJ8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    234911 | PA      | $199225.67    | 0.04%             | 2029-06-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SURGERY CEN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -555795 | PA      | $-555795.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                             | Vertiv Group Corp                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    920000 | PA      | $740600.00    | 0.16%             | 2028-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CMG MEDIA CORPORATION                                | CMG Media Corp                                                                      | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $471366.41    | 0.10%             | 2027-12-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| MONITCHEM HOLDCO 3 S.A.                              | Monitchem HoldCo 3 SA                                                               | CUSIP: 000000000<br>LEI: 222100SJHJ1CNJMSW162 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $88694.53     | 0.02%             | 2025-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SONIC AUTOMOTIVE INC                                 | Sonic Automotive Inc                                                                | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46315.00     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17000.00     | 0.00%             | 2023-06-01      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| USI, Inc.                                            | USI, Inc. 2019 Incremental Term Loan B                                              | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82665 | PA      | $79426.90     | 0.02%             | 2026-12-02      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP UBS GROUP A                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1125000 | PA      | $-1125000.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| KCAD Holdings Inc                                    | KCAD HOLDINGS I LIMITED                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        | 546753936 | NS      | $5467.54      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Chicago Board of Trade                               | US 10YR ULTRA FUT DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       119 | NC      | $-929044.06   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| SYNAPTICS INC                                        | Synaptics Inc                                                                       | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    226000 | PA      | $181942.35    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US 2YR NOTE (CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       380 | NC      | $-955943.94   | -0.20%            |  |  |  | No            | 1                  | On Loan: No      |
| HPCL-MITTAL ENERGY LTD                               | HPCL-Mittal Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 3358008CSQJBZUGQXP26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $182500.00    | 0.04%             | 2026-10-22      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| EnergySolutions, LLC                                 | EnergySolutions, LLC 2018 Term Loan B                                               | CUSIP: 29276MAL1<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    170841 | PA      | $157761.62    | 0.03%             | 2025-05-09      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| State of Qatar                                       | Qatar Government International Bond                                                 | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $191750.00    | 0.04%             | 2029-03-14      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (EOFP)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $250.93       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                                 | CPC Acquisition Corp Term Loan                                                      | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    284665 | PA      | $220851.38    | 0.05%             | 2027-12-29      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    208000 | PA      | $179926.24    | 0.04%             | 2029-04-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| STERICYCLE INC                                       | Stericycle Inc                                                                      | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |    162000 | PA      | $134156.25    | 0.03%             | 2029-01-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding, LLC                           | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan                 | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    250043 | PA      | $130335.13    | 0.03%             | 2023-08-10      | Floating      | 10.79%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ZIGGO BOND                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -169031 | PA      | $-169031.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| LIFEPOINT HEALTH INC                                 | LifePoint Health Inc                                                                | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $111553.07    | 0.02%             | 2029-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                             | Electricite de France SA                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $142348.36    | 0.03%             | 2027-09-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GARDEN SPINCO CORP                                   | Garden Spinco Corp                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205592.87    | 0.04%             | 2030-07-20      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $124485.64    | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP CITIGROUP I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |  -1472500 | PA      | $-1472500.00  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                             | Nidda Healthcare Holding GmbH                                                       | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $88694.53     | 0.02%             | 2024-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20157.48     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    308000 | PA      | $252142.60    | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| TRUST F/1401                                         | Trust Fibra Uno                                                                     | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $181037.50    | 0.04%             | 2026-01-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AHP HEALTH PARTN                                     | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    324000 | PA      | $251100.00    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BLOCK COMMUNICATIONS INC                             | Block Communications Inc                                                            | CUSIP: 093645AJ8<br>LEI: M5G68A9OHJWIL4SFC742 | Long             | DBT              | CORP              | US        |    128000 | PA      | $110720.00    | 0.02%             | 2028-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -292760 | PA      | $-292760.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $34000.00     | 0.01%             | 2022-04-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS                              | Wesco Aircraft Holdings Inc                                                         | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |    672000 | PA      | $403200.00    | 0.09%             | 2026-11-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $69099.61     | 0.01%             | 2029-01-18      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    543000 | PA      | $472928.57    | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        | -12437500 | PA      | $-12437500.00 | -2.65%            |  |  |  | No            | 2                  | On Loan: No      |
| CELANESE US HOLDINGS LLC                             | Celanese US Holdings LLC                                                            | CUSIP: 15089QAM6<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260261.33    | 0.06%             | 2027-07-15      | Fixed         | 6.17%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -565611 | PA      | $-565611.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     94000 | PA      | $86915.27     | 0.02%             | 2025-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -555092 | PA      | $-555092.50   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| ENTEGRIS ESCROW CORP                                 | Entegris Escrow Corp                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1138025.37   | 0.24%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Fanatics Commerce Intermediate Holdco, LLC           | Fanatics Commerce Intermediate Holdco, LLC Term Loan B                              | CUSIP: 30709UAB0<br>LEI: 254900YDIRBC66RGAG10 | Long             | LON              | CORP              | US        |    311645 | PA      | $299958.31    | 0.06%             | 2028-11-24      | Floating      | 6.06%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -944265 | PA      | $-944265.00   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -349414 | PA      | $-349413.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BERKLINE BENCHCRAFT EQ LLC                           | BERKLINE BENCHCRAFT EQ LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3155 | NS      | $0.03         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      7394 | OU      | $-2083.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ARCHROCK PA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -555975 | PA      | $-555975.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                             | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    705000 | PA      | $584776.35    | 0.12%             | 2031-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -714759 | PA      | $-714758.75   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LUMEN TECHN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -300869 | PA      | $-300868.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORP                                   | Union Pacific Corp                                                                  | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    600000 | PA      | $447236.63    | 0.10%             | 2041-05-20      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                             | Archrock Partners LP / Archrock Partners Finance Corp                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $640787.36    | 0.14%             | 2028-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United Airlines, Inc.                                | United Airlines, Inc. 2021 Term Loan B                                              | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   1676775 | PA      | $1597362.94   | 0.34%             | 2028-04-21      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CONSOLIDATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -350895 | PA      | $-350895.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DIRECTV FIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -325316 | PA      | $-325316.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CHS/COMMUNI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -233306 | PA      | $-233306.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOXER PAREN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -339500 | PA      | $-339500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    207000 | PA      | $205085.77    | 0.04%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     98000 | PA      | $76800.64     | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -363694 | PA      | $-363693.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                             | Compass Group Diversified Holdings LLC                                              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    214000 | PA      | $167932.22    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP AMERICAN WA                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -856125 | PA      | $-856125.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -262406 | PA      | $-262406.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ACADIA HEALTHCARE CO INC                             | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104941.53    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SWITCH LTD                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -532070 | PA      | $-532070.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Alchemy Copyrights, LLC                              | Alchemy Copyrights, LLC Term Loan B                                                 | CUSIP: 01374WAD7<br>LEI: 549300Y8O8X4508AZD58 | Long             | LON              | CORP              | US        |    341055 | PA      | $331676.38    | 0.07%             | 2028-03-10      | Floating      | 5.56%                 | No            | 3                  | On Loan: No      |
| Trader Interactive, LLC                              | Trader Interactive, LLC 2021 Term Loan B                                            | CUSIP: 89256CAC1<br>LEI: 549300HJLM6XUGUZ1B05 | Long             | LON              | CORP              | US        |    216329 | PA      | $208757.74    | 0.04%             | 2028-07-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| PetSmart, Inc.                                       | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2200770 | PA      | $2077901.01   | 0.44%             | 2028-02-11      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    953000 | PA      | $829110.00    | 0.18%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -327525 | PA      | $-327525.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| ZIGGO BOND CO BV                                     | Ziggo Bond Co BV                                                                    | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $160875.00    | 0.03%             | 2030-02-28      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VERSCEND ES                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1382228 | PA      | $-1382227.50  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                | TMK Hawk Parent Corp. 2020 Super Priority First Out Term Loan A                     | CUSIP: 87258WAK1<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |    161892 | PA      | $148941.10    | 0.03%             | 2024-05-30      | Floating      | 12.57%                | No            | 3                  | On Loan: No      |
| AEROPUERTOS DOMINICANOS                              | Aeropuertos Dominicanos Siglo XXI SA                                                | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $184600.00    | 0.04%             | 2029-03-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                     | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1236626 | PA      | $1137955.50   | 0.24%             | 2026-04-06      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| EG GLOBAL FINANCE PLC                                | eG Global Finance PLC                                                               | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    142000 | PA      | $120329.45    | 0.03%             | 2025-10-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAA0<br>LEI: 549300Q10QN3IXF3HZ69 | Long             | DBT              | CORP              | US        |    840000 | PA      | $768448.80    | 0.16%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8916.75      | 0.00%             | 2023-06-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP COLOMBIA (R                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -169000 | PA      | $-169000.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    179000 | PA      | $157806.40    | 0.03%             | 2032-08-19      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    209000 | PA      | $199447.66    | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PECF USS Intermediate Holding III Corporation        | PECF USS Intermediate Holding III Corporation Term Loan B                           | CUSIP: 69291LAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    601022 | PA      | $511367.68    | 0.11%             | 2028-12-15      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP ZAYO GROUP                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1347401 | PA      | $-1347401.25  | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    598000 | PA      | $513203.60    | 0.11%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Credito Real Sab DE CV Sofom ENR                     | Credito Real Sab DE CV Sofom ENR Term Loan B                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | MX        |     24500 | PA      | $416.50       | 0.00%             | 2023-02-17      | Floating      | 6.73%                 | No            | 3                  | On Loan: No      |
| Oak Hill Credit Partners                             | OHA Credit Partners XIII Ltd                                                        | CUSIP: 67110NAP0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236440.18    | 0.05%             | 2034-10-25      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc.                               | Level 3 Financing Inc. 2019 Term Loan B                                             | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    438794 | PA      | $416099.34    | 0.09%             | 2027-03-01      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -324500 | PA      | $-324500.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP MPLX LP                                                                         | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -172975 | PA      | $-172975.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Precision Medicine Group, LLC                        | Precision Medicine Group, LLC 2021 Term Loan                                        | CUSIP: 74028HAE5<br>LEI: 5493005RG0LYTBKL8W81 | Long             | LON              | CORP              | US        |   1153193 | PA      | $1063820.88   | 0.23%             | 2027-11-18      | Floating      | 6.67%                 | No            | 3                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $343827.50    | 0.07%             | 2027-05-22      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| OI EUROPEAN GROUP BV                                 | OI European Group BV                                                                | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $87714.48     | 0.02%             | 2025-02-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $811822.83    | 0.17%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -638910 | PA      | $-638910.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    176000 | PA      | $160163.52    | 0.03%             | 2027-08-15      | Fixed         | 11.63%                | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $147548.02    | 0.03%             | 2029-01-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP INDEPENDENC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -621270 | PA      | $-621270.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| CATALENT PHARMA SOLUTION                             | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAE8<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    365000 | PA      | $325572.84    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Millennium Lender Claim                              | MILLENNIUM LENDER CLAIM T                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    917752 | PA      | $0.09         | 0.00%             | 2049-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $127500.00    | 0.03%             | 2025-06-01      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc.                                | Bleriot US Bidco Inc. 2021 Term Loan B                                              | CUSIP: 09353TAG5<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |    284145 | PA      | $274199.60    | 0.06%             | 2026-10-31      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company             | 1011778 B.C. Unlimited Liability Company Term Loan B4                               | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1379042 | PA      | $1315757.83   | 0.28%             | 2026-11-19      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| HCA Inc                                              | HCA Inc                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $549116.67    | 0.12%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP PILGRIMS PR                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -105219 | PA      | $-105218.75   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |    108000 | PA      | $99830.88     | 0.02%             | 2025-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                             | Science Applications International Corp                                             | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    289000 | PA      | $257110.27    | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    526000 | PA      | $456410.20    | 0.10%             | 2029-05-03      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1096224 | PA      | $-1096223.75  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCONIC CORP                                         | Arconic Corp                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    332000 | PA      | $319571.81    | 0.07%             | 2025-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Messer Industries GmbH                               | Messer Industries GmbH 2018 USD Term Loan                                           | CUSIP: 000000000<br>LEI: 391200LNSZAK9YZ7XO65 | Long             | LON              | CORP              | US        |    660266 | PA      | $630144.39    | 0.13%             | 2026-03-02      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                              | F-Brasile SpA / F-Brasile US LLC                                                    | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    423000 | PA      | $327913.83    | 0.07%             | 2026-08-15      | Fixed         | 7.38%                 | 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        |   1329804 | PA      | $1160253.99   | 0.25%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| KASIKORNBANK PCL HK                                  | Kasikornbank PCL/Hong Kong                                                          | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $176725.00    | 0.04%             | 2025-10-14      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAC1<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    226000 | PA      | $171917.52    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                             | Lima Metro Line 2 Finance Ltd                                                       | CUSIP: 532522AA7<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |   1440185 | PA      | $1360974.68   | 0.29%             | 2034-07-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Trader Corporation                                   | Trader Corporation 2017 Term Loan B                                                 | CUSIP: 000000000<br>LEI: 549300FIBYZ3CU8PIM55 | Long             | LON              | CORP              | CA        |   1479526 | PA      | $1420345.09   | 0.30%             | 2023-09-28      | Floating      | 6.11%                 | No            | 3                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    317000 | PA      | $264308.26    | 0.06%             | 2029-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| OP SERVICIOS MEGA                                    | Operadora de Servicios Mega SA de CV Sofom ER                                       | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $175931.25    | 0.04%             | 2025-02-11      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PANAMA REPU                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -295474 | PA      | $-295473.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    599000 | PA      | $452245.00    | 0.10%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| OZLM Ltd                                             | OZLM XXI Ltd                                                                        | CUSIP: 67112EAA1<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $199014.00    | 0.04%             | 2031-01-20      | Floating      | 8.25%                 | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                             | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    395000 | PA      | $328877.00    | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| HOME POINT CAPITAL INC                               | Home Point Capital Inc                                                              | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |    194000 | PA      | $121492.50    | 0.03%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    367000 | PA      | $355197.28    | 0.08%             | 2024-09-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TRANSURBAN                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -405638 | PA      | $-405637.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -302950 | PA      | $-302950.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| AIR CANADA                                           | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |   1175254 | PA      | $1115445.80   | 0.24%             | 2028-08-11      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| PUG LLC                                              | PUG LLC 2021 Incremental Term Loan B                                                | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110880 | PA      | $97020.00     | 0.02%             | 2027-02-12      | Floating      | 7.37%                 | No            | 3                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40805.60     | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    199000 | PA      | $163677.50    | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                    | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $168998.40    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VENTAS REAL                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -602875 | PA      | $-602875.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    263000 | PA      | $205689.67    | 0.04%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $339822.00    | 0.07%             | 2029-07-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                               | Energizer Holdings Inc                                                              | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    140000 | PA      | $110920.60    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Cable One, Inc.                                      | Cable One, Inc. 2021 Term Loan B4                                                   | CUSIP: 12685LAG5<br>LEI: 549300648QS85T0XSH18 | Long             | LON              | CORP              | US        |    406850 | PA      | $398969.32    | 0.08%             | 2028-05-03      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Chobani, LLC                                         | Chobani, LLC 2020 Term Loan B                                                       | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |   1903669 | PA      | $1728778.59   | 0.37%             | 2027-10-25      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| RESIDEO FUNDING INC                                  | Resideo Funding Inc                                                                 | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     59000 | PA      | $47552.82     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                             | OCP SA                                                                              | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $125600.00    | 0.03%             | 2051-06-23      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP ENBRIDGE IN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1126800 | PA      | $-1126800.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| STONEGATE PUB FIN                                    | Stonegate Pub Co Financing 2019 PLC                                                 | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $97418.98     | 0.02%             | 2025-07-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64732.50     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Grab Holdings Inc                                    | Grab Holdings Inc Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   2174193 | PA      | $2031522.87   | 0.43%             | 2026-01-29      | Floating      | 7.62%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    491000 | PA      | $431208.48    | 0.09%             | 2026-09-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                             | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $62564.85     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -204382 | PA      | $-204382.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Matador Resources Co                                 | Matador Resources Co                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    466000 | PA      | $449536.22    | 0.10%             | 2026-09-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALLISON TRA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -221835 | PA      | $-221835.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| E2open, LLC                                          | E2open, LLC 2020 Term Loan B                                                        | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    112858 | PA      | $107497.59    | 0.02%             | 2028-02-04      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3404102.94   | 0.72%             | 2025-03-16      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                             | Black Knight InfoServ LLC                                                           | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    386000 | PA      | $329065.00    | 0.07%             | 2028-09-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                            | Block Inc                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $948985.56    | 0.20%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ELEMENT SOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1024609 | PA      | $-1024608.75  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| FANTASIA HOLDINGS GROUP                              | Fantasia Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $17000.00     | 0.00%             | 2023-10-19      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                             | RHP Hotel Properties LP / RHP Finance Corp                                          | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    179000 | PA      | $148520.08    | 0.03%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Teleflex Inc                                         | Teleflex Inc                                                                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72073.22     | 0.02%             | 2027-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| AMC NETWORKS INC                                     | AMC Networks Inc                                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $90941.34     | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                                   | Ford Motor Co                                                                       | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    623000 | PA      | $448765.59    | 0.10%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2021 Term Loan B                                                     | CUSIP: 90351HAE8<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    414001 | PA      | $403262.24    | 0.09%             | 2028-11-22      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| SRS DISTRIBUTION INC                                 | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    493000 | PA      | $395929.14    | 0.08%             | 2029-07-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                              | AMC Entertainment Holdings Inc                                                      | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $57165.00     | 0.01%             | 2029-02-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VS Buyer, LLC                                        | VS Buyer, LLC Term Loan B                                                           | CUSIP: 91834WAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1529719 | PA      | $1478090.96   | 0.31%             | 2027-02-28      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -687675 | PA      | $-687675.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GOLDMAN SAC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -529250 | PA      | $-529250.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2018 Term Loan B                                          | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    347760 | PA      | $333922.73    | 0.07%             | 2025-04-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| PLAYTIKA HOLDING CORP                                | Playtika Holding Corp                                                               | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    391000 | PA      | $312698.34    | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BIDFAIR HOL                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -300671 | PA      | $-300671.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY OPERATING                             | NextEra Energy Operating Partners LP                                                | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162796.38    | 0.03%             | 2024-07-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CF-B L2 (D), LLC                                     | CF-B L2 (D), LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    137556 | NS      | $2302.69      | 0.00%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MSCI INC                                                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -292339 | PA      | $-292338.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -462080 | PA      | $-462080.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     86000 | PA      | $60370.80     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| MOLINA HEALTHCARE INC                                | Molina Healthcare Inc                                                               | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    303000 | PA      | $273457.50    | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BUCKEYE PARTNERS LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    262000 | PA      | $239795.50    | 0.05%             | 2025-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    336000 | PA      | $299174.65    | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP LIMA METRO                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -2475000 | PA      | $-2475000.00  | -0.53%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ILIAD HOLDI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -421432 | PA      | $-421432.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     67000 | PA      | $55741.99     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    614000 | PA      | $550934.53    | 0.12%             | 2027-11-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                           | US Bancorp                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1256825.25   | 0.27%             | 2027-01-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S                                            | Sotheby's                                                                           | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    451000 | PA      | $414238.99    | 0.09%             | 2027-10-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAN7<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    124000 | PA      | $112522.98    | 0.02%             | 2028-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Aramark Services, Inc.                               | Aramark Services, Inc. 2018 Term Loan B3                                            | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    374525 | PA      | $361416.29    | 0.08%             | 2025-03-11      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                | James Hardie International Finance DAC                                              | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $180622.00    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                           | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $139100.00    | 0.03%             | 2041-10-07      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AON GLOBAL LTD                                       | Aon Global Ltd                                                                      | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1071313.43   | 0.23%             | 2025-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -37088 | PA      | $-37087.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ARCOSA INC                                           | Arcosa Inc                                                                          | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    374000 | PA      | $317900.00    | 0.07%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -433895 | PA      | $-433895.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae                                           | Fannie Mae Pool                                                                     | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10803965 | PA      | $10036690.77  | 2.14%             | 2052-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Playtika Holding Corp                                | Playtika Holding Corp 2021 Term Loan                                                | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    720952 | PA      | $689165.55    | 0.15%             | 2028-03-13      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Amneal Pharmaceuticals LLC                           | Amneal Pharmaceuticals LLC 2018 Term Loan B                                         | CUSIP: 03167DAH7<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    749423 | PA      | $620769.46    | 0.13%             | 2025-05-04      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| BANCO BPM SPA                                        | Banco BPM SpA                                                                       | CUSIP: 000000000<br>LEI: 815600E4E6DCD2D25E30 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $78796.03     | 0.02%             | 2031-06-29      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| STATION CASINOS LLC                                  | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    277000 | PA      | $209213.97    | 0.04%             | 2031-12-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                        | TransDigm Inc                                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    815000 | PA      | $826581.15    | 0.18%             | 2025-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -476938 | PA      | $-476937.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -781000 | PA      | $-781000.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Renaissance Holding Corp.                            | Renaissance Holding Corp. 2018 1st Lien Term Loan                                   | CUSIP: 75972JAB0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     31059 | PA      | $29467.41     | 0.01%             | 2025-05-30      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Element Solutions Inc.                               | Element Solutions Inc. 2019 Term Loan B1                                            | CUSIP: 72766TAD1<br>LEI: 549300FLGN6P5CU20J91 | Long             | LON              | CORP              | US        |    847085 | PA      | $839494.83    | 0.18%             | 2026-01-31      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    266000 | PA      | $222168.52    | 0.05%             | 2030-08-15      | Fixed         | 4.13%                 | 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        |    996000 | PA      | $787676.64    | 0.17%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| KONTOOR BRANDS INC                                   | Kontoor Brands Inc                                                                  | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     98000 | PA      | $78079.48     | 0.02%             | 2029-11-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -512222 | PA      | $-512222.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    507000 | PA      | $453131.25    | 0.10%             | 2027-02-01      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| SNAP ONE HOLDINGS CORP                               | Snap One Holdings Corp Term Loan B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492929 | PA      | $447332.70    | 0.10%             | 2028-12-08      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| API GROUP DE INC                                     | APi Group DE Inc                                                                    | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    132000 | PA      | $104610.00    | 0.02%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Planview Parent, Inc.                                | Planview Parent, Inc. Term Loan                                                     | CUSIP: 72751PAC8<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |   1023886 | PA      | $967572.72    | 0.21%             | 2027-12-17      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83742.50     | 0.02%             | 2024-03-25      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING                              | DCP Midstream Operating LP                                                          | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    295000 | PA      | $286043.07    | 0.06%             | 2037-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP QUALCOMM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1405410 | PA      | $-1405410.00  | -0.30%            |  |  |  | No            | 2                  | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                             | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $232170.00    | 0.05%             | 2029-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AIR CANADA                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -320640 | PA      | $-320640.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    339000 | PA      | $278095.97    | 0.06%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                          | Equifax Inc                                                                         | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     59000 | PA      | $53954.23     | 0.01%             | 2025-12-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                             | Ken Garff Automotive LLC                                                            | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $99709.03     | 0.02%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                                         | QUALCOMM Inc                                                                        | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1331782.95   | 0.28%             | 2032-05-20      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                             | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105614.23    | 0.02%             | 2026-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.572500 11-FEB-2030                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |      5000 | OU      | $-762.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    157000 | PA      | $137178.75    | 0.03%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                               | Sable International Finance Ltd                                                     | CUSIP: 785712AG5<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $174750.00    | 0.04%             | 2027-09-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33692.26     | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BUCKEYE PAR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -214185 | PA      | $-214185.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Parexel International Corporation                    | Parexel International Corporation 2021 1st Lien Term Loan                           | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   1682852 | PA      | $1602916.19   | 0.34%             | 2028-11-15      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1478700.00   | 0.31%             | 2028-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -908950 | PA      | $-908950.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                              | GSR Mortgage Loan Trust 2005-AR5                                                    | CUSIP: 362341MC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314374 | PA      | $190915.48    | 0.04%             | 2035-10-25      | Variable      | 3.49%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                             | CTR Partnership LP / CareTrust Capital Corp                                         | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |     47000 | PA      | $38657.50     | 0.01%             | 2028-06-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Verscend Escrow Corp                                 | Verscend Escrow Corp                                                                | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1753405.00   | 0.37%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solut                               | Mauser Packaging Solutions Holding Co                                               | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    794000 | PA      | $754300.00    | 0.16%             | 2024-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ILIAD HOLDING SAS                                    | Iliad Holding SASU                                                                  | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    498000 | PA      | $426646.56    | 0.09%             | 2028-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                               | General Motors Financial Co Inc                                                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1270078.08   | 0.27%             | 2027-08-20      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| FAURECIA                                             | Faurecia SE                                                                         | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $75218.85     | 0.02%             | 2027-02-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FERTITTA EN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -336289 | PA      | $-336288.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                             | Telenet Finance Luxembourg Notes Sarl                                               | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $173454.00    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CANPACK SA/CANPACK US                                | Canpack SA / Canpack US LLC                                                         | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    211000 | PA      | $185548.13    | 0.04%             | 2025-11-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Hub International Limited                            | Hub International Limited 2021 Term Loan B                                          | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   1425141 | PA      | $1370814.85   | 0.29%             | 2025-04-25      | Floating      | 5.98%                 | No            | 2                  | On Loan: No      |
| VIASAT INC                                           | Viasat Inc                                                                          | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $209603.70    | 0.04%             | 2025-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    431000 | PA      | $359229.88    | 0.08%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                             | Empresas Publicas de Medellin ESP                                                   | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $143250.00    | 0.03%             | 2029-07-18      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP PLAYTIKA HO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -299884 | PA      | $-299883.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP VERIZON COM                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -108160 | PA      | $-108160.00   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                 | Clear Channel Outdoor Holdings, Inc. Term Loan B                                    | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1966272 | PA      | $1750591.31   | 0.37%             | 2026-08-21      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP PRIME SECUR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -291600 | PA      | $-291600.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    622000 | PA      | $609560.00    | 0.13%             | 2027-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                       | Morgan Stanley                                                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    965000 | PA      | $934018.95    | 0.20%             | 2025-07-23      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -256650 | PA      | $-256650.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ILLUMINATE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -219300 | PA      | $-219300.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Rockford Tower CLO Ltd                               | Rockford Tower CLO 2017-2 Ltd                                                       | CUSIP: 77340GAQ4<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463758.15    | 0.10%             | 2029-10-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2020 Term Loan B3                         | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    183360 | PA      | $176370.32    | 0.04%             | 2026-09-03      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                         | Navient Corp                                                                        | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76701.31     | 0.02%             | 2023-09-25      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                           | Elastic NV                                                                          | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    376000 | PA      | $296979.84    | 0.06%             | 2029-07-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GATES GLOBA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -299200 | PA      | $-299200.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    865000 | PA      | $763362.50    | 0.16%             | 2029-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                               | US ULTRA BOND CBT DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -46 | NC      | $484386.26    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Scientific Games International, Inc.                 | Scientific Games International, Inc. 2022 USD Term Loan                             | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    350122 | PA      | $339443.76    | 0.07%             | 2029-04-14      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| ABERTIS FINANCE BV                                   | Abertis Infraestructuras Finance BV                                                 | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $79236.27     | 0.02%             | 2025-11-24      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ZIGGO BV                                             | Ziggo BV                                                                            | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $158000.00    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD RESID PROPERT                             | Brookfield Residential Properties Inc / Brookfield Residential US LLC               | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    412000 | PA      | $304989.18    | 0.06%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Dynasty Acquisition Co., Inc.                        | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                 | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |    666502 | PA      | $613321.48    | 0.13%             | 2026-04-06      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| EG Group Limited                                     | EG Group Limited 2021 Term Loan                                                     | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    234047 | PA      | $218054.96    | 0.05%             | 2026-03-31      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DIAMOND BC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -390600 | PA      | $-390600.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VISTRA OPER                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -369778 | PA      | $-369777.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| ADLER GROUP SA                                       | ADLER Group SA                                                                      | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $49002.51     | 0.01%             | 2026-11-13      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     29000 | PA      | $23066.02     | 0.00%             | 2042-12-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -331946 | PA      | $-331946.25   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Arcline FM Holdings, LLC                             | Arcline FM Holdings, LLC 2021 1st Lien Term Loan                                    | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629640 | PA      | $582417.00    | 0.12%             | 2028-06-23      | Floating      | 7.00%                 | No            | 3                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SWF ESCROW                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -170775 | PA      | $-170775.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 2nd Lien Term Loan                                       | CUSIP: 55910RAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    935736 | PA      | $856975.10    | 0.18%             | 2029-07-27      | Floating      | 11.37%                | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9032.50      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MINERAL RESOURCES LTD                                | Mineral Resources Ltd                                                               | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    128000 | PA      | $123699.20    | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                         | UBS Group AG                                                                        | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1500000 | PA      | $1132275.00   | 0.24%             | 2026-06-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITED AIR 2020-1 A PTT                              | United Airlines 2020-1 Class A Pass Through Trust                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575485 | PA      | $555072.84    | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ERP OPERATI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -941412 | PA      | $-941412.50   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| EyeCare Partners, LLC                                | EyeCare Partners, LLC 2020 Term Loan                                                | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    856791 | PA      | $775395.57    | 0.17%             | 2027-02-18      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| CSC Holdings, LLC                                    | CSC Holdings, LLC 2017 Term Loan B1                                                 | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    645291 | PA      | $613432.77    | 0.13%             | 2025-07-17      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $582175.00    | 0.12%             | 2029-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SBA COMMUNI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -368790 | PA      | $-368790.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Cablevision Lightpath LLC                            | Cablevision Lightpath LLC Term Loan B                                               | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |    225975 | PA      | $215948.49    | 0.05%             | 2027-11-30      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| CITIBANK NA                                          | SWAP/CDSWAP/SCDS: (NVFVES)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |     10000 | OU      | $-1335.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRA Health Sciences Inc                              | PRA Health Sciences Inc                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    484000 | PA      | $425845.96    | 0.09%             | 2026-07-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ADAPTHEALTH LLC                                      | AdaptHealth LLC                                                                     | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $65386.14     | 0.01%             | 2028-08-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| CENTRAL GARDEN & PET CO                              | Central Garden & Pet Co                                                             | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    194000 | PA      | $154419.15    | 0.03%             | 2030-10-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ABJA Investment Co                                   | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $246562.50    | 0.05%             | 2024-07-31      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1345595.00   | 0.29%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ENERGY CO                               | Southwestern Energy Co                                                              | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    279000 | PA      | $252997.20    | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Asplundh Tree Expert, LLC                            | Asplundh Tree Expert, LLC 2021 Term Loan B                                          | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1052333 | PA      | $1023772.66   | 0.22%             | 2027-09-07      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL                                     | Allied Universal Holdco LLC / Allied Universal Finance Corp                         | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    601000 | PA      | $494010.45    | 0.11%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    333000 | PA      | $267795.27    | 0.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SPECTRUM BRANDS INC                                  | Spectrum Brands Inc                                                                 | CUSIP: 84762LAW5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    154000 | PA      | $120417.56    | 0.03%             | 2030-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     18000 | PA      | $16246.69     | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LSF11 A5 HOLDCO LLC                                  | LSF11 A5 HoldCo LLC                                                                 | CUSIP: 50221DAA7<br>LEI: 254900FPK7P5WNA66Y10 | Long             | DBT              | CORP              | US        |    113000 | PA      | $84750.00     | 0.02%             | 2029-10-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ZF FINANCE GMBH                                      | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $75700.64     | 0.02%             | 2027-05-06      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL INTL BV                                | Clear Channel International BV                                                      | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    384000 | PA      | $356816.15    | 0.08%             | 2025-08-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| MEDLINE BORROWER LP                                  | Medline Borrower LP                                                                 | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1208000 | PA      | $912040.00    | 0.19%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      3145 | OU      | $-106.78      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $179780.85    | 0.04%             | 2025-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Digicel International Finance Limited                | Digicel International Finance Limited 2017 Term Loan B                              | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    437739 | PA      | $389224.41    | 0.08%             | 2024-05-28      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -369478 | PA      | $-369477.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $278350.00    | 0.06%             | 2029-07-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OT MERGER CORP                                       | OT Merger Corp                                                                      | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $77912.50     | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54030.38     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                          | Epicor Software Corporation 2020 Term Loan                                          | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    287788 | PA      | $268992.66    | 0.06%             | 2027-07-30      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Four Seasons Hotels Limited                          | Four Seasons Hotels Limited New 1st Lien Term Loan                                  | CUSIP: 35100DAR7<br>LEI: 5493009FUVX8LHYY2202 | Long             | LON              | CORP              | CA        |    532005 | PA      | $528871.89    | 0.11%             | 2023-11-30      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| MPH ACQUISITION HOLDINGS                             | MPH Acquisition Holdings LLC                                                        | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    220000 | PA      | $181595.70    | 0.04%             | 2028-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sterling Bank Trust                                  | Sterling COOFS Trust 2004-2                                                         | CUSIP: 859245AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1088402 | PA      | $10884.02     | 0.00%             | 2030-03-30      | Fixed         | 2.08%                 | No            | 3                  | On Loan: No      |
| SWITCH LTD                                           | Switch Ltd                                                                          | CUSIP: 87105NAA8<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |    312000 | PA      | $310050.00    | 0.07%             | 2028-09-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NATWEST GRO                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -922819 | PA      | $-922818.75   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                | Ahead DB Holdings LLC                                                               | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127857.50    | 0.03%             | 2028-05-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| KBR INC                                              | KBR Inc                                                                             | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    206000 | PA      | $176969.64    | 0.04%             | 2028-09-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    206000 | PA      | $151521.24    | 0.03%             | 2027-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FREEPORT LNG INVESTMENTS, LLLP                       | Freeport LNG Investments, LLLP Term Loan B                                          | CUSIP: 35670CAB4<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   1790155 | PA      | $1653333.48   | 0.35%             | 2028-12-21      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCX6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    179000 | PA      | $167033.85    | 0.04%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                 | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |    135000 | PA      | $115298.10    | 0.02%             | 2026-07-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                              | Rockcliff Energy II LLC                                                             | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |    377000 | PA      | $330092.19    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BROADCOM IN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -533928 | PA      | $-533927.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -85215 | PA      | $-85215.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                         | ZoomInfo LLC 2021 Term Loan B                                                       | CUSIP: 25471YAK8<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |     89000 | PA      | $87620.50     | 0.02%             | 2026-02-02      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| IQVIA Inc                                            | IQVIA Inc                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    463000 | PA      | $441173.02    | 0.09%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HUSKY III HOLDING LTD                                | Husky III Holding Ltd                                                               | CUSIP: 44810RAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    240000 | PA      | $225000.00    | 0.05%             | 2025-02-15      | Fixed         | 13.00%                | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    345000 | PA      | $265546.50    | 0.06%             | 2027-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MAF SUKUK LTD                                        | MAF Sukuk Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $262590.63    | 0.06%             | 2029-05-14      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| SCIL IV LLC / SCIL USA H                             | SCIL IV LLC / SCIL USA Holdings LLC                                                 | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $184627.50    | 0.04%             | 2026-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SBA COMMUNICATIONS CORP                              | SBA Communications Corp                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    158000 | PA      | $127074.66    | 0.03%             | 2029-02-01      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| Aristocrat Technologies, Inc.                        | Aristocrat Technologies, Inc. 2022 Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300I5142EOXMKHL78 | Long             | LON              | CORP              | US        |     45500 | PA      | $44908.50     | 0.01%             | 2029-05-24      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Venga Finance Sarl                                   | Venga Finance Sarl 2021 USD Term Loan B                                             | CUSIP: 000000000<br>LEI: 9845005B0E54C498F641 | Long             | LON              | CORP              | LU        |    262697 | PA      | $241681.37    | 0.05%             | 2028-12-04      | Floating      | 7.82%                 | No            | 3                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                  | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $58470.19     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    283000 | PA      | $199033.90    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE ENERGY CORP                               | Chesapeake Energy Corp                                                              | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38021.90     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Femur Buyer, Inc.                                    | Femur Buyer, Inc. 1st Lien Term Loan                                                | CUSIP: 31446JAC9<br>LEI: 2549000I18BON7XEKV12 | Long             | LON              | CORP              | US        |    440468 | PA      | $389541.41    | 0.08%             | 2026-03-05      | Floating      | 8.17%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate, LLC                   | Alliant Holdings Intermediate, LLC 2018 Term Loan B                                 | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    831869 | PA      | $795865.98    | 0.17%             | 2025-05-09      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| KLABIN AUSTRIA GMBH                                  | Klabin Austria GmbH                                                                 | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $145500.00    | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| WHITE CAP PARENT LLC                                 | White Cap Parent LLC                                                                | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $177912.21    | 0.04%             | 2026-03-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $41945.24     | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRI POINTE HOMES INC                                 | Tri Pointe Homes Inc                                                                | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $12970.50     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    435000 | PA      | $415449.35    | 0.09%             | 2025-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CALPINE COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -86125 | PA      | $-86125.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SVB FINANCI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -692500 | PA      | $-692500.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12480.72     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                         | TruGreen Limited Partnership 2020 Term Loan                                         | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    614978 | PA      | $579616.87    | 0.12%             | 2027-11-02      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 1SARL /                             | Albion Financing 1 SARL / Aggreko Holdings Inc                                      | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $169085.97    | 0.04%             | 2026-10-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Ultimate Software Group Inc (The)                    | Ultimate Software Group Inc (The) 2021 Term Loan                                    | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1869631 | PA      | $1774597.71   | 0.38%             | 2026-05-04      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -404172 | PA      | $-404172.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -428964 | PA      | $-428963.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Delayed Draw Term Loan                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75553 | PA      | $69540.80     | 0.01%             | 2028-10-02      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| KRUNG THAI BANK/CAYMAN                               | Krung Thai Bank PCL/Cayman Islands                                                  | CUSIP: 000000000<br>LEI: 54930007ZQMYCRFQGE36 | Long             | DBT              | CORP              | TH        |    202000 | PA      | $162610.00    | 0.03%             | 2026-03-25      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BERKLINE BENCHCRAFT SUB NO                           | BERKLINE BENCHCRAFT SUB NO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $0.02         | 0.00%             | 2022-06-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Yum! Brands Inc                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     71000 | PA      | $56378.46     | 0.01%             | 2043-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                 | Commercial Metals Co                                                                | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57471.12     | 0.01%             | 2030-01-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NORTHERN OI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -509512 | PA      | $-509512.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SOCIETE GEN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1676250 | PA      | $-1676250.00  | -0.36%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HEALTHEQUIT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -394211 | PA      | $-394211.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp                                  | NOVA Chemicals Corp                                                                 | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $62954.54     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZU0<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214696.85    | 0.05%             | 2022-11-01      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                 | Aramark Services Inc                                                                | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    188000 | PA      | $184240.00    | 0.04%             | 2025-05-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP INDIGO MERG                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -358765 | PA      | $-358765.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES USA, INC.                            | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1522811 | PA      | $-1522810.68  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| ACCOR SA                                             | Accor SA                                                                            | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |     31500 | PA      | $11658.04     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            | 1                  | On Loan: No      |
| Cornerstone OnDemand, Inc.                           | Cornerstone OnDemand, Inc. 2021 Term Loan                                           | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    517400 | PA      | $432029.00    | 0.09%             | 2028-10-16      | Floating      | 6.87%                 | No            | 3                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP GARTNER INC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -228305 | PA      | $-228305.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                             | Graham Packaging Co Inc                                                             | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48233.98     | 0.01%             | 2028-08-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111330.00    | 0.02%             | 2030-07-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| DIAMOND BC BV                                        | Diamond BC BV                                                                       | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |    558000 | PA      | $388267.56    | 0.08%             | 2029-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NEW GOLD IN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -366512 | PA      | $-366512.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 7 Ltd                                                         | CUSIP: 03328TBG9<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902721.50    | 0.19%             | 2031-01-28      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $655776.55    | 0.14%             | 2026-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| CELLNEX TELECOM SA                                   | Cellnex Telecom SA                                                                  | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $63844.34     | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -287464 | PA      | $-287463.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| WYNN RESORTS FINANCE LLC                             | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $233458.13    | 0.05%             | 2025-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700AX4<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    512000 | PA      | $522004.90    | 0.11%             | 2023-12-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Sequa Mezzanine Holdings L.L.C.                      | Sequa Mezzanine Holdings L.L.C. 2020 Extended Term Loan                             | CUSIP: 81733HAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233627 | PA      | $233043.16    | 0.05%             | 2023-11-28      | Floating      | 9.76%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -498812 | PA      | $-498812.50   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                             | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl                 | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $149400.00    | 0.03%             | 2028-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CLEAN HARBO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -98040 | PA      | $-98040.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ASHLAND LLC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -228290 | PA      | $-228290.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BOYD GAMING                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -243460 | PA      | $-243460.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Elevation CLO Ltd                                    | Elevation CLO 2021-12 Ltd                                                           | CUSIP: 28623NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $210427.18    | 0.04%             | 2032-04-20      | Floating      | 9.98%                 | No            | 2                  | On Loan: No      |
| EIG PEARL HOLDINGS SARL                              | EIG Pearl Holdings Sarl                                                             | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    244000 | PA      | $193980.00    | 0.04%             | 2036-08-31      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    676000 | PA      | $676371.80    | 0.14%             | 2025-06-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Spectrum Brands, Inc.                                | Spectrum Brands, Inc. 2021 Term Loan                                                | CUSIP: 84762NBP5<br>LEI: 549300VU3EH2E73C1Q04 | Long             | LON              | CORP              | US        |    457077 | PA      | $433080.84    | 0.09%             | 2028-03-03      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| THOR INDUSTRIES                                      | Thor Industries Inc                                                                 | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    107000 | PA      | $80415.85     | 0.02%             | 2029-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                             | Summit Materials LLC / Summit Materials Finance Corp                                | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $206800.00    | 0.04%             | 2029-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ARCONIC COR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -312495 | PA      | $-312495.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Adevinta ASA                                         | ADEVINTA ASA USD TERM LOAN B                                                        | CUSIP: 000000000<br>LEI: 529900W8V3YLHRSZH763 | Long             | LON              | CORP              | NO        |    753510 | PA      | $732554.99    | 0.16%             | 2028-06-26      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP APPLIED MAT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -274669 | PA      | $-274668.75   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SEASPAN CORP                                         | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    328000 | PA      | $259120.00    | 0.06%             | 2029-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CLARIV SCI HLD CORP                                  | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $520448.80    | 0.11%             | 2028-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AF1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $105695.21    | 0.02%             | 2027-02-15      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| H&E EQUIPMENT SERVICES                               | H&E Equipment Services Inc                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45530.00     | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    159000 | PA      | $138468.33    | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                          | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    290000 | PA      | $158050.00    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP IQVIA INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -382921 | PA      | $-382921.25   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Osaka Exchange                                       | JPN 10Y BOND(OSE) DEC22                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -10 | NC      | $25990.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Lloyds Banking Group PLC                             | Lloyds Banking Group PLC                                                            | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1140625.00   | 0.24%             | 2025-09-27      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| REKEEP SPA                                           | Rekeep SpA                                                                          | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $85754.38     | 0.02%             | 2026-02-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    652000 | PA      | $516344.88    | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| TELEFLEX INC                                         | Teleflex Inc                                                                        | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |    331000 | PA      | $287893.87    | 0.06%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -621334 | PA      | $-621333.75   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BOFA SECURITIES INC                                  | RRP PICARD MIDC                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1269428 | PA      | $-1269427.50  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -167500 | PA      | $-167500.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    310000 | PA      | $247956.60    | 0.05%             | 2028-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Peraton Corp.                                        | Peraton Corp. 2nd Lien Term Loan B1                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    455060 | PA      | $429180.45    | 0.09%             | 2029-02-01      | Floating      | 10.57%                | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1236491.25   | 0.26%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    202526 | NS      | $5008467.98   | 1.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                 | Bank of America Corp                                                                | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211194.50    | 0.04%             | 2026-03-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES 2013-2                             | American Airlines 2013-2 Class A Pass Through Trust                                 | CUSIP: 02377UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622353 | PA      | $614696.28    | 0.13%             | 2023-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -248775 | PA      | $-248775.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding, LLC                           | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan                  | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    186249 | PA      | $180195.88    | 0.04%             | 2023-08-10      | Floating      | 10.79%                | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAM2<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    181000 | PA      | $171045.00    | 0.04%             | 2025-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    422000 | PA      | $395097.50    | 0.08%             | 2027-02-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                               | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30151.36     | 0.01%             | 2025-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| IND & COMM BK OF CHINA                               | Industrial & Commercial Bank of China Ltd                                           | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $183000.00    | 0.04%             | 2026-09-24      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                             | iHeartCommunications Inc                                                            | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65013.00     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP QATAR STAT                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -190250 | PA      | $-190250.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                              | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $29561.22     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| AZZ Inc.                                             | AZZ Inc. Term Loan B                                                                | CUSIP: 00247NAG7<br>LEI: 549300HD1X2NFLWPYC83 | Long             | LON              | CORP              | US        |    115363 | PA      | $112094.46    | 0.02%             | 2029-05-13      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                             | Sunac China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $26000.00     | 0.01%             | 2025-07-09      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Anchorage Capital CLO LTD                            | Anchorage Capital CLO 3-R Ltd                                                       | CUSIP: 03330BAA8<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $698815.18    | 0.15%             | 2031-01-28      | Floating      | 8.29%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    198000 | PA      | $162607.50    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| EYECARE PARTNERS, LLC                                | EyeCare Partners, LLC 2021 Incremental Term Loan                                    | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    195264 | PA      | $182083.40    | 0.04%             | 2028-11-15      | Floating      | 7.42%                 | No            | 3                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NEXTERA ENE                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1211875 | PA      | $-1211875.00  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| OWL ROCK CORE INCOME COR                             | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197947.71    | 0.04%             | 2027-09-16      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH INC                                  | Elevance Health Inc                                                                 | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     38000 | PA      | $245658.60    | 0.05%             | 2042-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                        | Carnival Corp                                                                       | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $96534.93     | 0.02%             | 2026-02-01      | Fixed         | 10.13%                | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    273000 | PA      | $183756.30    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Da Vinci Purchaser Corp.                             | Da Vinci Purchaser Corp. 2019 Term Loan                                             | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    675863 | PA      | $634182.59    | 0.14%             | 2027-01-08      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| AUTOSTRADE PER L'ITALIA                              | Autostrade per l'Italia SpA                                                         | CUSIP: 000000000<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $75442.30     | 0.02%             | 2028-12-04      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EASY TACTIC LTD                                      | Easy Tactic Ltd                                                                     | CUSIP: 000000000<br>LEI: 549300WYFMC41MKE6E16 | Long             | DBT              | CORP              | VG        |    210379 | PA      | $28401.17     | 0.01%             | 2027-07-11      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Consolidated Communications, Inc.                    | Consolidated Communications, Inc. 2021 Term Loan B                                  | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    349148 | PA      | $300703.97    | 0.06%             | 2027-10-02      | Floating      | 6.63%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                 | Edison International                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138250.00    | 0.03%             | 2026-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                       | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    215000 | PA      | $183825.00    | 0.04%             | 2026-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              |  | US        |      8000 | PA      | $7305.80      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Oi SA                                                | Oi SA                                                                               | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $57375.00     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Tamko Building Products, LLC                         | Tamko Building Products, LLC Term Loan B                                            | CUSIP: 87510EAB5<br>LEI: 5493003VQCGZ0AORLH30 | Long             | LON              | CORP              | US        |    354603 | PA      | $334063.98    | 0.07%             | 2026-06-01      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BALL CORPOR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -221959 | PA      | $-221958.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $318465.00    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MGM RESORTS INTL                                     | MGM Resorts International                                                           | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    416000 | PA      | $416124.80    | 0.09%             | 2023-03-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| KINGDOM OF MOROCCO                                   | Morocco Government International Bond                                               | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $209118.75    | 0.04%             | 2032-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Iridium Satellite LLC                                | Iridium Satellite LLC 2021 Term Loan B2                                             | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |    727186 | PA      | $705676.04    | 0.15%             | 2026-11-04      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Genuine Financial Holdings, LLC                      | Genuine Financial Holdings, LLC 2018 1st Lien Term Loan                             | CUSIP: 37190DAF0<br>LEI: 5493008VX60Q72RHI784 | Long             | LON              | CORP              | US        |    827687 | PA      | $801308.47    | 0.17%             | 2025-07-11      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -82351 | PA      | $-82351.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SCDS: (CMACG)                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     30000 | OU      | $-570.45      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                         | Ecopetrol SA                                                                        | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    198000 | PA      | $180340.88    | 0.04%             | 2025-01-16      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CLYDESDALE                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -414842 | PA      | $-414842.50   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| RLJ LODGING TRUST LP                                 | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     97000 | PA      | $75986.99     | 0.02%             | 2029-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAB1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1243194.32   | 0.26%             | 2028-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Company B.V.                         | Lealand Finance Company B.V. 2020 Take Back Term Loan                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    114676 | PA      | $57194.48     | 0.01%             | 2025-06-30      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP IHEARTCOMMU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -196477 | PA      | $-196477.18   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SENSATA TEC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -296460 | PA      | $-296460.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MATTEL INC                                           | Mattel Inc                                                                          | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62218.83     | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                             | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $54327.80     | 0.01%             | 2028-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TAYLOR MORRISON COMM                                 | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43589.07     | 0.01%             | 2030-08-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| SPX FLOW, INC.                                       | SPX Flow, Inc. 2022 Term Loan                                                       | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    590311 | PA      | $544561.49    | 0.12%             | 2029-04-05      | Floating      | 7.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -176241 | PA      | $-176241.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                          | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                        | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   1240150 | PA      | $1087611.66   | 0.23%             | 2028-05-12      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRIVIUM PAC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -899835 | PA      | $-899835.00   | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    123000 | PA      | $113775.00    | 0.02%             | 2024-06-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cobham Ultra SeniorCo S.a.r.l                        | Cobham Ultra SeniorCo S.a.r.l USD Term Loan B                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155000 | PA      | $148025.00    | 0.03%             | 2029-08-03      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1442082 | PA      | $-1442082.50  | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| LIONS GATE CAPITAL HOLD                              | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    748000 | PA      | $557260.00    | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BP7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     88000 | PA      | $73700.00     | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                    | Post Holdings Inc                                                                   | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    261000 | PA      | $225635.07    | 0.05%             | 2029-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ENTEGRIS INC                                         | Entegris Inc                                                                        | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    246000 | PA      | $208563.72    | 0.04%             | 2028-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| NCL FINANCE LTD                                      | NCL Finance Ltd                                                                     | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    261000 | PA      | $192481.00    | 0.04%             | 2028-03-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                    | EURO-BOBL FUTURE DEC22                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $3282.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                          | RRP OPEN TEXT C                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -219425 | PA      | $-219425.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -334000 | PA      | $-334000.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP BOEING CO                                                                       | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -432500 | PA      | $-432500.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Ascend Performance Materials Operations LLC          | Ascend Performance Materials Operations LLC 2021 Term Loan B                        | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   1035503 | PA      | $1011945.54   | 0.22%             | 2026-08-27      | Floating      | 8.83%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF CHILE                                    | Chile Government International Bond                                                 | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $158700.00    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP CELANESE US                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -266406 | PA      | $-266406.25   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    854610 | PA      | $802624.07    | 0.17%             | 2026-04-20      | Fixed         | 5.50%                 | 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      | $78995.91     | 0.02%             | 2031-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                    | Imola Merger Corp                                                                   | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $430261.50    | 0.09%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Tibco Software Inc.                                  | Tibco Software Inc. 2020 2nd Lien Term Loan                                         | CUSIP: 88632NAN0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    898093 | PA      | $894446.74    | 0.19%             | 2028-03-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -373800 | PA      | $-373800.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UNITED AIRL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -532741 | PA      | $-532740.81   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Lonza Group AG                                       | Lonza Group AG USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    398069 | PA      | $353286.66    | 0.08%             | 2028-07-03      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| YUM! BRANDS INC                                      | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    196000 | PA      | $171286.36    | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSC HOLDINGS LLC                                     | CSC Holdings LLC                                                                    | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    257000 | PA      | $181185.00    | 0.04%             | 2031-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CHOBANI LLC                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -571200 | PA      | $-571200.00   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -271862 | PA      | $-271862.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Cogeco Financing 2 LP                                | Cogeco Financing 2 LP 2021 Incremental Term Loan B                                  | CUSIP: 19239PAD9<br>LEI: 5493002JZGWJIUQ60C59 | Long             | LON              | CORP              | US        |    673269 | PA      | $649192.78    | 0.14%             | 2028-09-01      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                                     | DT Midstream Inc                                                                    | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $427204.96    | 0.09%             | 2031-06-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Incorporated                         | Churchill Downs Incorporated 2021 Incremental Term Loan B1                          | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    340810 | PA      | $329450.80    | 0.07%             | 2028-03-17      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -148988 | PA      | $-148987.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    204000 | PA      | $197263.92    | 0.04%             | 2024-07-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| Allison Transmission Inc                             | Allison Transmission Inc                                                            | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    276000 | PA      | $249780.00    | 0.05%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PREMIER ENTERTAINMENT SU                             | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp                  | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $78300.00     | 0.02%             | 2031-09-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                             | Hess Midstream Operations LP                                                        | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $193800.00    | 0.04%             | 2030-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP AXALTA COAT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -357600 | PA      | $-357600.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    353000 | PA      | $323348.00    | 0.07%             | 2030-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| ARCHES BUYER INC                                     | Arches Buyer Inc                                                                    | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85800.00     | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BOXER PARENT CO INC                                  | Boxer Parent Co Inc                                                                 | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    678000 | PA      | $651558.00    | 0.14%             | 2026-03-01      | Fixed         | 9.13%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOOKING HOL                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -265050 | PA      | $-265050.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| PetVet Care Centers, LLC                             | PetVet Care Centers, LLC 2021 Term Loan B3                                          | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     20628 | PA      | $19003.43     | 0.00%             | 2025-02-14      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Clark Equipment Company                              | Clark Equipment Company 2022 Term Loan B                                            | CUSIP: 18143EAK5<br>LEI: 549300X1FKNY520VPF71 | Long             | LON              | CORP              | US        |    165170 | PA      | $161247.21    | 0.03%             | 2029-04-20      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP TITAN ACQUI                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -575951 | PA      | $-575951.25   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ENERGY TRAN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -213850 | PA      | $-213850.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| VISTRA CORP                                          | Vistra Operations Co LLC                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17622.50     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $684667.20    | 0.15%             | 2027-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $586018.49    | 0.12%             | 2031-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                 | Carpenter Technology Corp                                                           | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    303000 | PA      | $291728.40    | 0.06%             | 2030-03-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                   | Energy Transfer LP                                                                  | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    235000 | PA      | $219011.97    | 0.05%             | 2026-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SPRINT CAPI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1327900 | PA      | $-1327900.00  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP IAA SPINCO                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -316200 | PA      | $-316200.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                             | Central Parent Inc / CDK Global Inc                                                 | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $530487.81    | 0.11%             | 2029-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                             | Sensata Technologies Inc                                                            | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     34000 | PA      | $26781.97     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     40000 | OU      | $-1358.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PERU REPUB                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -181948 | PA      | $-181947.50   | -0.04%            |  |  |  | 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        |   2234000 | PA      | $1636076.60   | 0.35%             | 2029-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAB6<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70796.15     | 0.02%             | 2025-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP EVERARC ESC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -453750 | PA      | $-453750.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                     | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    285000 | PA      | $236567.81    | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -384038 | PA      | $-384037.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| NMG PARENT LLC                                       | NMG PARENT LLC                                                                      | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $224992.11    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |     12175 | OU      | $-3430.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC                                   | Dominican Republic International Bond                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $156850.00    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JINGRUI HOLDINGS LTD                                 | Jingrui Holdings Ltd                                                                | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $38732.31     | 0.01%             | 2022-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Aramark Services Inc                                 | Aramark Services Inc                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    442000 | PA      | $393693.82    | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    136000 | PA      | $100693.04    | 0.02%             | 2029-01-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    667000 | PA      | $665332.50    | 0.14%             | 2025-05-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                       | Open Text Corp                                                                      | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    268000 | PA      | $221641.36    | 0.05%             | 2028-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Credit Suisse ABS Repackaging Trust                  | Credit Suisse ABS Repackaging Trust 2013-A                                          | CUSIP: 22546UAA6<br>LEI: 549300MV4IKF86LLTT11 | Long             | ABS-O            | CORP              | US        |    245053 | PA      | $230807.72    | 0.05%             | 2030-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -629042 | PA      | $-629042.50   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP BLOCK INC                                                                       | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -760410 | PA      | $-760410.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| CANO HEALTH LLC                                      | Cano Health LLC                                                                     | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118076.25    | 0.03%             | 2028-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    458000 | PA      | $414192.85    | 0.09%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Greeneden U.S. Holdings II, LLC                      | Greeneden U.S. Holdings II, LLC 2020 USD Term Loan B4                               | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   2562833 | PA      | $2433768.51   | 0.52%             | 2027-12-01      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Bright Horizons Family Solutions, LLC                | Bright Horizons Family Solutions, LLC 2021 Term Loan B                              | CUSIP: 10919RAN9<br>LEI: 254900BHOU40CFNXWQ75 | Long             | LON              | CORP              | US        |    757038 | PA      | $730541.78    | 0.16%             | 2028-11-24      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| NAVIENT CORP                                         | Navient Corp                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    278000 | PA      | $211321.01    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP INTERNATION                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -410625 | PA      | $-410625.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CPG International Inc.                               | CPG International Inc. 2022 Term Loan B                                             | CUSIP: 12594VAD0<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |    360000 | PA      | $346500.00    | 0.07%             | 2029-04-28      | Floating      | 4.09%                 | No            | 3                  | On Loan: No      |
| NRG Energy Inc                                       | NRG Energy Inc                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    253000 | PA      | $221375.00    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                | Unique Pub Finance Co PLC/The                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     36877 | PA      | $40925.15     | 0.01%             | 2027-06-30      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    226000 | PA      | $212406.10    | 0.05%             | 2025-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                             | Jefferies Finance LLC / JFIN Co-Issuer Corp                                         | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $239687.50    | 0.05%             | 2028-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                             | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    325000 | PA      | $316468.75    | 0.07%             | 2030-04-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                             | Suburban Propane Partners LP/Suburban Energy Finance Corp                           | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $74692.80     | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                     | Vail Resorts Inc                                                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151908.68    | 0.03%             | 2025-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BOYNE USA INC                                        | Boyne USA Inc                                                                       | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $288180.62    | 0.06%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                              | Surgery Center Holdings Inc                                                         | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    611000 | PA      | $564655.65    | 0.12%             | 2025-07-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ILIAD SA                                             | iliad SA                                                                            | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $86302.82     | 0.02%             | 2026-06-17      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP DUN + BRADS                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -409219 | PA      | $-409218.75   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                  | RRP CHILE (REPU                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -155039 | PA      | $-155038.53   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BOOKING HOLDINGS INC                                 | Booking Holdings Inc                                                                | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    228000 | PA      | $273896.40    | 0.06%             | 2025-05-01      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CLEARWAY EN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -237492 | PA      | $-237492.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                   | Credit Agricole SA                                                                  | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $137812.00    | 0.03%             | 2029-03-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RADIATE HOLDCO / FINANCE                             | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $943264.50    | 0.20%             | 2026-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALTICE FRAN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -751590 | PA      | $-751590.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.                   | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan                          | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |    654231 | PA      | $570613.74    | 0.12%             | 2025-10-01      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP UPC BROADBA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -315984 | PA      | $-315983.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $472725.00    | 0.10%             | 2029-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                              | Romanian Government International Bond                                              | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    236000 | PA      | $213580.00    | 0.05%             | 2027-11-25      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                      | Nordea Bank Abp                                                                     | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    560000 | PA      | $369688.76    | 0.08%             | 2029-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GENNEIA SA                                           | Genneia SA                                                                          | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     69781 | PA      | $64691.35     | 0.01%             | 2027-09-02      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| UNITED STATES STEEL CORP                             | United States Steel Corp                                                            | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    246000 | PA      | $223577.10    | 0.05%             | 2029-03-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                    | Lithia Motors Inc                                                                   | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    131000 | PA      | $105127.50    | 0.02%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TK ELEVATOR US NEWCO INC                             | TK Elevator US Newco Inc                                                            | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $878266.93    | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Buckeye Partners LP                                  | Buckeye Partners LP                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107408.61    | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP STANDARD IN                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -148120 | PA      | $-148120.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR HOLDCO GMBH                              | TK Elevator Holdco GmbH                                                             | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $335000.00    | 0.07%             | 2028-07-15      | Fixed         | 7.63%                 | No            | 2                  | On Loan: No      |
| SIRVA Worldwide, Inc.                                | SIRVA Worldwide, Inc. 2018 1st Lien Term Loan                                       | CUSIP: 82968EAB3<br>LEI: 549300NHGBSB7RBY2786 | Long             | LON              | CORP              | US        |    375950 | PA      | $338355.00    | 0.07%             | 2025-08-04      | Floating      | 9.17%                 | No            | 3                  | On Loan: No      |
| TERRAFORM POWER OPERATIN                             | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    186000 | PA      | $157873.08    | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                               | WESCO Distribution Inc                                                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    636000 | PA      | $622931.08    | 0.13%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAESARS ENT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1231440 | PA      | $-1231440.00  | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $389550.00    | 0.08%             | 2026-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | SWP: USD 1.930800 22-OCT-2051                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2500000 | OU      | $-659952.15   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| ORGANON & CO/ORG                                     | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790000 | PA      | $675450.00    | 0.14%             | 2028-04-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Spirit Issuer PLC                                    | Spirit Issuer PLC                                                                   | CUSIP: 000000000<br>LEI: 21380028T2HX6FEHJG11 | Long             | ABS-O            | CORP              | GB        |         0 | PA      | $0.00         | 0.00%             | 2028-12-28      | Fixed         | 5.47%                 | No            | 2                  | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                              | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $179313.97    | 0.04%             | 2027-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2021-3 Ltd                                                  | CUSIP: 05683NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220013.48    | 0.05%             | 2034-07-24      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ICAHN ENTER                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -289598 | PA      | $-289597.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BWAY HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -704675 | PA      | $-704675.00   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -381860 | PA      | $-381860.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Naked Juice LLC                                      | Naked Juice LLC Term Loan                                                           | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |   1949430 | PA      | $1782910.03   | 0.38%             | 2029-01-24      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP DT MIDSTREA                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -383570 | PA      | $-383570.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                   | SWAP/CDSWAP/CDS: (CMBX.NA.9.BBB-)                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   1528000 | OU      | $-297053.38   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| TELECOM ITALIA SPA                                   | Telecom Italia SpA/Milano                                                           | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $141786.10    | 0.03%             | 2024-04-11      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| RONSHINE CHINA                                       | Ronshine China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11000.00     | 0.00%             | 2024-08-05      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Inkia Energy Ltd                                     | Inkia Energy Ltd                                                                    | CUSIP: 45721RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    377000 | PA      | $346840.00    | 0.07%             | 2027-11-09      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ryan Specialty Group, LLC                            | Ryan Specialty Group, LLC Term Loan                                                 | CUSIP: 78350UAE5<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    651673 | PA      | $628864.42    | 0.13%             | 2027-09-01      | Floating      | 6.13%                 | No            | 3                  | On Loan: No      |
| NORTONLIFELOCK INC                                   | NortonLifeLock Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    231000 | PA      | $223425.51    | 0.05%             | 2030-09-30      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limited                     | Bain Capital Credit CLO 2020-2 Ltd                                                  | CUSIP: 05683EAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $263167.32    | 0.06%             | 2034-07-19      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services, Inc.            | Sedgwick Claims Management Services, Inc. 2019 Term Loan B                          | CUSIP: 81527CAM9<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    520320 | PA      | $496036.97    | 0.11%             | 2026-09-03      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                          | FSWP: USD 1.657000 25-APR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   9020000 | OU      | $1565899.05   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| ASHLAND LLC                                          | Ashland LLC                                                                         | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    296000 | PA      | $228782.84    | 0.05%             | 2031-09-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1331000 | PA      | $998250.00    | 0.21%             | 2029-08-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| TMK Hawk Parent Corp.                                | TMK Hawk Parent Corp. 2020 Super Priority Second Out Term Loan B                    | CUSIP: 87258WAL9<br>LEI: 5493005BF4TIZRN1TY89 | Long             | LON              | CORP              | US        |   1307071 | PA      | $686212.31    | 0.15%             | 2024-08-28      | Floating      | 6.57%                 | No            | 3                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -647125 | PA      | $-647125.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    250789 | PA      | $212074.89    | 0.05%             | 2026-12-23      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Staples Inc                                          | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    411000 | PA      | $345079.71    | 0.07%             | 2026-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MONGOLIA INTL BOND                                   | Mongolia Government International Bond                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    250000 | PA      | $193777.50    | 0.04%             | 2026-04-07      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    734000 | PA      | $673885.40    | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                                   | Ukraine Government International Bond                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    236000 | PA      | $51566.00     | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF NIGERIA                                  | Nigeria Government International Bond                                               | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $142000.00    | 0.03%             | 2029-03-24      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CSC HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -168978 | PA      | $-168977.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Clarios Global LP                                    | Clarios Global LP 2021 USD Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |   1700664 | PA      | $1605001.18   | 0.34%             | 2026-04-30      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding Ltd                             | Madison Park Funding XXXVIII Ltd                                                    | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $234520.05    | 0.05%             | 2034-07-17      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TENET HEALT                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -493155 | PA      | $-493155.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| PRIME HEALTHCARE SERVICE                             | Prime Healthcare Services Inc                                                       | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $256161.85    | 0.05%             | 2025-11-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| CALLON PETROLEUM                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    583000 | PA      | $537817.50    | 0.11%             | 2028-08-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Range Resources Corp                                 | Range Resources Corp                                                                | CUSIP: 75281ABA6<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    189000 | PA      | $188355.51    | 0.04%             | 2023-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DISH DBS CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -561474 | PA      | $-561473.75   | -0.12%            |  |  |  | No            | 2                  | On Loan: No      |
| OLA Netherlands B.V.                                 | OLA Netherlands B.V. Term Loan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    355215 | PA      | $337159.42    | 0.07%             | 2026-12-15      | Floating      | 9.20%                 | No            | 2                  | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                | Sotheby's/Bidfair Holdings Inc                                                      | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $539456.36    | 0.11%             | 2029-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TRANSDIGM I                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -330182 | PA      | $-330182.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP EQM MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -298480 | PA      | $-298480.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2021 2nd Lien Term Loan                                               | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    514616 | PA      | $480738.83    | 0.10%             | 2029-02-23      | Floating      | 9.28%                 | No            | 2                  | On Loan: No      |
| Exelon Corp                                          | Exelon Corp                                                                         | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131782.43    | 0.03%             | 2026-04-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| CARVANA CO                                           | Carvana Co                                                                          | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    224000 | PA      | $109200.00    | 0.02%             | 2029-09-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Southwestern Energy Co                               | Southwestern Energy Co                                                              | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17623.80     | 0.00%             | 2025-01-23      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INSTRUCTURE HOLDINGS, INC.                           | Instructure Holdings, Inc. 2021 Term Loan B                                         | CUSIP: 45783UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310440 | PA      | $301126.80    | 0.06%             | 2028-10-30      | Floating      | 6.12%                 | No            | 3                  | On Loan: No      |
| VIAD CORP                                            | Viad Corp Initial Term Loan                                                         | CUSIP: 92553BAL7<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | LON              | CORP              | US        |    352440 | PA      | $332467.23    | 0.07%             | 2028-07-30      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22410.00     | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                      | ICE: (CDX.NA.IG.39.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  21030000 | OU      | $64549.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP LCPR SENIOR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -443040 | PA      | $-443040.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -152635 | PA      | $-152635.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Range Resources Corp                                 | Range Resources Corp                                                                | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13196.12     | 0.00%             | 2025-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    277000 | PA      | $208410.34    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NEW FORTRESS ENERGY INC                              | New Fortress Energy Inc                                                             | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $703769.60    | 0.15%             | 2025-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP BNP PARIBAS                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |  -1078125 | PA      | $-1078125.00  | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| ELEMENT SOLUTIONS INC                                | Element Solutions Inc                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1144189.20   | 0.24%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                    | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46215.57     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CHS/COMMUNI                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |    -80728 | PA      | $-80727.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Sensata Technologies BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    324000 | PA      | $309118.65    | 0.07%             | 2025-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LIQUID TELECOM FINANCE                               | Liquid Telecommunications Financing Plc                                             | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $158000.00    | 0.03%             | 2026-09-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Uber Technologies, Inc.                              | Uber Technologies, Inc. 2021 Term Loan B                                            | CUSIP: 90351JAF1<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |   1794160 | PA      | $1745466.83   | 0.37%             | 2027-02-25      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES BV                              | Sensata Technologies BV                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    168000 | PA      | $139018.25    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STERLING COOFS TR                                    | STERLING COOFS TR                                                                   | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    719002 | PA      | $7190.02      | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            | 3                  | On Loan: No      |
| STANDARD INDUSTRIES INC                              | Standard Industries Inc/NJ                                                          | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    174000 | PA      | $153974.34    | 0.03%             | 2027-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP REPUBLIC OF                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -172500 | PA      | $-172500.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Insulet Corporation                                  | Insulet Corporation Term Loan B                                                     | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    284400 | PA      | $276579.00    | 0.06%             | 2028-05-04      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                                         | Centene Corp                                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    687000 | PA      | $559369.14    | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Jeld-Wen Inc.                                        | Jeld-Wen Inc. 2021 Term Loan B                                                      | CUSIP: 47579SAU4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | LON              | CORP              | US        |    335102 | PA      | $310283.94    | 0.07%             | 2028-07-28      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                 | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    691000 | PA      | $621609.05    | 0.13%             | 2050-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                  | LBM Acquisition LLC Term Loan B                                                     | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    393815 | PA      | $342816.05    | 0.07%             | 2027-12-17      | Floating      | 7.12%                 | No            | 2                  | On Loan: No      |
| Dun & Bradstreet Corporation (The)                   | Dun & Bradstreet Corporation (The) 2022 Incremental Term Loan B2                    | CUSIP: 26483NAS9<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    304470 | PA      | $293128.49    | 0.06%             | 2029-01-18      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                             | 1011778 BC ULC / New Red Finance Inc                                                | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    134000 | PA      | $116111.00    | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    234000 | PA      | $220828.73    | 0.05%             | 2027-06-01      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                | Genesis Energy LP / Genesis Energy Finance Corp                                     | CUSIP: 37185LAJ1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65095.11     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| II-VI Incorporated                                   | II-VI Incorporated 2022 Term Loan B                                                 | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    662000 | PA      | $639935.54    | 0.14%             | 2029-07-02      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP RADIATE HOL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -669130 | PA      | $-669130.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LEVI STRAUS                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -122550 | PA      | $-122550.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Halliburton Co                                       | Halliburton Co                                                                      | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2889.27      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                          | CDS: (CMBX.NA.8.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | GB        |   2500000 | OU      | $-430733.92   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| FERTITTA ENTERTAINMENT                               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $399682.50    | 0.09%             | 2029-01-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SM ENERGY C                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -70070 | PA      | $-70070.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                              | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   3087000 | PA      | $2477163.15   | 0.53%             | 2027-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Envision Healthcare Corporation                      | Envision Healthcare Corporation 2022 Second Out Term Loan                           | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |    616117 | PA      | $268010.90    | 0.06%             | 2027-03-31      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP NORDEA BANK                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -397600 | PA      | $-397600.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                | Mexico Government International Bond                                                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $183700.00    | 0.04%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP ARDAGH META                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -317000 | PA      | $-317000.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CP Atlas Buyer, Inc.                                 | CP Atlas Buyer, Inc. 2021 Term Loan B                                               | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    890521 | PA      | $772081.56    | 0.16%             | 2027-11-23      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                              | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl        | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    749000 | PA      | $576969.68    | 0.12%             | 2028-06-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                             | Delta Air Lines Inc / SkyMiles IP Ltd                                               | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      9200 | PA      | $8568.47      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TWILIO INC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -225920 | PA      | $-225920.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CMG Media Corporation                                | CMG Media Corporation 2021 Term Loan                                                | CUSIP: 88145LAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580028 | PA      | $541844.61    | 0.12%             | 2026-12-17      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| UNIVISION COMMUNICATIONS                             | Univision Communications Inc                                                        | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126266.21    | 0.03%             | 2025-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| LEVI STRAUSS & CO                                    | Levi Strauss & Co                                                                   | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $148200.00    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                          | Ziggo Financing Partnership USD Term Loan I                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    510000 | PA      | $486030.00    | 0.10%             | 2028-04-30      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                             | USA Compression Partners LP / USA Compression Finance Corp                          | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $241960.00    | 0.05%             | 2026-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CREDIT SUIS                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -174788 | PA      | $-174787.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Carval CLO LTD                                       | CarVal CLO I Ltd                                                                    | CUSIP: 14686PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $407401.10    | 0.09%             | 2031-07-16      | Floating      | 8.51%                 | No            | 2                  | On Loan: No      |
| HOWARD HUGHES CORP                                   | Howard Hughes Corp/The                                                              | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    149000 | PA      | $115102.50    | 0.02%             | 2029-02-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Ingersoll-Rand Services Company                      | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                           | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |    566014 | PA      | $548207.63    | 0.12%             | 2027-03-01      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    695000 | PA      | $667756.00    | 0.14%             | 2023-03-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                              | Dryden 64 CLO Ltd                                                                   | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220639.33    | 0.05%             | 2031-04-18      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| CABLE ONE INC                                        | Cable One Inc                                                                       | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $446400.00    | 0.10%             | 2028-03-15      | Fixed         | 1.13%                 | No            | 2                  | On Loan: No      |
| NEW ENTERPRISE STONE & L                             | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     81000 | PA      | $66948.53     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190114.20    | 0.04%             | 2026-05-12      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SERVICE COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -197579 | PA      | $-197578.75   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America N.A.                                 | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $6082.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2017 1st Lien Term Loan                                               | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1884712 | PA      | $1792530.65   | 0.38%             | 2024-09-13      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP CHENIERE EN                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -479325 | PA      | $-479325.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                 | WR Grace Holdings LLC                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $210060.00    | 0.04%             | 2024-10-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                              | Penske Automotive Group Inc                                                         | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     69000 | PA      | $54841.44     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Cloudera, Inc.                                       | Cloudera, Inc. 2021 Second Lien Term Loan                                           | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    457000 | PA      | $383880.00    | 0.08%             | 2029-10-08      | Floating      | 9.12%                 | No            | 3                  | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $279069.30    | 0.06%             | 2027-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MH Sub I, LLC                                        | MH Sub I, LLC 2020 Incremental Term Loan                                            | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1449662 | PA      | $1377903.40   | 0.29%             | 2024-09-13      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     99000 | PA      | $80066.25     | 0.02%             | 2048-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                             | Shimao Group Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $23500.00     | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | 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        |    146000 | PA      | $114986.68    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2910000 | PA      | $-2910000.00  | -0.62%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -225475 | PA      | $-225475.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP II VI INCOR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -370875 | PA      | $-370875.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| REGIONAL MGMT ISSUANCE                               | REGIONAL MGMT ISSUANCE                                                              | CUSIP: 75907WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    980000 | PA      | $882000.00    | 0.19%             | 2033-10-17      | Fixed         | 3.88%                 | No            | 3                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP SRM ESCROW                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -346199 | PA      | $-346198.75   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CRESTWOOD MID PARTNER LP                             | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp                  | CUSIP: 226373AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $47060.00     | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL USA INC                                   | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    146000 | PA      | $129210.00    | 0.03%             | 2029-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RENAULT SA                                           | Renault SA                                                                          | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $81699.52     | 0.02%             | 2026-05-25      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                  | Petroleos Mexicanos                                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     57000 | PA      | $31635.00     | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CABLEVISION LIGHTPATH                                | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320000.00    | 0.07%             | 2028-09-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -602912 | PA      | $-602912.50   | -0.13%            |  |  |  | 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        |    235000 | PA      | $193587.13    | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                             | Elanco Animal Health Inc                                                            | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    156000 | PA      | $137715.24    | 0.03%             | 2028-08-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP APACHE CORP                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -212510 | PA      | $-212510.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                  | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2583513.75   | 0.55%             | 2024-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF GUATEMALA                                | Guatemala Government Bond                                                           | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $179600.00    | 0.04%             | 2029-08-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Twin River Worldwide Holdings, Inc.                  | Twin River Worldwide Holdings, Inc. 2021 Term Loan B                                | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    299536 | PA      | $269789.53    | 0.06%             | 2028-10-02      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SEASPAN COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -236980 | PA      | $-236980.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Nokia OYJ                                            | Nokia Oyj                                                                           | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    149000 | PA      | $134286.25    | 0.03%             | 2027-06-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                        | Citigroup Inc                                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130587.50    | 0.03%             | 2025-12-10      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CATALENT PH                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -323938 | PA      | $-323937.50   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                                | Mexico Government International Bond                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    278000 | PA      | $213226.00    | 0.05%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| PILOT TRAVEL CENTERS LLC                             | Pilot Travel Centers LLC 2021 Term Loan B                                           | CUSIP: 72165NBH1<br>LEI: 549300115UILLXNE1Z49 | Long             | LON              | CORP              | US        |    428670 | PA      | $409457.01    | 0.09%             | 2028-08-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2021 Term Loan B                                              | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |   1824146 | PA      | $1679727.94   | 0.36%             | 2028-06-02      | Floating      | 6.31%                 | No            | 2                  | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                             | Permian Resources Operating LLC                                                     | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    478000 | PA      | $636696.00    | 0.14%             | 2028-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NFP CORP                                             | NFP Corp                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99634.79     | 0.02%             | 2030-10-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP DCP MIDSTRE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -235262 | PA      | $-235262.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| AUTOMATION TOOLING SYSTE                             | ATS Automation Tooling Systems Inc                                                  | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $89548.74     | 0.02%             | 2028-12-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP AT T INC                                                                        | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1297688 | PA      | $-1297687.50  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ARD FINANCE                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -436312 | PA      | $-436312.11   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| DISCOVERY COMMUNICATIONS                             | Discovery Communications LLC                                                        | CUSIP: 25470DAH2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1476759.09   | 0.31%             | 2023-04-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                 | WMG Acquisition Corp                                                                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    136000 | PA      | $111420.27    | 0.02%             | 2030-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                         | Voya CLO 2019-3 Ltd                                                                 | CUSIP: 92918FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $467663.15    | 0.10%             | 2032-10-17      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                             | Republic of South Africa Government International Bond                              | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $164475.00    | 0.04%             | 2029-09-30      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                             | Scientific Games International Inc                                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    174000 | PA      | $164055.90    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FAIR ISAAC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -273128 | PA      | $-273127.50   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     40000 | OU      | $-7081.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $178022.00    | 0.04%             | 2049-02-11      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP LIONS GATE                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -493680 | PA      | $-493680.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| ROLLS-ROYCE PLC                                      | Rolls-Royce PLC                                                                     | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1018000 | PA      | $884387.50    | 0.19%             | 2027-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                             | Jaguar Land Rover Automotive PLC                                                    | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $63462.95     | 0.01%             | 2028-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MIDCONTINENT COMM & FIN                              | Midcontinent Communications / Midcontinent Finance Corp                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $157699.13    | 0.03%             | 2027-08-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WYNN MACAU LTD                                       | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    347000 | PA      | $260909.30    | 0.06%             | 2026-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                            | Atlas CC Acquisition Corp Term Loan B                                               | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   1247699 | PA      | $1091113.13   | 0.23%             | 2028-05-25      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -137939 | PA      | $-137938.75   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $163192.00    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP FORD MOTOR                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -359004 | PA      | $-359003.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Mileage Plus Holdings LLC                            | Mileage Plus Holdings LLC 2020 Term Loan B                                          | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1503982 | PA      | $1507471.29   | 0.32%             | 2027-06-21      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PERU                                     | Peruvian Government International Bond                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    259000 | PA      | $181348.56    | 0.04%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| COVANTA HOLDING CORP                                 | Covanta Holding Corp                                                                | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82293.75     | 0.02%             | 2030-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental, LLC                          | Avis Budget Car Rental, LLC 2020 Term Loan B                                        | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    287916 | PA      | $271144.63    | 0.06%             | 2027-08-06      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TELECOM ITA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -156750 | PA      | $-156750.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SRS DISTRIB                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -233306 | PA      | $-233306.25   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                              | Darling Ingredients Inc                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    434000 | PA      | $413033.46    | 0.09%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $153606.86    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION                             | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $127316.42    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                             | Clarios Global LP / Clarios US Finance Co                                           | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2547533.81   | 0.54%             | 2027-05-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| ODBRCHT OFFSHRE DRLL FIN                             | Odebrecht Offshore Drilling Finance Ltd                                             | CUSIP: 67576GAD9<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |       169 | PA      | $33.22        | 0.00%             | 2026-12-01      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| HUB INTERNATIONAL LTD                                | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $44255.00     | 0.01%             | 2029-12-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ZAYO GROUP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1120950 | PA      | $-1120950.00  | -0.24%            |  |  |  | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                      | Lions Gate Capital Holdings LLC 2018 Term Loan B                                    | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |   1055273 | PA      | $1015700.25   | 0.22%             | 2025-03-24      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                             | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    295000 | PA      | $231861.28    | 0.05%             | 2028-02-16      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HEATHROW FINANCE PLC                                 | Heathrow Finance PLC                                                                | CUSIP: 000000000<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78823.29     | 0.02%             | 2029-09-01      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SP FINCO LL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -365269 | PA      | $-365268.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| KKR APPLE BIDCO, LLC                                 | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    100000 | PA      | $95333.00     | 0.02%             | 2029-09-21      | Floating      | 8.87%                 | No            | 2                  | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                              | Asbury Automotive Group Inc                                                         | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    124000 | PA      | $96841.81     | 0.02%             | 2030-03-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO II Ltd.                                  | Elmwood CLO II Ltd                                                                  | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225864.83    | 0.05%             | 2034-04-20      | Floating      | 9.51%                 | No            | 2                  | On Loan: No      |
| VEDANTA RESOURCES                                    | Vedanta Resources Finance II PLC                                                    | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $166412.50    | 0.04%             | 2024-01-21      | Fixed         | 13.88%                | No            | 2                  | On Loan: No      |
| FORTRESS TRANS & INFRAST                             | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53546.51     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FRONTIER COMMUNICATIONS                              | Frontier Communications Holdings LLC                                                | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $208976.25    | 0.04%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                            | Regatta XXIV Funding Ltd                                                            | CUSIP: 75889HAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $219688.63    | 0.05%             | 2035-01-20      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1502209 | PA      | $-1502208.75  | -0.32%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                | Indonesia Government International Bond                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $186975.00    | 0.04%             | 2028-04-24      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| Kestrel Bidco Inc.                                   | Kestrel Bidco Inc. Term Loan B                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    178036 | PA      | $156271.51    | 0.03%             | 2026-12-11      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP HUB INTERNA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -979268 | PA      | $-979267.50   | -0.21%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CARNIVAL CO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -491606 | PA      | $-491606.25   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84717.00     | 0.02%             | 2026-12-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Stevens Holding Co Inc                               | Stevens Holding Co Inc                                                              | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $163209.10    | 0.03%             | 2026-10-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                 | Kaiser Aluminum Corp                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $155840.52    | 0.03%             | 2028-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CLEAR CHANN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -594220 | PA      | $-594220.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Midas Intermediate Holdco II, LLC                    | Midas Intermediate Holdco II, LLC 2022 PIK Term Loan                                | CUSIP: 64859TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1562336 | PA      | $1406102.13   | 0.30%             | 2027-06-30      | Floating      | 11.20%                | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                                    | Generate CLO 4 Ltd                                                                  | CUSIP: 98625WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $885224.60    | 0.19%             | 2032-04-20      | Floating      | 9.46%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    571000 | PA      | $425920.32    | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | BNP Paribas SA                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $181747.94    | 0.04%             | 2029-12-06      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                                | Uber Technologies Inc                                                               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    311000 | PA      | $310508.62    | 0.07%             | 2026-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| WILLIAM CARTER                                       | William Carter Co/The                                                               | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149590.40    | 0.03%             | 2027-03-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DY8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38160.00     | 0.01%             | 2025-07-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio Inc                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    346000 | PA      | $317455.00    | 0.07%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                             | EQM Midstream Partners LP                                                           | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16919.24     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Lealand Finance Company B.V.                         | Lealand Finance Company B.V. 2020 Make Whole Term Loan                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     15776 | PA      | $9465.72      | 0.00%             | 2024-06-28      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Vizient, Inc.                                        | Vizient, Inc. 2022 Term Loan B                                                      | CUSIP: 92855LAQ9<br>LEI: 5493007V6T3HZ7777P70 | Long             | LON              | CORP              | US        |    126682 | PA      | $125970.54    | 0.03%             | 2029-04-28      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| MICROSTRATEGY INC                                    | MicroStrategy Inc                                                                   | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    451000 | PA      | $371601.43    | 0.08%             | 2028-06-15      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Edgewater Generation, L.L.C.                         | Edgewater Generation, L.L.C. Term Loan                                              | CUSIP: 28031FAD2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    261464 | PA      | $228276.25    | 0.05%             | 2025-12-13      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| SBA Senior Finance II LLC                            | SBA Senior Finance II LLC 2018 Term Loan B                                          | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1055230 | PA      | $1024892.61   | 0.22%             | 2025-04-11      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| SABRE GLBL INC                                       | Sabre GLBL Inc                                                                      | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    252000 | PA      | $225698.97    | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                               | Pertamina Persero PT                                                                | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    384000 | PA      | $332232.00    | 0.07%             | 2029-07-30      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| CD&R SMOKEY BUYER INC                                | CD&R Smokey Buyer Inc                                                               | CUSIP: 12510CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $229324.34    | 0.05%             | 2025-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (VMED)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $177.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Press Ganey Holdings, Inc.                           | Press Ganey Holdings, Inc. 2021 Term Loan B                                         | CUSIP: 29102TAE2<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    269851 | PA      | $245226.79    | 0.05%             | 2026-07-24      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    605000 | PA      | $556600.00    | 0.12%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MURPHY OIL CORP                                      | Murphy Oil Corp                                                                     | CUSIP: 626717AM4<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52345.44     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| EG GROUP LTD                                         | EG America LLC 2018 USD Term Loan                                                   | CUSIP: 000000000<br>LEI: 894500KFDM6GTUGDJJ54 | Long             | LON              | CORP              | US        |    512171 | PA      | $476642.14    | 0.10%             | 2025-02-07      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| CIFI HOLDINGS GROUP                                  | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $44000.00     | 0.01%             | 2025-07-16      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CAMELOT FIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -468120 | PA      | $-468120.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Axalta Coating Systems US Holdings Inc.              | Axalta Coating Systems US Holdings Inc. USD Term Loan B3                            | CUSIP: 90347BAH1<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |    511546 | PA      | $502957.32    | 0.11%             | 2024-06-01      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| MATTAMY GROUP CORP                                   | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    199000 | PA      | $151975.31    | 0.03%             | 2030-03-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| MPT OPER PARTNERSP/FINL                              | MPT Operating Partnership LP / MPT Finance Corp                                     | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |   1400000 | PA      | $974750.00    | 0.21%             | 2031-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BOYD GAMING CORP                                     | Boyd Gaming Corp                                                                    | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    376000 | PA      | $304447.20    | 0.06%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALTICE FINA                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -702799 | PA      | $-702798.75   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| eG Global Finance PLC                                | eG Global Finance PLC                                                               | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    396000 | PA      | $357199.92    | 0.08%             | 2025-02-07      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                             | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    812000 | PA      | $714876.68    | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRI POINTE GROUP / HOMES                             | TRI Pointe Group Inc / TRI Pointe Homes Inc                                         | CUSIP: 962178AN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10782.20     | 0.00%             | 2024-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MGIC INVESTMENT CORP                                 | MGIC Investment Corp                                                                | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    167000 | PA      | $149194.46    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| WMG Acquisition Corp.                                | WMG Acquisition Corp. 2021 Term Loan G                                              | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1219711 | PA      | $1180070.39   | 0.25%             | 2028-01-20      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| Apache Corp                                          | Apache Corp                                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    269000 | PA      | $217154.29    | 0.05%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Covanta Holding Corporation                          | Covanta Holding Corporation 2021 Term Loan B                                        | CUSIP: 000000000<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    485729 | PA      | $470030.14    | 0.10%             | 2028-11-30      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive, Inc                             | Peloton Interactive, Inc Term Loan                                                  | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |    165585 | PA      | $161238.39    | 0.03%             | 2027-05-25      | Floating      | 8.35%                 | No            | 2                  | On Loan: No      |
| SOLIS IV BV                                          | Solis IV BV USD Term Loan B1                                                        | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |   1006000 | PA      | $823411.00    | 0.18%             | 2029-02-26      | Floating      | 6.34%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                    | Clean Harbors Inc                                                                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $118767.72    | 0.03%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| COMSTOCK RESOURCES INC                               | Comstock Resources Inc                                                              | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    647000 | PA      | $596733.05    | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ADT SEC CORP                                         | ADT Security Corp/The                                                               | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35484.35     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP NIELSEN FIN                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -426310 | PA      | $-426310.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CROWN AMER/CAP CORP VI                               | Crown Americas LLC / Crown Americas Capital Corp VI                                 | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    424000 | PA      | $394909.36    | 0.08%             | 2026-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ACRISURE LLC / FIN INC                               | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $177870.00    | 0.04%             | 2029-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Voyage Australia Pty Limited                         | Voyage Australia Pty Limited USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 984500552F00VE5LE453 | Long             | LON              | CORP              | AU        |    304920 | PA      | $292915.30    | 0.06%             | 2028-07-20      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| ARDAGH METAL PACKAGING                               | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    400000 | PA      | $376681.41    | 0.08%             | 2027-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                             | Cheplapharm Arzneimittel GmbH                                                       | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $80338.23     | 0.02%             | 2028-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| STITCH AQUISITION CORPORATION                        | Stitch Aquisition Corporation Term Loan B                                           | CUSIP: 86089GAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261360 | PA      | $225206.07    | 0.05%             | 2028-07-28      | Floating      | 10.42%                | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -176571 | PA      | $-176571.13   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| APX GROUP INC                                        | APX Group Inc                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    268000 | PA      | $211874.10    | 0.05%             | 2029-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| H.B. FULLER CO                                       | HB Fuller Co                                                                        | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92554.00     | 0.02%             | 2028-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                             | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     84000 | PA      | $58485.00     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AVSC Holding Corp.                                   | AVSC Holding Corp. 2020 Term Loan B3                                                | CUSIP: 00241YAS3<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    375249 | PA      | $379627.75    | 0.08%             | 2026-10-15      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| Synaptics Incorporated                               | Synaptics Incorporated Term Loan B                                                  | CUSIP: 87159JAH7<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | LON              | CORP              | US        |    253440 | PA      | $250272.00    | 0.05%             | 2028-12-02      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| YANLORD LAND HK CO LTD                               | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $166000.00    | 0.04%             | 2024-02-27      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS IN                             | Rogers Communications Inc                                                           | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $446950.15    | 0.10%             | 2044-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                       | Bombardier Inc                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $450967.46    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Orbcomm Inc.                                         | Orbcomm Inc. Term Loan B                                                            | CUSIP: 68558RAB9<br>LEI: 529900PSC8WVCY267I23 | Long             | LON              | CORP              | US        |    386878 | PA      | $353347.39    | 0.08%             | 2028-09-01      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -308425 | PA      | $-308425.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP SIRIUS XM R                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -253310 | PA      | $-253310.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CHARLES RIVER LABORATORI                             | Charles River Laboratories International Inc                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28281.54     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| LMIRT CAPITAL PTE LTD                                | LMIRT Capital Pte Ltd                                                               | CUSIP: 000000000<br>LEI: 5493009IDXHZSVD2BI70 | Long             | DBT              |  | SG        |    229000 | PA      | $160300.00    | 0.03%             | 2024-06-19      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    304000 | PA      | $236807.64    | 0.05%             | 2027-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nabors Industries Inc                                | Nabors Industries Inc                                                               | CUSIP: 62957HAF2<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    288000 | PA      | $260726.85    | 0.06%             | 2025-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Company | Setanta Aircraft Leasing Designated Activity Company Term Loan B                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    591000 | PA      | $576225.00    | 0.12%             | 2028-11-05      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| LUMEN TECHNOLOGIES INC                               | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    718000 | PA      | $602961.29    | 0.13%             | 2027-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -435480 | PA      | $-435480.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP BOMBARDIER                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -524000 | PA      | $-524000.00   | -0.11%            |  |  |  | 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        |     68000 | PA      | $51643.62     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Banco Espirito Santo SA                              | BANCO ESPIRITO SANTO SA                                                             | CUSIP: 000000000<br>LEI: UBGVXZLX4SCS302CM391 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $11760.60     | 0.00%             | 2022-01-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP WELLS FARGO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -191065 | PA      | $-191065.00   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CDI ESCROW                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -500165 | PA      | $-500165.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP W R GRACE H                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -868478 | PA      | $-868477.50   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 54 Ltd                   | Octagon 54 Ltd                                                                      | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $219930.63    | 0.05%             | 2034-07-15      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                | Level 3 Financing Inc                                                               | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    785000 | PA      | $612307.85    | 0.13%             | 2028-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP HESS CORPOR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |    -47375 | PA      | $-47375.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BWX TECHNOLOGIES INC                                 | BWX Technologies Inc                                                                | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $234065.84    | 0.05%             | 2028-06-30      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| New Arclin U.S. Holding Corp.                        | New Arclin U.S. Holding Corp. 2021 Term Loan                                        | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    513659 | PA      | $472781.83    | 0.10%             | 2028-09-30      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Mcdermott International Ltd                          | Mcdermott International Ltd                                                         | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | BM        |     47837 | NS      | $21526.65     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP KRAFT HEINZ                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -596851 | PA      | $-596851.25   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2017 Incremental Term Loan                                  | CUSIP: 02376CBA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    762584 | PA      | $751572.61    | 0.16%             | 2023-12-15      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTENE COR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -504485 | PA      | $-504485.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| Clean Harbors Inc.                                   | Clean Harbors Inc. 2021 Incremental Term Loan B                                     | CUSIP: 18449EAF7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |    422805 | PA      | $418665.74    | 0.09%             | 2028-10-08      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                              | VZ Secured Financing BV                                                             | CUSIP: 000000000<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $70073.58     | 0.01%             | 2032-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP MORGAN STAN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -920369 | PA      | $-920368.75   | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     83000 | PA      | $71687.10     | 0.02%             | 2029-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Amentum Government Services Holdings LLC             | Amentum Government Services Holdings LLC 2022 Term Loan                             | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    327180 | PA      | $311638.95    | 0.07%             | 2029-02-15      | Floating      | 7.56%                 | No            | 3                  | On Loan: No      |
| MSCI INC                                             | MSCI Inc                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    373000 | PA      | $314052.57    | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                              | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $183100.00    | 0.04%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Castlelake Aviation Limited                          | Castlelake Aviation Limited Term Loan B                                             | CUSIP: 14855NAB2<br>LEI: 2138003EQK2PETKID103 | Long             | LON              | CORP              | IE        |    975253 | PA      | $940913.93    | 0.20%             | 2026-10-22      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Waste Pro USA Inc                                    | Waste Pro USA Inc                                                                   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    601000 | PA      | $527996.53    | 0.11%             | 2026-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DISCOVERY PURCHASER CORPRATION                       | DISCOVERY PURCHASER CORPRATION                                                      | CUSIP: 000000000<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    571000 | PA      | $521037.50    | 0.11%             | 2029-08-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Delta TopCo, Inc.                                    | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                           | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    261000 | PA      | $228375.00    | 0.05%             | 2028-12-01      | Floating      | 10.33%                | No            | 2                  | On Loan: No      |
| AVIANCA MIDCO 2 LTD                                  | Avianca Midco 2 Ltd                                                                 | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    151434 | PA      | $114616.61    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Invesco Senior Loan ETF                              | Invesco Senior Loan ETF                                                             | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    120501 | NS      | $2432915.19   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Countrywide Alternative Loan Trust                   | Alternative Loan Trust 2006-J8                                                      | CUSIP: 23245LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849500 | PA      | $873125.44    | 0.19%             | 2037-02-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP US BANCORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1259156 | PA      | $-1259156.25  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| GARTNER INC                                          | Gartner Inc                                                                         | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     87000 | PA      | $72427.50     | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CLARIOS GLO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -1251146 | PA      | $-1251146.25  | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP FRONTIER CO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -176558 | PA      | $-176557.50   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD                                        | Videotron Ltd                                                                       | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $212217.38    | 0.05%             | 2029-06-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| SCIH Salt Holdings Inc.                              | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                                | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    431934 | PA      | $400260.49    | 0.09%             | 2027-03-16      | Floating      | 6.81%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORPORATION                                  | Virtusa Corporation First Lien Term Loan B                                          | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |    442265 | PA      | $413332.02    | 0.09%             | 2028-02-11      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| SMG US Midco 2, Inc.                                 | SMG US Midco 2, Inc. 2020 Term Loan                                                 | CUSIP: 78453JAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    527469 | PA      | $501976.18    | 0.11%             | 2025-01-23      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                               | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $437674.36    | 0.09%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Electronics for Imaging, Inc.                        | Electronics for Imaging, Inc. Term Loan                                             | CUSIP: 28608EAE6<br>LEI: 549300PN42C4XYPSEV84 | Long             | LON              | CORP              | US        |    392374 | PA      | $314020.76    | 0.07%             | 2026-07-23      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Belron Finance US LLC                                | Belron Finance US LLC 2018 Term Loan B                                              | CUSIP: 08078UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179025 | PA      | $174101.81    | 0.04%             | 2025-11-13      | Floating      | 5.19%                 | No            | 3                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                | GFL Environmental Inc                                                               | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $466553.75    | 0.10%             | 2026-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29450.00     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $274927.57    | 0.06%             | 2026-03-15      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| SABLE INTL FINANCE LTD                               | Sable International Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $214068.75    | 0.05%             | 2027-09-07      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                          | Asurion LLC 2018 Term Loan B7                                                       | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    376320 | PA      | $351294.72    | 0.07%             | 2024-11-03      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| Maravai Intermediate Holdings, LLC                   | Maravai Intermediate Holdings, LLC 2022 Term Loan B                                 | CUSIP: 56589PAJ4<br>LEI: 2549005DIMMJLV8LMZ14 | Long             | LON              | CORP              | US        |    969094 | PA      | $936997.88    | 0.20%             | 2027-10-19      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                      | Aimbridge Acquisition Co., Inc. 2019 Term Loan B                                    | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    135763 | PA      | $119132.25    | 0.03%             | 2026-02-02      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP MOROCCO KI                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -221250 | PA      | $-221250.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                               | TK Elevator Midco GmbH                                                              | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $168262.35    | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THAMES WATER KEMBLE FINA                             | Thames Water Kemble Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    168000 | PA      | $155686.44    | 0.03%             | 2026-05-19      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                             | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                      | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1166000 | PA      | $995971.30    | 0.21%             | 2027-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| SSH Group Holdings, Inc.                             | SSH Group Holdings, Inc. 2018 1st Lien Term Loan                                    | CUSIP: 78482HAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308845 | PA      | $293248.15    | 0.06%             | 2025-07-30      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Mattel Inc                                           | Mattel Inc                                                                          | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    278000 | PA      | $232904.78    | 0.05%             | 2041-11-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                             | LCM Investments Holdings II LLC                                                     | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    292000 | PA      | $226114.92    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MATCH GROUP HLD II LLC                               | Match Group Holdings II LLC                                                         | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    207000 | PA      | $156285.00    | 0.03%             | 2031-10-01      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BALL CORP                                            | Ball Corp                                                                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27628.02     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Catalent Pharma Solutions Inc.                       | Catalent Pharma Solutions Inc. 2021 Term Loan B3                                    | CUSIP: 14880BAH4<br>LEI: 549300HALRZ339MSTH85 | Long             | LON              | CORP              | US        |   1042659 | PA      | $1031794.18   | 0.22%             | 2028-02-22      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100375.00    | 0.02%             | 2029-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ION Trading Finance Limited                          | ION Trading Finance Limited 2021 USD Term Loan                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    299212 | PA      | $277070.78    | 0.06%             | 2028-04-03      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                 | Enel Finance International NV                                                       | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $807154.96    | 0.17%             | 2027-05-25      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $183792.00    | 0.04%             | 2029-03-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| LIBERTY BROADBAND CORP                               | Liberty Broadband Corp                                                              | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    478000 | PA      | $458270.09    | 0.10%             | 2050-09-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sealed Air Corp                                      | Sealed Air Corp                                                                     | CUSIP: 81211KAW0<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44390.00     | 0.01%             | 2024-12-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                             | AT&T Inc                                                                            | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1233457.74   | 0.26%             | 2030-02-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| HEALTHEQUITY INC                                     | HealthEquity Inc                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    636000 | PA      | $537254.64    | 0.11%             | 2029-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                              | Booz Allen Hamilton Inc                                                             | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    272000 | PA      | $233991.58    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Foundation Building Materials Holding Company LLC    | Foundation Building Materials Holding Company LLC 2021 Term Loan                    | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    468917 | PA      | $421321.69    | 0.09%             | 2028-01-31      | Floating      | 6.06%                 | No            | 2                  | On Loan: No      |
| MINERVA MERGER SUB INC                               | AthenaHealth Group Inc                                                              | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $989003.07    | 0.21%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                             | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                  | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |    170000 | PA      | $136885.32    | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NUSTAR LOGISTICS LP                                  | NuStar Logistics LP                                                                 | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21391.65     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OMAN GOV INTERNTL BOND                               | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $159250.00    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| STAR ENERGY GEOTHERMAL                               | Star Energy Geothermal Wayang Windu Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    164540 | PA      | $148836.71    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Black Hills Corp                                     | Black Hills Corp                                                                    | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    305000 | PA      | $279242.78    | 0.06%             | 2027-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| EVERARC ESCROW SARL                                  | EverArc Escrow Sarl                                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    550000 | PA      | $443984.75    | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Whatabrands LLC                                      | Whatabrands LLC 2021 Term Loan B                                                    | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   1250136 | PA      | $1154188.10   | 0.25%             | 2028-08-03      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                     | Altice France SA/France                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    702000 | PA      | $524471.22    | 0.11%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Trans Union, LLC                                     | Trans Union, LLC 2019 Term Loan B5                                                  | CUSIP: 89334GAX2<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    754332 | PA      | $726421.46    | 0.15%             | 2026-11-16      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP SS C TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -1294136 | PA      | $-1294136.25  | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                       | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    277000 | PA      | $216060.00    | 0.05%             | 2031-02-15      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Oscar AcquisitionCo, LLC                             | Oscar AcquisitionCo, LLC Term Loan B                                                | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    497000 | PA      | $454342.49    | 0.10%             | 2029-04-29      | Floating      | 8.15%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                    | HSBC Holdings PLC                                                                   | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $367676.83    | 0.08%             | 2026-11-23      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                              | Hungary Government International Bond                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $180350.00    | 0.04%             | 2029-06-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC                                  | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    722000 | PA      | $649426.37    | 0.14%             | 2029-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     11119 | OU      | $-377.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Colombia                                 | Colombia Government International Bond                                              | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $169475.00    | 0.04%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CITIGROUP I                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -378525 | PA      | $-378525.00   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $112923.34    | 0.02%             | 2025-06-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                             | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65920.00     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                             | Live Nation Entertainment Inc                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    186000 | PA      | $161482.41    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP VMED O2 UK                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -612694 | PA      | $-612693.75   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CENTURYLINK                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -72280 | PA      | $-72280.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $263610.00    | 0.06%             | 2027-04-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                             | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                      | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $152224.49    | 0.03%             | 2026-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WEATHERFORD INTERNATIONA                             | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    208000 | PA      | $181135.51    | 0.04%             | 2030-04-30      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| BANCO ESPIRITO SANTO SA                              | BANCO ESPIRITO SANTO SA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $11760.60     | 0.00%             | 2022-01-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| K HOVNANIAN ENTERPRISES                              | K Hovnanian Enterprises Inc                                                         | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    219000 | PA      | $210240.00    | 0.04%             | 2026-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SIX FLAGS T                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -235039 | PA      | $-235038.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP TK ELEVATOR                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -299000 | PA      | $-299000.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                         | Barclays PLC                                                                        | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    455000 | PA      | $280416.50    | 0.06%             | 2028-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AqGen Island Holdings, Inc.                          | AqGen Island Holdings, Inc. Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1505634 | PA      | $1366362.86   | 0.29%             | 2028-08-02      | Floating      | 7.19%                 | No            | 3                  | On Loan: No      |
| BNP PARIBAS                                          | RRP NOVELIS COR                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -797651 | PA      | $-797651.25   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| COMMSCOPE INC                                        | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    138000 | PA      | $106523.61    | 0.02%             | 2028-07-01      | Fixed         | 7.13%                 | No            | 2                  | On Loan: No      |
| FINNAIR OYJ                                          | Finnair Oyj                                                                         | CUSIP: 000000000<br>LEI: 213800SB6EOB8SSK9W63 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $76443.91     | 0.02%             | 2025-05-19      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE HOLDING SA                             | Altice France Holding SA                                                            | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1193000 | PA      | $934423.80    | 0.20%             | 2027-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Kingpin Intermediate Holdings LLC                    | Kingpin Intermediate Holdings LLC 2018 Term Loan B                                  | CUSIP: 49579GAF9<br>LEI: 549300HRZOJTMNZCST05 | Long             | LON              | CORP              | US        |    677019 | PA      | $651840.90    | 0.14%             | 2024-07-03      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TRANSCONTIN                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -261450 | PA      | $-261450.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertical US Newco Inc                                | Vertical US Newco Inc Term Loan B                                                   | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    730675 | PA      | $699015.22    | 0.15%             | 2027-07-30      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Calpine Corporation                                  | Calpine Corporation 2019 Term Loan B10                                              | CUSIP: 13134MBS1<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    284971 | PA      | $272859.76    | 0.06%             | 2026-08-12      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| CNX RESOURCES CORP                                   | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200505.38    | 0.04%             | 2031-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| LAMB WESTON HLD                                      | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    216000 | PA      | $178470.00    | 0.04%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                | Tempo Acquisition LLC 2022 Term Loan B                                              | CUSIP: 88023HAF7<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   2289409 | PA      | $2225877.58   | 0.47%             | 2028-08-31      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Adient US LLC                                        | Adient US LLC 2021 Term Loan B                                                      | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    336738 | PA      | $317166.32    | 0.07%             | 2028-04-10      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -371794 | PA      | $-371793.75   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| NATIONSTAR MTG HLD INC                               | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $75420.80     | 0.02%             | 2030-12-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| TML HOLDINGS PTE LTD                                 | TML Holdings Pte Ltd                                                                | CUSIP: 000000000<br>LEI: 254900EBGMM47QH02V57 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $167600.00    | 0.04%             | 2026-06-09      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3, Inc.                                   | Wand NewCo 3, Inc. 2020 Term Loan                                                   | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1042979 | PA      | $964234.21    | 0.21%             | 2026-02-05      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| NBK TIER 1 FNC LTD                                   | NBK Tier 1 Ltd                                                                      | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    279000 | PA      | $237551.06    | 0.05%             | 2026-08-24      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| LCPR SR SECURED FIN DAC                              | LCPR Senior Secured Financing DAC                                                   | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    768000 | PA      | $578355.40    | 0.12%             | 2029-07-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Crocs, Inc.                                          | Crocs, Inc. Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    730170 | PA      | $685447.09    | 0.15%             | 2029-02-20      | Floating      | 7.20%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP NGPL PIPECO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -233242 | PA      | $-233242.50   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| SRS Distribution Inc.                                | SRS Distribution Inc. 2022 Incremental Term Loan                                    | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    407852 | PA      | $373999.83    | 0.08%             | 2028-06-02      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP SCIENCE APP                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -213995 | PA      | $-213995.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GYP HOLDINGS III CORP                                | GYP Holdings III Corp                                                               | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    237000 | PA      | $180273.70    | 0.04%             | 2029-05-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                               | Williams Scotsman International Inc                                                 | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    243000 | PA      | $212611.64    | 0.05%             | 2028-08-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                              | Global Aircraft Leasing Co Ltd                                                      | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    231449 | PA      | $174165.37    | 0.04%             | 2024-09-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                         | Novelis Corp                                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    951000 | PA      | $779820.00    | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                             | Western Midstream Operating LP                                                      | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    795000 | PA      | $641962.50    | 0.14%             | 2050-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FIBER LLC/NORT                             | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                               | CUSIP: 667449AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $239523.76    | 0.05%             | 2028-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SM Energy Co                                         | SM Energy Co                                                                        | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     74000 | PA      | $71040.00     | 0.02%             | 2025-06-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| UTZ Quality Foods, LLC                               | UTZ Quality Foods, LLC 2021 Term Loan B                                             | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |   1051247 | PA      | $1018395.76   | 0.22%             | 2028-01-20      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| NCL CORPORATION LTD                                  | NCL Corp Ltd                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    109000 | PA      | $82262.30     | 0.02%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| WHITE CAP BUYER LLC                                  | White Cap Buyer LLC                                                                 | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $860837.80    | 0.18%             | 2028-10-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                | Tenet Healthcare Corp                                                               | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     48000 | PA      | $39756.00     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corporation                         | Filtration Group Corporation 2021 Incremental Term Loan                             | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    495258 | PA      | $469048.47    | 0.10%             | 2028-10-21      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| WOORI BANK                                           | Woori Bank                                                                          | CUSIP: 000000000<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $233562.50    | 0.05%             | 2024-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| BANK OF EAST ASIA LTD                                | Bank of East Asia Ltd/The                                                           | CUSIP: 000000000<br>LEI: CO6GC26LCGGRTUESIP55 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $226250.00    | 0.05%             | 2024-09-19      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                              | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    191000 | PA      | $185912.72    | 0.04%             | 2029-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                             | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $721780.00    | 0.15%             | 2028-04-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PAI Holdco, Inc.                                     | PAI Holdco, Inc. 2020 Term Loan B                                                   | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    331374 | PA      | $313423.30    | 0.07%             | 2027-10-28      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| SS&C European Holdings Sarl                          | SS&C European Holdings Sarl 2018 Term Loan B4                                       | CUSIP: 78466DBE3<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |    464967 | PA      | $449107.27    | 0.10%             | 2025-04-16      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP SHIMAO GROU                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -10000 | PA      | $-10000.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP FIRSTENERGY                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -406475 | PA      | $-406475.00   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| CDK Global, Inc.                                     | CDK Global, Inc. 2022 USD Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    612000 | PA      | $588425.76    | 0.13%             | 2029-07-06      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CA MAGNUM H                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -296050 | PA      | $-296050.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Magenta Buyer LLC                                    | Magenta Buyer LLC 2021 USD 1st Lien Term Loan                                       | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1019905 | PA      | $917914.11    | 0.20%             | 2028-07-27      | Floating      | 7.87%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP ALLIANT HOL                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -772818 | PA      | $-772817.50   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP LAMB WESTON                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -230490 | PA      | $-230490.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $590093.74    | 0.13%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ALBERTSONS                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -483788 | PA      | $-483787.50   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| Countrywide Home Loans                               | CHL Mortgage Pass-Through Trust 2006-17                                             | CUSIP: 17025AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    627101 | PA      | $290050.60    | 0.06%             | 2036-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AON PLC                                                                         | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -1046706 | PA      | $-1046706.25  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| HILCORP ENERGY I/HILCORP                             | Hilcorp Energy I LP / Hilcorp Finance Co                                            | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $23530.95     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP INDONESIA                                                                       | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -174500 | PA      | $-174500.00   | -0.04%            |  |  |  | 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        |    731000 | PA      | $639858.92    | 0.14%             | 2029-06-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                          | City Football Group Limited Term Loan                                               | CUSIP: 17781XAB2<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |    674900 | PA      | $640594.83    | 0.14%             | 2028-07-21      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                              | American Airlines, Inc. 2018 Term Loan B                                            | CUSIP: 02376CBB0<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    652732 | PA      | $632334.09    | 0.13%             | 2025-06-27      | Floating      | 4.83%                 | No            | 2                  | On Loan: No      |
| CLEARWAY ENERGY OP LLC                               | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    262000 | PA      | $203110.26    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED COMMUNICATI                             | Consolidated Communications Inc                                                     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    489000 | PA      | $365527.50    | 0.08%             | 2028-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PICARD MIDCO INC                                     | Picard Midco Inc                                                                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2007000 | PA      | $1695312.90   | 0.36%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CITGO HOLDING INC                                    | Citgo Holding Inc                                                                   | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226235.28    | 0.05%             | 2024-08-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                             | Prime Security Services Borrower LLC / Prime Finance Inc                            | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $451651.20    | 0.10%             | 2026-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TD SECURITIES USA LLC                                | RRP BOOZ ALLEN                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |   -243100 | PA      | $-243100.00   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| INGEVITY CORP                                        | Ingevity Corp                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     84000 | PA      | $69449.94     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP UBER TECHNO                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -447930 | PA      | $-447930.00   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP PETROLEOS M                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -154641 | PA      | $-154640.58   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC                                    | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |  -1181250 | PA      | $-1181250.00  | -0.25%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP CARVANA CO                                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -148988 | PA      | $-148987.50   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 2nd Lien Term Loan                                        | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    299000 | PA      | $258823.37    | 0.06%             | 2029-12-10      | Floating      | 8.87%                 | No            | 2                  | On Loan: No      |
| PTC Inc                                              | PTC Inc                                                                             | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |    187000 | PA      | $163547.40    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                              | MPLX LP                                                                             | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    185000 | PA      | $172229.55    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| WP CITYMD BIDCO LLC                                  | WP CityMD Bidco LLC 2021 1st Lien Term Loan B                                       | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    755929 | PA      | $721443.44    | 0.15%             | 2028-12-22      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT HOLDINGS INC                               | Open Text Holdings Inc                                                              | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $216423.31    | 0.05%             | 2030-02-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| LEGENDS HOSPITALITY HOLD                             | Legends Hospitality Holding Co LLC / Legends Hospitality Co-Issuer Inc              | CUSIP: 52473NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $77926.03     | 0.02%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                      | Madison IAQ LLC Term Loan                                                           | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1845010 | PA      | $1701025.41   | 0.36%             | 2028-06-21      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP ATLAS LUXCO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -436521 | PA      | $-436521.25   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| RealPage, Inc                                        | RealPage, Inc 1st Lien Term Loan                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   3470564 | PA      | $3245949.23   | 0.69%             | 2028-04-24      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                             | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $328750.94    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP AMERICAN AI                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -397958 | PA      | $-397957.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                           | Verus Securitization Trust 2022-7                                                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1839166 | PA      | $1786425.54   | 0.38%             | 2067-07-25      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP ARAMARK SER                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -373012 | PA      | $-373012.50   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| Electron BidCo Inc.                                  | Electron BidCo Inc. 2021 Term Loan                                                  | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1006566 | PA      | $952100.98    | 0.20%             | 2028-11-01      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                       | US Foods, Inc. 2019 Term Loan B                                                     | CUSIP: 90351HAD0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |    759323 | PA      | $735754.04    | 0.16%             | 2026-09-13      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| A-L Parent LLC                                       | A-L Parent LLC 2016 1st Lien Term Loan                                              | CUSIP: 00165HAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    371294 | PA      | $303376.50    | 0.06%             | 2023-12-01      | Floating      | 6.37%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                    | Citigroup Mortgage Loan Trust 2006-FX1                                              | CUSIP: 17309YAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348987 | PA      | $230112.08    | 0.05%             | 2036-10-25      | Variable      | 5.78%                 | No            | 2                  | On Loan: No      |
| CLYDESDALE ACQUISITION                               | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    532000 | PA      | $484088.08    | 0.10%             | 2029-04-15      | Fixed         | 6.63%                 | No            | 2                  | On Loan: No      |
| ONEMAIN FINANCE CORP                                 | OneMain Finance Corp                                                                | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77188.10     | 0.02%             | 2030-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP TEMPUR SEAL                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -122850 | PA      | $-122850.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                             | Microchip Technology Inc                                                            | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253137.72    | 0.05%             | 2024-11-15      | Fixed         | 0.13%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                         | ING Groep NV                                                                        | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1137237.50   | 0.24%             | 2027-05-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $368208.76    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LIFE TIME INC                                        | Life Time Inc                                                                       | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    258000 | PA      | $234780.00    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Triton Water Holdings, Inc                           | Triton Water Holdings, Inc Term Loan                                                | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |   1674443 | PA      | $1498860.89   | 0.32%             | 2028-03-31      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP CONSTELLIUM                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -517440 | PA      | $-517440.00   | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP JAZZ SECURI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -330750 | PA      | $-330750.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| SERVICE CORP INTL                                    | Service Corp International/US                                                       | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    238000 | PA      | $216289.64    | 0.05%             | 2029-06-01      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP AMC ENTERTA                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -46342 | PA      | $-46342.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP VERTICAL US                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -836730 | PA      | $-836730.00   | -0.18%            |  |  |  | No            | 2                  | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                                 | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                  | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $47424.40     | 0.01%             | 2026-12-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS CAPITAL INC                                 | RRP CCO HOLDING                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -637440 | PA      | $-637440.00   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                          | RRP OUTFRONT ME                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -271425 | PA      | $-271425.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| SES SA                                               | SES SA                                                                              | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $72785.97     | 0.02%             | 2026-05-27      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| CROCS INC                                            | Crocs Inc                                                                           | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |    149000 | PA      | $113415.82    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Applied Systems, Inc.                                | Applied Systems, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     90000 | PA      | $88335.00     | 0.02%             | 2025-09-19      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP TAP ROCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -603840 | PA      | $-603840.00   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP CHS/COMMUNI                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -302175 | PA      | $-302175.00   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Proofpoint, Inc.                                     | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   1769094 | PA      | $1657782.94   | 0.35%             | 2028-08-31      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| AMSTED INDUSTRIES                                    | Amsted Industries Inc                                                               | CUSIP: 032177AH0<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |    156000 | PA      | $143520.00    | 0.03%             | 2027-07-01      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                               | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     98000 | PA      | $86944.40     | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNIQUE PUB FINANCE CO                                | Unique Pub Finance Co PLC/The                                                       | CUSIP: 000000000<br>LEI: 213800FOMWLKHQTI5562 | Long             | ABS-O            | CORP              | GB        |     50000 | PA      | $62737.00     | 0.01%             | 2032-03-30      | Fixed         | 6.46%                 | No            | 2                  | On Loan: No      |
| ALBION FINANCING 3 SARL                              | Albion Financing 3 SARL USD Term Loan                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    757336 | PA      | $716000.65    | 0.15%             | 2026-08-17      | Floating      | 8.01%                 | No            | 2                  | On Loan: No      |
| The Federal Republic of Nigeria                      | Nigeria Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $127000.00    | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA     | RRP AADVANTAGE                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -748125 | PA      | $-748125.00   | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| RIZAL COMMERCIAL BANKING                             | Rizal Commercial Banking Corp                                                       | CUSIP: 000000000<br>LEI: CIKZWI6KV077KV2E2J69 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $183250.00    | 0.04%             | 2025-08-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                | NGL Energy Operating LLC / NGL Energy Finance Corp                                  | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $152123.31    | 0.03%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                   | Panama Government International Bond                                                | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    421000 | PA      | $381478.63    | 0.08%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AIR FRANCE-KLM                                       | Air France-KLM                                                                      | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $79598.89     | 0.02%             | 2026-07-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ENCOMPASS HEALTH CORP                                | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    510000 | PA      | $419564.65    | 0.09%             | 2030-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HERENS MIDCO SARL                                    | Herens Midco Sarl                                                                   | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $61344.28     | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Ascend Learning, LLC                                 | Ascend Learning, LLC 2021 Term Loan                                                 | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    600227 | PA      | $552809.32    | 0.12%             | 2028-12-11      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| TELECOM ITALIA CAPITAL                               | Telecom Italia Capital SA                                                           | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    432000 | PA      | $321935.04    | 0.07%             | 2034-09-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                             | Chobani LLC / Chobani Finance Corp Inc                                              | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $408259.20    | 0.09%             | 2028-11-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| JERROLD FINCO PLC                                    | Jerrold Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $83350.45     | 0.02%             | 2027-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                               | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $60073.65     | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                             | Pattern Energy Operations LP / Pattern Energy Operations Inc                        | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $305166.40    | 0.06%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GO DADDY OPCO/FINCO                                  | Go Daddy Operating Co LLC / GD Finance Co Inc                                       | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $166847.52    | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                   | Voya Financial Inc                                                                  | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3395000.00   | 0.72%             | 2053-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Filtration Group Corporation                         | Filtration Group Corporation 2018 1st Lien Term Loan                                | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1116034 | PA      | $1069651.49   | 0.23%             | 2025-03-29      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| AMC Networks Inc                                     | AMC Networks Inc                                                                    | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    222000 | PA      | $198364.06    | 0.04%             | 2025-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bombardier Inc                                       | Bombardier Inc                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $37923.21     | 0.01%             | 2025-03-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                              | Goldman Sachs Group Inc/The                                                         | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $660650.00    | 0.14%             | 2025-02-10      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                   | RRP WYNN LAS VE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -132480 | PA      | $-132480.00   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                             | MajorDrive Holdings IV LLC                                                          | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $122722.11    | 0.03%             | 2029-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                 | SWAP/CDSWAP/SCDS: (SDFGR)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $85.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                              | RRP NEW FORTRES                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |   -785565 | PA      | $-785565.00   | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| UPC BROADBAND FINCO BV                               | UPC Broadband Finco BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    449000 | PA      | $348437.47    | 0.07%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TEREX CORP                                           | Terex Corp                                                                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    333000 | PA      | $285792.59    | 0.06%             | 2029-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                             | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141716.09    | 0.03%             | 2025-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-11

**Name of Applicant:** BlackRock Ltd Duration Income Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer