# EDGAR Filing Document

**Accession Number:** 0001160864
**File Stem:** 0001752724-23-002208
**Filing Date:** 2023-1
**Character Count:** 1047226
**Document Hash:** a0efdcd35943c4f10789898ef38af563
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-002208.hdr.sgml**: 20230117

**ACCESSION NUMBER**: 0001752724-23-002208

**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 CORE BOND TRUST
- **CENTRAL INDEX KEY:** 0001160864
- **IRS NUMBER:** 522346891
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10543
- **FILM NUMBER:** 23530872

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **STREET 2:** MUTUAL FUND DEPARTMENT
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 888-825-2257

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

## Nport-Ex

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) <br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
|  522 Funding CLO Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class CR, (3 mo. LIBOR US + 2.40%), 5.11%, 04/20/30 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470788 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2019-4A, Class DR, (3 mo. LIBOR US + 3.65%), 6.36%, 04/20/30 |  | 600 | 547191 |
|  AGL CLO 3 Ltd., Series 2020-3A,<br>Class D, (3 mo. LIBOR US + 3.30%),<br>5.81%, 01/15/33<sup>(a)(b)</sup> |  | 250 | 227061 |
|  ALM Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 6.00%), 8.51%, 10/15/29<sup>(a)(b)</sup> |  | 285 | 236756 |
|  AMMC CLO 20 Ltd., Series 2017-20A, Class AR, (3 mo. LIBOR US + 0.87%), 3.61%, 04/17/29<sup>(a)(b)</sup> |  | 432 | 426410 |
|  Anchorage Capital CLO Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.65%), 4.11%, 10/13/30 |  | 380 | 365408 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.20%), 5.66%, 10/13/30 |  | 720 | 663721 |
|  Apidos CLO XXII, Series 2015-22A, Class CR, (3 mo. LIBOR US + 2.95%), 5.66%, 04/20/31<sup>(a)(b)</sup> |  | 250 | 224399 |
|  ASSURANT CLO I Ltd., Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.15%), 4.86%, 10/20/34<sup>(a)(b)</sup> |  | 500 | 446307 |
|  Bain Capital Credit CLO 2021-5 Ltd., Class B, (3 mo. LIBOR US + 1.65%), 4.43%, 10/23/34<sup>(a)(b)</sup> |  | 500 | 468465 |
|  Bain Capital Credit CLO Ltd., Series 2021-3A, Class D, (3 mo. LIBOR US + 3.10%), 5.88%, 07/24/34<sup>(a)(b)</sup> |  | 250 | 220013 |
|  Ballyrock CLO Ltd., Series 2016-1A, Class DR2, (3 mo. LIBOR US + 3.15%), 5.66%, 10/15/28<sup>(a)(b)</sup> |  | 250 | 241450 |
|  Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1, (3 mo. LIBOR US + 3.20%), 5.94%, 01/19/35<sup>(a)(b)</sup> |  | 250 | 220515 |
|  Birch Grove CLO Ltd., Series 19A, Class DR, (3 mo. LIBOR US + 3.35%), 6.64%, 06/15/31<sup>(a)(b)</sup> |  | 1000 | 955765 |
|  Buttermilk Park CLO Ltd., Series 2018-1A, Class D, (3 mo. LIBOR US + 3.10%), 5.61%, 10/15/31<sup>(a)(b)</sup> |  | 250 | 214375 |
|  Canyon Capital CLO Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1A, Class CR, (3 mo. LIBOR US + 1.90%), 4.41%, 07/15/31 |  | 250 | 230713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-2A, Class D, (3 mo. LIBOR US + 3.35%), 5.86%, 04/15/34 |  | 500 | 429076 |
|  Carlyle Global Market Strategies CLO Ltd., Series 2013- 1A, Class CR, (3 mo. LIBOR US + 3.35%),<br>6.26%, 08/14/30<sup>(a)(b)</sup> |  | 1000 | 891213 |
|  CarVal CLO I Ltd., Series 2018-1A, Class E, (3 mo.<br>LIBOR US + 5.77%), 8.51%, 07/16/31<sup>(a)(b)</sup> |  | 500 | 407401 |
|  CarVal CLO II Ltd., Series 2019-1A, Class DR, (3 mo. LIBOR US + 3.20%), 5.91%, 04/20/32<sup>(a)(b)</sup> |  | 500 | 443061 |
|  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 |
|  CarVal CLO VC Ltd., Series 2021-2A, Class D, (3 mo. LIBOR US + 3.25%), 5.76%, 10/15/34<sup>(a)(b)</sup> |  | 250 | 226023 |
|  CBAM Ltd., Series 2017-1A, Class C, (3 mo. LIBOR US + 2.40%), 5.11%, 07/20/30<sup>(a)(b)</sup> |  | 350 | 327296 |
|  Cedar Funding IX CLO Ltd., Series 2018-9A, Class D, (3 mo. LIBOR US + 2.60%), 5.31%, 04/20/31<sup>(a)(b)</sup> |  | 250 | 222099 |
|  Cedar Funding X CLO Ltd., Series 2019-10A, Class BR, (3 mo. LIBOR US + 1.60%), 4.31%, 10/20/32<sup>(a)(b)</sup> |  | 930 | 871214 |
|  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 | 468560 |
|  CIFC Funding Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1A, Class CR, (3 mo. LIBOR US + 3.55%), 6.29%, 07/16/30 |  | 500 | 452373 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
|  CIFC Funding Ltd.<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-2RA, Class B1, (3 mo. LIBOR US + 2.80%), 5.58%, 04/24/30 | USD | 750 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686576 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2014-3A, Class BR2, (3 mo. LIBOR US + 1.80%), 4.56%, 10/22/31 |  | 250 | 236337 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-1A, Class ARR, (3 mo. LIBOR US + 1.11%), 3.87%, 01/22/31 |  | 1000 | 981264 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1A, Class DR, (3 mo. LIBOR US + 3.10%), 5.61%, 07/15/36 |  | 500 | 443328 |
|  Credit Acceptance Auto Loan Trust, Series 2020-1A, Class A, 2.01%, 02/15/29<sup>(b)</sup> |  | 322 | 321713 |
|  CWHEQ Revolving Home Equity Loan Trust, Series 2006-I, Class 1A, (1 mo. LIBOR US + 0.14%), 2.96%, 01/15/37<sup>(a)</sup> |  | 1232 | 1124850 |
|  Dewolf Park CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 2.85%), 5.36%, 10/15/30<sup>(a)(b)</sup> |  | 280 | 255670 |
|  Dryden 50 Senior Loan Fund, Series 2017-50A, Class B, (3 mo. LIBOR US + 1.65%), 4.16%, 07/15/30<sup>(a)(b)</sup> |  | 250 | 237219 |
|  Dryden 53 CLO Ltd., Series 2017-53A, Class B, (3 mo. LIBOR US + 1.40%), 3.91%, 01/15/31<sup>(a)(b)</sup> |  | 1320 | 1249269 |
|  Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 5.39%, 04/18/31<sup>(a)(b)</sup> |  | 1250 | 1103197 |
|  Dryden 78 CLO Ltd., Series 2020-78A, Class D, (3 mo. LIBOR US + 3.00%), 5.74%, 04/17/33<sup>(a)(b)</sup> |  | 250 | 218829 |
|  Dryden XXVIII Senior Loan Fund, Series 2013-28A, Class B1LR, (3 mo. LIBOR US + 3.15%), 6.06%, 08/15/30<sup>(a)(b)</sup> |  | 1000 | 915269 |
|  Eaton Vance CLO Ltd., Series 2015-1A, Class A2R, (3 mo. LIBOR US + 1.25%), 3.96%, 01/20/30<sup>(a)(b)</sup> |  | 1000 | 962412 |
|  EDvestinU Private Education Loan Issue No. 3 LLC, Series 2021-A, Class B, 3.50%, 11/25/50<sup>(b)</sup> |  | 110 | 87247 |
|  Elevation CLO Ltd., Series 2021-12A, Class E, (3 mo. LIBOR US + 7.27%), 9.98%, 04/20/32<sup>(a)(b)</sup> |  | 500 | 420854 |
|  Elmwood CLO IV Ltd., Series 2020-1A, Class B, (3 mo. LIBOR US + 1.70%), 4.21%, 04/15/33<sup>(a)(b)</sup> |  | 250 | 238370 |
|  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 |
|  Elmwood CLO VI Ltd., Series 2020-3A, Class BR, (3 mo. LIBOR US + 1.65%), 4.36%, 10/20/34<sup>(a)(b)</sup> |  | 250 | 240815 |
|  Fairstone Financial Issuance Trust I, Series 2020-1A, Class C, 5.16%, 10/20/39<sup>(b)</sup> | CAD | 170 | 111561 |
|  Galaxy XX CLO Ltd., Series 2015-20A, Class CR, (3 mo. LIBOR US + 1.75%), 4.46%, 04/20/31<sup>(a)(b)</sup> | USD | 250 | 230952 |
|  Galaxy XXVII CLO Ltd., Series 2018-27A, Class A, (3 mo. LIBOR US + 1.02%), 3.94%, 05/16/31<sup>(a)(b)</sup> |  | 2000 | 1947296 |
|  Generate CLO 3 Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 6.31%, 10/20/29<sup>(a)(b)</sup> |  | 1750 | 1583239 |
|  Generate CLO 4 Ltd., Series 2016-2A, Class DR, (3 mo. LIBOR US + 3.15%), 5.86%, 04/20/32<sup>(a)(b)</sup> |  | 1500 | 1383047 |
|  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 |
|  GoldenTree Loan Management U.S. CLO 3 Ltd., Series 2018-3A, Class B1, (3 mo. LIBOR US + 1.55%), 4.26%, 04/20/30<sup>(a)(b)</sup> |  | 250 | 239646 |
|  GoldenTree Loan Management US CLO 4, Ltd., Class BR, (3 mo. LIBOR US + 1.60%), 4.38%, 04/24/31<sup>(a)(b)</sup> |  | 500 | 473652 |
|  GoldenTree Loan Opportunities IX Ltd., Series 2014- 9A, Class BR2, (3 mo. LIBOR US + 1.60%), 4.41%, 10/29/29<sup>(a)(b)</sup> |  | 1500 | 1455242 |

---

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<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)** | **Asset-Backed Securities (continued)** |
|  GoldenTree Loan Opportunities X Ltd., Series 2015-10A, Class DR, (3 mo. LIBOR US + 3.05%), 5.76%, 07/20/31<sup>(a)(b)</sup> | USD | 250 | $224603 |
|  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 |
|  Grippen Park CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 3.30%), 6.01%, 01/20/30<sup>(a)(b)</sup> |  | 250 | 231714 |
|  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> |  | 500 | 447653 |
|  Highbridge Loan Management, Series 3A-2014, Class CR, (3 mo. LIBOR US + 3.60%), 6.34%, 07/18/29<sup>(a)(b)</sup> |  | 1000 | 901578 |
|  Lending Funding Trust, Series 2020-2A, Class C, 4.30%, 04/21/31<sup>(b)</sup> |  | 240 | 209741 |
|  Litigation Fee Residual, 4.00%, 10/30/27<sup>(c)</sup> |  | 1034 | 984761 |
|  Long Beach Mortgage Loan Trust, Series 2006-8, Class 2A4, (1 mo. LIBOR US + 0.48%), 3.56%, 09/25/36<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1918569 |
|  Madison Park Funding LXII Ltd., Series 2022-62A, Class A1, (3 mo. SOFR + 2.25%), 4.76%, 07/17/33<sup>(a)(b)</sup> |  | 760 | 744054 |
|  Madison Park Funding XXIII Ltd., Series 2017-23A, Class CR, (3 mo. LIBOR US + 2.00%), 4.77%, 07/27/31<sup>(a)(b)</sup> |  | 600 | 561267 |
|  Madison Park Funding XXV Ltd., Series 2017-25A, Class A2R, (3 mo. LIBOR US + 1.65%), 4.43%, 04/25/29<sup>(a)(b)</sup> |  | 250 | 241460 |
|  Madison Park Funding XXXIV Ltd., Series 2019-34A, Class DR, (3 mo. LIBOR US + 3.35%), 6.13%, 04/25/32<sup>(a)(b)</sup> |  | 250 | 229415 |
|  Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class C, (3 mo. LIBOR US + 1.90%), 4.64%, 07/17/34<sup>(a)(b)</sup> |  | 250 | 225541 |
|  Marble Point CLO XVII Ltd., Series 2020-1A, Class D, (3 mo. LIBOR US + 3.75%), 6.46%, 04/20/33<sup>(a)(b)</sup> |  | 250 | 223213 |
|  Marble Point CLO XXIII Ltd., Series 2021-4A, Class D1, (3 mo. LIBOR US + 3.65%), 6.41%, 01/22/35<sup>(a)(b)</sup> |  | 250 | 225916 |
|  Mariner Finance Issuance Trust<sup>(b)</sup> | Mariner Finance Issuance Trust<sup>(b)</sup> | Mariner Finance Issuance Trust<sup>(b)</sup> | Mariner Finance Issuance Trust<sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-AA, Class C, 2.96%, 03/20/36 |  | 190 | 154565 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-AA, Class D, 3.83%, 03/20/36 |  | 180 | 148553 |
|  Navient Private Education Refi Loan Trust<sup>(b)</sup> | Navient Private Education Refi Loan Trust<sup>(b)</sup> | Navient Private Education Refi Loan Trust<sup>(b)</sup> | Navient Private Education Refi Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class C, 3.48%, 04/15/60 |  | 770 | 645990 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-DA, Class D, 4.00%, 04/15/60 |  | 440 | 371620 |
|  Nelnet Student Loan Trust<sup>(b)</sup> | Nelnet Student Loan Trust<sup>(b)</sup> | Nelnet Student Loan Trust<sup>(b)</sup> | Nelnet Student Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-A, Class D, 4.93%, 04/20/62 |  | 460 | 382519 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BA, Class B, 2.68%, 04/20/62 |  | 1983 | 1576879 |
|  Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class BR, (3 mo. LIBOR US + 1.65%), 4.39%, 10/17/30<sup>(a)(b)</sup> |  | 250 | 237118 |
|  Neuberger Berman Loan Advisers CLO 37 Ltd., Series 2020-37A, Class CR, (3 mo. LIBOR US + 1.80%), 4.51%, 07/20/31<sup>(a)(b)</sup> |  | 1162 | 1072130 |
|  OCP CLO Ltd.<sup>(a)(b)</sup> | OCP CLO Ltd.<sup>(a)(b)</sup> | OCP CLO Ltd.<sup>(a)(b)</sup> | OCP CLO Ltd.<sup>(a)(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-9A, Class BR2, (3 mo. SOFR + 1.75%), 2.60%, 01/15/33 |  | 250 | 237163 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-13A, Class A1AR, (3 mo. LIBOR US + 0.96%), 3.47%, 07/15/30 |  | 1000 | 978193 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-14A, Class A2, (3 mo. LIBOR US + 1.50%), 4.48%, 11/20/30 |  | 1320 | 1262282 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** | **Asset-Backed Securities (continued)** |
|  Octagon 54 Ltd., Series 2021-1A, Class D, (3 mo. LIBOR US + 3.05%), 5.56%, 07/15/34<sup>(a)(b)</sup> | USD | 250 | $219931 |
|  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> |  | 500 | 471308 |
|  Octagon Investment Partners XXII Ltd., Series 2014-1A, Class DRR, (3 mo. LIBOR US + 2.75%), 5.51%, 01/22/30<sup>(a)(b)</sup> |  | 500 | 436937 |
|  OneMain Financial Issuance Trust, Series 2020-1A, Class A, 3.84%, 05/14/32<sup>(b)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1279317 |
|  OZLM VIII Ltd., Series 2014-8A, Class CRR, (3 mo. LIBOR US + 3.15%), 5.89%, 10/17/29<sup>(a)(b)</sup> |  | 875 | 794888 |
|  OZLM XXI Ltd., Series 2017-21A, Class C, (3 mo. LIBOR US + 2.67%), 5.38%, 01/20/31<sup>(a)(b)</sup> |  | 1000 | 902554 |
|  Palmer Square CLO Ltd.<sup>(a)(b)</sup> | Palmer Square CLO Ltd.<sup>(a)(b)</sup> | Palmer Square CLO Ltd.<sup>(a)(b)</sup> | Palmer Square CLO Ltd.<sup>(a)(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Class A2R, (3 mo. LIBOR US + 1.60%), 4.51%, 11/15/31 |  | 250 | 236197 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2A, Class A2R3, (3 mo. LIBOR US + 1.50%), 4.24%, 10/17/31 |  | 250 | 235728 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2A, Class CR2, (3 mo. LIBOR US + 2.75%), 5.46%, 07/20/30 |  | 250 | 224575 |
|  Palmer Square Loan Funding Ltd., Series 2020-1A, Class C, (3 mo. LIBOR US + 2.50%), 5.48%, 02/20/28<sup>(a)(b)</sup> |  | 250 | 250000 |
|  Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 9.72%, 02/14/34<sup>(a)(b)</sup> |  | 1300 | 1085806 |
|  PPM CLO 2 Ltd., Series 2019-2A, Class DR, (3 mo. LIBOR US + 3.40%), 6.14%, 04/16/32<sup>(a)(b)</sup> |  | 250 | 218845 |
|  Prodigy Finance DAC, Series 2021-1A, Class C, (1 mo. LIBOR US + 3.75%), 6.83%, 07/25/51<sup>(a)(b)</sup> |  | 250 | 246701 |
|  Rad CLO 3 Ltd., Series 2019-3A, Class DR, (3 mo. LIBOR US + 2.75%), 5.26%, 04/15/32<sup>(a)(b)</sup> |  | 400 | 355136 |
|  Regatta XI Funding Ltd., Series 2018-1A, Class D, (3 mo. LIBOR US + 2.85%), 5.59%, 07/17/31<sup>(a)(b)</sup> |  | 370 | 330113 |
|  Republic Finance Issuance Trust, Series 2020-A, Class C, 4.05%, 11/20/30<sup>(b)</sup> |  | 240 | 217633 |
|  Romark CLO Ltd., Series 2017-1A, Class B, (3 mo. LIBOR US + 2.15%), 4.93%, 10/23/30<sup>(a)(b)</sup> |  | 500 | 469828 |
|  Shackleton CLO Ltd., Series 2015-7RA, Class C, (3 mo. LIBOR US + 2.35%), 4.86%, 07/15/31<sup>(a)(b)</sup> |  | 250 | 231108 |
|  SMB Private Education Loan Trust<sup>(b)</sup> | SMB Private Education Loan Trust<sup>(b)</sup> | SMB Private Education Loan Trust<sup>(b)</sup> | SMB Private Education Loan Trust<sup>(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C, Class C, 3.00%, 01/15/53 |  | 190 | 168747 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C, Class D, 3.93%, 01/15/53 |  | 160 | 141879 |
|  Sterling COOFS Trust<sup>(c)</sup> | Sterling COOFS Trust<sup>(c)</sup> | Sterling COOFS Trust<sup>(c)</sup> | Sterling COOFS Trust<sup>(c)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004-1, Class A, 2.36%, 04/15/29 |  | 830 | 8296 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2004-2, Class Note, 2.08%, 03/30/30<sup>(b)</sup> |  | 754 | 7538 |
|  Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A2, 3.45%, 02/25/32 |  | 85 | 74634 |
|  TCW CLO Ltd., Series 2020-1A, Class DRR, (3 mo. LIBOR US + 3.40%), 6.11%, 04/20/34<sup>(a)(b)</sup> |  | 250 | 213718 |
|  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 IX Ltd., Series 2017-9A, Class D, (3 mo. LIBOR US + 2.90%), 5.61%, 01/20/31<sup>(a)(b)</sup> |  | 500 | 455205 |
|  TICP CLO XV Ltd., Series 2020-15A, Class D, (3 mo. LIBOR US + 3.15%), 5.86%, 04/20/33<sup>(a)(b)</sup> |  | 250 | 228706 |
|  Trestles CLO Ltd.<sup>(a)(b)</sup> | Trestles CLO Ltd.<sup>(a)(b)</sup> | Trestles CLO Ltd.<sup>(a)(b)</sup> | Trestles CLO Ltd.<sup>(a)(b)</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class B1R, (3 mo. LIBOR US + 1.75%), 4.53%, 04/25/32 |  | 1750 | 1576031 |

---

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 Core Bond Trust (BHK)**<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)** | **Asset-Backed Securities (continued)** |
|  Trestles CLO Ltd.<sup>(a)(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1A, Class CR, (3 mo. LIBOR US + 2.90%), 5.68%, 04/25/32 | USD | 250 | $218574 |
|  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 |
|  Trimaran CAVU Ltd., Series 2019-2A, Class C, (3 mo. LIBOR US + 4.72%), 7.46%, 11/26/32<sup>(a)(b)</sup> |  | 500 | 464416 |
|  Unique Pub Finance Co. PLC<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A4, 5.66%, 06/30/27 | GBP | 610 | 677311 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series M, 7.40%, 03/28/24 |  | 1582 | 1752493 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series N, 6.46%, 03/30/32 |  | 100 | 125474 |
|  Voya CLO Ltd.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class AR, (3 mo. LIBOR US + 1.65%), 4.16%, 06/07/30 | USD | 250 | 240000 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 3.64%, 10/15/30 |  | 250 | 245782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2018-2A, Class A2, (3 mo. LIBOR US + 1.25%), 3.76%, 07/15/31 |  | 1000 | 957376 |
|  Whetstone Park CLO Ltd., Classs 1A,<br>(3 mo. LIBOR US + 1.60%), 4.31%, 01/20/35<sup>(a)(b)</sup> |  | 725 | 681105 |
|  Whitebox CLO I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 5.83%, 07/24/32<sup>(a)(b)</sup> |  | 500 | 453451 |
|  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.<sup>(a)(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class D, (3 mo. LIBOR US + 3.35%), 5.86%, 10/15/34 |  | 250 | 231243 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-3A, Class E, (3 mo. LIBOR US + 6.85%), 9.36%, 10/15/34 |  | 250 | 220739 |
|  York CLO 1 Ltd., Series 2014-1A, Class CRR, (3 mo. LIBOR US + 2.10%), 4.86%, 10/22/29<sup>(a)(b)</sup> |  | 250 | 238119 |
|  **Total Asset-Backed Securities — 10.8%<br>(Cost: $69,513,378)** | **Total Asset-Backed Securities — 10.8%<br>(Cost: $69,513,378)** | **Total Asset-Backed Securities — 10.8%<br>(Cost: $69,513,378)** | 63166031 |
|  **Corporate Bonds** |  |  |  |
| **Advertising Agencies — 0.1%** |  |  |  |
|  Interpublic Group of Cos., Inc.,<br>5.40%, 10/01/48 |  | 500 | 436725 |
| **Aerospace & Defense — 2.3%** |  |  |  |
|  Amsted Industries, Inc., 5.63%, 07/01/27<sup>(b)</sup> |  | 30 | 27600 |
|  Boeing Co., 3.20%, 03/01/29 |  | 1175 | 981066 |
|  Bombardier, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/25 |  | 35 | 34034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 06/15/26 |  | 846 | 775926 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 04/15/27 |  | 395 | 363400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/28 |  | 415 | 347220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.45%, 05/01/34 |  | 100 | 93272 |
|  Eaton Corp., 4.15%, 11/02/42 |  | 500 | 410930 |
|  F-Brasile SpA/F-Brasile U.S. LLC,<br>Series XR, 7.38%, 08/15/26<sup>(b)</sup> |  | 200 | 155042 |
|  General Electric Co., 6.15%, 08/07/37 |  | 2150 | 2126746 |
|  Lockheed Martin Corp., 4.09%, 09/15/52 |  | 1410 | 1171273 |
|  Northrop Grumman Corp., 3.85%, 04/15/45 |  | 350 | 266553 |
|  Raytheon Technologies Corp.,<br>2.25%, 07/01/30<sup>(e)</sup> |  | 2000 | 1616305 |
|  Rolls-Royce PLC, 5.75%, 10/15/27<sup>(b)</sup> |  | 1000 | 868750 |
|  Spirit AeroSystems, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 01/15/25 |  | 105 | 99225 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/25 |  | 22 | 20729 |
|  TransDigm, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 12/15/25<sup>(b)</sup> |  | 130 | 131847 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Aerospace & Defense (continued)** |  |  |  |
|  TransDigm, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 03/15/26<sup>(b)</sup> | USD | 3160 | $3065200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/26 |  | 31 | 29288 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/27 |  | 71 | 67592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/29 |  | 393 | 316377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/01/29 |  | 203 | 164086 |
|  Triumph Group, Inc., 8.88%, 06/01/24<sup>(b)</sup> |  | 527 | 520618 |
|  |  |  | 13653079 |
| **Airlines — 1.5%** |  |  |  |
|  Air Canada, 3.88%, 08/15/26<sup>(b)</sup> |  | 324 | 278235 |
|  Allegiant Travel Co., 7.25%, 08/15/27<sup>(b)</sup> |  | 80 | 75400 |
|  American Airlines Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-2, Class A, 4.95%, 07/15/24 |  | 759 | 749634 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2, Class A, 4.00%, 03/22/29 |  | 1038 | 841984 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, 03/22/29 |  | 1038 | 930395 |
|  American Airlines, Inc., 11.75%, 07/15/25<sup>(b)</sup> |  | 303 | 316435 |
|  American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/20/26 |  | 675 | 633855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/20/29 |  | 737 | 643320 |
|  Avianca Midco 2 Ltd., 9.00%, 12/01/28<sup>(b)</sup> |  | 150 | 113816 |
|  Delta Air Lines, Inc./SkyMiles IP Ltd.,<br>4.75%, 10/20/28<sup>(b)</sup> |  | 6 | 5272 |
|  Deutsche Lufthansa AG, 2.88%, 05/16/27<sup>(d)</sup> | EUR | 100 | 76405 |
|  Gol Finance SA, 7.00%, 01/31/25<sup>(b)</sup> | USD | 200 | 92725 |
|  Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd.,<br>5.75%, 01/20/26<sup>(b)</sup> |  | 168 | 148174 |
|  Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd.,<br>6.50%, 06/20/27<sup>(b)</sup> |  | 442 | 432841 |
|  United Airlines Pass-Through Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class A, 5.88%, 04/15/29 |  | 393 | 378997 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class B, 4.88%, 07/15/27 |  | 28 | 26021 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, Class A, 4.30%, 02/15/27 |  | 2413 | 2259172 |
|  United Airlines, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/26 |  | 390 | 348075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/15/29 |  | 606 | 501429 |
|  |  |  | 8852185 |
| **Auto Components — 0.6%** |  |  |  |
|  Aptiv PLC, 4.40%, 10/01/46 |  | 465 | 340427 |
|  Clarios Global LP, 6.75%, 05/15/25<sup>(b)</sup> |  | 154 | 150802 |
|  Clarios Global LP/Clarios U.S. Finance Co.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/26 |  | 743 | 709565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 05/15/27 |  | 1815 | 1732399 |
|  Dealer Tire LLC/DT Issuer LLC,<br>8.00%, 02/01/28<sup>(b)</sup> |  | 211 | 185685 |
|  Dornoch Debt Merger Sub, Inc.,<br>6.63%, 10/15/29<sup>(b)</sup> |  | 75 | 54079 |
|  Goodyear Tire & Rubber Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/15/29 |  | 109 | 88982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 04/30/33 |  | 81 | 64901 |
|  ZF Finance GmbH, 3.75%, 09/21/28<sup>(d)</sup> | EUR | 100 | 76224 |
|  |  |  | 3403064 |
| **Automobiles — 1.4%** |  |  |  |
|  Allison Transmission, Inc., 5.88%, 06/01/29<sup>(b)</sup> | USD | 94 | 85070 |
|  Asbury Automotive Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 |  | 18 | 15210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/30 |  | 84 | 65603 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/15/32<sup>(b)</sup> |  | 106 | 81626 |
|  Carvana Co.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/15/27<sup>(e)</sup> |  | 173 | 94285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 |  | 151 | 73612 |

---

3.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Automobiles (continued)** |  |  |  |
|  Constellation Automotive Financing PLC, 4.88%, 07/15/27<sup>(d)</sup> | GBP | 100 | $75646 |
|  Ford Motor Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 03/15/26<sup>(f)(g)</sup> | USD | 216 | 197532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 |  | 7 | 6424 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 |  | 420 | 302539 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 |  | 126 | 111082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 |  | 2000 | 1325180 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 |  | 19 | 13395 |
|  Ford Motor Credit Co. LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.69%, 06/09/25 |  | 200 | 185599 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/04/25 |  | 279 | 253206 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.39%, 01/08/26 |  | 200 | 181021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.70%, 08/10/26 |  | 200 | 165878 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 |  | 401 | 358005 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 |  | 200 | 172100 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 |  | 200 | 157194 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 |  | 200 | 173540 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 |  | 300 | 222885 |
|  General Motors Co., 6.25%, 10/02/43<sup>(e)</sup> |  | 2506 | 2176784 |
|  General Motors Financial Co., Inc.,<br>4.25%, 05/15/23 |  | 807 | 803788 |
|  Group 1 Automotive, Inc., 4.00%, 08/15/28<sup>(b)</sup> |  | 30 | 24156 |
|  Ken Garff Automotive LLC, 4.88%, 09/15/28<sup>(b)</sup> |  | 82 | 67018 |
|  LCM Investments Holdings II LLC,<br>4.88%, 05/01/29<sup>(b)</sup> |  | 182 | 140935 |
|  Lithia Motors, Inc., 3.88%, 06/01/29<sup>(b)</sup> |  | 89 | 71422 |
|  MajorDrive Holdings IV LLC, 6.38%, 06/01/29<sup>(b)</sup> |  | 120 | 82734 |
|  Penske Automotive Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/25 |  | 29 | 26547 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 06/15/29 |  | 46 | 36561 |
|  RCI Banque SA, (5 year EUR Swap + 2.85%), 2.63%, 02/18/30<sup>(a)(d)</sup> | EUR | 100 | 83047 |
|  Sonic Automotive, Inc., 4.63%, 11/15/29<sup>(b)</sup> | USD | 40 | 31400 |
|  Wabash National Corp., 4.50%, 10/15/28<sup>(b)</sup> |  | 149 | 115506 |
|  |  |  | 7976530 |
| **Banks — 1.6%** |  |  |  |
|  Banca Monte dei Paschi di Siena SpA,<br>2.63%, 04/28/25<sup>(d)</sup> | EUR | 100 | 83760 |
|  Banco Bilbao Vizcaya Argentaria SA, (5 year USD Swap + 3.87%), 6.13%<sup>(a)(h)</sup> | USD | 2000 | 1494500 |
|  Bangkok Bank PCL, (5 year CMT +<br>4.73%), 5.00% |  | 200 | 176475 |
|  Bank Negara Indonesia Persero Tbk PT,<br>3.75%, 03/30/26<sup>(d)</sup> |  | 252 | 222418 |
|  Bank of Communications Co. Ltd., (5 year CMT + 3.35%), 3.80%<sup>(a)(d)(h)</sup> |  | 518 | 494690 |
|  Grupo Aval Ltd., 4.38%, 02/04/30<sup>(b)</sup> |  | 200 | 143875 |
|  Intesa Sanpaolo SpA, 5.02%, 06/26/24<sup>(b)</sup> |  | 3151 | 2938035 |
|  Krung Thai Bank PCL, (5 year CMT +<br>3.53%), 4.40%<sup>(a)(d)(h)</sup> |  | 252 | 202860 |
|  NBK Tier 1 Ltd., 3.63%<sup>(a)(b)(h)</sup> |  | 209 | 177951 |
|  Standard Chartered PLC, (5 year USD ICE Swap + 1.97%), 4.87%, 03/15/33<sup>(a)(b)</sup> |  | 500 | 437846 |
|  SVB Financial Group, Series D, (5 year CMT + 3.07%), 4.25%<sup>(a)(h)</sup> |  | 1275 | 938556 |
|  Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 |  | 2250 | 1668289 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series BB, (5 year CMT + 3.45%), 3.90%<sup>(a)(h)</sup> |  | 245 | 207178 |
|  |  |  | 9186433 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Beverages — 1.3%** |  |  |  |
|  Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46<sup>(e)</sup> | USD | 4600 | $3997768 |
|  ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27<sup>(b)(i)</sup> |  | 501 | 343035 |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.00%, 09/01/29<sup>(b)</sup> |  | 1466 | 1073629 |
|  Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.25%, 08/15/27<sup>(b)</sup> |  | 242 | 151427 |
|  Ball Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/01/25 |  | 12 | 11727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/30 |  | 25 | 19186 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/15/31 |  | 254 | 191453 |
|  Crown Cork & Seal Co., Inc., 7.38%, 12/15/26 |  | 23 | 23000 |
|  Mauser Packaging Solutions Holding Co.,<br>5.50%, 04/15/24<sup>(b)</sup> |  | 431 | 409450 |
|  Silgan Holdings, Inc., 4.13%, 02/01/28 |  | 25 | 22175 |
|  Trivium Packaging Finance BV<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/26 |  | 505 | 451656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 08/15/27 |  | 738 | 651516 |
|  |  |  | 7346022 |
| **Biotechnology — 0.2%** |  |  |  |
|  Baxalta, Inc., 5.25%, 06/23/45 |  | 500 | 459450 |
|  Cidron Aida Finco SARL, 5.00%, 04/01/28<sup>(d)</sup> | EUR | 100 | 80246 |
|  Gilead Sciences, Inc., 4.80%, 04/01/44 | USD | 1000 | 869558 |
|  |  |  | 1409254 |
| **Building Materials<sup>(b)</sup> — 0.2%** |  |  |  |
|  Jeld-Wen, Inc., 6.25%, 05/15/25 |  | 98 | 92120 |
|  Masonite International Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C, 5.38%, 02/01/28 |  | 17 | 15037 |
| &nbsp;&nbsp;&nbsp;&nbsp; Class C, 3.50%, 02/15/30 |  | 145 | 110853 |
|  New Enterprise Stone & Lime Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 |  | 55 | 45459 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/28 |  | 26 | 21931 |
|  SRM Escrow Issuer LLC, 6.00%, 11/01/28 |  | 509 | 413685 |
|  Standard Industries, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 62 | 52383 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 07/15/30 |  | 513 | 392445 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 01/15/31 |  | 64 | 45011 |
|  Summit Materials LLC/Summit Materials Finance Corp., 5.25%, 01/15/29 |  | 117 | 102960 |
|  |  |  | 1291884 |
| **Building Products — 0.8%** |  |  |  |
|  Advanced Drainage Systems, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/30/27 |  | 202 | 185767 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 06/15/30 |  | 290 | 280967 |
|  Beacon Roofing Supply, Inc., 4.13%, 05/15/29<sup>(b)</sup> |  | 86 | 69652 |
|  Camelot Return Merger Sub, Inc.,<br>8.75%, 08/01/28<sup>(b)</sup> |  | 146 | 120334 |
|  Foundation Building Materials, Inc.,<br>6.00%, 03/01/29<sup>(b)</sup>  |  | 63 | 45979 |
|  GYP Holdings III Corp., 4.63%, 05/01/29<sup>(b)</sup> |  | 159 | 120943 |
|  Home Depot, Inc., 5.88%, 12/16/36 |  | 1660 | 1722536 |
|  LBM Acquisition LLC, 6.25%, 01/15/29<sup>(b)</sup> |  | 82 | 55555 |
|  Lowe's Cos., Inc., 4.38%, 09/15/45 |  | 1000 | 792907 |
|  Specialty Building Products Holdings LLC/SBP Finance Corp., 6.38%, 09/30/26<sup>(b)</sup> |  | 56 | 46338 |
|  SRS Distribution, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/01/28 |  | 362 | 310954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 07/01/29 |  | 336 | 269842 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Building Products (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; SRS Distribution, Inc.<sup>(b)</sup> (continued)<br>6.00%, 12/01/29 | USD | 543 | $433053 |
|  White Cap Buyer LLC, 6.88%, 10/15/28<sup>(b)</sup> |  | 423 | 345151 |
|  White Cap Parent LLC, (8.25% PIK),<br>8.25%, 03/15/26<sup>(b)(i)</sup> |  | 142 | 120303 |
|  |  |  | 4920281 |
| **Capital Markets — 1.5%** | **Capital Markets — 1.5%** | **Capital Markets — 1.5%** |  |
|  Charles Schwab Corp., Series H, (10 year CMT + 3.08%), 4.00%<sup>(a)(e)(h)</sup> |  | 5195 | 3816159 |
|  Compass Group Diversified Holdings LLC, 5.25%, 04/15/29<sup>(b)</sup> |  | 129 | 101230 |
|  FMR LLC, 4.95%, 02/01/33<sup>(b)</sup> |  | 2300 | 2147200 |
|  Icahn Enterprises LP/Icahn Enterprises Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/15/24 |  | 112 | 104783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 05/15/26 |  | 101 | 94389 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/27 |  | 356 | 311682 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 |  | 207 | 166610 |
|  NFP Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 08/15/28 |  | 658 | 561481 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 08/15/28 |  | 1270 | 990600 |
|  Raymond James Financial, Inc., 4.95%, 07/15/46 |  | 400 | 352471 |
|  SURAAsset Management SA,<br>4.88%, 04/17/24<sup>(d)</sup> |  | 178 | 172972 |
|  |  |  | 8819577 |
| **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** |  |
|  Air Liquide Finance SA, 3.50%, 09/27/46<sup>(b)</sup> |  | 360 | 273678 |
|  Alpek SAB de CV, 3.25%, 02/25/31<sup>(b)</sup> |  | 200 | 147350 |
|  Ashland LLC, 3.38%, 09/01/31<sup>(b)</sup> |  | 186 | 143762 |
|  Avient Corp., 7.13%, 08/01/30<sup>(b)</sup> |  | 116 | 107060 |
|  Axalta Coating Systems LLC,<br>3.38%, 02/15/29<sup>(b)</sup> |  | 498 | 390407 |
|  Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV,<br>4.75%, 06/15/27<sup>(b)</sup> |  | 242 | 215582 |
|  Braskem Idesa SAPI, 6.99%, 02/20/32<sup>(b)</sup> |  | 200 | 132500 |
|  Celanese U.S. Holdings LLC, 6.17%, 07/15/27 |  | 190 | 179817 |
|  Diamond BC BV, 4.63%, 10/01/29<sup>(b)</sup> |  | 419 | 291549 |
|  Element Solutions, Inc., 3.88%, 09/01/28<sup>(b)</sup> |  | 1204 | 969461 |
|  EverArc Escrow SARL, 5.00%, 10/30/29<sup>(b)</sup> |  | 372 | 300295 |
|  GCP Applied Technologies, Inc.,<br>5.50%, 04/15/26<sup>(b)</sup> |  | 101 | 102389 |
|  HB Fuller Co., 4.25%, 10/15/28 |  | 74 | 62264 |
|  Herens Holdco SARL, 4.75%, 05/15/28<sup>(b)</sup> |  | 400 | 320000 |
|  Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, 07/01/28<sup>(b)</sup> |  | 230 | 190900 |
|  Ingevity Corp., 3.88%, 11/01/28<sup>(b)</sup> |  | 57 | 47127 |
|  Kobe U.S. Midco 2, Inc., (9.25% Cash or 10.00% PIK), 9.25%, 11/01/26<sup>(b)(i)</sup> |  | 176 | 139040 |
|  LSF11 A5 HoldCo LLC, 6.63%, 10/15/29<sup>(b)</sup> |  | 76 | 57000 |
|  Lune Holdings SARL, 5.63%, 11/15/28<sup>(d)</sup> | EUR | 100 | 73533 |
|  Minerals Technologies, Inc., 5.00%, 07/01/28<sup>(b)</sup> | USD | 114 | 99217 |
|  Monitchem HoldCo 3 SA, 5.25%, 03/15/25<sup>(d)</sup> | EUR | 100 | 88695 |
|  NOVA Chemicals Corp., 4.88%, 06/01/24<sup>(b)</sup> | USD | 41 | 38524 |
|  Sasol Financing USA LLC, 6.50%, 09/27/28 |  | 200 | 176975 |
|  SCIL IV LLC/SCIL USA Holdings LLC,<br>5.38%, 11/01/26<sup>(b)</sup> |  | 200 | 154500 |
|  Scotts Miracle-Gro Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/01/31 |  | 122 | 85888 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/32 |  | 18 | 12802 |
|  Sherwin-Williams Co., 4.50%, 06/01/47 |  | 350 | 283723 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Chemicals (continued)** |  |  |  |
|  WESCO Distribution, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 06/15/25 | USD | 117 | $117064 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 06/15/28 |  | 590 | 577876 |
|  WR Grace Holdings LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/01/24 |  | 21 | 20422 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 06/15/27 |  | 105 | 90261 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 08/15/29 |  | 1117 | 837750 |
|  |  |  | 6727411 |
| **Commercial Services & Supplies — 0.4%** | **Commercial Services & Supplies — 0.4%** | **Commercial Services & Supplies — 0.4%** |  |
|  ADT Security Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/01/29 |  | 19 | 15770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/15/32 |  | 29 | 23387 |
|  Albion Financing 1 SARL/Aggreko Holdings, Inc., 6.13%, 10/15/26<sup>(b)</sup> |  | 200 | 169086 |
|  APX Group, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/15/27 |  | 123 | 114903 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/15/29 |  | 181 | 143094 |
|  Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.38%, 03/01/29<sup>(b)(e)</sup> |  | 26 | 21350 |
|  BCP V Modular Services Finance II PLC,<br>4.75%, 11/30/28<sup>(d)</sup> | EUR | 100 | 78404 |
|  Fortress Transportation & Infrastructure Investors LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/25 | USD | 38 | 35698 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 05/01/28 |  | 194 | 155173 |
|  Garden Spinco Corp., 8.63%, 07/20/30<sup>(b)</sup> |  | 136 | 140506 |
|  Herc Holdings, Inc., 5.50%, 07/15/27<sup>(b)</sup> |  | 164 | 147600 |
|  Hertz Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/26 |  | 85 | 69051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 12/01/29 |  | 70 | 52062 |
|  Metis Merger Sub LLC, 6.50%, 05/15/29<sup>(b)</sup> |  | 145 | 113100 |
|  NESCO Holdings II, Inc., 5.50%, 04/15/29<sup>(b)</sup> |  | 146 | 121689 |
|  Prime Security Services Borrower LLC/Prime Finance, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 04/15/26 |  | 118 | 111031 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/28 |  | 172 | 146780 |
|  Sotheby's/Bidfair Holdings, Inc.,<br>5.88%, 06/01/29<sup>(b)</sup> |  | 400 | 330448 |
|  United Rentals North America, Inc.,<br>5.25%, 01/15/30 |  | 40 | 36201 |
|  Williams Scotsman International, Inc.,<br>4.63%, 08/15/28<sup>(b)</sup> |  | 146 | 127742 |
|  |  |  | 2153075 |
| **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** | **Communications Equipment — 0.2%** |  |
|  Avaya, Inc., 6.13%, 09/15/28<sup>(b)</sup> |  | 398 | 198005 |
|  Ciena Corp., 4.00%, 01/31/30<sup>(b)</sup> |  | 71 | 59285 |
|  CommScope Technologies LLC,<br>6.00%, 06/15/25<sup>(b)</sup> |  | 291 | 258539 |
|  CommScope, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 03/01/27 |  | 44 | 36355 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 07/01/28<sup>(e)</sup> |  | 171 | 131997 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 09/01/29 |  | 355 | 289559 |
|  Nokia OYJ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/12/27 |  | 31 | 27939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 05/15/39 |  | 88 | 81583 |
|  Viasat, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/15/25 |  | 169 | 131196 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 |  | 35 | 23275 |
|  Viavi Solutions, Inc., 3.75%, 10/01/29<sup>(b)</sup> |  | 237 | 189619 |
|  |  |  | 1427352 |

---

5.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Construction & Engineering — 0.7%** | **Construction & Engineering — 0.7%** | **Construction & Engineering — 0.7%** | **Construction & Engineering — 0.7%** |
|  ITR Concession Co. LLC, 4.20%, 07/15/25<sup>(b)</sup> | USD | 4000 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3832431 |
| **Construction Materials<sup>(b)</sup> — 0.1%** | **Construction Materials<sup>(b)</sup> — 0.1%** | **Construction Materials<sup>(b)</sup> — 0.1%** | **Construction Materials<sup>(b)</sup> — 0.1%** |
|  American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/28 |  | 63 | 55111 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/29 |  | 46 | 36033 |
|  BCPE Empire Holdings, Inc., 7.63%, 05/01/27 |  | 74 | 64166 |
|  H&E Equipment Services, Inc., 3.88%, 12/15/28 |  | 37 | 29045 |
|  IAA, Inc., 5.50%, 06/15/27 |  | 157 | 143263 |
|  Picasso Finance Sub, Inc., 6.13%, 06/15/25 |  | 175 | 171521 |
|  Thor Industries, Inc., 4.00%, 10/15/29 |  | 73 | 54863 |
|  Winnebago Industries, Inc., 6.25%, 07/15/28 |  | 51 | 47175 |
|  |  |  | 601177 |
| **Consumer Discretionary — 0.7%** | **Consumer Discretionary — 0.7%** | **Consumer Discretionary — 0.7%** | **Consumer Discretionary — 0.7%** |
|  APi Group DE, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/15/29 |  | 89 | 70533 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/29 |  | 68 | 56348 |
|  Carnival Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 02/01/26 |  | 605 | 598593 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/27 |  | 640 | 448352 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.88%, 08/01/27 |  | 258 | 252840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/28 |  | 538 | 434026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/01/29 |  | 216 | 141819 |
|  CoreLogic, Inc., 4.50%, 05/01/28<sup>(b)</sup> |  | 350 | 238000 |
|  Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, 02/01/26<sup>(b)</sup> |  | 60 | 51380 |
|  Life Time, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/26 |  | 174 | 158340 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/15/26 |  | 146 | 124830 |
|  NCL Corp. Ltd., 5.88%, 03/15/26<sup>(b)</sup> |  | 156 | 118675 |
|  NCL Finance Ltd., 6.13%, 03/15/28<sup>(b)</sup> |  | 177 | 130533 |
|  Nielsen Finance LLC/Nielsen Finance Co.<sup>(b)</sup> | Nielsen Finance LLC/Nielsen Finance Co.<sup>(b)</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/01/28 |  | 208 | 206446 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/01/30 |  | 125 | 124483 |
|  Royal Caribbean Cruises Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.88%, 06/01/23 |  | 45 | 46013 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.13%, 06/15/23 |  | 103 | 104802 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.50%, 06/01/25 |  | 82 | 87125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/31/26 |  | 61 | 46665 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.63%, 08/15/27 |  | 124 | 112842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/28 |  | 217 | 152039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.25%, 01/15/29<sup>(j)</sup> |  | 136 | 132378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 01/15/29<sup>(j)</sup> |  | 186 | 183276 |
|  Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26<sup>(d)</sup> | EUR | 88 | 77226 |
|  Viking Ocean Cruises Ship VII Ltd., 5.63%, 02/15/29  | USD | 124 | 96410 |
|  |  |  | 4193974 |
| **Consumer Finance — 0.6%** |  |  |  |
|  American Express Co., (5 year CMT + 2.85%), 3.55%<sup>(a)(h)</sup> |  | 500 | 385338 |
|  HealthEquity, Inc., 4.50%, 10/01/29<sup>(b)</sup> |  | 431 | 364083 |
|  MPH Acquisition Holdings LLC, 5.50%, 09/01/28<sup>(b)</sup> |  | 139 | 114736 |
|  Navient Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 09/25/23 |  | 28 | 27891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/25/24 |  | 51 | 49661 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/25/24 |  | 39 | 36955 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 |  | 42 | 31926 |
|  OneMain Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 03/15/26 |  | 150 | 135210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 01/15/27 |  | 206 | 160468 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 |  | 165 | 141570 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Consumer Finance (continued)** |  |  |  |
|  OneMain Finance Corp. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 11/15/29 | USD | 30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/30 |  | 74 | 51927 |
|  Sabre Global, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 04/15/25 |  | 99 | 94784 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 09/01/25 |  | 64 | 57320 |
|  Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 4.63%, 11/01/26<sup>(b)</sup> |  | 314 | 286329 |
|  Shift4 Payments, Inc., 0.00%, 12/15/25<sup>(f)(g)</sup> |  | 112 | 98840 |
|  SLM Corp., 3.13%, 11/02/26 |  | 117 | 96849 |
|  Verscend Escrow Corp., 9.75%, 08/15/26<sup>(b)</sup> |  | 1355 | 1307575 |
|  |  |  | 3464712 |
| **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** | **Containers & Packaging — 0.4%** |  |
|  Ardagh Metal Packaging Finance USA LLC/Ardagh |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Metal Packaging Finance PLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 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> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 04/15/29 |  | 508 | 462250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 04/15/30 |  | 256 | 211720 |
|  Crown Americas LLC, 5.25%, 04/01/30<sup>(b)</sup> |  | 91 | 81900 |
|  Graphic Packaging International LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 |  | 53 | 48523 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 |  | 11 | 9354 |
|  International Paper Co., 6.00%, 11/15/41 |  | 870 | 829785 |
|  Klabin Austria GmbH, 3.20%, 01/12/31<sup>(b)</sup> |  | 200 | 145500 |
|  LABL, Inc., 5.88%, 11/01/28<sup>(b)</sup> |  | 176 | 142542 |
|  Sealed Air Corp., 4.00%, 12/01/27<sup>(b)</sup> |  | 49 | 42402 |
|  Suzano Austria GmbH, 3.75%, 01/15/31 |  | 80 | 62400 |
|  |  |  | 2576249 |
| **Diversified Consumer Services — 0.8%** | **Diversified Consumer Services — 0.8%** | **Diversified Consumer Services — 0.8%** |  |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 07/15/26 |  | 719 | 640809 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.75%, 07/15/27 |  | 200 | 164396 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/29<sup>(e)</sup> |  | 939 | 606006 |
|  Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.63%, 06/01/28<sup>(b)</sup> |  | 1241 | 945703 |
|  Clarivate Science Holdings Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/01/28 |  | 815 | 672212 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 07/01/29 |  | 297 | 232551 |
|  Garda World Security Corp., 4.63%, 02/15/27<sup>(b)</sup> |  | 81 | 69457 |
|  Graham Holdings Co., 5.75%, 06/01/26<sup>(b)</sup> |  | 27 | 26182 |
|  Rekeep SpA, 7.25%, 02/01/26<sup>(d)</sup> | EUR | 100 | 85754 |
|  Service Corp. International, 4.00%, 05/15/31 | USD | 394 | 316851 |
|  Sotheby's, 7.38%, 10/15/27<sup>(b)</sup> |  | 865 | 794494 |
|  |  |  | 4554415 |
| **Diversified Financial Services — 5.1%** |  |  |  |
|  Acuris Finance U.S., Inc./Acuris Finance SARL, 5.00%, 05/01/28<sup>(b)</sup> |  | 272 | 227120 |
|  ASG Finance Designated Activity Co., 7.88%, 12/03/24<sup>(b)</sup> |  | 200 | 186500 |
|  Bank of America Corp., 3.25%, 10/21/27<sup>(e)</sup> |  | 4000 | 3584621 |
|  Barclays PLC, 3.65%, 03/16/25<sup>(e)</sup> |  | 4320 | 4084923 |
|  BNP Paribas SA, (5 year CMT + 3.34%), 4.63%<sup>(a)(b)(h)</sup> |  | 2000 | 1280390 |
|  Central Garden & Pet Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 10/15/30 |  | 116 | 92333 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/30/31<sup>(b)</sup> |  | 119 | 93564 |
|  Citigroup, Inc.<sup>(a)(h)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.42%), 3.88% |  | 3160 | 2605831 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
|  Citigroup, Inc.<sup>(a)(h)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W, (5 year CMT + 3.60%), 4.00% | USD | 105 | $| 88462 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series Y, (5 year CMT + 3.00%), 4.15% |  | 335 |  | 266325 |
|  Credit Agricole SA, (5 year USD Swap + 4.90%), 7.88%<sup>(a)(b)(h)</sup> |  | 1000 |  | 958750 |
|  Easy Tactic Ltd., (6.50% Cash or 7.50% PIK),<br>7.50%, 07/11/27<sup>(i)</sup> |  | 210 |  | 28401 |
|  Garfunkelux Holdco 3 SA, 7.75%, 11/01/25<sup>(d)</sup> | GBP | 100 |  | 87091 |
|  Global Aircraft Leasing Co. Ltd.,<br>(6.50% Cash or 7.25% PIK),<br>6.50%, 09/15/24<sup>(b)(i)</sup> | USD | 225 |  | 169140 |
|  Goldman Sachs Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/22/25<sup>(e)</sup> |  | 8965 |  | 8584167 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series R, (5 year CMT + 3.22%), 4.95%<sup>(a)(h)</sup> |  | 465 |  | 420825 |
|  HSBC Holdings PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 01/14/42 |  | 610 |  | 586324 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year CMT + 3.25%), 4.70%<sup>(a)(e)(h)</sup> |  | 275 |  | 195296 |
| &nbsp;&nbsp;&nbsp;&nbsp; (5 year USD ICE Swap + 4.37%), 6.38%<sup>(a)(h)</sup> |  | 1750 |  | 1576662 |
|  Intrum AB, 3.00%, 09/15/27<sup>(d)</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> |  | 220 |  | 162250 |
|  JPMorgan Chase & Co., (1 day SOFR + 2.58%), 5.72%, 09/14/33<sup>(a)</sup> |  | 138 |  | 130499 |
|  Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.<sup>(b)</sup> 4.25%, 02/01/27 |  | 42 |  | 33819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 |  | 46 |  | 34438 |
|  Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%<sup>(a)(h)</sup> |  | 595 |  | 533854 |
|  Morgan Stanley |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/23/25 |  | 905 |  | 875945 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 07/27/26 |  | 2000 |  | 1841628 |
|  Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25<sup>(b)</sup> |  | 200 |  | 117287 |
|  OWL Rock Core Income Corp., 7.75%, 09/16/27<sup>(b)</sup> |  | 142 |  | 139844 |
|  Shriram Transport Finance Co. Ltd., 5.10%, 07/16/23<sup>(d)</sup> |  | 200 |  | 193500 |
|  Spectrum Brands, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/29 |  | 53 |  | 42161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/15/30 |  | 104 |  | 81321 |
|  UBS Group AG, (5 year CMT + 3.31%), 4.38%<sup>(a)(b)(h)</sup> |  | 200 |  | 131400 |
|  |  |  |  | 29670195 |
| **Diversified Telecommunication Services — 3.3%** | **Diversified Telecommunication Services — 3.3%** | **Diversified Telecommunication Services — 3.3%** | **Diversified Telecommunication Services — 3.3%** | **Diversified Telecommunication Services — 3.3%** |
|  AT&T, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 |  | 520 |  | 527166 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 03/15/42 |  | 1200 |  | 1045512 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/46<sup>(e)</sup> |  | 2710 |  | 2271365 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 |  | 350 |  | 236445 |
|  Consolidated Communications, Inc., 6.50%, 10/01/28<sup>(b)</sup> |  | 229 |  | 171178 |
|  Frontier Communications Holdings LLC, 8.75%, 05/15/30<sup>(b)</sup> |  | 446 |  | 446285 |
|  Level 3 Financing, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 |  | 61 |  | 51088 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/15/27 |  | 76 |  | 62896 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 07/01/28 |  | 403 |  | 314344 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 01/15/29 |  | 108 |  | 79962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/15/29 |  | 243 |  | 177997 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** | **Diversified Telecommunication Services (continued)** |
|  Lumen Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26<sup>(b)</sup> | USD | 300 | $258123 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 02/15/27<sup>(b)</sup> |  | 557 | 467757 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup> |  | 277 | 194592 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/29<sup>(b)</sup> |  | 412 | 306183 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series U, 7.65%, 03/15/42 |  | 88 | 59555 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series W, 6.75%, 12/01/23 |  | 74 | 75446 |
|  Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25<sup>(i)</sup> |  | 148 | 42458 |
|  SoftBank Group Corp., 5.00%, 04/15/28<sup>(d)</sup> | EUR | 100 | 77179 |
|  Sprint Capital Corp. 6.88%, 11/15/28 | USD | 977 | 1003867 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 |  | 743 | 860951 |
|  Switch Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 |  | 210 | 208687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 |  | 430 | 425888 |
|  Telecom Italia Capital SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 |  | 131 | 101843 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/30/34 |  | 337 | 251139 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 |  | 60 | 47021 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 |  | 79 | 63029 |
|  Telecom Italia SpA, 1.63%, 01/18/29<sup>(d)</sup> | EUR | 100 | 69100 |
|  Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC, 4.75%, 04/15/28<sup>(b)</sup> | USD | 63 | 49768 |
|  Verizon Communications, Inc., 6.55%, 09/15/43 |  | 6751 | 7198968 |
|  Zayo Group Holdings, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 |  | 1231 | 987816 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 03/01/28 |  | 1646 | 1154796 |
|  |  |  | 19288404 |
| **Education — 0.1%** |  |  |  |
|  Grand Canyon University, 5.13%, 10/01/28 |  | 702 | 635120 |
| **Electric Utilities — 3.6%** |  |  |  |
|  Cleveland Electric Illuminating Co., 5.95%, 12/15/36 |  | 434 | 428159 |
|  Comision Federal de Electricidad, 4.88%, 01/15/24 |  | 200 | 195500 |
|  Duke Energy Carolinas LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 |  | 640 | 632060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/38<sup>(e)</sup> |  | 1675 | 1725977 |
|  Duke Energy Florida LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 09/15/37<sup>(e)</sup> |  | 2775 | 2874614 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 |  | 770 | 825266 |
|  E.ON International Finance BV, 6.65%, 04/30/38<sup>(b)(e)</sup> |  | 3100 | 3087697 |
|  Empresas Publicas de Medellin ESP, 4.25%, 07/18/29<sup>(b)</sup> |  | 201 | 143966 |
|  FirstEnergy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 |  | 101 | 81557 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 |  | 14 | 10771 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 |  | 474 | 310470 |
|  FirstEnergy Transmission LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 07/15/44 |  | 391 | 353601 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 04/01/49 |  | 109 | 85138 |
|  NextEra Energy Operating Partners LP, 4.25%, 09/15/24<sup>(b)</sup> |  | 3 | 2865 |
|  Ohio Power Co., Series D, 6.60%, 03/01/33<sup>(e)</sup> |  | 3000 | 3181402 |
|  Oncor Electric Delivery Co. LLC, 2.75%, 05/15/30<sup>(e)</sup> |  | 1150 | 986253 |
|  PacifiCorp., 6.25%, 10/15/37 |  | 1225 | 1253579 |

---

7.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
|  Southern California Edison Co., 5.63%, 02/01/36 | USD | 1300 | $| 1203505 |
|  Virginia Electric & Power Co., Series A, 6.00%, 05/15/37 |  | 3920 |  | 3953559 |
|  |  |  |  | 21335939 |
| **Electrical Equipment<sup>(b)</sup> — 0.1%** |  |  |  |  |
|  Gates Global LLC/Gates Corp., 6.25%, 01/15/26 |  | 406 |  | 373520 |
|  GrafTech Finance, Inc., 4.63%, 12/15/28 |  | 91 |  | 68022 |
|  |  |  |  | 441542 |
| **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** | **Electronic Equipment, Instruments & Components — 0.4%** |
|  BWX Technologies, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/30/28 |  | 181 |  | 158082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/15/29 |  | 24 |  | 20761 |
|  CDW LLC/CDW Finance Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 |  | 38 |  | 31712 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 |  | 50 |  | 40604 |
|  Corning, Inc., 4.38%, 11/15/57 |  | 2000 |  | 1484417 |
|  Energizer Holdings, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/28 |  | 31 |  | 24561 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/31/29 |  | 13 |  | 9643 |
|  Imola Merger Corp., 4.75%, 05/15/29<sup>(b)</sup> |  | 203 |  | 171261 |
|  Vertiv Group Corp., 4.13%, 11/15/28<sup>(b)</sup> |  | 412 |  | 331660 |
|  |  |  |  | 2272701 |
| **Energy Equipment & Services — 0.4%** |  |  |  |  |
|  Archrock Partners LP/Archrock Partners Finance Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/01/27 |  | 227 |  | 203297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 04/01/28 |  | 464 |  | 407853 |
|  Halliburton Co., 5.00%, 11/15/45 |  | 500 |  | 415190 |
|  Nabors Industries, Inc., 5.75%, 02/01/25 |  | 214 |  | 193734 |
|  Petroleos Mexicanos |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.75%, 06/02/29<sup>(b)</sup> |  | 204 |  | 173148 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.70%, 02/16/32 |  | 235 |  | 164124 |
|  USA Compression Partners LP/USA Compression Finance Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/01/26 |  | 188 |  | 172960 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 09/01/27 |  | 259 |  | 235386 |
|  Vallourec SA, 8.50%, 06/30/26<sup>(d)</sup> | EUR | 17 |  | 15534 |
|  Weatherford International Ltd.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.00%, 12/01/24 | USD | 12 |  | 12210 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/28 |  | 117 |  | 105300 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.63%, 04/30/30 |  | 140 |  | 121918 |
|  |  |  |  | 2220654 |
| **Entertainment<sup>(b)</sup> — 0.0%** |  |  |  |  |
|  AMC Entertainment Holdings, Inc., 7.50%, 02/15/29 |  | 23 |  | 17767 |
|  Lindblad Expeditions LLC, 6.75%, 02/15/27 |  | 208 |  | 183040 |
|  NCL Corp. Ltd., 7.75%, 02/15/29 |  | 74 |  | 55848 |
|  |  |  |  | 256655 |
| **Environmental, Maintenance & Security Service — 0.3%** | **Environmental, Maintenance & Security Service — 0.3%** | **Environmental, Maintenance & Security Service — 0.3%** |  |  |
|  Clean Harbors, Inc., 5.13%, 07/15/29<sup>(b)</sup> |  | 78 |  | 71813 |
|  Covanta Holding Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/29<sup>(b)</sup> |  | 68 |  | 54962 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 09/01/30 |  | 72 |  | 56430 |
|  GFL Environmental, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/25 |  | 98 |  | 91906 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 08/01/25 |  | 8 |  | 7320 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 |  | 139 |  | 129443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 08/01/28 |  | 425 |  | 354229 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/28 |  | 131 |  | 110474 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** | **Environmental, Maintenance & Security Service (continued)** |
|  GFL Environmental, Inc.<sup>(b)</sup> (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | USD | 287 | $241797 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 08/15/29 |  | 252 | 210113 |
|  Stericycle, Inc., 3.88%, 01/15/29<sup>(b)</sup> |  | 92 | 76188 |
|  Tervita Corp., 11.00%, 12/01/25<sup>(b)</sup> |  | 77 | 82967 |
|  Waste Pro USA, Inc., 5.50%, 02/15/26<sup>(b)</sup> |  | 509 | 447172 |
|  |  |  | 1934814 |
| **Equity Real Estate Investment Trusts (REITs) — 1.6%** |  |  |  |
|  Alexandria Real Estate Equities, Inc., 4.00%, 02/01/50 |  | 550 | 410012 |
|  American Tower Corp., 2.10%, 06/15/30 |  | 1700 | 1302176 |
|  Brookfield Property REIT, Inc./BPR<br>Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC,<br>4.50%, 04/01/27<sup>(b)</sup> |  | 120 | 98392 |
|  Crown Castle, Inc., 2.90%, 04/01/41 |  | 350 | 227237 |
|  CTR Partnership LP/CareTrust Capital Corp., 3.88%, 06/30/28<sup>(b)</sup> |  | 32 | 26320 |
|  ERP Operating LP, 4.50%, 06/01/45 |  | 1155 | 960995 |
|  Global Net Lease, Inc./Global Net Lease Operating Partnership LP, 3.75%, 12/15/27<sup>(b)</sup> |  | 95 | 74102 |
|  Healthpeak Properties, Inc., 4.00%, 06/01/25<br>Iron Mountain, Inc.<sup>(b)</sup> |  | 2000 | 1931253 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 |  | 66 | 54613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/15/32 |  | 236 | 188800 |
|  LMIRT Capital Pte. Ltd., 7.25%, 06/19/24<sup>(d)</sup> |  | 250 | 175000 |
|  MPT Operating Partnership LP/MPT Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 |  | 28 | 24199 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 531 | 427227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/15/31 |  | 988 | 687895 |
|  RHP Hotel Properties LP/RHP Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 |  | 470 | 408900 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(b)</sup> |  | 69 | 57251 |
|  RLJ Lodging Trust LP<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 07/01/26 |  | 76 | 64909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/29 |  | 66 | 51702 |
|  Simon Property Group LP, 4.75%, 03/15/42 |  | 1670 | 1406663 |
|  Ventas Realty LP, 4.13%, 01/15/26 |  | 870 | 832506 |
|  VICI Properties LP/VICI Note Co., Inc., 3.88%, 02/15/29<sup>(b)</sup> |  | 34 | 28523 |
|  |  |  | 9438675 |
| **Food & Staples Retailing — 0.6%** |  |  |  |
|  Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 03/15/26 |  | 94 | 82564 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 03/15/26 |  | 65 | 65388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/27 |  | 104 | 92957 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/15/28 |  | 219 | 202028 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 |  | 347 | 293565 |
|  Bellis Acquisition Co. PLC, 3.25%, 02/16/26<sup>(d)</sup> | GBP | 100 | 84022 |
|  Darling Ingredients, Inc., 6.00%, 06/15/30<sup>(b)</sup> | USD | 297 | 282652 |
|  Kraft Heinz Foods Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 |  | 110 | 110538 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 |  | 266 | 219233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 |  | 565 | 508262 |
|  Lamb Weston Holdings, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/28 |  | 113 | 102506 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/31/30 |  | 172 | 145553 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 |  | 491 | 405689 |
|  Ocado Group PLC, 3.88%, 10/08/26<sup>(d)</sup> | GBP | 100 | 81443 |
|  Performance Food Group, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/27 | USD | 28 | 25447 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** | **Food & Staples Retailing (continued)** |
|  Performance Food Group, Inc.<sup>(b)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 08/01/29 | USD | 349 | $| 290577 |
|  Post Holdings, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 12/15/29 |  | 22 |  | 19019 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/15/30 |  | 159 |  | 130579 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/31 |  | 28 |  | 22540 |
|  U.S. Foods, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 |  | 290 |  | 248240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/01/30 |  | 27 |  | 22343 |
|  |  |  |  | 3435145 |
| **Food Products — 0.4%** | **Food Products — 0.4%** | **Food Products — 0.4%** | **Food Products — 0.4%** | **Food Products — 0.4%** |
|  Aramark Services, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/25 |  | 32 |  | 30562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/01/25 |  | 14 |  | 13720 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 |  | 583 |  | 519284 |
|  BRF SA, 4.88%, 01/24/30<sup>(d)</sup> |  | 200 |  | 156975 |
|  Chobani LLC/Chobani Finance Corp., Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 04/15/25 |  | 791 |  | 723623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/15/28 |  | 541 |  | 460142 |
|  Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%<sup>(a)(b)(h)</sup> |  | 200 |  | 196225 |
|  JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.75%, 12/01/31<sup>(b)</sup> |  | 233 |  | 186526 |
|  Pilgrim's Pride Corp., 3.50%, 03/01/32<sup>(b)</sup> |  | 117 |  | 88203 |
|  Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed, 4.63%, 03/01/29<sup>(b)</sup> |  | 177 |  | 144697 |
|  |  |  |  | 2519957 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |
|  DCP Midstream Operating LP, 5.63%, 07/15/27 |  | 35 |  | 33805 |
|  Rockies Express Pipeline LLC, 4.95%, 07/15/29<sup>(b)</sup> |  | 36 |  | 30881 |
|  Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, 06/01/31<sup>(b)</sup> |  | 62 |  | 50889 |
|  |  |  |  | 115575 |
| **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** | **Health Care Equipment & Supplies — 0.3%** |
|  Avantor Funding, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 07/15/28 |  | 697 |  | 620292 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/29 |  | 179 |  | 145384 |
|  Embecta Corp., 6.75%, 02/15/30<sup>(b)</sup> |  | 104 |  | 96014 |
|  Hologic, Inc., 3.25%, 02/15/29<sup>(b)</sup> |  | 10 |  | 8178 |
|  Thermo Fisher Scientific, Inc., 5.30%, 02/01/44 |  | 1000 |  | 979643 |
|  |  |  |  | 1849511 |
| **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** | **Health Care Providers & Services — 2.0%** |
|  Acadia Healthcare Co., Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 07/01/28 |  | 37 |  | 33764 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 |  | 36 |  | 31882 |
|  AdaptHealth LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 08/01/28 |  | 49 |  | 43889 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/01/30 |  | 18 |  | 14841 |
|  Aetna, Inc., 4.50%, 05/15/42 |  | 575 |  | 473277 |
|  AHP Health Partners, Inc., 5.75%, 07/15/29<sup>(b)</sup> |  | 219 |  | 169725 |
|  Cano Health LLC, 6.25%, 10/01/28<sup>(b)</sup> |  | 85 |  | 80292 |
|  Centene Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 |  | 695 |  | 565883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 |  | 155 |  | 139283 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 |  | 621 |  | 491795 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 |  | 704 |  | 530662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 |  | 570 |  | 429594 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
|  CHS/Community Health Systems, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 03/15/26 | USD | 80 | $| 69263 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 03/15/27 |  | 210 |  | 161637 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 |  | 313 |  | 230051 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 05/15/30 |  | 57 |  | 39686 |
|  Elevance Health, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 10/15/42<sup>(f)</sup> |  | 25 |  | 161618 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 |  | 1000 |  | 826855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 |  | 600 |  | 427679 |
|  Encompass Health Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 |  | 10 |  | 8565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/30 |  | 361 |  | 296986 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/01/31 |  | 141 |  | 111426 |
|  HCA, Inc., 5.50%, 06/15/47 |  | 1090 |  | 920826 |
|  Legacy LifePoint Health LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/25 |  | 130 |  | 123008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/27 |  | 65 |  | 53712 |
|  LifePoint Health, Inc., 5.38%, 01/15/29<sup>(b)</sup> |  | 243 |  | 169421 |
|  Medline Borrower LP<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/01/29 |  | 349 |  | 279790 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 10/01/29 |  | 979 |  | 739145 |
|  ModivCare, Inc., 5.88%, 11/15/25<sup>(b)</sup> |  | 41 |  | 37840 |
|  Molina Healthcare, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/28 |  | 123 |  | 111008 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/15/30 |  | 275 |  | 230799 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 05/15/32 |  | 161 |  | 131879 |
|  Northwell Healthcare, Inc., 4.26%, 11/01/47 |  | 725 |  | 580284 |
|  Owens & Minor, Inc., 6.63%, 04/01/30<sup>(b)</sup> |  | 6 |  | 5280 |
|  Prime Healthcare Services, Inc., 7.25%, 11/01/25<sup>(b)</sup> |  | 180 |  | 160659 |
|  RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc., 9.75%, 12/01/26<sup>(b)</sup> |  | 58 |  | 51898 |
|  Surgery Center Holdings, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 07/01/25 |  | 378 |  | 349329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.00%, 04/15/27 |  | 435 |  | 423033 |
|  Teleflex, Inc., 4.63%, 11/15/27 |  | 14 |  | 12613 |
|  Tenet Healthcare Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 09/01/24 |  | 98 |  | 94848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/01/26 |  | 330 |  | 306659 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 02/01/27 |  | 123 |  | 114777 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 11/01/27 |  | 363 |  | 325715 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 |  | 55 |  | 48068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 10/01/28 |  | 122 |  | 106883 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 06/01/29 |  | 34 |  | 28161 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 06/15/30 |  | 243 |  | 222588 |
|  UnitedHealth Group, Inc., 2.75%, 05/15/40 |  | 1000 |  | 700189 |
|  |  |  |  | 11667065 |
| **Health Care Technology — 0.5%** | **Health Care Technology — 0.5%** | **Health Care Technology — 0.5%** | **Health Care Technology — 0.5%** | **Health Care Technology — 0.5%** |
|  AthenaHealth Group, Inc., 6.50%, 02/15/30<sup>(b)</sup> |  | 976 |  | 771596 |
|  Catalent Pharma Solutions, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/15/29 |  | 131 |  | 101034 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 04/01/30 |  | 328 |  | 258044 |
|  Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25<sup>(b)</sup> |  | 670 |  | 665943 |
|  Charles River Laboratories International, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 05/01/28 |  | 67 |  | 58348 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 03/15/29 |  | 23 |  | 19132 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/15/31 |  | 84 |  | 67740 |
|  Chrome Bidco SASU, 3.50%, 05/31/28<sup>(d)</sup> | EUR | 100 |  | 77547 |
|  IQVIA, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/15/26 | USD | 280 |  | 266800 |

---

9.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** | **Health Care Technology (continued)** |
|  IQVIA, Inc.<sup>(b)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/15/27 | USD | 266 | $| 248045 |
|  Syneos Health, Inc., 3.63%, 01/15/29<sup>(b)</sup> |  | 708 |  | 563766 |
|  |  |  |  | 3097995 |
| **Hotels, Restaurants & Leisure — 2.3%** | **Hotels, Restaurants & Leisure — 2.3%** | **Hotels, Restaurants & Leisure — 2.3%** | **Hotels, Restaurants & Leisure — 2.3%** | **Hotels, Restaurants & Leisure — 2.3%** |
|  1011778 BC ULC/New Red Finance, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/15/28 |  | 209 |  | 181874 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 |  | 214 |  | 185431 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/15/30 |  | 239 |  | 188232 |
|  Accor SA, (5 year EUR Swap + 4.56%),<br>4.38%<sup>(a)(d)(h)</sup> | EUR | 100 |  | 85188 |
|  Airbnb, Inc., 0.00%, 03/15/26<sup>(f)(g)</sup> | USD | 199 |  | 164772 |
|  Boyd Gaming Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 12/01/27 |  | 121 |  | 107086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 06/15/31<sup>(b)</sup> |  | 219 |  | 177324 |
|  Boyne USA, Inc., 4.75%, 05/15/29<sup>(b)</sup> |  | 233 |  | 195192 |
|  Caesars Entertainment, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 07/01/25 |  | 840 |  | 809550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.13%, 07/01/27 |  | 876 |  | 836654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 |  | 433 |  | 330848 |
|  Caesars Resort Collection LLC/CRC Finco, Inc., |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 07/01/25<sup>(b)</sup> |  | 103 |  | 99385 |
|  Carnival Corp., 7.63%, 03/01/26<sup>(b)</sup> |  | 48 |  | 36480 |
|  CDI Escrow Issuer, Inc., 5.75%, 04/01/30<sup>(b)</sup> |  | 672 |  | 586868 |
|  Cedar Fair LP/Canada's Wonderland Co./Magnum Management Corp./Millennium Op, 5.50%, 05/01/25<sup>(b)</sup> |  | 432 |  | 415554 |
|  Churchill Downs, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 04/01/27 |  | 230 |  | 212828 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 |  | 202 |  | 174745 |
|  Corvias Campus Living - USG LLC, 5.30%, 07/01/50<sup>(c)</sup> . |  | 5602 |  | 3299810 |
|  Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 01/15/29 |  | 156 |  | 129090 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/15/30 |  | 46 |  | 34935 |
|  Fortune Star BVI Ltd., 6.75%, 07/02/23<sup>(d)</sup> |  | 200 |  | 126000 |
|  Hilton Domestic Operating Co., Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/25<sup>(b)</sup> |  | 39 |  | 38117 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 05/01/29<sup>(b)</sup> |  | 99 |  | 81752 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 01/15/30 |  | 206 |  | 179220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 05/01/31<sup>(b)</sup> |  | 280 |  | 226332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/32<sup>(b)</sup> |  | 77 |  | 58974 |
|  Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.88%, 04/01/27 |  | 44 |  | 40370 |
|  McDonald's Corp., 3.70%, 02/15/42 |  | 1750 |  | 1327237 |
|  Melco Resorts Finance Ltd., 5.25%, 04/26/26<sup>(d)</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>(d)</sup> |  | 450 |  | 365625 |
|  Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, 05/01/29<sup>(b)</sup> |  | 144 |  | 118624 |
|  Premier Entertainment Sub LLC/Premier Entertainment Finance Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/01/29 |  | 63 |  | 43611 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/31 |  | 79 |  | 53325 |
|  Raptor Acquisition Corp./Raptor Co.-Issuer LLC, 4.88%, 11/01/26<sup>(b)</sup> |  | 121 |  | 104063 |
|  Royal Caribbean Cruises Ltd., 5.38%, 07/15/27<sup>(b)</sup> |  | 138 |  | 101505 |
|  Scientific Games International, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.63%, 07/01/25 |  | 136 |  | 139235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/15/28 |  | 100 |  | 94285 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 11/15/29 |  | 96 |  | 89348 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
|  Six Flags Theme Parks, Inc., 7.00%, 07/01/25<sup>(b)</sup> | USD | 135 | $| 134943 |
|  Station Casinos LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 02/15/28 |  | 123 |  | 100954 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/31 |  | 155 |  | 117069 |
|  Stonegate Pub Co. Financing PLC, 8.25%, 07/31/25<sup>(d)</sup>  | GBP | 100 |  | 97419 |
|  Vail Resorts, Inc., 6.25%, 05/15/25<sup>(b)</sup> | USD | 105 |  | 103574 |
|  Wyndham Hotels & Resorts, Inc.,<br>4.38%, 08/15/28<sup>(b)</sup> |  | 104 |  | 91419 |
|  Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27<sup>(b)(e)</sup> |  | 125 |  | 110025 |
|  Wynn Macau Ltd.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/24 |  | 200 |  | 161000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/01/27 |  | 200 |  | 138000 |
|  Wynn Resorts Finance LLC/Wynn Resorts Capital Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/15/25 |  | 163 |  | 159220 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/29 |  | 393 |  | 317623 |
|  Yum! Brands, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/30<sup>(b)</sup> |  | 2 |  | 1748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 03/15/31 |  | 62 |  | 49550 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/01/32 |  | 26 |  | 23053 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 11/01/43 |  | 44 |  | 34939 |
|  |  |  |  | 13439174 |
| **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** | **Household Durables — 0.3%** |
|  Ashton Woods USA LLC/Ashton Woods Finance Co.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 08/01/29 |  | 68 |  | 49371 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 04/01/30 |  | 98 |  | 70183 |
|  Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 06/15/29 |  | 141 |  | 104378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 02/15/30 |  | 178 |  | 131767 |
|  CD&R Smokey Buyer, Inc., 6.75%, 07/15/25<sup>(b)</sup> |  | 173 |  | 156811 |
|  K Hovnanian Enterprises, Inc.,<br>7.75%, 02/15/26<sup>(b)</sup> |  | 147 |  | 141120 |
|  Mattamy Group Corp., 4.63%, 03/01/30<sup>(b)</sup> |  | 135 |  | 103099 |
|  Meritage Homes Corp., 5.13%, 06/06/27 |  | 35 |  | 31018 |
|  NCR Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 |  | 73 |  | 57435 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/15/29 |  | 91 |  | 68252 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/01/29 |  | 57 |  | 49078 |
|  SWF Escrow Issuer Corp., 6.50%, 10/01/29<sup>(b)</sup> |  | 223 |  | 132127 |
|  Taylor Morrison Communities, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/15/27 |  | 119 |  | 110819 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/01/30 |  | 37 |  | 29866 |
|  Tempur Sealy International, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 |  | 151 |  | 118992 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 10/15/31 |  | 136 |  | 99620 |
|  Tri Pointe Homes, Inc., 5.25%, 06/01/27 |  | 28 |  | 24212 |
|  |  |  |  | 1478148 |
| **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** | **Household Products — 0.0%** |
|  Energizer Holdings, Inc., 6.50%, 12/31/27<sup>(b)</sup> |  | 80 |  | 71015 |
| **Independent Power and Renewable Electricity Producers — 0.4%** | **Independent Power and Renewable Electricity Producers — 0.4%** | **Independent Power and Renewable Electricity Producers — 0.4%** | **Independent Power and Renewable Electricity Producers — 0.4%** | **Independent Power and Renewable Electricity Producers — 0.4%** |
|  Azure Power Solar Energy Pvt Ltd.,<br>5.65%, 12/24/24<sup>(d)</sup> . |  | 200 |  | 167000 |
|  Calpine Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 03/15/28 |  | 539 |  | 462929 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 02/01/29 |  | 46 |  | 37484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/31 |  | 41 |  | 32577 |
|  Clearway Energy Operating LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/15/28 |  | 124 |  | 110410 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/32 |  | 203 |  | 157372 |
|  Continuum Energy Levanter Pte. Ltd.,<br>4.50%, 02/09/27<sup>(b)</sup> |  | 194 |  | 156977 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Independent Power and Renewable Electricity Producers (continued)** | **Independent Power and Renewable Electricity Producers (continued)** | **Independent Power and Renewable Electricity Producers (continued)** |  |
|  Greenko Dutch BV, 3.85%, 03/29/26<sup>(d)</sup> | USD | 191 | $152800 |
|  Greenko Solar Mauritius Ltd.,<br>5.95%, 07/29/26<sup>(d)</sup> |  | 200 | 166250 |
|  India Cleantech Energy, 4.70%, 08/10/26<sup>(b)</sup> |  | 237 | 179930 |
|  NRG Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/28 |  | 45 | 41530 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/15/29<sup>(b)</sup> |  | 73 | 63875 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 02/15/31<sup>(b)</sup> |  | 215 | 167700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/32<sup>(b)</sup> |  | 73 | 56943 |
|  SCC Power PLC<sup>(b)(i)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (4.00% Cash or 4.00% PIK), 4.00%, 05/17/32 |  | 131 | 9586 |
| &nbsp;&nbsp;&nbsp;&nbsp; (8.00% Cash or 4.00% Cash + 4.00% PIK), 8.00%, 12/31/28 |  | 242 | 90134 |
|  TerraForm Power Operating LLC, 4.75%, 01/15/30<sup>(b)</sup> |  | 121 | 102702 |
|  |  |  | 2156199 |
| **Industrial Conglomerates — 0.0%** |  |  |  |
|  Resideo Funding, Inc., 4.00%, 09/01/29<sup>(b)</sup> |  | 42 | 33851 |
| **Insurance — 3.9%** |  |  |  |
|  Acrisure LLC/Acrisure Finance, Inc., 6.00%, 08/01/29<sup>(b)</sup> |  | 140 | 107800 |
|  Alliant Holdings Intermediate LLC/Alliant Holdings Co- Issuer<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 10/15/27 |  | 1035 | 884074 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 10/15/27 |  | 1419 | 1222879 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 11/01/29 |  | 845 | 686327 |
|  Allied World Assurance Co.Holdings Ltd., 4.35%, 10/29/25 |  | 1495 | 1420046 |
|  Allstate Corp.<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; (3 mo. LIBOR US + 2.12%), 6.50%, 05/15/67 |  | 1750 | 1713828 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series B, (3 mo. LIBOR US + 2.94%),<br>5.75%, 08/15/53 |  | 2000 | 1841036 |
|  AmWINS Group, Inc., 4.88%, 06/30/29<sup>(b)</sup> |  | 189 | 156882 |
|  Aon Global Ltd. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/25 |  | 1445 | 1388384 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 |  | 500 | 418940 |
|  Berkshire Hathaway Finance Corp.,<br>4.40%, 05/15/42 |  | 500 | 439523 |
|  Five Corners Funding Trust,<br>4.42%, 11/15/23<sup>(b)(e)</sup> |  | 2050 | 2030786 |
|  Galaxy Bidco Ltd., 6.50%, 07/31/26<sup>(d)</sup> | GBP | 100 | 90999 |
|  GTCR AP Finance, Inc., 8.00%, 05/15/27<sup>(b)</sup> | USD | 161 | 148111 |
|  HUB International Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 05/01/26 |  | 938 | 889613 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 12/01/29 |  | 35 | 29225 |
|  Liberty Mutual Group, Inc., 6.50%, 05/01/42<sup>(b)</sup> |  | 2000 | 1958523 |
|  NFP Corp., 7.50%, 10/01/30<sup>(b)</sup> |  | 74 | 70219 |
|  Prudential Financial, Inc.<sup>(e)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.90%, 03/17/36 |  | 500 | 493503 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 |  | 1625 | 1605756 |
|  Ryan Specialty Group LLC, 4.38%, 02/01/30<sup>(b)</sup> |  | 92 | 78029 |
|  Teachers Insurance & Annuity Association of America, 4.27%, 05/15/47<sup>(b)</sup> |  | 700 | 568445 |
|  Voya Financial, Inc., (3 mo. LIBOR US + 3.58%), 5.65%, 05/15/53<sup>(a)(e)</sup> |  | 4500 | 4365000 |
|  |  |  | 22607928 |
| **Interactive Media & Services<sup>(b)</sup> — 0.2%** |  |  |  |
|  Arches Buyer, Inc., 4.25%, 06/01/28 |  | 73 | 56940 |
|  Cablevision Lightpath LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/15/27 |  | 220 | 184025 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 09/15/28 |  | 400 | 320000 |
|  Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. 4.75%, 04/30/27 |  | 328 | 285360 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Interactive Media & Services (continued)** |  |  |  |
|  Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc. (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/15/28 | USD | 147 | $113948 |
|  Twitter, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 |  | 206 | 193171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/01/30 |  | 95 | 91040 |
|  |  |  | 1244484 |
| **Internet Software & Services — 0.5%** |  |  |  |
|  ANGI Group LLC, 3.88%, 08/15/28<sup>(b)</sup> |  | 174 | 122725 |
|  Booking Holdings, Inc., 0.75%, 05/01/25<sup>(f)</sup> |  | 148 | 177792 |
|  Go Daddy Operating Co. LLC/GD Finance Co., Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/27 |  | 27 | 24868 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 |  | 138 | 112867 |
|  Match Group Holdings II LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 02/15/29 |  | 6 | 5463 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/01/30 |  | 20 | 16425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 10/01/31 |  | 390 | 294450 |
|  NortonLifeLock, Inc., 7.13%, 09/30/30<sup>(b)</sup> |  | 164 | 158623 |
|  Uber Technologies, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 12/15/25<sup>(f)(g)</sup> |  | 884 | 733638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 11/01/26<sup>(b)</sup> |  | 132 | 131792 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 09/15/27<sup>(b)</sup> |  | 456 | 446880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 01/15/28<sup>(b)</sup> |  | 190 | 176700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/29<sup>(b)</sup> |  | 791 | 664934 |
|  |  |  | 3067157 |
| **IT Services — 1.3%** |  |  |  |
|  Ahead DB Holdings LLC, 6.63%, 05/01/28<sup>(b)</sup> |  | 99 | 84386 |
|  Block, Inc., 3.50%, 06/01/31 |  | 1275 | 988527 |
|  Booz Allen Hamilton, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/01/28 |  | 137 | 117856 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 |  | 242 | 207046 |
|  CA Magnum Holdings, 5.38%, 10/31/26<sup>(b)</sup> |  | 258 | 215430 |
|  Camelot Finance SA, 4.50%, 11/01/26<sup>(b)</sup> |  | 238 | 215345 |
|  Condor Merger Sub, Inc., 7.38%, 02/15/30<sup>(b)</sup> |  | 605 | 494627 |
|  Dun & Bradstreet Corp., 5.00%, 12/15/29<sup>(b)</sup> |  | 473 | 390225 |
|  Fair Isaac Corp., 4.00%, 06/15/28<sup>(b)</sup> |  | 322 | 274370 |
|  Fidelity National Information Services, Inc., 4.50%, 08/15/46 |  | 1000 | 794775 |
|  Fiserv, Inc., 4.40%, 07/01/49 |  | 500 | 387797 |
|  Gartner, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/28 |  | 189 | 169004 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 06/15/29 |  | 122 | 101565 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 |  | 50 | 40932 |
|  Global Payments, Inc., 4.95%, 08/15/27 |  | 70 | 66692 |
|  International Business Machines Corp., 1.95%, 05/15/30<sup>(e)</sup> |  | 2000 | 1589183 |
|  KBR, Inc., 4.75%, 09/30/28<sup>(b)</sup> |  | 134 | 115116 |
|  Science Applications International Corp., 4.88%, 04/01/28<sup>(b)</sup> |  | 73 | 64945 |
|  Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 5.75%, 06/01/25<sup>(b)</sup> |  | 112 | 109137 |
|  Twilio, Inc., 3.88%, 03/15/31 |  | 399 | 313204 |
|  ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, 02/01/29<sup>(b)</sup> |  | 874 | 713131 |
|  |  |  | 7453293 |
| **Leisure Products — 0.1%** |  |  |  |
|  Mattel, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/01/29<sup>(b)</sup> |  | 49 | 41199 |

---

11.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br> *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** | **Leisure Products (continued)** |
|  Mattel, Inc. (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 10/01/40 | USD | 218 | $| 205202 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 11/01/41 |  | 149 |  | 124830 |
|  |  |  |  | 371231 |
| **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** | **Machinery — 0.5%** |
|  ATS Automation Tooling Systems, Inc., 4.13%, 12/15/28<sup>(b)</sup> |  | 71 |  | 58870 |
|  Husky III Holding Ltd., (13.00% Cash or 13.75% PIK), 13.00%, 02/15/25<sup>(b)(i)</sup> |  | 241 |  | 225938 |
|  Madison IAQ LLC, 5.88%, 06/30/29<sup>(b)</sup> |  | 197 |  | 137222 |
|  Mueller Water Products, Inc.,<br>4.00%, 06/15/29<sup>(b)</sup> |  | 94 |  | 79995 |
|  OT Merger Corp., 7.88%, 10/15/29<sup>(b)</sup> |  | 78 |  | 52845 |
|  Schenck Process Holding GmbH/Darmstadt, 5.38%, 06/15/23<sup>(d)</sup> | EUR | 100 |  | 95432 |
|  Stevens Holding Co., Inc.,<br>6.13%, 10/01/26<sup>(b)</sup> | USD | 90 |  | 87957 |
|  Terex Corp., 5.00%, 05/15/29<sup>(b)</sup> |  | 205 |  | 175938 |
|  Titan Acquisition Ltd./Titan Co.-Borrower LLC, 7.75%, 04/15/26<sup>(b)</sup> |  | 514 |  | 406282 |
|  TK Elevator Holdco GmbH,<br>7.63%, 07/15/28<sup>(b)</sup> |  | 400 |  | 335000 |
|  TK Elevator Midco GmbH,<br>4.38%, 07/15/27<sup>(d)</sup> | EUR | 200 |  | 164158 |
|  TK Elevator U.S. Newco, Inc.,<br>5.25%, 07/15/27<sup>(b)</sup> | USD | 1007 |  | 856162 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675799 |
| **Media — 6.8%** | **Media — 6.8%** | **Media — 6.8%** | **Media — 6.8%** | **Media — 6.8%** |
|  Altice Financing SA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 01/15/28<sup>(d)</sup> | EUR | 100 |  | 73688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/29<sup>(b)</sup> | USD | 930 |  | 711655 |
|  Altice France Holding SA, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.50%, 05/15/27<sup>(b)</sup> |  | 1088 |  | 852182 |
|  AMC Networks, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/01/24 |  | 2 |  | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/01/25 |  | 135 |  | 120627 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/15/29 |  | 83 |  | 61367 |
|  Bell Telephone Co. of Canada or Bell Canada, Series US-4, 3.65%, 03/17/51 |  | 335 |  | 236054 |
|  Block Communications, Inc.,<br>4.88%, 03/01/28<sup>(b)</sup> |  | 87 |  | 75255 |
|  Cable One, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 03/15/28<sup>(f)</sup> |  | 492 |  | 354240 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/30<sup>(b)</sup> |  | 199 |  | 154904 |
|  CCO Holdings LLC/CCO Holdings Capital Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/01/27<sup>(b)</sup> |  | 228 |  | 205770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 02/01/28<sup>(b)</sup> |  | 210 |  | 181075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29<sup>(b)</sup> |  | 49 |  | 42891 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 09/01/29<sup>(b)</sup> |  | 517 |  | 474658 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 03/01/30<sup>(b)</sup> |  | 262 |  | 212548 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 08/15/30<sup>(b)</sup> |  | 269 |  | 212736 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 02/01/31<sup>(b)</sup> |  | 431 |  | 330594 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32<sup>(b)</sup> |  | 492 |  | 383160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/01/32 |  | 206 |  | 157110 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/33<sup>(b)</sup> |  | 227 |  | 167701 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/34<sup>(b)</sup> |  | 936 |  | 669970 |
|  Charter Communications Operating LLC/Charter Communications Operating Capital |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 07/23/25 |  | 4700 |  | 4583248 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 |  | 1100 |  | 850885 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 |  | 1000 |  | 721390 |
|  Clear Channel International BV,<br>6.63%, 08/01/25<sup>(b)</sup> |  | 256 |  | 237877 |
|  Clear Channel Outdoor Holdings, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 08/15/27 |  | 1018 |  | 859942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 04/15/28 |  | 775 |  | 585125 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/29 |  | 566 |  | 410350 |

---

---

| | | | |
|:---|:---|:---|:---|
| <br> *Security* |  | *Par<br>(000)* | *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
|  CMG Media Corp., 8.88%, 12/15/27<sup>(b)</sup> | USD | 563 | $430112 |
|  Comcast Cable Communications Holdings, Inc., 9.46%, 11/15/22<sup>(e)</sup> |  | 2600 | 2615860 |
|  Comcast Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 |  | 790 | 837727 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 |  | 2000 | 1669457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 10/15/48<sup>(e)</sup> |  | 3000 | 2561881 |
|  Connect Finco SARL/Connect U.S. Finco LLC, 6.75%, 10/01/26<sup>(b)</sup> |  | 1055 | 922653 |
|  CSC Holdings LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/01/24 |  | 247 | 228475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/30<sup>(b)</sup> |  | 443 | 314869 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/30<sup>(b)</sup> |  | 400 | 298880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 11/15/31<sup>(b)</sup> |  | 570 | 428173 |
|  Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, 08/15/27<sup>(b)</sup> |  | 299 | 257771 |
|  Discovery Communications LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/23 |  | 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833560 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.45%, 03/15/25 |  | 210 | 199120 |
|  DISH DBS Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 07/01/26 |  | 343 | 263105 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 12/01/26<sup>(b)</sup> |  | 685 | 561184 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 12/01/28<sup>(b)</sup> |  | 718 | 542621 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 06/01/29 |  | 79 | 46413 |
|  Frontier Communications Holdings LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 10/15/27 |  | 152 | 136227 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/28 |  | 464 | 398205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 05/01/29 |  | 249 | 205425 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/30 |  | 213 | 167338 |
|  GCI LLC, 4.75%, 10/15/28<sup>(b)</sup> |  | 135 | 112084 |
|  iHeartCommunications, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 05/01/26 |  | 91 | 84765 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/15/27<sup>(b)</sup> |  | 66 | 56380 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/28<sup>(b)</sup> |  | 50 | 41675 |
|  Iliad Holding SASU<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/26 |  | 529 | 462558 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 |  | 602 | 515745 |
|  Kaixo Bondco Telecom SA, 5.13%, 09/30/29<sup>(d)</sup> | EUR | 100 | 76596 |
|  Lamar Media Corp., 3.75%, 02/15/28 | USD | 38 | 33194 |
|  LCPR Senior Secured Financing DAC,<br>5.13%, 07/15/29<sup>(b)</sup> |  | 673 | 506814 |
|  Liberty Broadband Corp.<sup>(b)(f)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.25%, 09/30/50 |  | 279 | 263655 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 09/30/50 |  | 379 | 363356 |
|  Ligado Networks LLC, (15.50% PIK),<br>15.50%, 11/01/23<sup>(b)(i)</sup> |  | 154 | 69827 |
|  Lions Gate Capital Holdings LLC,<br>5.50%, 04/15/29<sup>(b)</sup> |  | 510 | 379950 |
|  Liquid Telecommunications Financing PLC, 5.50%, 09/04/26<sup>(b)</sup> |  | 200 | 158000 |
|  Live Nation Entertainment, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 11/01/24 |  | 21 | 20314 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/27 |  | 618 | 594670 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/27 |  | 309 | 268269 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/15/28 |  | 132 | 111870 |
|  Lorca Telecom Bondco SA, 4.00%, 09/18/27<sup>(d)</sup> | EUR | 100 | 85121 |
|  Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27<sup>(b)</sup> | USD | 108 | 96223 |
|  Network i2i Ltd., (5 year CMT + 4.27%),<br>5.65%<sup>(a)(d)(h)</sup> |  | 400 | 367575 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** | **Media (continued)** |
|  Outfront Media Capital LLC/Outfront Media Capital Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/15/27 | USD | 191 | $| 166848 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 |  | 80 |  | 62840 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/15/30 |  | 10 |  | 7791 |
|  Paramount Global, 5.85%, 09/01/43 |  | 645 |  | 514200 |
|  Radiate Holdco LLC/Radiate Finance,<br>Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/26 |  | 464 |  | 380587 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/15/28 |  | 930 |  | 648675 |
|  Sable International Finance Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/07/27<sup>(b)</sup> |  | 200 |  | 174750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 09/07/27<sup>(d)</sup> |  | 200 |  | 174750 |
|  Scripps Escrow II, Inc., 3.88%, 01/15/29<sup>(b)</sup> |  | 11 |  | 8769 |
|  Sinclair Television Group, Inc.,<br>4.13%, 12/01/30<sup>(b)</sup> |  | 666 |  | 501165 |
|  Sirius XM Radio, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 09/01/26 |  | 331 |  | 290692 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 |  | 144 |  | 132120 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 07/15/28 |  | 96 |  | 81656 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 07/01/30 |  | 57 |  | 46332 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/01/31 |  | 535 |  | 414860 |
|  Stagwell Global LLC, 5.63%, 08/15/29<sup>(b)</sup> |  | 69 |  | 56757 |
|  Summer BC Holdco B SARL,<br>5.75%, 10/31/26<sup>(d)</sup> | EUR | 100 |  | 83324 |
|  TCI Communications, Inc., 7.88%, 02/15/26 | USD | 610 |  | 658582 |
|  Univision Communications, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 02/15/25 |  | 52 |  | 49367 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 06/01/27 |  | 70 |  | 66060 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 06/30/30 |  | 144 |  | 137418 |
|  UPC Broadband Finco BV,<br>4.88%, 07/15/31<sup>(b)</sup> |  | 303 |  | 235137 |
|  Videotron Ltd., 3.63%, 06/15/29<sup>(b)</sup> |  | 178 |  | 144178 |
|  Virgin Media Vendor Financing Notes IV DAC, 5.00%, 07/15/28<sup>(b)</sup> |  | 307 |  | 248286 |
|  VZ Secured Financing BV,<br>3.50%, 01/15/32<sup>(d)</sup> | EUR | 100 |  | 70074 |
|  Walt Disney Co., 7.63%, 11/30/28 | USD | 385 |  | 427908 |
|  WMG Acquisition Corp., 3.88%, 07/15/30<sup>(b)</sup> |  | 37 |  | 30313 |
|  Ziggo Bond Co. BV, 6.00%, 01/15/27<sup>(b)</sup> |  | 150 |  | 125250 |
|  Ziggo BV, 4.88%, 01/15/30<sup>(b)</sup> |  | 200 |  | 158000 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39613296 |
| **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** | **Metals & Mining — 1.1%** |
|  ABJA Investment Co. Pte Ltd.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 07/31/24 |  | 250 |  | 246562 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 01/24/28 |  | 200 |  | 183500 |
|  Arconic Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 05/15/25 |  | 87 |  | 83743 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 02/15/28 |  | 393 |  | 347149 |
|  ATI, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/01/29 |  | 68 |  | 56458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 10/01/31 |  | 187 |  | 152766 |
|  Big River Steel LLC/BRS Finance Corp., 6.63%, 01/31/29<sup>(b)</sup> |  | 828 |  | 762075 |
|  Carpenter Technology Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/15/28 |  | 154 |  | 142820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/15/30 |  | 134 |  | 129015 |
|  Commercial Metals Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/15/30 |  | 48 |  | 39409 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 03/15/32 |  | 51 |  | 40290 |
|  Constellium SE<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 |  | 250 |  | 205038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 04/15/29 |  | 1091 |  | 796518 |
|  FMG Resources August Pty. Ltd.,<br>6.13%, 04/15/32<sup>(b)</sup> |  | 276 |  | 237153 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
|  JSW Steel Ltd., 5.95%, 04/18/24<sup>(d)</sup> | USD | 200 | $| 190750 |
|  Kaiser Aluminum Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 03/01/28 |  | 119 |  | 97094 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 06/01/31 |  | 535 |  | 391481 |
|  Mineral Resources Ltd., 8.50%, 05/01/30<sup>(b)</sup> |  | 88 |  | 85043 |
|  New Gold, Inc., 7.50%, 07/15/27<sup>(b)</sup> |  | 470 |  | 371300 |
|  Novelis Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 11/15/26 |  | 468 |  | 390654 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/30/30 |  | 534 |  | 437880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/31 |  | 528 |  | 393846 |
|  Novelis Sheet Ingot GmbH,<br>3.38%, 04/15/29<sup>(d)</sup> | EUR | 100 |  | 76958 |
|  Rio Tinto Finance USA PLC,<br>4.75%, 03/22/42 | USD | 400 |  | 363359 |
|  Roller Bearing Co. of America, Inc.,<br>4.38%, 10/15/29<sup>(b)</sup>  |  | 82 |  | 69166 |
|  thyssenkrupp AG, 2.88%, 02/22/24<sup>(d)</sup> | EUR | 51 |  | 46884 |
|  U.S. Steel Corp., 6.88%, 03/01/29<sup>(e)</sup> | USD | 169 |  | 153596 |
|  Vedanta Resources Finance II PLC, 13.88%, 01/21/24<sup>(d)</sup> |  | 200 |  | 166413 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6656920 |
| **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** | **Multiline Retail — 0.0%** |
|  NMG Holding Co., Inc./Neiman Marcus Group LLC, 7.13%, 04/01/26<sup>(b)</sup> |  | 252 |  | 231551 |
| **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** | **Multi-Utilities — 0.2%** |
|  KeySpan Gas East Corp.,<br>5.82%, 04/01/41<sup>(b)</sup> |  | 1010 |  | 953231 |
| **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** | **Offshore Drilling & Other Services — 0.1%** |
|  Entegris, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 04/15/28 |  | 168 |  | 142434 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 05/01/29 |  | 79 |  | 62517 |
|  KLA Corp., 3.30%, 03/01/50 |  | 500 |  | 351206 |
|  |  |  |  | 556157 |
| **Oil, Gas & Consumable Fuels — 8.2%** | **Oil, Gas & Consumable Fuels — 8.2%** | **Oil, Gas & Consumable Fuels — 8.2%** | **Oil, Gas & Consumable Fuels — 8.2%** | **Oil, Gas & Consumable Fuels — 8.2%** |
|  Aethon United BR LP/Aethon United Finance Corp., 8.25%, 02/15/26<sup>(b)</sup> |  | 559 |  | 540184 |
|  Antero Midstream Partners LP/Antero Midstream Finance Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 03/01/27 |  | 203 |  | 187748 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/28 |  | 39 |  | 35490 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/15/29 |  | 140 |  | 123606 |
|  Antero Resources Corp., 7.63%, 02/01/29<sup>(b)</sup> |  | 83 |  | 82846 |
|  Apache Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 01/15/30 |  | 133 |  | 116309 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 |  | 202 |  | 163068 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 |  | 97 |  | 76145 |
|  Arcosa, Inc., 4.38%, 04/15/29<sup>(b)</sup> |  | 238 |  | 202300 |
|  Ascent Resources Utica Holdings LLC/ARU Finance Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.00%, 11/01/27 |  | 625 |  | 762377 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 06/30/29 |  | 152 |  | 135280 |
|  Buckeye Partners LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 03/01/25<sup>(b)</sup> |  | 179 |  | 163830 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 11/15/43 |  | 94 |  | 69630 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 10/15/44 |  | 59 |  | 41417 |
|  Burlington Resources LLC, 5.95%, 10/15/36 |  | 685 |  | 685261 |
|  Callon Petroleum Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 07/01/26 |  | 80 |  | 72087 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 08/01/28<sup>(b)(e)</sup> |  | 407 |  | 375457 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/15/30<sup>(b)</sup> |  | 375 |  | 328314 |

---

13.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Cellnex Telecom SA, Series CLNX,<br>0.75%, 11/20/31<sup>(d)(f)</sup> | EUR | 100 | $63844 |
|  Central Parent, Inc./CDK Global, Inc.,<br>7.25%, 06/15/29<sup>(b)</sup> | USD | 563 | 535241 |
|  Cheniere Energy Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 |  | 870 | 765939 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 |  | 396 | 332038 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 |  | 461 | 353981 |
|  Chesapeake Energy Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 |  | 28 | 25966 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 04/15/29 |  | 307 | 294296 |
|  Citgo Holding, Inc., 9.25%, 08/01/24<sup>(b)</sup> |  | 298 | 295693 |
|  Civitas Resources, Inc., 5.00%, 10/15/26<sup>(b)</sup> |  | 60 | 54509 |
|  CNX Midstream Partners LP,<br>4.75%, 04/15/30<sup>(b)</sup> |  | 66 | 51804 |
|  CNX Resources Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 05/01/26<sup>(f)</sup> |  | 226 | 312897 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/29<sup>(b)</sup> |  | 74 | 67525 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/15/31<sup>(b)</sup> |  | 149 | 145733 |
|  Colgate Energy Partners III LLC<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/15/26 |  | 312 | 306236 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 07/01/29 |  | 421 | 375797 |
|  Comstock Resources, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 03/01/29<sup>(e)</sup> |  | 472 | 435329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 01/15/30 |  | 537 | 467703 |
|  ConocoPhillips, 6.50%, 02/01/39 |  | 600 | 650173 |
|  CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, 06/15/31<sup>(b)</sup> |  | 1000 | 846525 |
|  Crescent Energy Finance LLC,<br>7.25%, 05/01/26<sup>(b)</sup> |  | 496 | 445616 |
|  Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 05/01/27 |  | 34 | 30770 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/29 |  | 121 | 108295 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 04/01/29 |  | 59 | 56788 |
|  CrownRock LP/CrownRock Finance, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 10/15/25 |  | 673 | 644310 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 05/01/29 |  | 29 | 25587 |
|  DCP Midstream Operating LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 |  | 39 | 36544 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 11/03/36<sup>(b)</sup> |  | 106 | 96842 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/37<sup>(b)</sup> |  | 172 | 166778 |
|  Devon Energy Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 12/15/25 |  | 1000 | 1008685 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 |  | 300 | 244297 |
|  DT Midstream, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 |  | 260 | 219700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 06/15/31 |  | 409 | 337310 |
|  Dycom Industries, Inc., 4.50%, 04/15/29<sup>(b)</sup> |  | 69 | 58144 |
|  Earthstone Energy Holdings LLC,<br>8.00%, 04/15/27<sup>(b)</sup> |  | 213 | 200752 |
|  Ecopetrol SA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 01/16/25 |  | 188 | 171233 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 11/02/31 |  | 130 | 90513 |
|  eG Global Finance PLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 02/07/25<sup>(b)</sup> |  | 241 | 217387 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 10/30/25<sup>(d)</sup> | EUR | 142 | 120329 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.50%, 10/30/25<sup>(b)</sup> | USD | 200 | 174917 |
|  EIG Pearl Holdings SARL, 3.55%, 08/31/36<sup>(b)</sup> |  | 208 | 165360 |
|  Enbridge, Inc.<sup>(a)</sup><br>(3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78 |  | 1935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738984 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Enbridge, Inc.<sup>(a)</sup> (continued)<br>Series 20-A, (5 year CMT + 5.31%), 5.75%, 07/15/80 | USD | 950 | $835762 |
|  Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, 01/30/28<sup>(b)</sup> |  | 239 | 227318 |
|  Energy Transfer LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.05%, 03/15/25 |  | 500 | 479453 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/26 |  | 1250 | 1204357 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 07/15/26 |  | 310 | 288909 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 |  | 540 | 430787 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series H, (5 year CMT + 5.69%), 6.50%<sup>(a)(h)</sup> |  | 473 | 412032 |
|  EnLink Midstream LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 01/15/28<sup>(b)</sup> |  | 235 | 219725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 |  | 327 | 299205 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/01/30<sup>(b)</sup> |  | 164 | 160146 |
|  EnLink Midstream Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 06/01/25 |  | 4 | 3713 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 07/15/26 |  | 67 | 61532 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 |  | 155 | 117908 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 |  | 33 | 23129 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 |  | 42 | 30680 |
|  Enterprise Products Operating LLC,<br>6.13%, 10/15/39 |  | 1400 | 1368254 |
|  EOG Resources, Inc., 5.10%, 01/15/36 |  | 200 | 183719 |
|  EQM Midstream Partners LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 07/01/25<sup>(b)</sup> |  | 65 | 60101 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 12/01/26 |  | 68 | 57608 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/01/27<sup>(b)</sup> |  | 245 | 226402 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/15/29<sup>(b)</sup> |  | 13 | 10474 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 06/01/30<sup>(b)</sup> |  | 57 | 53863 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 01/15/31<sup>(b)</sup> |  | 456 | 361950 |
|  EQT Corp., 1.75%, 05/01/26<sup>(f)</sup> |  | 75 | 206678 |
|  Genesis Energy LP/Genesis Energy Finance Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/01/25 |  | 47 | 42493 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 02/01/28 |  | 75 | 65250 |
|  Gulfport Energy Corp., 8.00%, 05/17/26<sup>(b)</sup> |  | 25 | 24875 |
|  Harvest Midstream I LP, 7.50%, 09/01/28<sup>(b)</sup> |  | 40 | 37386 |
|  Hess Corp., 4.30%, 04/01/27 |  | 1100 | 1034795 |
|  Hess Midstream Operations LP,<br>4.25%, 02/15/30<sup>(b)</sup> |  | 162 | 130815 |
|  Hilcorp Energy I LP/Hilcorp Finance Co.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 |  | 70 | 64588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 02/01/29 |  | 34 | 29725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/30 |  | 12 | 10458 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 02/01/31 |  | 11 | 9530 |
|  Hilong Holding Ltd., 9.75%, 11/18/24<sup>(d)</sup> |  | 207 | 86940 |
|  HPCL-Mittal Energy Ltd., 5.45%, 10/22/26<sup>(d)</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)(c)</sup> |  | 1637 | 1411589 |
|  ITT Holdings LLC, 6.50%, 08/01/29<sup>(b)</sup> |  | 232 | 179979 |
|  Kinder Morgan, Inc., 5.05%, 02/15/46 |  | 1400 | 1143555 |
|  Kinetik Holdings LP, 5.88%, 06/15/30<sup>(b)</sup> |  | 378 | 346119 |
|  Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.00%, 08/01/26<sup>(b)</sup> |  | 22 | 21084 |
|  Marathon Petroleum Corp., 6.50%, 03/01/41 |  | 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138782 |
|  Matador Resources Co., 5.88%, 09/15/26 |  | 413 | 398409 |
|  Medco Oak Tree Pte. Ltd., 7.38%, 05/14/26<sup>(d)</sup> |  | 288 | 246600 |
|  MPLX LP, 4.25%, 12/01/27 |  | 250 | 232743 |
|  Murphy Oil Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 08/15/25 |  | 17 | 16393 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Murphy Oil Corp. (continued) | Murphy Oil Corp. (continued) | Murphy Oil Corp. (continued) | Murphy Oil Corp. (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 12/01/27 | USD | 40 | $37390 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 12/01/42 |  | 18 | 14317 |
|  Murphy Oil USA, Inc., 4.75%, 09/15/29 |  | 95 | 84075 |
|  Nabors Industries Ltd.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 01/15/26 |  | 140 | 121817 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 01/15/28 |  | 170 | 138771 |
|  Nabors Industries, Inc., 7.38%, 05/15/27<sup>(b)</sup> |  | 226 | 208587 |
|  New Fortress Energy, Inc.<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/25 |  | 611 | 578739 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 09/30/26 |  | 928 | 857379 |
|  NGL Energy Operating LLC/NGL Energy Finance Corp., 7.50%, 02/01/26<sup>(b)(e)</sup> |  | 115 | 102305 |
|  NGPL PipeCo LLC, 7.77%, 12/15/37<sup>(b)</sup> |  | 138 | 139475 |
|  Northern Oil & Gas, Inc., 8.13%, 03/01/28<sup>(b)</sup> |  | 660 | 618750 |
|  NuStar Logistics LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 06/01/26 |  | 99 | 90623 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 10/01/30 |  | 17 | 14546 |
|  Occidental Petroleum Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.95%, 07/01/24 |  | 43 | 44183 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.00%, 07/15/25 |  | 25 | 26500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/25 |  | 79 | 79239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 |  | 67 | 74591 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 |  | 666 | 675990 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 |  | 64 | 66880 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 |  | 103 | 103000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 |  | 606 | 586305 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 |  | 44 | 45320 |
|  Oil & Gas Holding Co. BSCC,<br>7.63%, 11/07/24<sup>(d)</sup> |  | 200 | 198040 |
|  OQ SAOC, 5.13%, 05/06/28<sup>(b)</sup> |  | 200 | 178850 |
|  PDC Energy, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.13%, 09/15/24 |  | 58 | 57082 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 05/15/26 |  | 164 | 151723 |
|  Permian Resources Operating LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.88%, 04/01/27<sup>(b)</sup> |  | 31 | 29991 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 04/01/28<sup>(f)</sup> |  | 205 | 273060 |
|  Pertamina Persero PT, 3.65%, 07/30/29<sup>(d)</sup> |  | 239 | 206780 |
|  Petroleos Mexicanos |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/13/27 |  | 212 | 177529 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/28/31 |  | 245 | 164910 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 01/23/45 |  | 183 | 100742 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/21/47 |  | 67 | 37185 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.69%, 01/23/50 |  | 79 | 48087 |
|  Pioneer Natural Resources Co.,<br>0.25%, 05/15/25<sup>(f)</sup> |  | 117 | 253422 |
|  Puma International Financing SA,<br>5.13%, 10/06/24<sup>(b)</sup> |  | 200 | 189000 |
|  Range Resources Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/15/23 |  | 122 | 121584 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 05/15/25 |  | 10 | 9426 |
|  Rockcliff Energy II LLC, 5.50%, 10/15/29<sup>(b)</sup> |  | 257 | 225023 |
|  Sabine Pass Liquefaction LLC, 5.88%, 06/30/26 |  | 1750 | 1751359 |
|  SM Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 06/01/25 |  | 38 | 36480 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/15/26 |  | 85 | 81813 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.63%, 01/15/27 |  | 14 | 13438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 07/15/28 |  | 66 | 62721 |
|  Southwestern Energy Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 |  | 232 | 210378 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 |  | 109 | 91353 |
|  Suncor Energy, Inc., 6.50%, 06/15/38 |  | 1000 | 985890 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
|  Sunoco LP/Sunoco Finance Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/15/27 | USD | 38 | $| 36235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 03/15/28 |  | 4 |  | 3630 |
|  Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 03/01/27 |  | 29 |  | 26311 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/31/30 |  | 20 |  | 17002 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 09/01/31 |  | 88 |  | 74360 |
|  Tap Rock Resources LLC, 7.00%, 10/01/26<sup>(b)</sup> |  | 519 |  | 474457 |
|  TransCanada PipeLines Ltd., 4.63%, 03/01/34 |  | 500 |  | 438060 |
|  Transocean, Inc., 11.50%, 01/30/27<sup>(b)</sup> |  | 81 |  | 74920 |
|  Venture Global Calcasieu Pass LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 08/15/29 |  | 590 |  | 506149 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/31 |  | 549 |  | 455379 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 11/01/33 |  | 1367 |  | 1062842 |
|  Vermilion Energy, Inc., 6.88%, 05/01/30<sup>(b)</sup> |  | 108 |  | 99360 |
|  Vivo Energy Investments BV, 5.13%, 09/24/27<sup>(b)</sup> |  | 200 |  | 182000 |
|  Western Midstream Operating LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 |  | 25 |  | 22750 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 |  | 229 |  | 187858 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 |  | 75 |  | 61688 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 |  | 69 |  | 55804 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/01/50 |  | 678 |  | 547485 |
|  Williams Cos., Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/15/25 |  | 1150 |  | 1112942 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 09/15/25 |  | 750 |  | 721402 |
|  |  |  |  | 47933452 |
| **Pharmaceuticals — 2.2%** | **Pharmaceuticals — 2.2%** | **Pharmaceuticals — 2.2%** | **Pharmaceuticals — 2.2%** | **Pharmaceuticals — 2.2%** |
|  AbbVie, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 03/15/25<sup>(e)</sup> |  | 3250 |  | 3147638 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 05/14/25 |  | 870 |  | 835086 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.20%, 05/14/26 |  | 500 |  | 467388 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 |  | 2140 |  | 1919774 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 |  | 2095 |  | 1702599 |
|  Cheplapharm Arzneimittel GmbH,<br>3.50%, 02/11/27<sup>(d)</sup> | EUR | 100 |  | 80022 |
|  CVS Health Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | USD | 700 |  | 612963 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 03/25/48<sup>(e)</sup> |  | 1821 |  | 1603686 |
|  Elanco Animal Health, Inc., 6.40%, 08/28/28 |  | 6 |  | 5297 |
|  Gruenenthal GmbH, 4.13%, 05/15/28<sup>(d)</sup> | EUR | 100 |  | 81164 |
|  Jazz Securities DAC, 4.38%, 01/15/29<sup>(b)</sup> | USD | 200 |  | 172750 |
|  Nidda Healthcare Holding GmbH,<br>3.50%, 09/30/24<sup>(d)</sup> | EUR | 100 |  | 88695 |
|  Option Care Health, Inc., 4.38%, 10/31/29<sup>(b)</sup> | USD | 166 |  | 140270 |
|  Organon & Co./Organon Foreign Debt Co-Issuer BV<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 04/30/28 |  | 240 |  | 205200 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/30/31<sup>(e)</sup> |  | 387 |  | 317015 |
|  PRA Health Sciences, Inc., 2.88%, 07/15/26<sup>(b)</sup> |  | 400 |  | 351939 |
|  Prestige Brands, Inc., 3.75%, 04/01/31<sup>(b)</sup> |  | 101 |  | 78467 |
|  Teva Pharmaceutical Finance Netherlands II BV, |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/31/25 | EUR | 100 |  | 95665 |
|  Teva Pharmaceutical Finance Netherlands III BV, 7.13%, 01/31/25 | USD | 200 |  | 194350 |
|  Utah Acquisition Sub, Inc., 3.95%, 06/15/26 |  | 750 |  | 683762 |
|  |  |  |  | 12783730 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
|  VICI Properties LP/VICI Note Co., Inc.,<br>4.50%, 01/15/28<sup>(b)</sup> |  | 68 |  | 60329 |
| **Real Estate Management & Development — 0.5%** | **Real Estate Management & Development — 0.5%** | **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>(d)</sup> | EUR | 100 |  | 49003 |

---

15.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** | **Real Estate Management & Development (continued)** |
|  Arabian Centres Sukuk II Ltd.,<br>5.63%, 10/07/26<sup>(b)</sup> | USD | 200 | $| 178350 |
|  China SCE Group Holdings Ltd.,<br>7.38%, 04/09/24<sup>(d)</sup> |  | 200 |  | 45725 |
|  CIFI Holdings Group Co. Ltd.,<br>6.45%, 11/07/24<sup>(d)</sup> |  | 200 |  | 43250 |
|  Country Garden Holdings Co. Ltd.,<br>6.50%, 04/08/24<sup>(d)</sup> |  | 200 |  | 79663 |
|  DIC Asset AG, 2.25%, 09/22/26<sup>(d)</sup> | EUR | 100 |  | 69811 |
|  Fantasia Holdings Group Co. Ltd.<sup>(d)(k)(l)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.75%, 10/17/22 | USD | 200 |  | 17000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10.88%, 01/09/23 |  | 307 |  | 26095 |
| &nbsp;&nbsp;&nbsp;&nbsp; 11.88%, 06/01/23 |  | 400 |  | 34000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.25%, 07/28/23 |  | 300 |  | 25500 |
|  Global Prime Capital Pte. Ltd.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/18/23 |  | 200 |  | 197725 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/23/25 |  | 200 |  | 186037 |
|  Howard Hughes Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 02/01/29 |  | 74 |  | 57165 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/01/31 |  | 80 |  | 57464 |
|  Kaisa Group Holdings Ltd.,<br>11.95%, 11/12/23<sup>(d)(k)(l)</sup> |  | 259 |  | 25253 |
|  KWG Group Holdings Ltd., 5.88%, 11/10/24<sup>(d)</sup> |  | 200 |  | 38000 |
|  MAF Sukuk Ltd.<sup>(d)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.64%, 05/14/29 |  | 200 |  | 190975 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.93%, 02/28/30 |  | 200 |  | 182037 |
|  Modern Land China Co. Ltd.,<br>9.80%, 04/11/23<sup>(d)(k)(l)</sup> |  | 200 |  | 31000 |
|  Realogy Group LLC/Realogy Co.-Issuer<br>Corp.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 |  | 180 |  | 129825 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 04/15/30 |  | 91 |  | 61797 |
|  Ronshine China Holdings Ltd.,<br>7.35%, 12/15/23<sup>(d)(k)(l)</sup> |  | 200 |  | 11000 |
|  Shimao Group Holdings Ltd.,<br>3.45%, 01/11/31<sup>(d)(k)(l)</sup> |  | 200 |  | 23500 |
|  Shui On Development Holding Ltd.,<br>5.50%, 03/03/25<sup>(d)</sup> . |  | 282 |  | 186120 |
|  Starwood Property Trust, Inc.,<br>4.38%, 01/15/27<sup>(b)</sup> |  | 52 |  | 44329 |
|  Theta Capital Pte. Ltd., 8.13%, 01/22/25<sup>(d)</sup> |  | 200 |  | 154412 |
|  Times China Holdings Ltd., 6.20%, 03/22/26<sup>(d)</sup> |  | 311 |  | 37320 |
|  Wanda Properties Overseas Ltd.,<br>6.88%, 07/23/23<sup>(d)</sup> |  | 200 |  | 157000 |
|  Yanlord Land HK Co. Ltd., 6.75%, 04/23/23<sup>(d)</sup> |  | 250 |  | 231250 |
|  Yuzhou Group Holdings Co. Ltd.<sup>(d)(k)(l)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 8.38%, 10/30/24 |  | 200 |  | 12500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.70%, 02/20/25 |  | 263 |  | 16438 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.38%, 01/13/26 |  | 200 |  | 12500 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.35%, 01/13/27 |  | 200 |  | 12500 |
|  Zhenro Properties Group Ltd.,<br>7.88%, 04/14/24<sup>(d)(k)(l)</sup> |  | 200 |  | 8000 |
|  |  |  |  | 2632544 |
| **Road & Rail — 1.1%** | **Road & Rail — 1.1%** | **Road & Rail — 1.1%** | **Road & Rail — 1.1%** | **Road & Rail — 1.1%** |
|  Burlington Northern Santa Fe LLC,<br>5.75%, 05/01/40 |  | 1890 |  | 1912926 |
|  CSX Corp., 4.75%, 05/30/42 |  | 350 |  | 309236 |
|  Danaos Corp., 8.50%, 03/01/28<sup>(b)</sup> |  | 100 |  | 95946 |
|  Lima Metro Line 2 Finance Ltd.,<br>5.88%, 07/05/34<sup>(b)</sup> |  | 2400 |  | 2268291 |
|  Norfolk Southern Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 |  | 1300 |  | 1039746 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 |  | 400 |  | 255670 |
|  Seaspan Corp., 5.50%, 08/01/29<sup>(b)</sup> |  | 205 |  | 161950 |
|  Union Pacific Corp., 3.84%, 03/20/60 |  | 800 |  | 594035 |
|  |  |  |  | 6637800 |
| **Semiconductors & Semiconductor Equipment — 1.0%** | **Semiconductors & Semiconductor Equipment — 1.0%** | **Semiconductors & Semiconductor Equipment — 1.0%** | **Semiconductors & Semiconductor Equipment — 1.0%** | **Semiconductors & Semiconductor Equipment — 1.0%** |
|  Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 |  | 2850 |  | 2621656 |
|  Broadcom, Inc., 3.46%, 09/15/26 |  | 735 |  | 682916 |
|  Entegris Escrow Corp., 4.75%, 04/15/29<sup>(b)</sup> |  | 1226 |  | 1079891 |
|  Microchip Technology, Inc.<sup>(f)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.13%, 11/15/24 |  | 220 |  | 222761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.63%, 02/15/25 |  | 53 |  | 142070 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** | **Semiconductors & Semiconductor Equipment (continued)** |
|  QUALCOMM, Inc., 4.65%, 05/20/35 | USD | 250 | $| 234556 |
|  Sensata Technologies BV<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 10/01/25 |  | 70 |  | 66785 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 |  | 159 |  | 131571 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 09/01/30 |  | 200 |  | 187132 |
|  Sensata Technologies, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 02/15/30 |  | 479 |  | 400209 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 02/15/31 |  | 13 |  | 10240 |
|  Synaptics, Inc., 4.00%, 06/15/29<sup>(b)</sup> |  | 151 |  | 121563 |
|  |  |  |  | 5901350 |
| **Software — 2.1%** | **Software — 2.1%** | **Software — 2.1%** | **Software — 2.1%** | **Software — 2.1%** |
|  ACI Worldwide, Inc., 5.75%, 08/15/26<sup>(b)</sup> |  | 262 |  | 247511 |
|  Black Knight InfoServ LLC,<br>3.63%, 09/01/28<sup>(b)</sup> |  | 255 |  | 217387 |
|  Boxer Parent Co., Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/02/25<sup>(d)</sup> | EUR | 100 |  | 91635 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.13%, 10/02/25<sup>(b)</sup> | USD | 187 |  | 183274 |
| &nbsp;&nbsp;&nbsp;&nbsp; 9.13%, 03/01/26<sup>(b)</sup> |  | 948 |  | 911028 |
|  Elastic NV, 4.13%, 07/15/29<sup>(b)</sup> |  | 254 |  | 200619 |
|  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> |  | 156 |  | 120758 |
|  Microsoft Corp., 3.50%, 11/15/42<sup>(e)</sup> |  | 4000 |  | 3273929 |
|  MicroStrategy, Inc., 6.13%, 06/15/28<sup>(b)(e)</sup> |  | 305 |  | 251305 |
|  MSCI, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 |  | 51 |  | 44049 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 09/01/30 |  | 81 |  | 66647 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/31 |  | 14 |  | 11787 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.63%, 11/01/31 |  | 96 |  | 77023 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.25%, 08/15/33 |  | 124 |  | 95757 |
|  Open Text Corp., 3.88%, 12/01/29<sup>(b)</sup> |  | 251 |  | 193328 |
|  Open Text Holdings, Inc.,<br>4.13%, 02/15/30<sup>(b)</sup> |  | 104 |  | 83055 |
|  Oracle Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/15/40<sup>(e)</sup> |  | 3025 |  | 2520982 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 |  | 400 |  | 268020 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 |  | 1250 |  | 782128 |
|  Picard Midco, Inc., 6.50%, 03/31/29 |  | 1420 |  | 1199474 |
|  Playtika Holding Corp.,<br>4.25%, 03/15/29<sup>(b)</sup> |  | 354 |  | 283108 |
|  PTC, Inc., 4.00%, 02/15/28<sup>(b)</sup> |  | 35 |  | 30610 |
|  SS&C Technologies, Inc.,<br>5.50%, 09/30/27<sup>(b)</sup> |  | 837 |  | 763506 |
|  Veritas U.S., Inc./Veritas Bermuda Ltd., 7.50%, 09/01/25<sup>(b)</sup> |  | 222 |  | 170018 |
|  |  |  |  | 12236338 |
| **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** | **Specialty Retail — 0.1%** |
|  Arko Corp., 5.13%, 11/15/29<sup>(b)</sup> |  | 123 |  | 95940 |
|  Carvana Co., 10.25%, 05/01/30<sup>(b)</sup> |  | 113 |  | 75427 |
|  PetSmart, Inc./PetSmart Finance Corp., 7.75%, 02/15/29<sup>(b)</sup> |  | 493 |  | 440712 |
|  Staples, Inc., 7.50%, 04/15/26<sup>(b)</sup> |  | 157 |  | 131819 |
|  Tendam Brands SAU, (3 mo. EURIBOR + 5.25%), 5.52%, 09/15/24<sup>(a)(d)</sup> | EUR | 100 |  | 92468 |
|  |  |  |  | 836366 |
| **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** | **Technology Hardware, Storage & Peripherals — 0.5%** |
|  Apple, Inc., 4.65%, 02/23/46 | USD | 2400 |  | 2244268 |
|  Coherent Corp., 5.00%, 12/15/29<sup>(b)</sup> |  | 574 |  | 474813 |
|  |  |  |  | 2719081 |
| **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.0%** | **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.0%** | **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.0%** | **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.0%** | **Textiles, Apparel & Luxury Goods<sup>(b)</sup> — 0.0%** |
|  Crocs, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 |  | 15 |  | 11925 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** | **Textiles, Apparel & Luxury Goods (continued)** |
|  Crocs, Inc. (continued) | Crocs, Inc. (continued) | Crocs, Inc. (continued) | Crocs, Inc. (continued) | Crocs, Inc. (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/31 | USD | 99 | $| 75357 |
|  Kontoor Brands, Inc., 4.13%, 11/15/29 |  | 67 |  | 53381 |
|  Levi Strauss & Co., 3.50%, 03/01/31 |  | 154 |  | 120120 |
|  |  |  |  | 260783 |
| **Thrifts & Mortgage Finance<sup>(b)</sup> — 0.1%** | **Thrifts & Mortgage Finance<sup>(b)</sup> — 0.1%** | **Thrifts & Mortgage Finance<sup>(b)</sup> — 0.1%** | **Thrifts & Mortgage Finance<sup>(b)</sup> — 0.1%** | **Thrifts & Mortgage Finance<sup>(b)</sup> — 0.1%** |
|  Home Point Capital, Inc., 5.00%, 02/01/26 |  | 116 |  | 72645 |
|  Nationstar Mortgage Holdings, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 01/15/27 |  | 33 |  | 28174 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 12/15/30 |  | 69 |  | 50039 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.75%, 11/15/31 |  | 66 |  | 48402 |
|  Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 2.88%, 10/15/26 |  | 302 |  | 247640 |
|  |  |  |  | 446900 |
| **Tobacco — 0.9%** | **Tobacco — 0.9%** | **Tobacco — 0.9%** | **Tobacco — 0.9%** | **Tobacco — 0.9%** |
|  Altria Group, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 01/31/44 |  | 2000 |  | 1619134 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 |  | 1250 |  | 790361 |
|  Reynolds American, Inc. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 06/12/25 |  | 635 |  | 613484 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 08/04/41 |  | 1000 |  | 933026 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 |  | 1500 |  | 1176587 |
|  |  |  |  | 5132592 |
| **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** |
|  Autostrade per l'Italia SpA, 2.00%, 12/04/28<sup>(d)</sup> | EUR | 100 |  | 75442 |
| **Transportation Infrastructure — 0.5%** | **Transportation Infrastructure — 0.5%** | **Transportation Infrastructure — 0.5%** | **Transportation Infrastructure — 0.5%** | **Transportation Infrastructure — 0.5%** |
|  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%), 6.00%<sup>(a)(d)(h)</sup> |  | 200 |  | 192813 |
|  FedEx Corp., 4.75%, 11/15/45 |  | 1250 |  | 1007200 |
|  GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27<sup>(d)</sup> |  | 200 |  | 162538 |
|  i-595 Express LLC, 3.31%, 12/31/31<sup>(a)(c)</sup> |  | 712 |  | 659872 |
|  Transurban Finance Co. Pty. Ltd.,<br>4.13%, 02/02/26<sup>(b)</sup> |  | 580 |  | 553416 |
|  |  |  |  | 2760439 |
| **Utilities — 1.3%** | **Utilities — 1.3%** | **Utilities — 1.3%** | **Utilities — 1.3%** | **Utilities — 1.3%** |
|  Consensus Cloud Solutions, Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 10/15/26 |  | 48 |  | 42297 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 10/15/28 |  | 45 |  | 38199 |
|  Electricite de France SA<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.60%, 01/27/40<sup>(e)</sup> |  | 2800 |  | 2422210 |
| &nbsp;&nbsp;&nbsp;&nbsp; (10 year USD Swap + 3.71%), 5.25%<sup>(a)(h)</sup> |  | 4200 |  | 3891720 |
|  FEL Energy VI SARL, 5.75%, 12/01/40 |  | 188 |  | 128721 |
|  Genneia SA, 8.75%, 09/02/27<sup>(b)</sup> |  | 92 |  | 85382 |
|  Inkia Energy Ltd., 5.88%, 11/09/27<sup>(b)</sup> |  | 200 |  | 184000 |
|  Mong Duong Finance Holdings BV,<br>5.13%, 05/07/29<sup>(d)</sup> . |  | 576 |  | 447120 |
|  Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, 08/15/28<sup>(b)</sup> |  | 69 |  | 59820 |
|  Star Energy Geothermal Wayang Windu Ltd., 6.75%, 04/24/33<sup>(d)</sup> |  | 214 |  | 193488 |
|  Thames Water Kemble Finance PLC,<br>4.63%, 05/19/26<sup>(d)</sup> | GBP | 168 |  | 155686 |
|  Vistra Operations Co. LLC<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 09/01/26 | USD | 12 |  | 11130 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |
|  Vistra Operations Co. LLC<sup>(b)</sup> (continued) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/31/27 | USD | 12 | $| 10839 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 05/01/29 |  | 110 |  | 91490 |
|  |  |  |  | 7762102 |
| **Wireless Telecommunication Services — 1.2%** | **Wireless Telecommunication Services — 1.2%** | **Wireless Telecommunication Services — 1.2%** | **Wireless Telecommunication Services — 1.2%** | **Wireless Telecommunication Services — 1.2%** |
|  Altice France SA<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/29 |  | 544 |  | 406428 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 10/15/29 |  | 321 |  | 241515 |
|  Crown Castle, Inc., 3.10%, 11/15/29 |  | 1000 |  | 840396 |
|  Kenbourne Invest SA,<br>6.88%, 11/26/24<sup>(b)</sup> |  | 210 |  | 194946 |
|  Millicom International Cellular SA, 4.50%, 04/27/31<sup>(b)</sup> |  | 200 |  | 143500 |
|  Rogers Communications, Inc.,<br>7.50%, 08/15/38 |  | 2325 |  | 2559634 |
|  SBA Communications Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 02/01/29 |  | 321 |  | 258171 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 02/15/27 |  | 367 |  | 325496 |
|  Sprint Corp., 7.63%, 03/01/26 |  | 234 |  | 242034 |
|  T-Mobile USA, Inc., 4.50%, 04/15/50 |  | 500 |  | 400277 |
|  Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC,<br>6.50%, 02/15/29<sup>(b)</sup> |  | 239 |  | 160180 |
|  VICI Properties LP/VICI Note Co.,<br>Inc.<sup>(b)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 02/15/25 |  | 75 |  | 69327 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/15/25 |  | 33 |  | 31054 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/01/26 |  | 6 |  | 5479 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 |  | 12 |  | 10831 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 12/01/29 |  | 139 |  | 120588 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.13%, 08/15/30 |  | 188 |  | 157021 |
|  Vmed O2 U.K. Financing I PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/15/31<sup>(d)</sup> | GBP | 100 |  | 78996 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 07/15/31<sup>(b)</sup> | USD | 452 |  | 348716 |
|  Vodafone Group PLC,<br>4.25%, 09/17/50 |  | 700 |  | 500886 |
|  |  |  |  | 7095475 |
|  **Total Corporate Bonds — 72.6%<br>(Cost: $491,147,622)** | **Total Corporate Bonds — 72.6%<br>(Cost: $491,147,622)** | **Total Corporate Bonds — 72.6%<br>(Cost: $491,147,622)** |  | 424889934 |
|  **Floating Rate Loan Interests<sup>(a)</sup>** |  |  |  |  |
| **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** | **Aerospace & Defense — 0.2%** |
|  Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, (6 mo. LIBOR + 3.75%, 0.50% Floor),<br>7.06%, 08/03/29 |  | 52 |  | 49660 |
|  Peraton Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2nd Lien Term Loan B1, (1 mo. LIBOR + 7.75%, 0.75% Floor), 10.57%, 02/01/29 |  | 404 |  | 406694 |
| &nbsp;&nbsp;&nbsp;&nbsp; Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 6.87%, 02/01/28 |  | 539 |  | 510211 |
|  Spirit Aerosystems, Inc., 2021 Term Loan B, (1 mo. LIBOR + 3.75%, 0.50% Floor),<br>6.87%, 01/15/25 |  | 136 |  | 134030 |
|  |  |  |  | 1100595 |
| **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** | **Air Freight & Logistics — 0.0%** |
|  AIT Worldwide Logistics Holdings, Inc., 2021 Term Loan, (3 mo. LIBOR + 4.75%, 0.75% Floor),<br>7.04%, 04/06/28 |  | 76 |  | 69465 |
|  PECF USS Intermediate Holding III Corp., Term Loan B, (1 mo. LIBOR + 4.25%, 0.50% Floor), 7.37%, 12/15/28 |  | 253 |  | 215325 |
|  |  |  |  | 284790 |

---

17.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Airlines — 0.2%** | **Airlines — 0.2%** | **Airlines — 0.2%** |  |
|  AAdvantage Loyalty IP Ltd., 2021 Term Loan,<br>(3 mo. LIBOR + 4.75%, 0.75% Floor), 7.46%, 04/20/28 | USD | 433 | $418498 |
|  Air Canada, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.75% Floor), 6.42%, 08/11/28 |  | 236 | 224377 |
|  Mileage Plus Holdings LLC, 2020 Term Loan B, (3 mo. LIBOR + 5.25%, 1.00% Floor), 8.78%, 06/21/27 |  | 134 | 133805 |
|  United Airlines, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.53%, 04/21/28 |  | 432 | 411936 |
|  |  |  | 1188616 |
| **Auto Components — 0.0%** | **Auto Components — 0.0%** | **Auto Components — 0.0%** |  |
|  Clarios Global LP, 2021 USD Term Loan B,<br>(1 mo. LIBOR + 3.25%),<br>6.37%, 04/30/26 |  | 69 | 65083 |
| **Banks — 0.1%** | **Banks — 0.1%** | **Banks — 0.1%** |  |
|  Directv Financing LLC, Term Loan, (1 mo. LIBOR + 5.00%, 0.75% Floor), 8.12%, 08/02/27 |  | 645 | 599585 |
| **Beverages — 0.0%** | **Beverages — 0.0%** | **Beverages — 0.0%** |  |
|  Naked Juice LLC, 2nd Lien Term Loan, (3 mo. SOFR + 6.00%, 0.50% Floor), 9.65%, 01/24/30 |  | 20 | 18100 |
| **Capital Markets — 0.1%** | **Capital Markets — 0.1%** | **Capital Markets — 0.1%** |  |
|  AqGen Ascensus, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 6.50%, 0.50% Floor), 8.81%, 08/02/29 |  | 122 | 109132 |
|  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 |  | 104 | 98176 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 6.75%, 0.75% Floor), 9.87%, 04/07/28<sup>(c)</sup> |  | 145 | 139925 |
|  |  |  | 347233 |
| **Chemicals — 0.1%** | **Chemicals — 0.1%** | **Chemicals — 0.1%** |  |
|  Ascend Performance Materials Operations LLC, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B, (6 mo. SOFR CME + 4.75%, 0.75% Floor),<br>8.83%, 08/27/26 |  | 249 | 243674 |
|  Discovery Purchaser Corp., 0.00%, 10/04/29<sup>(m)</sup> |  | 362 | 330325 |
|  New Arclin U.S. Holding Corp., 2021 Term Loan , (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 09/30/28 |  | 110 | 101378 |
|  W.R. Grace Holdings LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.75%, 0.50% Floor), 7.44%, 09/22/28 |  | 212 | 197397 |
|  |  |  | 872774 |
| **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** | **Commercial Services & Supplies — 0.1%** |  |
|  Propulsion BC Finco SARL, Term Loan, (3 mo. SOFR + 4.00%, 0.50% Floor), 6.28%, 09/14/29<sup>(c)</sup> |  | 138 | 130755 |
|  Verscend Holding Corp., 2021 Term Loan B,<br>(1 mo. LIBOR + 4.00%), 7.12%, 08/27/25 |  | 630 | 609440 |
|  |  |  | 740195 |
| **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** | **Communications Equipment — 0.0%** |  |
|  ViaSat, Inc., Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.65%, 03/02/29 |  | 223 | 196690 |
| **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** | **Construction & Engineering — 0.2%** |  |
|  Brand Energy & Infrastructure Services, Inc., |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 Term Loan, (3 mo. LIBOR + 4.25%, 1.00% Floor),<br> 6.95%, 06/21/24 |  | 1334 | 1157351 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Construction Materials — 0.0%** | **Construction Materials — 0.0%** | **Construction Materials — 0.0%** |  |
|  BCPE Empire Holdings, Inc., 2022 Incremental Term Loan, (1 mo. SOFR CME + 4.62%, 0.50% Floor), 7.76%, 06/11/26 | USD | 27 | $25589 |
| **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** | **Containers & Packaging — 0.1%** |  |
|  BWAY Holding Co., 2017 Term Loan B, (1 mo. LIBOR + 3.25%),<br>5.81%, 04/03/24 |  | 205 | 190724 |
|  Clydesdale Acquisition Holdings, Inc., Term Loan B, (1 mo. SOFR CME + 4.17%, 0.50% Floor), 7.31%, 04/13/29 |  | 112 | 105219 |
|  |  |  | 295943 |
| **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** | **Diversified Consumer Services — 0.1%** |  |
|  Amentum Government Services Holdings LLC, Term Loan B, (1 mo. LIBOR + 4.00%), 7.80%, 01/29/27 |  | 41 | 39071 |
|  Ascend Learning LLC, 2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor), 8.87%, 12/10/29 |  | 83 | 71847 |
|  Sotheby's, 2021 Term Loan B, (3 mo. LIBOR + 4.50%, 0.50% Floor), 7.01%, 01/15/27 |  | 113 | 108587 |
|  TruGreen LP, 2020 2nd Lien Term Loan, (1 mo. LIBOR + 8.50%, 0.75% Floor), 11.62%, 11/02/28<sup>(c)</sup> |  | 106 | 93280 |
|  |  |  | 312785 |
| **Diversified Financial Services — 0.2%** | **Diversified Financial Services — 0.2%** | **Diversified Financial Services — 0.2%** |  |
|  Advisor Group, Inc., 2021 Term Loan, (1 mo. LIBOR + 4.50%),<br>7.62%, 07/31/26 |  | — <sup>(n)</sup> | 32 |
|  Delta TopCo, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 6.83%, 12/01/27 |  | 114 | 103085 |
|  EP Purchaser LLC, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 11/06/28 |  | 101 | 98867 |
|  Gainwell Acquisition Corp., Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.67%, 10/01/27 |  | 332 | 315337 |
|  I-Logic Technologies Bidco Ltd., 2021 USD Term Loan B, (3 mo. SOFR CME + 4.00%, 0.50% Floor), 7.70%, 02/16/28 |  | 66 | 62787 |
|  KKR Apple Bidco LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (1 mo. LIBOR + 5.75%, 0.50% Floor),<br>8.87%, 09/21/29 |  | 18 | 17160 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (1 mo. LIBOR + 2.75%, 0.50% Floor), 5.87%, 09/23/28 |  | 66 | 62643 |
|  Radiate Holdco LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 09/25/26 |  | 39 | 35722 |
|  Veritas U.S., Inc., 2021 USD Term Loan B, (3 mo. LIBOR + 5.00%, 1.00% Floor), 8.67%, 09/01/25 |  | 185 | 146244 |
|  White Cap Buyer LLC, Term Loan B, (1 mo. SOFR CME + 3.75%),<br>6.78%, 10/19/27 |  | 300 | 280034 |
|  |  |  | 1121911 |
| **Diversified Telecommunication Services — 0.0%** | **Diversified Telecommunication Services — 0.0%** | **Diversified Telecommunication Services — 0.0%** |  |
|  Frontier Communications Corp., 2021 DIP Term Loan B, (3 mo. LIBOR + 3.75%, 0.75% Floor), 7.44%, 05/01/28 |  | 195 | 180890 |
| **Food Products — 0.0%** | **Food Products — 0.0%** | **Food Products — 0.0%** |  |
|  Chobani LLC, 2020 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 6.62%, 10/25/27 |  | 33 | 29898 |
| **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** | **Gas Utilities — 0.0%** |  |
|  Freeport LNG Investments LLLP, Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 6.21%, 12/21/28 |  | 172 | 158563 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** | **Health Care Providers & Services — 0.1%** |  |
|  Da Vinci Purchaser Corp., 2019 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 7.46%, 01/08/27 | USD | 118 | $111267 |
|  Envision Healthcare Corp. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 1st Out Term Loan, (3 mo. SOFR CME + 7.87%, 1.00% Floor), 10.53%, 03/31/27 |  | 40 | 38122 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 2nd Out Term Loan, (3 mo. SOFR CME + 4.25%, 1.00% Floor), 6.83%, 03/31/27 |  | 266 | 115572 |
|  Quorum Health Corp., 2020 Term Loan, (3 mo. LIBOR + 8.25%, 1.00% Floor), 10.60%, 04/29/25 |  | 116 | 77442 |
|  RegionalCare Hospital Partners Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 11/16/25 |  | 76 | 70943 |
|  |  |  | 413346 |
| **Health Care Technology — 0.2%** | **Health Care Technology — 0.2%** | **Health Care Technology — 0.2%** |  |
|  Athenahealth, Inc., 2022 Term Loan B, (1 mo. SOFR CME + 3.50%, 0.50% Floor), 6.58%, 02/15/29 |  | 913 | 816564 |
|  Polaris Newco LLC, USD Term Loan B, (1 mo. LIBOR + 4.00%, 0.50% Floor), 7.67%, 06/02/28 |  | 120 | 110231 |
|  |  |  | 926795 |
| **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** | **Hotels, Restaurants & Leisure — 0.0%** |  |
|  Fertitta Entertainment LLC, 2022 Term Loan B, (1 mo. SOFR + 4.00%, 0.50% Floor), 7.03%, 01/27/29 |  | 170 | 157670 |
|  Great Canadian Gaming Corp., 2021 Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.60%, 11/01/26 |  | 38 | 36195 |
|  IRB Holding Corp., 2022 Term Loan B, (1 mo. SOFR + 3.00%, 0.75% Floor), 5.70%, 12/15/27 |  | — <sup>(n)</sup> | 281 |
|  |  |  | 194146 |
| **Household Durables — 0.1%** | **Household Durables — 0.1%** | **Household Durables — 0.1%** |  |
|  Hunter Douglas Inc., USD Term Loan B1, (3 mo. SOFR CME + 3.50%), 6.34%, 02/26/29 |  | 147 | 120019 |
|  Springs Windows Fashions LLC, 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.60%, 10/06/28 |  | 283 | 220621 |
|  |  |  | 340640 |
| **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** | **Industrial Conglomerates — 0.0%** |  |
|  AVSC Holding Corp., 2018 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 10.06%, 09/01/25 |  | 156 | 126018 |
|  Sequa Mezzanine Holdings LLC, 2020 Extended Term Loan, (3 mo. LIBOR + 6.75%, 1.00% Floor), 9.76%, 11/28/23 |  | 57 | 56338 |
|  |  |  | 182356 |
| **Insurance — 0.1%** | **Insurance — 0.1%** | **Insurance — 0.1%** |  |
|  Alliant Holdings Intermediate LLC, 2021 Term Loan B4, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.49%, 11/06/27 |  | 94 | 88731 |
|  Sedgwick Claims Management Services, Inc.<br>2018 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 12/31/25 |  | 92 | 86718 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2019 Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 09/03/26 |  | 139 | 132818 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan B3, (1 mo. LIBOR + 4.25%, 1.00% Floor),<br>7.37%, 09/03/26 |  | 51 | 49402 |
|  |  |  | 357669 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** | **Interactive Media & Services — 0.0%** |  |
|  Grab Holdings, Inc., Term Loan B, (1 mo. LIBOR + 4.50%, 1.00% Floor), 7.62%, 01/29/26 | USD | 79 | $73849 |
| **IT Services — 0.1%** | **IT Services — 0.1%** | **IT Services — 0.1%** |  |
|  Boxer Parent Co., Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 5.50%, 0.50% Floor), 8.62%, 02/27/26 |  | 279 | 258075 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD Term Loan, (1 mo. LIBOR + 3.75%), 6.87%, 10/02/25 |  | 45 | 42981 |
|  Greeneden U.S. Holdings II LLC, 2020 USD Term Loan B4, (1 mo. LIBOR + 4.00%, 0.75% Floor), 7.12%, 12/01/27 |  | 233 | 221395 |
|  PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 02/12/27<sup>(c)</sup> |  | 110 | 94797 |
|  |  |  | 617248 |
| **Leisure Products — 0.0%** | **Leisure Products — 0.0%** | **Leisure Products — 0.0%** |  |
|  Peloton Interactive, Inc., Term Loan, (6 mo. SOFR CME + 6.50%, 0.50% Floor), 8.35%, 05/25/27 |  | 71 | 68963 |
| **Machinery — 0.2%** | **Machinery — 0.2%** | **Machinery — 0.2%** |  |
|  MHI Holdings LLC, Term Loan B, (1 mo. LIBOR + 5.00%), 8.12%, 09/21/26 |  | 228 | 223179 |
|  SPX Flow, Inc., 2022 Term Loan, (1 mo. SOFR CME + 4.50%, 0.50% Floor), 7.63%, 04/05/29 |  | 212 | 195570 |
|  Titan Acquisition Ltd., 2018 Term Loan B, (6 mo. LIBOR + 3.00%),<br>5.88%, 03/28/25 |  | 575 | 513921 |
|  |  |  | 932670 |
| **Media — 0.3%** | **Media — 0.3%** | **Media — 0.3%** |  |
|  Altice Financing SA, 2017 USD Term Loan B,<br>(3 mo. LIBOR + 2.75%),<br>5.26%, 07/15/25 |  | 23 | 21428 |
|  Altice France SA, 2018 Term Loan B13, (3 mo. LIBOR + 4.00%),<br>6.91%, 08/14/26<sup>(c)</sup> |  | 94 | 85024 |
|  Clear Channel Outdoor Holdings, Inc., Term Loan B, (3 mo. LIBOR + 3.50%), 6.31%, 08/21/26 |  | 589 | 524278 |
|  Intelsat Jackson Holdings SA, 2021 Exit Term Loan B, (6 mo. SOFR + 4.50%, 0.50% Floor), 7.44%, 02/01/29 |  | 225 | 210927 |
|  MH Sub I LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 6.62%, 09/13/24 |  | 89 | 85113 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Incremental Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor),<br>6.87%, 09/13/24 |  | 206 | 195260 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (1 mo. SOFR CME + 6.25%), 9.28%, 02/23/29 |  | 35 | 32696 |
|  Zayo Group Holdings, Inc., USD Term Loan,<br>(1 mo. LIBOR + 3.00%),<br>6.12%, 03/09/27 |  | 387 | 321897 |
|  |  |  | 1476623 |
| **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** | **Metals & Mining — 0.0%** |  |
|  Grinding Media, Inc., 2021 Term Loan B, (3 mo. LIBOR + 4.00%, 0.75% Floor), 7.51%, 10/12/28<sup>(c)</sup> |  | 63 | 56386 |
| **Oil, Gas & Consumable Fuels — 0.3%** | **Oil, Gas & Consumable Fuels — 0.3%** | **Oil, Gas & Consumable Fuels — 0.3%** |  |
|  Ascent Resources Utica Holdings LLC, 2020 Fixed 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%, 1.00% Floor), 11.46%, 11/01/25 |  | 1541 | 1615717 |

---

19.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |  |
|  Lealand Finance Co. BV, 2020 Make Whole Term Loan, (1 mo. LIBOR + 3.00%), 6.12%, 06/28/24 | USD | 9 | $5013 |
|  M6 ETX Holdings II Midco LLC, Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 7.99%, 09/19/29 |  | 118 | 115640 |
|  |  |  | 1736370 |
| **Professional Services — 0.1%** | **Professional Services — 0.1%** | **Professional Services — 0.1%** |  |
|  Dun & Bradstreet Corp., Term Loan,<br>(1 mo. LIBOR + 3.25%), 6.33%, 02/06/26 |  | 110 | 106243 |
|  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 |  | 40 | 36861 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2022 USD Term Loan, (3 mo. SOFR CME + 4.25%, 0.50% Floor), 7.90%, 07/06/29 |  | 85 | 79866 |
|  Galaxy U.S. Opco, Inc., Term Loan,<br>(1 mo. SOFR CME + 4.75%, 0.50% Floor), 7.78%, 04/29/29<sup>(c)</sup> |  | 140 | 131250 |
|  |  |  | 354220 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |  |
|  Chamberlain Group, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.50% Floor), 6.62%, 11/03/28 |  | 248 | 224863 |
| **Software — 0.8%** | **Software — 0.8%** | **Software — 0.8%** |  |
|  Central Parent, Inc., 2022 USD Term Loan B, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 6.61%, 07/06/29 |  | 119 | 114416 |
|  Cloudera, Inc.<sup>(c)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Second Lien Term Loan, (1 mo. LIBOR + 6.00%, 0.50% Floor), 9.12%, 10/08/29 |  | 234 | 196258 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (1 mo. LIBOR + 3.75%, 0.50% Floor), 6.87%, 10/08/28 |  | 228 | 199539 |
|  Digicel International Finance Ltd., 2017 Term Loan B, (1 mo. LIBOR + 3.25%), 6.37%, 05/28/24 |  | 374 | 332780 |
|  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 |  | 62 | 60264 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2020 Term Loan, (1 mo. LIBOR + 3.25%, 0.75% Floor), 6.37%, 07/30/27 |  | 90 | 83946 |
|  Helios Software Holdings, Inc., 2021 USD Term Loan B, (3 mo. SOFR CME + 3.75%), 7.45%, 03/11/28 |  | 80 | 75801 |
|  Magenta Buyer LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 1st Lien Term Loan, (1 mo. LIBOR + 4.75%, 0.75% Floor), 7.87%, 07/27/28 |  | 567 | 510541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 USD 2nd Lien Term Loan, (1 mo. LIBOR + 8.25%, 0.75% Floor), 11.37%, 07/27/29 |  | 280 | 256432 |
|  McAfee LLC, 2022 USD Term Loan B, (1 mo. SOFR CME + 3.75%), 6.36%, 03/01/29 |  | 475 | 432218 |
|  Planview Parent, Inc., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 0.75% Floor), 10.92%, 12/18/28<sup>(c)</sup> |  | 103 | 97850 |
|  Proofpoint, Inc. |  |  |  |
|  1st Lien Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.32%, 08/31/28 |  | 19 | 17958 |
|  2nd Lien Term Loan, (3 mo. LIBOR + 6.25%, 0.50% Floor), 9.32%, 08/31/29 |  | 250 | 239496 |
|  RealPage, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 3.00%, 0.50% Floor), 6.12%, 04/24/28 |  | 218 | 203704 |
|  Renaissance Holding Corp., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 6.37%, 05/30/25 |  | 10 | 8909 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Software (continued)** |  |  |  |
|  Sabre Global, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B1, (1 mo. LIBOR + 3.50%, 0.50% Floor),<br>6.62%, 12/17/27 | USD | 67 | $60142 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan B2, (1 mo. LIBOR + 3.50%, 0.50% Floor),<br>6.62%, 12/17/27 |  | 107 | 95871 |
|  Sophia LP, 2021 Term Loan B, (3 mo. LIBOR + 3.50%, 0.50% Floor), 7.17%, 10/07/27 |  | 489 | 469624 |
|  Sovos Compliance LLC, 2021 Term Loan, (1 mo. LIBOR + 4.50%, 0.50% Floor), 7.62%, 08/11/28 |  | 118 | 112004 |
|  Tempo Acquisition LLC, 2022 Term Loan B, (1 mo. SOFR CME + 3.00%), 6.03%, 08/31/28 |  | — <sup>(n)</sup> | 1 |
|  Tibco Software, Inc., 2022 USD Term Loan, (3 mo. SOFR CME + 4.50%, 0.50% Floor), 8.02%, 03/20/29<sup>(m)</sup> |  | 439 | 393375 |
|  Ultimate Software Group, Inc. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 2nd Lien Term Loan, (3 mo. LIBOR + 5.25%, 0.50% Floor),<br> 7.54%, 05/03/27 |  | 295 | 277247 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor),<br>5.54%, 05/04/26 |  | 187 | 177309 |
|  Term Loan B, (1 mo. LIBOR + 3.75%), 6.87%, 05/04/26 |  | 144 | 137249 |
|  |  |  | 4552934 |
| **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** | **Specialty Retail — 0.0%** |  |
|  Staples, Inc., 7 Year Term Loan, (3 mo. LIBOR + 5.00%),<br>7.78%, 04/16/26 |  | 49 | 42731 |
| **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** | **Textiles, Apparel & Luxury Goods — 0.1%** |  |
|  Crocs, Inc., Term Loan B, (3 mo. SOFR + 3.50%, 0.50% Floor),<br>7.20%, 02/17/29 |  | 560 | 525841 |
| **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** | **Trading Companies & Distributors — 0.0%** |  |
|  Foundation Building Materials Holding Co. LLC, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2021 Term Loan, (3 mo. LIBOR + 3.25%, 0.50% Floor), 6.06%, 01/31/28 |  | 68 | 61252 |
|  SRS Distribution, Inc., 2022 Incremental Term Loan, (3 mo. SOFR CME + 3.50%), 6.18%, 06/02/28 |  | 176 | 161508 |
|  |  |  | 222760 |
| **Transportation — 0.0%** | **Transportation — 0.0%** | **Transportation — 0.0%** |  |
|  Brown Group Holding, LLC, 2022 Term Loan B2, (1 mo. SOFR CME + 3.75%, 0.50% Floor), 6.78%, 07/02/29 |  | 175 | 169239 |
|  **Total Floating Rate Loan Interests — 3.8%<br>(Cost: $23,783,298)** | **Total Floating Rate Loan Interests — 3.8%<br>(Cost: $23,783,298)** | **Total Floating Rate Loan Interests — 3.8%<br>(Cost: $23,783,298)** | 22166240 |
|  **Foreign Agency Obligations** |  |  |  |
| **Bahrain — 0.1%** | **Bahrain — 0.1%** | **Bahrain — 0.1%** |  |
|  Bahrain Government International Bond<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 09/20/29 |  | 200 | 185225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.45%, 09/16/32 |  | 200 | 159000 |
|  |  |  | 344225 |
| **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** |  |
|  CDP Financial, Inc., 5.60%, 11/25/39<sup>(b)(e)</sup> |  | 5890 | 6329873 |
| **Chile — 0.0%** | **Chile — 0.0%** | **Chile — 0.0%** |  |
|  Chile Government International Bond, 4.34%, 03/07/42. |  | 200 | 158700 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |  |
|  Colombia Government International Bond 4.50%, 01/28/26 |  | 300 | 274650 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **Colombia (continued)** | **Colombia (continued)** | **Colombia (continued)** | **Colombia (continued)** |
|  Colombia Government International Bond (continued) | Colombia Government International Bond (continued) | Colombia Government International Bond (continued) |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 04/25/27 | USD | 200 | $169475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 04/15/31 |  | 400 | 277575 |
|  |  |  | 721700 |
| **Dominican Republic — 0.1%** |  |  |  |
|  Dominican Republic International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.95%, 01/25/27<sup>(d)</sup> |  | 228 | 211441 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 02/22/29<sup>(b)</sup> |  | 160 | 137030 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 01/30/30<sup>(b)</sup> |  | 226 | 177241 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 09/23/32<sup>(b)</sup> |  | 150 | 111919 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 06/05/49<sup>(d)</sup> |  | 150 | 107278 |
|  |  |  | 744909 |
| **Egypt — 0.0%** |  |  |  |
|  Egypt Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.50%, 02/16/61<sup>(b)</sup> |  | 219 | 112238 |
| **Guatemala — 0.1%** |  |  |  |
|  Guatemala Government Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 05/03/26<sup>(d)</sup> |  | 200 | 188412 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 08/10/29<sup>(b)</sup> |  | 200 | 179600 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 04/24/32<sup>(b)</sup> |  | 200 | 174413 |
|  |  |  | 542425 |
| **Hungary — 0.1%** |  |  |  |
|  Hungary Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 03/25/24 |  | 176 | 172788 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 06/16/29<sup>(b)</sup> |  | 200 | 180350 |
|  |  |  | 353138 |
| **Indonesia — 0.1%** |  |  |  |
|  Indonesia Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.10%, 04/24/28 |  | 500 | 467437 |
|  Perusahaan Penerbit SBSN Indonesia III, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.40%, 06/06/27<sup>(b)</sup> |  | 200 | 192000 |
|  |  |  | 659437 |
| **Italy — 0.5%** |  |  |  |
|  Republic of Italy Government International Bond, 5.38%, 06/15/33 |  | 2925 | 2737027 |
| **Ivory Coast — 0.1%** |  |  |  |
|  Ivory Coast Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.38%, 03/03/28<sup>(d)</sup> |  | 400 | 354700 |
| **Mexico — 0.1%** |  |  |  |
|  Mexico Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 |  | 400 | 367400 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 |  | 269 | 206323 |
|  |  |  | 573723 |
| **Mongolia — 0.0%** |  |  |  |
|  Mongolia Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 04/07/26<sup>(d)</sup> |  | 250 | 193777 |
| **Morocco — 0.0%** |  |  |  |
|  Morocco Government International Bond<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.38%, 12/15/27 |  | 200 | 163662 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 12/15/32 |  | 221 | 154051 |
|  |  |  | 317713 |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Nigeria — 0.0%** |  |  |  |
|  Nigeria Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.88%, 02/16/32<sup>(d)</sup> | USD | 200 | $127000 |
| **Oman — 0.1%** |  |  |  |
|  Oman Government International Bond<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 03/08/47 |  | 228 | 176985 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.75%, 01/17/48 |  | 200 | 159250 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.00%, 01/25/51 |  | 200 | 164000 |
|  |  |  | 500235 |
| **Pakistan — 0.0%** |  |  |  |
|  Pakistan Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 04/08/26<sup>(d)</sup> |  | 200 | 76022 |
| **Panama — 0.1%** |  |  |  |
|  Panama Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 |  | 400 | 362450 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 |  | 453 | 367723 |
|  |  |  | 730173 |
| **Paraguay — 0.1%** |  |  |  |
|  Paraguay Government International Bond<sup>(b)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 04/28/31 |  | 200 | 177537 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 03/30/50 |  | 200 | 146913 |
|  |  |  | 324450 |
| **Peru — 0.1%** |  |  |  |
|  Corp. Financiera de Desarrollo SA, 4.75%, 07/15/25<sup>(d)</sup>  |  | 200 | 192412 |
|  Peruvian Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 |  | 126 | 99761 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 |  | 358 | 250667 |
|  |  |  | 542840 |
| **Qatar — 0.0%** |  |  |  |
|  Qatar Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 03/14/29<sup>(b)</sup> |  | 240 | 230100 |
| **Romania — 0.1%** |  |  |  |
|  Romanian Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.25%, 11/25/27<sup>(b)</sup> |  | 204 | 184620 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 03/11/29<sup>(d)</sup> | EUR | 212 | 158724 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/08/30<sup>(d)</sup> |  | 222 | 155332 |
|  |  |  | 498676 |
| **Saudi Arabia — 0.1%** |  |  |  |
|  Saudi Government International Bond<sup>(d)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 04/17/30 | USD | 278 | 270702 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.25%, 02/02/33 |  | 222 | 174270 |
|  |  |  | 444972 |
| **South Africa — 0.1%** |  |  |  |
|  Republic of South Africa Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 09/30/29 |  | 200 | 164475 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.88%, 04/20/32 |  | 200 | 165000 |
|  |  |  | 329475 |
| **Sri Lanka — 0.0%** |  |  |  |
|  Sri Lanka Government International Bond<sup>(d)(k)(l)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.85%, 03/14/24 |  | 432 | 105381 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.85%, 03/14/29 |  | 200 | 48538 |
|  |  |  | 153919 |

---

21.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
| **Ukraine — 0.0%** |  |  |  |
|  Ukraine Government International Bond<sup>(k)(l)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.75%, 09/01/27<sup>(d)</sup> | USD | 385 | $77000 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.25%, 03/15/35<sup>(b)</sup> |  | 200 | 36500 |
|  |  |  | 113500 |
| **Uruguay — 0.0%** |  |  |  |
|  Uruguay Government International Bond, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 |  | 90 | 88583 |
|  **Total Foreign Agency Obligations — 3.1%<br>(Cost: $20,765,274)** |  |  | 18303530 |
|  **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** | **Municipal Bonds** |
|  **California — 0.9%** |  |  |  |
|  East Bay Municipal Utility District Water System<br>Revenue, RB, BAB, 5.87%, 06/01/40 |  | 1900 | 2066651 |
|  State of California, GO, BAB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 |  | 280 | 344443 |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.63%, 03/01/40 |  | 1720 | 2117052 |
|  University of California, RB, BAB, 5.95%, 05/15/45 |  | 885 | 937758 |
|  |  |  | 5465904 |
| **Georgia — 0.3%** |  |  |  |
|  Municipal Electric Authority of Georgia, Refunding RB, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.06%, 04/01/57 |  | 1929 | 1914235 |
| **Illinois — 0.3%** |  |  |  |
|  State of Illinois, GO, 5.10%, 06/01/33 |  | 2000 | 1901160 |
| **Indiana — 0.5%** |  |  |  |
|  Indianapolis Local Public Improvement Bond Bank, RB,<br>BAB, Series B-2, 6.12%, 01/15/40 |  | 2535 | 2652918 |
| **New Jersey — 0.1%** |  |  |  |
|  State of New Jersey, GO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.00%, 06/01/30 |  | 250 | 253623 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.00%, 06/01/31 |  | 190 | 192280 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series A, 4.00%, 06/01/32 |  | 180 | 180436 |
|  |  |  | 626339 |
| **New York — 1.4%** |  |  |  |
|  Metropolitan Transportation Authority, RB, BAB, |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 7.34%, 11/15/39 |  | 1295 | 1561498 |
|  New York City Industrial Development Agency,<br>Refunding RB (AGM), 3.19%, 03/01/40 |  | 165 | 120176 |
|  Class A, (AGM), 3.00%, 01/01/46 |  | 50 | 34876 |
|  New York City Municipal Water Finance Authority, Refunding RB, 5.72%, 06/15/42 |  | 1390 | 1478192 |
|  New York City Transitional Finance Authority Future<br>Tax Secured Revenue, RB, Series E-1, 4.00%, 02/01/41 . |  | 1000 | 908287 |
|  New York State Dormitory Authority, RB, BAB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series D, 5.60%, 03/15/40 |  | 1900 | 1970467 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **New York (continued)** |  |  |  |  |
|  New York State Dormitory Authority, RB,<br>BAB (continued) Series F, 5.63%, 03/15/39 | USD | 1100 | $| 1138525 |
|  Port Authority of New York & New Jersey, RB, 159th Series, 6.04%, 12/01/29 |  | 780 |  | 819748 |
|  |  |  |  | 8031769 |
|  **Total Municipal Bonds — 3.5%<br>(Cost: $20,693,286)** |  |  |  | 20592325 |
|  **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** | **Non-Agency Mortgage-Backed Securities** |
| **Collateralized Mortgage Obligations — 6.5%** | **Collateralized Mortgage Obligations — 6.5%** | **Collateralized Mortgage Obligations — 6.5%** | **Collateralized Mortgage Obligations — 6.5%** | **Collateralized Mortgage Obligations — 6.5%** |
|  Alternative Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2005-64CB, Class 1A15, 5.50%, 12/25/35 |  | 449 |  | 394194 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-OA21, Class A1,<br>(1 mo. LIBOR US + 0.19%), 3.18%, 03/20/47<sup>(a)</sup> |  | 402 |  | 318808 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2007-OA10, Class 2A1, (1 mo. LIBOR US + 0.50%), 3.58%, 09/25/47<sup>(a)</sup> |  | 4223 |  | 3365759 |
|  Banc of America Funding Trust, Series 2007-2,<br>Class 1A2, 6.00%, 03/25/37 |  | 234 |  | 190186 |
|  BRAVO Residential Funding Trust, Series 2021-NQM1, Class A1, 0.94%, 02/25/49<sup>(a)(b)</sup> |  | 941 |  | 864406 |
|  Chase Home Lending Mortgage Trust, Class A12, 6.50%, 04/25/49<sup>(a)(b)</sup> |  | 588 |  | 566760 |
|  COLT Mortgage Loan Trust<sup>(b)</sup><br>Class A1, 5.16%, 04/25/67<sup>(o)</sup> |  | 2422 |  | 2349910 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-2, Class M1, 5.25%, 03/25/65<sup>(a)</sup> |  | 3050 |  | 2760947 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-3, Class M1, 3.36%, 04/27/65<sup>(a)</sup> |  | 3820 |  | 3409504 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, 4.55%, 04/25/67<sup>(a)</sup> |  | 1717 |  | 1635772 |
|  Credit Suisse Mortgage Capital Certificates Trust, Class A1, 5.17%, 05/25/67<sup>(a)(b)</sup> |  | 2972 |  | 2881037 |
|  Deephaven Residential Mortgage Trust, Series 2022-2, Class A1, 4.30%, 03/25/67<sup>(a)(b)</sup> |  | 307 |  | 291305 |
|  Ellington Financial Mortgage Trust, Series 2020-1, Class M1, 5.24%, 05/25/65<sup>(a)(b)</sup> |  | 1500 |  | 1455233 |
|  GMACM Mortgage Loan Trust, Series 2005-AR3, Class 5A1, 3.18%, 06/19/35<sup>(a)</sup> |  | 109 |  | 99731 |
|  GS Mortgage-Backed Securities Corp. Trust, Series 2022-PJ2, Class A4, 2.50%, 06/25/52<sup>(a)(b)</sup> |  | 1126 |  | 894360 |
|  GS Mortgage-Backed Securities Trust<sup>(a)(b)</sup><br>2.50%, 11/25/51 |  | 971 |  | 770713 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2021-PJ7, Class A2, 2.50%, 01/25/52 |  | 2529 |  | 2008705 |
|  GSR Mortgage Loan Trust, Series 2007-4F, Class 3A1, 6.00%, 07/25/37 |  | 84 |  | 58959 |
|  Homeward Opportunities Fund Trust 2022-1, Class A1, 5.08%, 07/25/67<sup>(b)(o)</sup> |  | 1304 |  | 1265262 |
|  JP Morgan Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2006-S3, Class 1A12, 6.50%, 08/25/36 |  | 42 |  | 18095 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-INV3, Class A3B, 3.00%, 09/25/52<sup>(a)(b)</sup>  |  | 802 |  | 656674 |
|  Mello Mortgage Capital Acceptance, Series 2022-INV2, Class A3, 3.00%, 04/25/52<sup>(a)(b)</sup> |  | 831 |  | 685301 |
|  Merrill Lynch Mortgage Investors Trust, Series 2006- A3, Class 3A1, 2.77%, 05/25/36<sup>(a)</sup> |  | 161 |  | 123309 |
|  MFA Trust, Series 2021-NQM1, Class M1,<br>2.31%, 04/25/65<sup>(a)(b)</sup> |  | 2750 |  | 2483635 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
| **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** | **Collateralized Mortgage Obligations (continued)** |
|  OBX Trust, Series 2022-INC3, Class A1,<br>3.00%, 02/25/52<sup>(a)(b)</sup> | USD | 737 | $| 607612 |
|  RCKT Mortgage Trust, Series 2022-2, Class A1,<br>3.00%, 02/25/52<sup>(a)(b)</sup> |  | 1101 |  | 908184 |
|  SG Residential Mortgage Trust, Class A1, 5.35%, 09/25/67<sup>(b)(o)</sup> |  | 749 |  | 726569 |
|  STAR Trust, Series 2021-1, Class M1, 2.36%, 05/25/65<sup>(a)(b)</sup> |  | 2050 |  | 1899404 |
|  Starwood Mortgage Residential Trust, Series 2020-3, Class M1, 3.54%, 04/25/65<sup>(a)(b)</sup> |  | 2000 |  | 1894780 |
|  Verus Securitization Trust<sup>(b)(o)</sup><br>Class A1, 5.15%, 07/25/67 |  | 1814 |  | 1786426 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-3, Class A1, 4.13%, 02/25/67 |  | 916 |  | 839286 |
|  |  |  |  | 38210826 |
|  **Commercial Mortgage-Backed Securities<sup>(a)</sup> — 5.0%** | **Commercial Mortgage-Backed Securities<sup>(a)</sup> — 5.0%** | **Commercial Mortgage-Backed Securities<sup>(a)</sup> — 5.0%** |  |  |
|  BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.72%, 04/14/33<sup>(b)</sup> |  | 4170 |  | 3791959 |
|  Bayview Commercial Asset Trust, Series 2007-2A, Class A1, (1 mo. LIBOR US + 0.27%), 3.35%, 07/25/37<sup>(b)</sup> |  | 737 |  | 645638 |
|  Citigroup Commercial Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2013-GC15, Class B, 5.34%, 09/10/46 |  | 7183 |  | 7077070 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2020-420K, Class D, 3.42%, 11/10/42<sup>(b)</sup> |  | 270 |  | 198363 |
|  COMM Mortgage Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-CR22, Class C, 4.21%, 03/10/48 |  | 5000 |  | 4609817 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC19, Class C, 4.36%, 02/10/48 |  | 3500 |  | 3249126 |
|  Commercial Mortgage Trust, Series 2013-CR11, Class B, 5.28%, 08/10/50 |  | 7000 |  | 6907183 |
|  Credit Suisse Mortgage Capital Certificates Trust, Series 2020-FACT, Class D, (1 mo. LIBOR US + 3.71%), 6.53%, 10/15/37<sup>(b)</sup> |  | 900 |  | 848874 |
|  Extended Stay America Trust, Series 2021-ESH, Class D, (1 mo. LIBOR US + 2.25%), 5.07%, 07/15/38<sup>(b)</sup> |  | 825 |  | 789783 |
|  Lehman Brothers Small Balance Commercial Mortgage Trust, Series 2006-1A, Class B,<br>(1 mo. LIBOR US + 1.00%), 4.08%, 04/25/31<sup>(b)</sup> |  | 1323 |  | 1301899 |
|  |  |  |  | 29419712 |
|  **Total Non-Agency Mortgage-Backed Securities —11.5%<br>(Cost: $72,521,424)** |  |  |  | 67630538 |
|  **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** | **Preferred Securities** |
| **Capital Trusts — 7.0%** | **Capital Trusts — 7.0%** | **Capital Trusts — 7.0%** | **Capital Trusts — 7.0%** | **Capital Trusts — 7.0%** |
|  **Automobiles — 0.0%** |  |  |  |  |
|  Volkswagen International Finance NV,<br>4.38%<sup>(a)(d)(h)</sup> | EUR | 100 |  | 76441 |
|  **Banks<sup>(a)(h)</sup> — 2.0%** |  |  |  |  |
|  Banco Mercantil del Norte SA, 6.75%<sup>(b)</sup> | USD | 200 |  | 185538 |
|  Bank of East Asia Ltd., 5.88%<sup>(d)</sup> |  | 250 |  | 226250 |
|  Credit Agricole SA, 4.75%<sup>(b)</sup> |  | 200 |  | 137812 |
|  Industrial & Commercial Bank of China Ltd., 3.20%<sup>(d)</sup> |  | 250 |  | 228750 |
|  ING Groep NV, 3.88% |  | 2000 |  | 1299700 |
|  Kasikornbank PCL, 5.28%<sup>(d)</sup> |  | 300 |  | 265087 |
|  Nordea Bank Abp, 6.13%<sup>(b)</sup> |  | 2960 |  | 2763090 |
|  PNC Financial Services Group, Inc., Series V, 6.20% |  | 205 |  | 193725 |
|  Rizal Commercial Banking Corp., 6.50%<sup>(d)</sup> |  | 200 |  | 183250 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* | *Value* |
|  **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
|  SVB Financial Group, Series C, 4.00% | USD | 2000 | $| 1518431 |
|  TMBThanachart Bank PCL, 4.90%<sup>(d)</sup> |  | 250 |  | 223094 |
|  U.S. Bancorp, 3.70% |  | 1900 |  | 1434215 |
|  Wells Fargo & Co., Series S, 5.90% |  | 3390 |  | 3084258 |
|  |  |  |  | 11743200 |
| **Capital Markets — 0.4%** | **Capital Markets — 0.4%** | **Capital Markets — 0.4%** | **Capital Markets — 0.4%** | **Capital Markets — 0.4%** |
|  Bank of New York Mellon Corp., Series I, 3.75%<sup>(a)(e)(h)</sup> . |  | 2845 |  | 2197762 |
|  **Diversified Financial Services<sup>(a)(h)</sup> — 3.7%** | **Diversified Financial Services<sup>(a)(h)</sup> — 3.7%** | **Diversified Financial Services<sup>(a)(h)</sup> — 3.7%** | **Diversified Financial Services<sup>(a)(h)</sup> — 3.7%** | **Diversified Financial Services<sup>(a)(h)</sup> — 3.7%** |
|  Bank of America Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series FF, 5.88%<sup>(e)</sup> |  | 3500 |  | 3001250 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series X, 6.25% |  | 1050 |  | 1014562 |
|  Barclays PLC, 4.38% |  | 310 |  | 191053 |
|  Credit Suisse Group AG, 6.38%<sup>(b)</sup> |  | 300 |  | 218250 |
|  HSBC Holdings PLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.50% |  | 1090 |  | 912239 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00% |  | 435 |  | 360398 |
|  JPMorgan Chase & Co. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series FF, 5.00% |  | 3027 |  | 2729597 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series HH, 4.60% |  | 165 |  | 143732 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series I, 6.28%<sup>(e)</sup> |  | 3581 |  | 3580948 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series V, 5.60% |  | 3640 |  | 3640000 |
|  Lloyds Banking Group PLC, 7.50% |  | 1750 |  | 1596875 |
|  NatWest Group PLC, 6.00% |  | 1575 |  | 1374187 |
|  Societe Generale SA, 7.88%<sup>(b)</sup> |  | 1000 |  | 958750 |
|  UBS Group AG, 3.88%<sup>(b)</sup> |  | 2000 |  | 1509700 |
|  Woori Bank, 4.25%<sup>(d)</sup> |  | 250 |  | 233563 |
|  |  |  |  | 21465104 |
|  **Electric Utilities<sup>(a)</sup> — 0.4%** | **Electric Utilities<sup>(a)</sup> — 0.4%** | **Electric Utilities<sup>(a)</sup> — 0.4%** | **Electric Utilities<sup>(a)</sup> — 0.4%** | **Electric Utilities<sup>(a)</sup> — 0.4%** |
|  Edison International, Series B, 5.00%<sup>(h)</sup> |  | 115 |  | 90850 |
|  NextEra Energy Capital Holdings, Inc., 5.65%, 05/01/79 |  | 2750 |  | 2398600 |
|  |  |  |  | 2489450 |
| **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>(a)(b)(h)</sup> |  | 162 |  | 141428 |
| **Insurance — 0.5%** | **Insurance — 0.5%** | **Insurance — 0.5%** | **Insurance — 0.5%** | **Insurance — 0.5%** |
|  Heungkuk Life Insurance Co. Ltd., 4.48%<sup>(a)(d)(h)</sup> | Heungkuk Life Insurance Co. Ltd., 4.48%<sup>(a)(d)(h)</sup> | 200 |  | 197538 |
|  MetLife, Inc., 6.40%, 12/15/66 |  | 2554 |  | 2462750 |
|  |  |  |  | 2660288 |
| **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** | **Real Estate Management & Development — 0.0%** |
|  Aroundtown SA, 3.38%<sup>(a)(d)(h)</sup> | EUR | 100 |  | 63703 |
| **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** | **Utilities — 0.0%** |
|  Electricite de France SA, 3.38%<sup>(a)(d)(h)</sup> |  | 200 |  | 132919 |
| **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, 3.10%, 01/03/79<sup>(a)(d)</sup> | Vodafone Group PLC, 3.10%, 01/03/79<sup>(a)(d)</sup> | 100 |  | 94085 |
|  |  |  |  | 41064380 |

---

23.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Shares* | *Value* |
|  **Preferred Stocks — 0.7%<sup>(a)(h)</sup>** | **Preferred Stocks — 0.7%<sup>(a)(h)</sup>** | **Preferred Stocks — 0.7%<sup>(a)(h)</sup>** | **Preferred Stocks — 0.7%<sup>(a)(h)</sup>** |
|  **Capital Markets — 0.7%** |  |  |  |
|  Goldman Sachs Group, Inc., Series J, 5.50% |  | 92000 | $2275160 |
|  Morgan Stanley, Series K, 5.85% |  | 66567 | 1612918 |
|  |  |  | 3888078 |
| **Thrifts & Mortgage Finance — 0.0%** | **Thrifts & Mortgage Finance — 0.0%** | **Thrifts & Mortgage Finance — 0.0%** | **Thrifts & Mortgage Finance — 0.0%** |
|  Fannie Mae, Series S |  | 10000 | 36800 |
|  |  |  | 3924878 |
| **Trust Preferred — 0.1%** | **Trust Preferred — 0.1%** | **Trust Preferred — 0.1%** | **Trust Preferred — 0.1%** |
| **Banks — 0.1%** | **Banks — 0.1%** | **Banks — 0.1%** | **Banks — 0.1%** |
|  Citigroup Capital XIII, 10/30/40<sup>(a)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29583 | 825366 |
|  |  |  | 825366 |
| **Total Preferred Securities — 7.8%** | **Total Preferred Securities — 7.8%** | **Total Preferred Securities — 7.8%** | **Total Preferred Securities — 7.8%** |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $52,841,015)** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45814624 |
|  |  | *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 — 1.0%** | **Agency Obligations — 1.0%** | **Agency Obligations — 1.0%** | **Agency Obligations — 1.0%** |
|  Fannie Mae, 5.63%, 07/15/37<sup>(e)</sup> | USD | 1600 | 1804994 |
|  Resolution Funding Corp. Principal Strip, 0.00%, 04/15/30<sup>(g)</sup> |  | 6055 | 4380601 |
|  |  |  | 6185595 |
|  **Collateralized Mortgage Obligations<sup>(e)</sup> — 5.0%** | **Collateralized Mortgage Obligations<sup>(e)</sup> — 5.0%** | **Collateralized Mortgage Obligations<sup>(e)</sup> — 5.0%** | **Collateralized Mortgage Obligations<sup>(e)</sup> — 5.0%** |
|  Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2015-47, Class GL, 3.50%, 07/25/45 |  | 1636 | 1422553 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2022-25, Class KL, 4.00%, 05/25/52 |  | 14500 | 13167868 |
|  Freddie Mac REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4350, Class DY, 4.00%, 06/15/44 |  | 1899 | 1807041 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4398, Class ZX, 4.00%, 09/15/54 |  | 10563 | 9693144 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 4549, Class TZ, 4.00%, 11/15/45 |  | 3219 | 3025021 |
|  |  |  | 29115627 |
| **Interest Only Collateralized Mortgage Obligations — 0.1%** | **Interest Only Collateralized Mortgage Obligations — 0.1%** | **Interest Only Collateralized Mortgage Obligations — 0.1%** | **Interest Only Collateralized Mortgage Obligations — 0.1%** |
|  Fannie Mae REMICS |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1997-50, Class SI, (1 mo. LIBOR US + 9.20%), 1.20%, 04/25/23<sup>(a)</sup> |  | — <sup>(n)</sup> | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2012-47, Class NI, 4.50%, 04/25/42 |  | 964 | 204039 |
|  Ginnie Mae<sup>(a)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2009-116, Class KS, (1 mo. LIBOR US + 6.47%), 3.53%, 12/16/39 |  | 694 | 52782 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 2011-52, Class NS, (1 mo. LIBOR US + 6.67%), 3.73%, 04/16/41 |  | 5813 | 427822 |
|  |  |  | 684644 |
| **Mortgage-Backed Securities<sup>(e)</sup> — 17.2%** | **Mortgage-Backed Securities<sup>(e)</sup> — 17.2%** | **Mortgage-Backed Securities<sup>(e)</sup> — 17.2%** | **Mortgage-Backed Securities<sup>(e)</sup> — 17.2%** |
|  Fannie Mae Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 10/13/22 - 04/01/56 |  | 3252 | 3058855 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/55 |  | 3188 | 3126979 |
|  Freddie Mac Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 04/01/33 |  | 1892 | 1765192 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 03/01/47 |  | 638 | 625907 |
|  Ginnie Mae Mortgage-Backed Securities, 5.50%, 08/15/33 |  | 26 | 26427 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| *Security* |  | *Par*<br> *(000)* | *Value* | *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
|  Uniform Mortgage-Backed Securities | Uniform Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 - 09/01/37 | USD | 12945 | $| 13182318 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.50%, 09/01/34 - 04/01/52 |  | 14361 |  | 13221617 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5.50%, 06/01/38 |  | 299 |  | 308541 |
| &nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/01/38 |  | 239 |  | 250700 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 07/01/41 - 11/14/52<sup>(p)</sup> |  | 21063 |  | 20143230 |
| &nbsp;&nbsp;&nbsp;&nbsp; 4.00%, 12/01/41 - 10/13/52<sup>(p)</sup> |  | 36630 |  | 34188783 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 09/01/43 - 12/01/50 |  | 12025 |  | 10655749 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100554298 |
| **Principal Only Collateralized Mortgage Obligations<sup>(q)</sup> —0.0%** | **Principal Only Collateralized Mortgage Obligations<sup>(q)</sup> —0.0%** | **Principal Only Collateralized Mortgage Obligations<sup>(q)</sup> —0.0%** | **Principal Only Collateralized Mortgage Obligations<sup>(q)</sup> —0.0%** | **Principal Only Collateralized Mortgage Obligations<sup>(q)</sup> —0.0%** |
|  Fannie Mae Interest Strip |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 203, Class 1, 0.00%, 02/25/23 |  | — <sup>(n)</sup> |  | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 228, Class 1, 0.00%, 06/25/23 |  | — <sup>(n)</sup> |  | 37 |
|  Fannie Mae REMICS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1993-51, Class E, 0.00%, 02/25/23 |  | — <sup>(n)</sup> |  | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp; Series 1993-70, Class A, 0.00%, 05/25/23 |  | — <sup>(n)</sup> |  | 45 |
|  |  |  |  | 205 |
|  **Total U.S. Government Sponsored Agency Securities — 23.3%** | **Total U.S. Government Sponsored Agency Securities — 23.3%** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $145,543,922)** | &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $145,543,922)** |  |  | 136540369 |
|  **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** | **U.S. Treasury Obligations** |
|  U.S. Treasury Bonds<sup>(e)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 - 02/15/51 |  | 29800 |  | 19913687 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 |  | 61401 |  | 51288189 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 |  | 66500 |  | 50490644 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 |  | 2000 |  | 1599844 |
|  U.S. Treasury Notes<sup>(e)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.00%, 07/31/24 - 09/30/25 |  | 50400 |  | 49247531 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.75%, 08/31/25 |  | 14800 |  | 14191235 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 |  | 1000 |  | 938164 |
| &nbsp;&nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 |  | 3000 |  | 2850586 |
| &nbsp;&nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 |  | 19000 |  | 15384805 |
|  **Total U.S. Treasury Obligations — 35.2%** | **Total U.S. Treasury Obligations — 35.2%** | **Total U.S. Treasury Obligations — 35.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $245,419,778)** | &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $245,419,778)** |  |  | 205904685 |
|  **Total Long-Term Investments — 171.6%** | **Total Long-Term Investments — 171.6%** | **Total Long-Term Investments — 171.6%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $1,142,228,997)** | &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $1,142,228,997)** |  |  | 1005008276 |
|  |  | *Shares* |  |  |
|  **Short-Term Securities** |  |  |  |  |
| **Money Market Funds — 1.2%** |  |  |  |  |
|  BlackRock Liquidity Funds, T-Fund, Institutional Class, 2.79%<sup>(r)(s)</sup> |  | 6766589 |  | 6766589 |

---

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 Core Bond Trust (BHK)**<br> **(Percentages shown are based on Net Assets)** |

---

---

| | | | |
|:---|:---|:---|:---|
| *Security* |  | *Par<br>(000)* | *Value* |
|  **U.S. Treasury Obligations — 2.4%** | **U.S. Treasury Obligations — 2.4%** | **U.S. Treasury Obligations — 2.4%** | **U.S. Treasury Obligations — 2.4%** |
|  U.S. Treasury Notes, 2.75%, 04/30/23 - 08/31/23<sup>(e)</sup> | USD | 14500 | $14324355 |
|  **Total Short-Term Securities — 3.6%** | **Total Short-Term Securities — 3.6%** | **Total Short-Term Securities — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $21,291,571)** |  |  | 21090944 |
|  **Options Purchased — 0.0%** | **Options Purchased — 0.0%** | **Options Purchased — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $1,072)** |  |  | 806 |
|  **Total Investments Before TBA Sale Commitments and Options Written — 175.2%** | **Total Investments Before TBA Sale Commitments and Options Written — 175.2%** | **Total Investments Before TBA Sale Commitments and Options Written — 175.2%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $1,163,521,640)** |  |  | 1026100026 |
|  **TBA Sale Commitments** | **TBA Sale Commitments** | **TBA Sale Commitments** | **TBA Sale Commitments** |
|  **Mortgage-Backed Securities — (1.1)%** | **Mortgage-Backed Securities — (1.1)%** | **Mortgage-Backed Securities — (1.1)%** | **Mortgage-Backed Securities — (1.1)%** |
|  Uniform Mortgage-Backed Securities, 4.50%, 10/13/52<sup>(p)</sup> |  | (7000) | (6668047) |
|  **Total TBA Sale Commitments — (1.1)%<br>(Proceeds: $(6695336))** | **Total TBA Sale Commitments — (1.1)%<br>(Proceeds: $(6695336))** | **Total TBA Sale Commitments — (1.1)%<br>(Proceeds: $(6695336))** | (6668047) |
|  **Options Written — (0.0)%<br>(Premiums Received: $(871))** | **Options Written — (0.0)%<br>(Premiums Received: $(871))** | **Options Written — (0.0)%<br>(Premiums Received: $(871))** | (551) |
|  **Total Investments, Net of TBA Sale Commitments and Options Written — 174.1%** | **Total Investments, Net of TBA Sale Commitments and Options Written — 174.1%** | **Total Investments, Net of TBA Sale Commitments and Options Written — 174.1%** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; **(Cost: $1,156,825,433)** |  |  | 1019431428 |
|  **Liabilities in Excess of Other Assets — (74.1)%** | **Liabilities in Excess of Other Assets — (74.1)%** | **Liabilities in Excess of Other Assets — (74.1)%** | (433927279) |
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | **Net Assets — 100.0%** | $585504149 |

---

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

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

<sup>(e)</sup> All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

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

(g) Zero-coupon bond.

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

<sup>(i)</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>(j)</sup> When-issued security.

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

(l) Non-income producing security.

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

(n) Rounds to less than 1,000.

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

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

(r) Affiliate of the Trust.

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

For Trust compliance purposes, the Trust'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.

**Affiliates** 

Investments in issuers considered to be affiliate(s) of the Trust 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* | *Net<br>Realized<br>Gain (Loss)* | *Change in<br>Unrealized<br>Appreciation<br>(Depreciation)* | *Value at<br>09/30/22* | *Shares<br>Held at<br>09/30/22* | *Income* | *Capital Gain<br>Distributions<br>from<br>Underlying<br>Funds* |
|  BlackRock Liquidity Funds, T-Fund, Institutional Class | $25976159 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— $(19209570)<sup>(a)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $6766589 | 6766589 | $70791 | $— |

---

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

**Reverse Repurchase Agreements** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  *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 Collateral* | *Remaining Contractual Maturity of the Agreements<sup>(a)</sup>* |
|  Credit Agricole Corporate and Investment Bank | 3.07 %<sup>(b)</sup> | 07/25/22 | Open |  | $627413 |  | $629668 | U.S. Treasury Obligations | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.07 <sup>(b)</sup> | 07/25/22 | Open |  | 2636250 |  | 2645727 | U.S. Treasury Obligations | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.07 <sup>(b)</sup> | 07/25/22 | Open |  | 3245000 |  | 3256666 | U.S. Treasury Obligations | Open/Demand |

---

25.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br>|

---

**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 Collateral* | *Remaining Contractual Maturity of the Agreements<sup>(a)</sup>* |
|  Credit Agricole Corporate and Investment Bank | 3.07 %<sup>(b)</sup> | 07/25/22 | Open |  | $1943750 |  | $1950738 | U.S. Treasury Obligations | Open/Demand |
|  TD Securities (USA) LLC | 3.25 <sup>(b)</sup> | 07/26/22 | Open |  | 4128750 |  | 4144663 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.25 <sup>(b)</sup> | 07/26/22 | Open |  | 6663062 |  | 6688743 | Foreign Agency Obligations | Open/Demand |
|  TD Securities (USA) LLC | 3.25 <sup>(b)</sup> | 07/26/22 | Open |  | 1640000 |  | 1646321 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.19 <sup>(b)</sup> | 07/27/22 | Open |  | 3710000 |  | 3723717 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.25 <sup>(b)</sup> | 07/27/22 | Open |  | 4066200 |  | 4081674 | Corporate Bonds | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 2.75 <sup>(b)</sup> | 07/27/22 | Open |  | 105593 |  | 105899 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 07/27/22 | Open |  | 8527956 |  | 8560410 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 07/27/22 | Open |  | 1023500 |  | 1027395 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 07/27/22 | Open |  | 1682500 |  | 1688903 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 07/27/22 | Open |  | 3570000 |  | 3583586 | Corporate Bonds | Open/Demand |
|  Credit Agricole Corporate and Investment Bank | 3.25 <sup>(b)</sup> | 08/01/22 | Open |  | 535625 |  | 537857 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 08/01/22 | Open |  | 2364906 |  | 2374760 | Capital Trusts | Open/Demand |
|  TD Securities (USA) LLC | 3.24 <sup>(b)</sup> | 08/01/22 | Open |  | 1844594 |  | 1852249 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.24 <sup>(b)</sup> | 08/01/22 | Open |  | 1763125 |  | 1770442 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.24 <sup>(b)</sup> | 08/01/22 | Open |  | 3180844 |  | 3194044 | Corporate Bonds | Open/Demand |
|  TD Securities (USA) LLC | 3.24 <sup>(b)</sup> | 08/01/22 | Open |  | 1975687 |  | 1983887 | Corporate Bonds | Open/Demand |
|  BNP Paribas S.A | 3.07 <sup>(b)</sup> | 08/03/22 | Open |  | 2814000 |  | 2824609 | U.S. Treasury Obligations | Open/Demand |
|  BNP Paribas S.A | 3.07 <sup>(b)</sup> | 08/03/22 | Open |  | 14180000 |  | 14233459 | U.S. Treasury Obligations | Open/Demand |
|  BNP Paribas S.A | 3.07 <sup>(b)</sup> | 08/03/22 | Open |  | 22250000 |  | 22333882 | U.S. Treasury Obligations | Open/Demand |
|  BNP Paribas S.A | 3.07 <sup>(b)</sup> | 08/03/22 | Open |  | 59251000 |  | 59474376 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 3067500 |  | 3078966 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 2424000 |  | 2433060 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 18407000 |  | 18475801 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 1867500 |  | 1874480 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 14855500 |  | 14911027 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 36298650 |  | 36434326 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 11787750 |  | 11831810 | U.S. Treasury Obligations | Open/Demand |
|  Nomura Securities International, Inc. | 3.03 <sup>(b)</sup> | 08/03/22 | Open |  | 1013750 |  | 1017539 | U.S. Treasury Obligations | Open/Demand |
|  |  |  |  |  |  |  |  | U.S. Government Sponsored |  |
|  BNP Paribas S.A | 2.35 <sup>(b)</sup> | 08/05/22 | Open |  | 2020000 |  | 2027516 | Agency Securities | Open/Demand |
|  Barclays Capital, Inc. | (1.50)<sup>(b)</sup> | 08/09/22 | Open |  | 347476 |  | 346723 | Certificates of Deposit | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 2427687 |  | 2436117 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 3423750 |  | 3435638 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 2872500 |  | 2882474 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 2646000 |  | 2655187 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 2523687 |  | 2532450 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 3266625 |  | 3277967 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 08/11/22 | Open |  | 2564250 |  | 2573154 | Corporate Bonds | Open/Demand |
|  Barclays Capital, Inc. | (1.75)<sup>(b)</sup> | 08/15/22 | Open |  | 168175 |  | 167799 | Certificates of Deposit | Open/Demand |
|  Barclays Capital, Inc. | 3.25 <sup>(b)</sup> | 08/24/22 | Open |  | 602134 |  | 603681 | Corporate Bonds | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 08/25/22 | Open |  | 3696412 |  | 3705654 | Corporate Bonds | Open/Demand |
|  Nomura Securities International, Inc | 2.88 <sup>(b)</sup> | 08/25/22 | Open |  | 47820000 |  | 47878487 | U.S. Treasury Obligations | Open/Demand |
|  Barclays Capital, Inc. | 3.25 <sup>(b)</sup> | 09/02/22 | Open |  | 2996875 |  | 3002078 | Capital Trusts | Open/Demand |
|  HSBC Securities (USA), Inc. | 3.25 <sup>(b)</sup> | 09/07/22 | Open |  | 3259455 |  | 3264661 | Capital Trusts | Open/Demand |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 7146615 |  | 7156401 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 250014 |  | 250357 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 1938202 |  | 1940857 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 306790 |  | 307211 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 611987 |  | 612825 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 |  | 731323 |  | 732324 | U.S. Government Sponsored Agency Securities | Up to 30 Days |

---

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 Core Bond Trust (BHK)**<br>|

---

**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>* |
|  Bank of America N.A | 2.90% | 09/12/22 | 10/13/22 | $2444599 |  | $2447947 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 841497 |  | 842649 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 2080622 |  | 2083471 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  |  |  |  |  |  |  | U.S. Government Sponsored |  |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 629807 |  | 630669 | Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 614646 |  | 615487 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 4618884 |  | 4625209 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 772708 |  | 773766 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 2132001 |  | 2134920 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 3167711 |  | 3172049 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 6214320 |  | 6222830 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 2055765 |  | 2058580 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 3353376 |  | 3357968 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 1774894 |  | 1777325 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 2.90 | 09/12/22 | 10/13/22 | 26308 |  | 26344 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 2181520 |  | 2184517 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 924565 |  | 925836 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  HSBC Securities (USA), Inc. | 2.91 | 09/12/22 | 10/13/22 | 3160763 |  | 3165106 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Credit Suisse Securities (USA) LLC | 0.00 <sup>(b)</sup> | 09/12/22 | Open | 88879 |  | 88845 | Certificates of Deposit | Open/Demand |
|  J.P. Morgan Securities LLC | 3.05 | 09/13/22 | 10/13/22 | 9580301 |  | 9594099 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  J.P. Morgan Securities LLC | 3.05 | 09/13/22 | 10/13/22 | 2985462 |  | 2989762 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Royal Bank of Canada | 2.97 | 09/13/22 | 10/13/22 | 13757919 |  | 13777214 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Royal Bank of Canada | 2.97 | 09/13/22 | 10/13/22 | 1504246 |  | 1506356 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Royal Bank of Canada | 2.97 | 09/13/22 | 10/13/22 | 1807326 |  | 1809861 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 2272033 |  | 2274358 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 2422817 |  | 2425297 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 1553240 |  | 1554829 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 1349498 |  | 1350879 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 1545166 |  | 1546748 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Bank of America N.A | 3.07 | 09/16/22 | 10/14/22 | 3152160 |  | 3155386 | U.S. Government Sponsored Agency Securities | Up to 30 Days |
|  Barclays Capital, Inc. | (3.00)<sup>(b)</sup> | 09/19/22 | Open | 18883 |  | 18865 | Certificates of Deposit | Open/Demand |
|  Credit Suisse Securities (USA) LLC | 1.00 <sup>(b)</sup> | 09/19/22 | Open | 86250 |  | 86257 | Corporate Bonds | Open/Demand |
|  Bank of America N.A | 3.15 | 09/22/22 | 11/04/22 | 336890 |  | 337126 | Corporate Bonds | 31 - 90 Days |
|  Bank of America N.A | 3.15 | 09/22/22 | 11/04/22 | 78344 |  | 78399 | Corporate Bonds | 31 - 90 Days |
|  Bank of America N.A | 3.21 | 09/22/22 | 11/04/22 | 1648005 |  | 1649181 | Corporate Bonds | 31 - 90 Days |

---

27.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br>|

---

**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 Collateral* | *Remaining Contractual Maturity of the Agreements<sup>(a)</sup>* |
|  RBC Capital Markets LLC | 0.75 %<sup>(b)</sup> | 09/22/22 | Open |  | $47961 |  | $47969 | Corporate Bonds | Open/Demand |
|  J.P. Morgan Securities LLC | 3.25 | 09/23/22 | 11/04/22 |  | 197656 |  | 197745 | Corporate Bonds | 31 - 90 Days |
|  Credit Suisse Securities (USA) LLC | (2.25)<sup>(b)</sup> | 09/23/22 | Open |  | 55220 |  | 55203 | Certificates of Deposit | Open/Demand |
|  Bank of America N.A | 3.20 | 09/27/22 | 11/04/22 |  | 247196 |  | 247262 | Corporate Bonds | 31 - 90 Days |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 09/27/22 | Open |  | 2469156 |  | 2469825 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 09/29/22 | Open |  | 2990000 |  | 2990000 | Corporate Bonds | Open/Demand |
|  RBC Capital Markets LLC | 3.25 <sup>(b)</sup> | 09/29/22 | Open |  | 3691500 |  | 3691500 | Corporate Bonds | Open/Demand |
|  |  |  |  |  | $425951456 |  | $427147884 |  |  |

---

<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 | 483 | 12/20/22 | $57243 | $(3770826) |
| &nbsp;&nbsp;&nbsp;&nbsp; Ultra U.S. Treasury Bond | 283 | 12/20/22 | 38683 | (3163219) |
|  |  |  |  | (6934045) |
|  **Short Contracts** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year Japanese Government Treasury Bonds | 12 | 12/13/22 | 12296 | 21598 |
| &nbsp;&nbsp;&nbsp;&nbsp; 10-Year U.S. Treasury Note | 895 | 12/20/22 | 100296 | 3991873 |
| &nbsp;&nbsp;&nbsp;&nbsp; U.S. Long Bond | 145 | 12/20/22 | 18343 | 1015024 |
| &nbsp;&nbsp;&nbsp;&nbsp; 2-Year U.S. Treasury Note | 326 | 12/30/22 | 66932 | 693934 |
| &nbsp;&nbsp;&nbsp;&nbsp; 5-Year U.S. Treasury Note | 104 | 12/30/22 | 11174 | 62232 |
|  |  |  |  | 5784661 |
|  |  |  |  | $(1149384) |

---

**Forward Foreign Currency Exchange Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| *Currency Purchased* | *Currency Purchased* | *Currency Sold* | *Currency Sold* | *Counterparty* | *Settlement Date* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  USD | 362117 | EUR | 358720 | Bank of America N.A. | 12/14/22 | $8684 |
|  USD | 124148 | CAD | 164000 | BNY Mellon | 12/21/22 | 5382 |
|  USD | 3495642 | EUR | 3479000 | Morgan Stanley & Co. International PLC | 12/21/22 | 65220 |
|  USD | 997900 | GBP | 868000 | Bank of America N.A. | 12/21/22 | 27596 |
|  USD | 2913886 | GBP | 2535000 | Bank of America N.A. | 12/21/22 | 80106 |
|  |  |  |  |  |  | $186988 |

---

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

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br>|

---

**OTC Credit Default Swaptions Purchased** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | Paid by the Trust | Received by the Trust |  |  | *Expiration* | *Credit* | *Exercise* | *Notional* | *Notional* |  |
| | *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Date* | *Rating<sup>(a)</sup>* | *Price* | *Amount (000)<sup>(b)</sup>* | *Amount (000)<sup>(b)</sup>* | *Value* |
|  | Call |  |  |  |  |  |  |  |  |  |  |
|  | 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 |  |  |  |  |  |  |  |  |  |  |
|  | 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 Trust 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 Trust | Received by the Trust | Received by the Trust |  | *Expiration*<br> *Date* | *Credit*<br> *Rating<sup>(a)</sup>* | *Exercise*<br> *Price* | Notional<br> *Amount(000)<sup>(b)</sup>* |  |
| | *Description* | *Rate/Reference* | *Rate/Reference* | *Frequency* | *Counterparty* | *Expiration*<br> *Date* | *Credit*<br> *Rating<sup>(a)</sup>* | *Exercise*<br> *Price* | Notional<br> *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 | $(551) |

---

<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 Trust 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 Trust* | *Payment<br>Frequency* | *Termination<br>Date* | *Notional<br> Amount (000)* | *Value* | *Upfront<br>Premium<br>Paid*<br> &nbsp;&nbsp;&nbsp;&nbsp;*(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  CDX.NA.HY.39.V1 | 5.00% | Quarterly | 12/20/27 | USD 5,000 | $196024 | $211444 | $(15420) |
|  CDX.NA.IG.39.V1 | 1.00 | Quarterly | 12/20/27 | USD 26,510 | 81370 | (37482) | 118852 |
|  |  |  |  |  | $277394 | $173962 | $103432 |

---

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  |  |  | *Upfront* |  |  |
|  |  |  |  |  |  |  |  |  | *Premium* | *Unrealized* |  |
| Paid by the Trust | Paid by the Trust | Received by the Trust | Received by the Trust | *Effective* | *Termination* |  | *Notional* |  | *Paid* | *Appreciation* |  |
| *Rate* | *Frequency* | *Rate* | *Frequency* | *Date* | *Date* | *Amount (000)* | *Amount (000)* | *Value* | *(Received)* | *(Depreciation)* | |
| 3-Month LIBOR, 3.75% | Quarterly | 1.59% | Semi-Annual | N/A | 10/12/31 | USD | 26700 | $(4572801) | $(1137329) | $(3435472) |  |
|  1.61% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 03/28/32 | USD | 26000 | 4650496 | 1165036 | 3485460 |  |
|  1.66% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 04/25/32 | USD | 25400 | 4410309 | 1070470 | 3339839 |  |
|  1.86% | Semi-Annual | 3-Month LIBOR, 3.75% | Quarterly | N/A | 10/12/41 | USD | 14800 | 3668097 | 823979 | 2844118 |  |
|  3-Month LIBOR, 3.75% | Quarterly | 1.93% | Semi-Annual | N/A | 10/22/51 | USD | 3550 | (937132) | (155778) | (781354) |  |
|  |  |  |  |  |  |  |  | $7218969 | $1766378 | $5452591 |  |

---

**OTC Credit Default Swaps — Sell Protection** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate Received<br>by the Trust* | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* | *Credit*<br> Rating<sup>(a)</sup> | *Notional*<br> *Amount (000)<sup>(b)</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 N.A. | 06/20/23 | B | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | $(1831) | $(646) | $(1185) |
|  Novafives S.A.S | 5.00 | Quarterly | Citibank N.A. | 06/20/23 | B- | EUR | 10 | (1336) | (501) | (835) |
|  Faurecia SE | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/25 | BB | EUR | 10 | 251 | 425 | (174) |
|  Virgin Media Finance PLC | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/25 | B | EUR | 10 | 178 | 892 | (714) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/26 | BB+ | EUR | 10 | (190) | 378 | (568) |
|  Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Bank of America N.A. | 12/20/26 | B+ | EUR | 10 | (1969) | (371) | (1598) |

---

29.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br>|

---

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

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Reference Obligation/Index* | *Financing<br>Rate<br>Received<br>by the<br>Trust* | *Payment<br>Frequency* | *Counterparty* | *Termination<br>Date* | *Credit<br>Rating<sup>(a)</sup>* | *Notional* <br> *Amount (000)<sup>(b</sup><sup>)</sup>* | *Notional* <br> *Amount (000)<sup>(b</sup><sup>)</sup>* | *Value* | *Upfront<br>Premium<br>Paid<br>(Received)* | *Unrealized<br>Appreciation<br>(Depreciation)* |
|  Jaguar Land Rover Automotive PLC | 5.00% | Quarterly | Barclays Bank PLC | 12/20/26 | B+ | EUR | 5 | $(999) | $189 | $(1188) |
|  Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Credit Suisse International | 12/20/26 | B+ | EUR | 5 | (971) | 194 | (1165) |
|  Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Credit Suisse International | 12/20/26 | B+ | EUR | 25 | (4922) | 914 | (5836) |
|  Jaguar Land Rover Automotive PLC | 5.00 | Quarterly | Morgan Stanley & Co. International PLC | 12/20/26 | B+ | EUR | 25 | (4923) | 1083 | (6006) |
|  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 | (54) | 48 | (102) |
|  CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 40 | (1358) | 1742 | (3100) |
|  CMA CGM SA | 5.00 | Quarterly | Credit Suisse International | 06/20/27 | BB+ | EUR | 9 | (300) | 284 | (584) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 9 | (301) | 309 | (610) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 8 | (283) | 290 | (573) |
|  CMA CGM SA | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB+ | EUR | 2 | (80) | 82 | (162) |
|  Ladbrokes Coral Group Ltd | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 10 | (1771) | (1058) | (713) |
|  Ladbrokes Coral Group Ltd | 1.00 | Quarterly | JPMorgan Chase Bank N.A. | 06/20/27 | BB | EUR | 30 | (5311) | (5063) | (248) |
|  Adler Real Estate AG | 5.00 | Quarterly | Bank of America N.A. | 12/20/27 | CCC | EUR | 5 | (1523) | (1338) | (185) |
|  Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 3 | (915) | (794) | (121) |
|  Adler Real Estate AG | 5.00 | Quarterly | Barclays Bank PLC | 12/20/27 | CCC | EUR | 9 | (2574) | (2233) | (341) |
|  Adler Real Estate AG | 5.00 | Quarterly | Citibank N.A. | 12/20/27 | CCC | EUR | 3 | (746) | (665) | (81) |
|  Adler Real Estate AG | 5.00 | Quarterly | JPMorgan Chase Bank N.A. | 12/20/27 | CCC | EUR | 6 | (1563) | (1376) | (187) |
|  |  |  | Morgan Stanley & Co. |  |  |  |  |  |  |  |
|  Adler Real Estate AG | 5.00 | Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International PLC | 12/20/27 | CCC | EUR | 4 | (1133) | (986) | (147) |
|  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 | 10/17/57 | NR | USD | 2500 | (430734) | (237977) | (192757) |
|  |  |  | Morgan Stanley & Co. |  |  |  |  |  |  |  |
|  CMBX.NA.8 | 3.00 | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International PLC | 10/17/57 | NR | USD | 5550 | (956229) | (699274) | (256955) |
|  CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | NR | USD | 5000 | (972034) | (516600) | (455434) |
|  CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | NR | USD | 2500 | (486017) | (258300) | (227717) |
|  CMBX.NA.9 | 3.00 | Monthly | Credit Suisse International | 09/17/58 | NR | USD | 5000 | (972033) | (516550) | (455483) |
|  |  |  | Morgan Stanley & Co. |  |  |  |  |  |  |  |
|  CMBX.NA.9 | 3.00 | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International PLC | 09/17/58 | NR | USD | 1153 | (224150) | (124556) | (99594) |
|  |  |  |  |  |  |  |  | $(4937204) | $(2841684) | $(2095520) |

---

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

&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;• 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

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 Core Bond Trust (BHK)**<br>|

---

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

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 Trust's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Trust's financial instruments categorized in the fair value hierarchy. The breakdown of the Trust'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 | $— | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62165436 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000595 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63166031 |
| &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 |  | 436725 |  | 436725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aerospace & Defense |  | 13653079 |  | 13653079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airlines |  | 8852185 |  | 8852185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Components |  | 3403064 |  | 3403064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automobiles |  | 7976530 |  | 7976530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banks |  | 9186433 |  | 9186433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beverages |  | 7346022 |  | 7346022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biotechnology |  | 1409254 |  | 1409254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Materials |  | 1291884 |  | 1291884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Building Products |  | 4920281 |  | 4920281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets |  | 8819577 |  | 8819577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chemicals |  | 6727411 |  | 6727411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commercial Services & Supplies |  | 2153075 |  | 2153075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communications Equipment |  | 1427352 |  | 1427352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction & Engineering |  | 3832431 |  | 3832431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Construction Materials |  | 601177 |  | 601177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary |  | 4193974 |  | 4193974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Finance |  | 3464712 |  | 3464712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Containers & Packaging |  | 2576249 |  | 2576249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Consumer Services |  | 4554415 |  | 4554415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Financial Services |  | 29670195 |  | 29670195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Diversified Telecommunication Services |  | 19288404 |  | 19288404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Education |  | 635120 |  | 635120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electric Utilities |  | 21335939 |  | 21335939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electrical Equipment |  | 441542 |  | 441542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Equipment, Instruments & Components |  | 2272701 |  | 2272701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Energy Equipment & Services |  | 2220654 |  | 2220654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Entertainment |  | 256655 |  | 256655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Environmental, Maintenance & Security Service |  | 1934814 |  | 1934814 |
| &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) |  | 9438675 |  | 9438675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Staples Retailing |  | 3435145 |  | 3435145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food Products |  | 2519957 |  | 2519957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gas Utilities |  | 115575 |  | 115575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Equipment & Supplies |  | 1849511 |  | 1849511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Providers & Services |  | 11667065 |  | 11667065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care Technology |  | 3097995 |  | 3097995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hotels, Restaurants & Leisure |  | 10139364 | 3299810 | 13439174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Durables |  | 1478148 |  | 1478148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Household Products |  | 71015 |  | 71015 |
| &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 |  | 2156199 |  | 2156199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Conglomerates |  | 33851 |  | 33851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insurance |  | 22607928 |  | 22607928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Media & Services |  | 1244484 |  | 1244484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Internet Software & Services |  | 3067157 |  | 3067157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IT Services |  | 7453293 |  | 7453293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leisure Products |  | 371231 |  | 371231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Machinery |  | 2675799 |  | 2675799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Media |  | 39613296 |  | 39613296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metals & Mining |  | 6656920 |  | 6656920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multiline Retail |  | 231551 |  | 231551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Multi-Utilities |  | 953231 |  | 953231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Offshore Drilling & Other Services |  | 556157 |  | 556157 |
| &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 | 46458019 | 1411589 | 47933452 |

---

31.0 ------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fair Value Hierarchy as of Period End (continued)**<br>| | | | |
|  | *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; Pharmaceuticals | $— | $12783730 | $— | $12783730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate |  | 60329 |  | 60329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate Management & Development |  | 2632544 |  | 2632544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Road & Rail |  | 6637800 |  | 6637800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Semiconductors & Semiconductor Equipment |  | 5901350 |  | 5901350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Software |  | 12236338 |  | 12236338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Specialty Retail |  | 836366 |  | 836366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Technology Hardware, Storage & Peripherals |  | 2719081 |  | 2719081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Textiles, Apparel & Luxury Goods |  | 260783 |  | 260783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thrifts & Mortgage Finance |  | 446900 |  | 446900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tobacco |  | 5132592 |  | 5132592 |
| &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 |  | 2100567 | 659872 | 2760439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 7762102 |  | 7762102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wireless Telecommunication Services |  | 7095475 |  | 7095475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Floating Rate Loan Interests |  | 20941176 | 1225064 | 22166240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Agency Obligations |  | 18303530 |  | 18303530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 20592325 |  | 20592325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Non-Agency Mortgage-Backed Securities |  | 67630538 |  | 67630538 |
| &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 |  | 41064380 |  | 41064380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital Markets | 3888078 |  |  | 3888078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thrifts & Mortgage Finance |  | 36800 |  | 36800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Preferred | 825366 |  |  | 825366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Sponsored Agency Securities |  | 136540369 |  | 136540369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 205904685 |  | 205904685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | 6766589 |  |  | 6766589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Obligations |  | 14324355 |  | 14324355 |
| &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; Investments |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA Sale Commitments |  | (6668047) |  | (6668047) |
| &nbsp;&nbsp;&nbsp;&nbsp; Unfunded Floating Rate Loan Interests |  | (17659) |  | (17659) |
|  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11543877 | $1000273513 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7596930 | $1019414320 |
|  Derivative Financial Instruments<sup>(a)</sup> |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Assets |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts | $— | $118852 | $— | $118852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Currency Exchange Contracts |  | 186988 |  | 186988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | 5784661 | 9669417 |  | 15454078 |
| &nbsp;&nbsp;&nbsp;&nbsp; Liabilities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Contracts |  | (2111491) |  | (2111491) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Contracts | (6934045) | (4216826) |  | (11150871) |
|  | $(1149384) | $3646940 | $— | $2497556 |

---

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

The Trust may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial reporting purposes. As of period end, reverse repurchase agreements of $427,342,989 are categorized as Level 2 within 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 32

------

---

| | |
|:---|:---|
| Schedule of Investments (unaudited) (continued)<br> September 30, 2022 | **BlackRock Core Bond Trust (BHK)**<br>|

---

A reconciliation of Level 3 financial instruments is presented when the Trust 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* | *Corporate<br>Bonds* | *Floating<br>Rate Loan<br>Interests* | *Total* |
|  **Assets** |  |  |  |  |
|  Opening balance, as of December 31, 2021 | $2843303 | $6314241 | $580932 | $9738476 |
|  Transfers into Level 3 |  |  | 1045210 | 1045210 |
|  Transfers out of Level 3 | (1539188) |  | (4762) | (1543950) |
|  Accrued discounts/premiums | (53000) |  | 1414 | (51586) |
|  Net realized gain (loss) | 3513 |  | 1130 | 4643 |
|  Net change in unrealized appreciation (depreciation) <sup>(a)</sup> | 19652 | (844784) | (138181) | (963313) |
|  Purchases |  |  | 360355 | 360355 |
|  Sales | (273685) | (98186) | (621034) | (992905) |
|  Closing balance, as of September 30, 2022 | $1000595 | $5371271 | $1225064 | $7596930 |
|  Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2022 <sup>(a)</sup> | $19652 | $(844784) | $(127539) | $(952671) |

---

<sup>(a)</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 following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Valuation Committee to determine the value of certain of the Trust's Level 3 financial instruments as of period end.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | *Value* | *Valuation<br>Approach* | *Unobservable<br>Inputs* | *Range of<br>Unobservable<br>Inputs<br>Utilized<sup>(a)</sup>* | *Weighted<br>Average of<br>Unobservable<br>Inputs Based<br>on Fair Value* |
|  **Assets** |  |  |  |  |  |
|  Common Stocks | $984761 | Income | Discount Rate | 9% |  |
|  Corporate Bonds | 5371271 | Income | Credit Spread | 123 -675 | 535 |
|  | $6356032 |  |  |  |  |

---

<sup>(a)</sup> A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value.

---

| | |
|:---|:---|
| **Currency Abbreviation** | **Currency Abbreviation** |
| CAD | Canadian Dollar |
| EUR | Euro |
| GBP | British Pound |
| USD | United States Dollar |
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| AGM | Assured Guaranty Municipal Corp. |
| BAB | Build America Bond |
| CDI | CREST Depository Interest |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| DAC | Designated Activity Company |
| DIP | Debtor-In-Possession |
| EURIBOR | Euro Interbank Offered Rate |
| GO | General Obligation Bonds |
| LIBOR | London Interbank Offered Rate |

---

---

| | |
|:---|:---|
| **Portfolio Abbreviation (continued)** | **Portfolio Abbreviation (continued)** |
| PCL | Public Company Limited |
| PIK | Payment-in-Kind |
| RB | Revenue Bond |
| REIT | Real Estate Investment Trust |
| SG | Syncora Guarantee |
| SOFR | Secured Overnight Financing Rate |
| TBA | To-Be-Announced |

---

33.0

## 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 Core Bond Trust

- **b. Investment Company Act file number:** 811-10543

- **c. CIK number of Registrant:** 0001160864

- **d. LEI of Registrant:** CC8M7XFKTNG56DXMAR33

- **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 Core Bond Trust

- **c. LEI of Series:** CC8M7XFKTNG56DXMAR33

**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:** $1071395722.16

**Total Liabilities:** $485771052.44

**Net Assets:** $585624669.72

**Delayed Delivery Securities:** $32884773.03

**Cash Not Reported:** $21333944.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31384.75000000 | **1-Year:** 6924.85000000 | **5-Year:** 51936.46000000 | **10-Year:** 102052.39000000 | **30-Year:** 169850.80000000

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

- **3-Month:** 11097.55000000 | **1-Year:** 2943.53000000 | **5-Year:** 71704.46000000 | **10-Year:** -3712.01000000 | **30-Year:** 5044.05000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.19%                | -3.81%               | -7.86%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1499775.74             | $33873142.92                               |
| Month 2  | $-7146480.71             | $-22750265.33                              |
| Month 3  | $-2052894.83             | $-51174499.59                              |

**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        |    310000 | PA      | $276675.00    | 0.05%             | 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        |    313000 | PA      | $230050.84    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                               | Anchorage Capital CLO 2013-1 Ltd                                                    | CUSIP: 033292AS2<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $365408.19    | 0.06%             | 2030-10-13      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Propulsion BC Finco S.a.r.l.                                            | Propulsion BC Finco S.a.r.l. Term Loan                                              | CUSIP: 000000000<br>LEI: 254900S4YQSQVLEZ8D35 | Long             | LON              | CORP              | LU        |    138000 | PA      | $130755.00    | 0.02%             | 2029-09-14      | Floating      | 6.28%                 | No            |                  3 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                                                 | Greenko Solar Mauritius Ltd                                                         | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $166250.00    | 0.03%             | 2026-07-29      | Fixed         | 5.95%                 | 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        |    227000 | PA      | $167700.79    | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | 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        |     10000 | PA      | $7791.38      | 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        |    400000 | PA      | $320000.00    | 0.05%             | 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        |     33000 | PA      | $28173.75     | 0.00%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                | Liberty Mutual Group Inc                                                            | CUSIP: 53079EAZ7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958522.74   | 0.33%             | 2042-05-01      | Fixed         | 6.50%                 | 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        |   4170000 | PA      | $3791958.64   | 0.65%             | 2033-04-14      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                 | GCI LLC                                                                             | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112084.43    | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |     70000 | PA      | $64587.60     | 0.01%             | 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        |    154000 | PA      | $150801.42    | 0.03%             | 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        |     68000 | PA      | $49371.56     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Lehman Brothers Holdings Inc                                            | LEHMAN BRTH HLD                                                                     | CUSIP: 524ESCR36<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $0.02         | 0.00%             | 2017-07-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Ford Motor Credit Co LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    279000 | PA      | $253206.45    | 0.04%             | 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        |    439000 | PA      | $393374.73    | 0.07%             | 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        |      4000 | PA      | $3713.00      | 0.00%             | 2025-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22750.00     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                         | DP World Salaam                                                                     | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192812.50    | 0.03%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1700000 | PA      | $1302176.52   | 0.22%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                        | AMC Networks Inc                                                                    | CUSIP: 00164VAD5<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1908.26      | 0.00%             | 2024-04-01      | Fixed         | 5.00%                 | 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        |    124000 | PA      | $96410.00     | 0.02%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BMWG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   3218879 | PA      | $3025020.78   | 0.52%             | 2045-11-15      | Fixed         | 4.00%                 | 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        |    208000 | PA      | $206445.72    | 0.04%             | 2028-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                  | Verizon Communications Inc                                                          | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6751000 | PA      | $7198967.60   | 1.23%             | 2043-09-15      | Fixed         | 6.55%                 | 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      |
| ALBERTSONS COS/SAFEWAY                                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC               | CUSIP: 013092AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65387.74     | 0.01%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                                 | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    123000 | PA      | $100954.32    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | 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        |     39371 | PA      | $36861.16     | 0.01%             | 2029-07-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                              | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     88000 | PA      | $59554.62     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                         | BRAVO Residential Funding Trust 2021-NQM1                                           | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941189 | PA      | $864406.13    | 0.15%             | 2049-02-25      | Variable      | 0.94%                 | 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        |    272000 | PA      | $227120.00    | 0.04%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2021-B                                                    | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1982529 | PA      | $1576878.98   | 0.27%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                                  | Chesapeake Energy Corp                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    307000 | PA      | $294296.34    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                             | Rad CLO 3 Ltd                                                                       | CUSIP: 48661WAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $355136.20    | 0.06%             | 2032-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                                                   | Sovos Compliance, LLC 2021 Term Loan                                                | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |    118010 | PA      | $112286.17    | 0.02%             | 2028-08-11      | Floating      | 7.62%                 | 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        |     59000 | PA      | $56787.50     | 0.01%             | 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        |     70000 | PA      | $66691.83     | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVSC Holding Corp.                                                      | AVSC Holding Corp. 2018 2nd Lien Term Loan                                          | CUSIP: 00241YAQ7<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |    156220 | PA      | $126017.99    | 0.02%             | 2025-09-01      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXVIII Ltd                                                    | CUSIP: 55821KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225540.74    | 0.04%             | 2034-07-17      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599EB7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79238.98     | 0.01%             | 2025-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 48127FAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3640000.00   | 0.62%             | 2022-10-01      | Variable      | 5.60%                 | 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        |     80000 | PA      | $62840.00     | 0.01%             | 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        |     58000 | PA      | $57082.30     | 0.01%             | 2024-09-15      | Fixed         | 6.13%                 | 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      |
| 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        |    118000 | PA      | $115640.00    | 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        |    242000 | PA      | $207045.84    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                               | CUSIP: 64971PLK9<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |     50000 | PA      | $34876.05     | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                                        | Galaxy Bidco Ltd                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $90998.82     | 0.02%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Capital XIII                                                  | Citigroup Capital XIII                                                              | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     29583 | NS      | $825365.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                 | Asbury Automotive Group Inc                                                         | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15210.00     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                  | Oman Government International Bond                                                  | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $164000.00    | 0.03%             | 2051-01-25      | Fixed         | 7.00%                 | 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        |    252000 | PA      | $231550.66    | 0.04%             | 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        |    845000 | PA      | $686327.33    | 0.12%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                     | Allegiant Travel Co                                                                 | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75400.00     | 0.01%             | 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        |     11000 | PA      | $9530.25      | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQH99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425000 | PA      | $2479369.47   | 0.42%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    396000 | PA      | $332038.08    | 0.06%             | 2031-03-01      | Fixed         | 4.00%                 | 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        |    719000 | PA      | $640808.75    | 0.11%             | 2026-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                        | Proofpoint, Inc. 2nd Lien Term Loan                                                 | CUSIP: 000000000<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    249800 | PA      | $239495.75    | 0.04%             | 2029-08-31      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | Credit Suisse Group AG                                                              | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $218250.00    | 0.04%             | 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        |    200000 | PA      | $181021.44    | 0.03%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $37483.56     | 0.01%             | 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        |     36000 | PA      | $31882.07     | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAP ROCK RESOURCES LLC                                                  | Tap Rock Resources LLC                                                              | CUSIP: 87602LAA0<br>LEI: 549300Y3SDS1HPFQ6H17 | Long             | DBT              | CORP              | US        |    519000 | PA      | $474456.83    | 0.08%             | 2026-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1841627.54   | 0.31%             | 2026-07-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                    | E.ON International Finance BV                                                       | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |   3100000 | PA      | $3087697.25   | 0.53%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                               | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1804994.22   | 0.31%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                            | Embecta Corp                                                                        | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    104000 | PA      | $96014.23     | 0.02%             | 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        |    513000 | PA      | $392445.00    | 0.07%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                          | Home Depot Inc/The                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1722535.72   | 0.29%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                        | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22342.64     | 0.00%             | 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        |    164000 | PA      | $160146.00    | 0.03%             | 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        |    228045 | PA      | $199539.41    | 0.03%             | 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    | 0.03%             | 2022-11-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                                              | Ciena Corp                                                                          | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     71000 | PA      | $59285.00     | 0.01%             | 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        |    237000 | PA      | $189618.96    | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                                                   | Techem Verwaltungsgesellschaft 674 mbH                                              | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $77226.11     | 0.01%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                                | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $25586.95     | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                | Cleveland Electric Illuminating Co/The                                              | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    434000 | PA      | $428159.33    | 0.07%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -22250000 | PA      | $-22250000.00 | -3.80%            |  |  |  | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                   | SS&C Technologies Inc                                                               | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    721000 | PA      | $657691.90    | 0.11%             | 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    | 0.04%             | 2034-07-20      | Floating      | 9.27%                 | 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    | 0.03%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co                                                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385338.24    | 0.07%             | 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        |    505000 | PA      | $451656.48    | 0.08%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                | PetSmart Inc / PetSmart Finance Corp                                                | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $440712.42    | 0.08%             | 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        |    400000 | PA      | $277575.00    | 0.05%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                        | TRESTLES CLO 2017-1 Ltd                                                             | CUSIP: 89531FAQ0<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1576030.58   | 0.27%             | 2032-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                               | Arko Corp                                                                           | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $95940.00     | 0.02%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                           | CommScope Inc                                                                       | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $289559.30    | 0.05%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -1943750 | PA      | $-1943750.00  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ7                                        | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529531 | PA      | $2008705.31   | 0.34%             | 2052-01-25      | Variable      | 2.50%                 | 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        |    139000 | PA      | $120588.06    | 0.02%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                     | SG Residential Mortgage Trust 2022-2                                                | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749236 | PA      | $726568.82    | 0.12%             | 2067-09-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2013-CCRE11 Mortgage Trust                                                     | CUSIP: 12626LBP6<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6907183.50   | 1.18%             | 2050-08-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     73000 | PA      | $57434.82     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136APDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1636000 | PA      | $1422553.21   | 0.24%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607329 | PA      | $611448.03    | 0.10%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                          | Grupo Aval Ltd                                                                      | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $143875.00    | 0.02%             | 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      |
| NEXTERA ENERGY CAPITAL                                                  | NextEra Energy Capital Holdings Inc                                                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2398600.13   | 0.41%             | 2079-05-01      | Fixed         | 5.65%                 | 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      |
| LORCA TELECOM BONDCO                                                    | Lorca Telecom Bondco SA                                                             | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $85121.27     | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FHLMC GOLD                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -629807 | PA      | $-629806.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                             | MetLife Inc                                                                         | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2462750.08   | 0.42%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172100.00    | 0.03%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                | Prudential Financial Inc                                                            | CUSIP: 74432QAK1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493502.69    | 0.08%             | 2036-03-17      | Fixed         | 5.90%                 | 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        |     20000 | PA      | $17002.20     | 0.00%             | 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        |    239000 | PA      | $160179.88    | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                       | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $2066650.90   | 0.35%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP WYNN LAS VE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -86250 | PA      | $-86250.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                    | Vermilion Energy Inc                                                                | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |    108000 | PA      | $99360.00     | 0.02%             | 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        |    141000 | PA      | $104378.07    | 0.02%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 A PASS T                                                | American Airlines 2015-2 Class A Pass Through Trust                                 | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038147 | PA      | $841983.64    | 0.14%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    172000 | PA      | $145553.28    | 0.02%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                     | Kinetik Holdings LP                                                                 | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    378000 | PA      | $346119.10    | 0.06%             | 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        |    219000 | PA      | $202027.50    | 0.03%             | 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        |     80000 | PA      | $72087.20     | 0.01%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32576.84     | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC                                | Amentum Government Services Holdings LLC Term Loan B                                | CUSIP: 57776DAB9<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |     41055 | PA      | $39070.81     | 0.01%             | 2027-01-29      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -7146615 | PA      | $-7146614.59  | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | Ammc Clo 20 Ltd                                                                     | CUSIP: 00177TAJ2<br>LEI: 549300LDRXVT7PCHV066 | Long             | ABS-CBDO         | CORP              | KY        |    432269 | PA      | $426409.52    | 0.07%             | 2029-04-17      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2021-PJ6                                        | CUSIP: 36262LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970547 | PA      | $770713.27    | 0.13%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                        | ERP Operating LP                                                                    | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   1155000 | PA      | $960995.32    | 0.16%             | 2045-06-01      | Fixed         | 4.50%                 | 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    | 0.08%             | 2034-10-24      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                                                             | Apache Corp                                                                         | CUSIP: 037411BF1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    133000 | PA      | $116308.50    | 0.02%             | 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        |   1750000 | PA      | $1576662.50   | 0.27%             | 2025-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                           | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    254000 | PA      | $191452.50    | 0.03%             | 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        |    217000 | PA      | $152038.88    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2020-FACT                                                                      | CUSIP: 126395AL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $848874.33    | 0.14%             | 2037-10-15      | Floating      | 6.53%                 | 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        |     45460 | PA      | $42981.05     | 0.01%             | 2025-10-02      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                                | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $721401.77    | 0.12%             | 2025-09-15      | Fixed         | 4.00%                 | 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      |
| TALLGRASS NRG PRTNR/FIN                                                 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                        | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26310.54     | 0.00%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Corp                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    162000 | PA      | $141427.62    | 0.02%             | 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        |    876000 | PA      | $836654.46    | 0.14%             | 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        |    936000 | PA      | $669970.08    | 0.11%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                          | Constellium SE                                                                      | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $205038.50    | 0.04%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                       | Post Holdings Inc                                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22540.00     | 0.00%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                  | Lending Funding Trust 2020-2                                                        | CUSIP: 51507KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $209741.16    | 0.04%             | 2031-04-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $111918.75    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trimaran Advisors CAVU 2019-2                                           | Trimaran CAVU 2019-2 Ltd                                                            | CUSIP: 89624JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $464415.90    | 0.08%             | 2032-11-26      | Floating      | 7.46%                 | 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        |     46000 | PA      | $34437.90     | 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        |     17000 | PA      | $15037.01     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | 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        |    168000 | PA      | $148174.32    | 0.03%             | 2026-01-20      | Fixed         | 5.75%                 | 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        |    242000 | PA      | $215582.44    | 0.04%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                                     | ASSURANT CLO I LTD                                                                  | CUSIP: 33836JAG4<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $446307.50    | 0.08%             | 2034-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                                | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193725.00    | 0.03%             | 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        |    140000 | PA      | $131250.00    | 0.02%             | 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        |    228000 | PA      | $205770.00    | 0.04%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NOVELIS SHEET INGOT GMBH                                                | Novelis Sheet Ingot GmbH                                                            | CUSIP: 000000000<br>LEI: 9845005E95899E77AY49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $76958.43     | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2605830.80   | 0.44%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136BMXA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $13167867.60  | 2.25%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     66567 | NS      | $1612918.41   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                          | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    113000 | PA      | $75427.50     | 0.01%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     48000 | PA      | $36480.00     | 0.01%             | 2026-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    884000 | PA      | $733638.27    | 0.13%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $835086.18    | 0.14%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAM6<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    131000 | PA      | $110473.61    | 0.02%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                            | Entegris Inc                                                                        | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     79000 | PA      | $62517.28     | 0.01%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2022-5 Mortgage Loan Trust                                                     | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1717429 | PA      | $1635772.16   | 0.28%             | 2067-04-25      | Variable      | 4.55%                 | 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        |    874000 | PA      | $713131.56    | 0.12%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2561880.60   | 0.44%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AY8<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     45000 | PA      | $46012.50     | 0.01%             | 2023-06-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                        | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $181074.60    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |    195030 | PA      | $180890.33    | 0.03%             | 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        |    145000 | PA      | $113100.00    | 0.02%             | 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      |
| Onslow Bay Financial LLC                                                | OBX 2022-INV3 Trust                                                                 | CUSIP: 67116EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736534 | PA      | $607611.61    | 0.10%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2017-13 Ltd                                                                 | CUSIP: 67097LAH9<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978193.00    | 0.17%             | 2030-07-15      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                                      | KWG Group Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $38000.00     | 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        |     69000 | PA      | $58144.44     | 0.01%             | 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        |    161000 | PA      | $131879.37    | 0.02%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Co BV                                                        | Ziggo Bond Co BV                                                                    | CUSIP: 98954UAB9<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $125250.00    | 0.02%             | 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    | 0.03%             | 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        |    138000 | PA      | $130498.95    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     79000 | PA      | $48087.30     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                | SLM Corp                                                                            | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    117000 | PA      | $96849.09     | 0.02%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    124000 | PA      | $95756.52     | 0.02%             | 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        |    697000 | PA      | $620291.67    | 0.11%             | 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        |      3000 | PA      | $2865.00      | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2013-GC15                                       | CUSIP: 17321JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7183000 | PA      | $7077070.14   | 1.21%             | 2046-09-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXXIV Ltd                                                      | CUSIP: 55819GAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229414.63    | 0.04%             | 2032-04-25      | Floating      | 6.13%                 | 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        |     93949 | PA      | $85023.90     | 0.01%             | 2026-08-14      | Floating      | 6.91%                 | No            |                  3 | 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      |
| PRESTIGE BRANDS INC                                                     | Prestige Brands Inc                                                                 | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    101000 | PA      | $78466.90     | 0.01%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                       | Iliad Holding SASU                                                                  | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    529000 | PA      | $462557.60    | 0.08%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                                  | Axalta Coating Systems LLC                                                          | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    498000 | PA      | $390407.10    | 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        |    255000 | PA      | $218981.25    | 0.04%             | 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        |    875000 | PA      | $794887.89    | 0.14%             | 2029-10-17      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $195295.83    | 0.03%             | 2031-03-09      | Fixed         | 4.70%                 | 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    | 0.07%             | 2032-07-20      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                   | Trivium Packaging Finance BV                                                        | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    738000 | PA      | $651515.55    | 0.11%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corp                                                   | KeySpan Gas East Corp                                                               | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $953230.93    | 0.16%             | 2041-04-01      | Fixed         | 5.82%                 | 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        |     56000 | PA      | $46337.83     | 0.01%             | 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        |    666000 | PA      | $675990.00    | 0.12%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                            | Enbridge Inc                                                                        | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1935000 | PA      | $1738984.33   | 0.30%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                 | DCP Midstream Operating LP                                                          | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36544.11     | 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        |    200000 | PA      | $174916.78    | 0.03%             | 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        |    121000 | PA      | $107086.21    | 0.02%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1702599.48   | 0.29%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                                                     | Callon Petroleum Co                                                                 | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $328314.38    | 0.06%             | 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        |     40000 | PA      | $37386.32     | 0.01%             | 2028-09-01      | Fixed         | 7.50%                 | 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        |     27860 | PA      | $26020.44     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                                                    | ICON LUXEMBOURG SARL                                                                | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | LU        |       332 | PA      | $323.80       | 0.00%             | 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        |   1636562 | PA      | $1411588.74   | 0.24%             | 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        |     18000 | PA      | $14841.45     | 0.00%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                | Banco Mercantil del Norte SA/Grand Cayman                                           | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $185537.50    | 0.03%             | 2024-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2020-I Ltd                                                             | CUSIP: 12555QAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $443327.75    | 0.08%             | 2036-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                   | Scripps Escrow II Inc                                                               | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $8769.20      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SCDS: (TTMTIN)                                                                      | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      4934 | OU      | $-971.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                    | Commercial Metals Co                                                                | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40290.00     | 0.01%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2833281.24   | 0.48%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                                      | Shackleton 2015-VII-R CLO Ltd                                                       | CUSIP: 81883AAE9<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231108.23    | 0.04%             | 2031-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                      | CUSIP: 88167AAN1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $194350.00    | 0.03%             | 2025-01-31      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IAA Inc                                                                 | IAA Inc                                                                             | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |    157000 | PA      | $143262.50    | 0.02%             | 2027-06-15      | Fixed         | 5.50%                 | 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        |    112000 | PA      | $109137.53    | 0.02%             | 2025-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP NGL ENERGY                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -78344 | PA      | $-78343.75    | -0.01%            |  |  |  | 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     | 0.01%             | 2029-09-30      | Fixed         | 5.13%                 | 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        |   1337057 | PA      | $1160405.01   | 0.20%             | 2024-06-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2271364.58   | 0.39%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                          | ARD Finance SA                                                                      | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    501000 | PA      | $343034.70    | 0.06%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXV Ltd                                                        | CUSIP: 55820RAL6<br>LEI: 254900B0583OW8RQ8N33 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241459.65    | 0.04%             | 2029-04-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                   | Northrop Grumman Corp                                                               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $266553.62    | 0.05%             | 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        |    300000 | PA      | $25500.00     | 0.00%             | 2023-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                                | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                        | CUSIP: 432891AK5<br>LEI: 549300406TN7EY0NPH20 | Long             | DBT              | CORP              | US        |     44000 | PA      | $40370.00     | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 46625HHA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3581000 | PA      | $3580947.93   | 0.61%             | 2023-01-30      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                | Alexandria Real Estate Equities Inc                                                 | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    550000 | PA      | $410012.02    | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                     | Charles Schwab Corp/The                                                             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $3816159.31   | 0.65%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140XGV48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6961021 | PA      | $6120540.18   | 1.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                          | Halliburton Co                                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415189.95    | 0.07%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2020-2 Mortgage Loan Trust                                                     | CUSIP: 19688JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3050000 | PA      | $2760947.23   | 0.47%             | 2065-03-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                 | DCP Midstream Operating LP                                                          | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    106000 | PA      | $96842.40     | 0.02%             | 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    | 0.03%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                         | Sabre GLBL Inc. 2021 Term Loan B1                                                   | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     67354 | PA      | $60142.09     | 0.01%             | 2027-12-17      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                               | Aptiv PLC                                                                           | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    465000 | PA      | $340427.23    | 0.06%             | 2046-10-01      | Fixed         | 4.40%                 | 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        |   1000000 | PA      | $846525.00    | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                               | CORVIAS CAMPUS USG L CORP BOND 5.3 7/1/50                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5601988 | PA      | $3299809.70   | 0.56%             | 2050-07-01      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| Sotheby's                                                               | Sotheby's 2021 Term Loan B                                                          | CUSIP: 08883CAE8<br>LEI: 549300P5BAAMQQ7VL735 | Long             | LON              | CORP              | US        |    112525 | PA      | $108586.35    | 0.02%             | 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     | 0.01%             | 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    | 0.03%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                     | Homeward Opportunities Fund Trust 2022-1                                            | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1303855 | PA      | $1265262.47   | 0.22%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                  | Berkshire Hathaway Finance Corp                                                     | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439522.93    | 0.08%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                                   | Deutsche Lufthansa AG                                                               | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $76404.71     | 0.01%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6659925.58   | 1.14%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                                          | Romark CLO Ltd                                                                      | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $469828.10    | 0.08%             | 2030-10-23      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP HSBC HOLDIN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |   -197656 | PA      | $-197656.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1014562.50   | 0.17%             | 2024-09-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    605000 | PA      | $598593.05    | 0.10%             | 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        |    121000 | PA      | $108295.00    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                    | Paraguay Government International Bond                                              | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $177537.50    | 0.03%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I                                    | Fairstone Financial Issuance Trust I                                                | CUSIP: 30575PAS5<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    170000 | PA      | $111561.15    | 0.02%             | 2039-10-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 4 Ltd                                                                  | CUSIP: 986252AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1383046.80   | 0.24%             | 2032-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    203000 | PA      | $164085.92    | 0.03%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP DUKE ENERGY                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1844594 | PA      | $-1844593.75  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| APACHE CORP                                                             | Apache Corp                                                                         | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     97000 | PA      | $76145.00     | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     91000 | PA      | $68251.82     | 0.01%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                                                | Northern Oil and Gas Inc                                                            | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    660000 | PA      | $618750.00    | 0.11%             | 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        |    248125 | PA      | $224863.28    | 0.04%             | 2028-11-03      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                                     | STAR 2021-1 Trust                                                                   | CUSIP: 85573GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050000 | PA      | $1899404.34   | 0.32%             | 2065-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                  | Canyon Capital CLO 2021-2 Ltd                                                       | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $429075.90    | 0.07%             | 2034-04-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                               | Ball Corp                                                                           | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11727.48     | 0.00%             | 2025-07-01      | Fixed         | 5.25%                 | 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        |    283575 | PA      | $220621.35    | 0.04%             | 2028-10-06      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                         | Fannie Mae Interest Strip                                                           | CUSIP: 31364HWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $37.20        | 0.00%             | 2023-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBG3<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1204356.74   | 0.21%             | 2026-01-15      | Fixed         | 4.75%                 | 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        |    121936 | PA      | $109132.50    | 0.02%             | 2029-08-02      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP COMMSCOPE I                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |   -105592 | PA      | $-105592.50   | -0.02%            |  |  |  | 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        |    207000 | PA      | $166610.16    | 0.03%             | 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        |    191000 | PA      | $166848.05    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                                   | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1713828.27   | 0.29%             | 2057-05-15      | Fixed         | 6.50%                 | 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        |    939000 | PA      | $606006.09    | 0.10%             | 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        |    226000 | PA      | $208586.70    | 0.04%             | 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        |    170263 | PA      | $157670.05    | 0.03%             | 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        |    299903 | PA      | $280034.09    | 0.05%             | 2027-10-19      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2020-3 Ltd                                                        | CUSIP: 69701RAQ0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236197.38    | 0.04%             | 2031-11-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                 | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9353.53      | 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        |     94000 | PA      | $82563.68     | 0.01%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                              | PacifiCorp                                                                          | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1253578.60   | 0.21%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                | LABL Inc                                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    176000 | PA      | $142542.32    | 0.02%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    658000 | PA      | $561481.27    | 0.10%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                              | Mattel Inc                                                                          | CUSIP: 577081AU6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    218000 | PA      | $205201.95    | 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        |     95000 | PA      | $91039.45     | 0.02%             | 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        |     82000 | PA      | $69166.18     | 0.01%             | 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    | 0.03%             | 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        |    539335 | PA      | $510210.57    | 0.09%             | 2028-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CATALENT PHARMA SOLUTION                                                | Catalent Pharma Solutions Inc                                                       | CUSIP: 14879EAH1<br>LEI: 549300HALRZ339MSTH85 | Long             | DBT              | CORP              | US        |    131000 | PA      | $101033.75    | 0.02%             | 2029-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SWITCH LTD                                                              | Switch Ltd                                                                          | CUSIP: 87105NAC4<br>LEI: 5493002D70VTFFLT8L43 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425887.54    | 0.07%             | 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        |     95000 | PA      | $74101.83     | 0.01%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAG3<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    226000 | PA      | $312897.00    | 0.05%             | 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        |     22000 | PA      | $21084.14     | 0.00%             | 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        |    200000 | PA      | $172750.00    | 0.03%             | 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        |     91000 | PA      | $68236.35     | 0.01%             | 2025-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                  | American Airlines 2015-2 Class AA Pass Through Trust                                | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1038142 | PA      | $930395.33    | 0.16%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                          | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $161000.00    | 0.03%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                      | CUSIP: 64971XXV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $908287.00    | 0.16%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2021-C                                             | CUSIP: 83208AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $168747.44    | 0.03%             | 2053-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                     | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29991.11     | 0.01%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP E.ON INTERN                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -3266625 | PA      | $-3266625.00  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140J8DJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5064497 | PA      | $4535209.27   | 0.77%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBL2<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $430786.98    | 0.07%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP COMCAST COR                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2872500 | PA      | $-2872500.00  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF COMMUNICATIONS                                                  | Bank of Communications Co Ltd                                                       | CUSIP: 000000000<br>LEI: 549300AX1UM10U30HK09 | Long             | DBT              | CORP              | CN        |    518000 | PA      | $494690.00    | 0.08%             | 2025-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                        | SMB Private Education Loan Trust 2021-C                                             | CUSIP: 83208AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $141878.70    | 0.02%             | 2053-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                            | ViaSat, Inc. Term Loan                                                              | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    222563 | PA      | $196690.23    | 0.03%             | 2029-03-02      | Floating      | 7.65%                 | 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      |
| 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        |    219000 | PA      | $112237.50    | 0.02%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 53 CLO Ltd                                                                   | CUSIP: 26243EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1249269.12   | 0.21%             | 2031-01-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284L1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2780203.13   | 0.47%             | 2023-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -47820000 | PA      | $-47820000.00 | -8.17%            |  |  |  | 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        |    206000 | PA      | $157110.02    | 0.03%             | 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        |    135000 | PA      | $134943.15    | 0.02%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                | UNIV OF CALIFORNIA CA REVENUES                                                      | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $937757.51    | 0.16%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                     | Sirius XM Radio Inc                                                                 | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    535000 | PA      | $414860.40    | 0.07%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PICASSO FINANCE SUB INC                                                 | Picasso Finance Sub Inc                                                             | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $171521.00    | 0.03%             | 2025-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                                | CrownRock LP / CrownRock Finance Inc                                                | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |    673000 | PA      | $644310.01    | 0.11%             | 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        |    870000 | PA      | $832506.49    | 0.14%             | 2026-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                        | APi Group DE Inc                                                                    | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56348.33     | 0.01%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $586323.59    | 0.10%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                 | Asbury Automotive Group Inc                                                         | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    106000 | PA      | $81626.40     | 0.01%             | 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        |    210000 | PA      | $194945.63    | 0.03%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                      | Ohio Power Co                                                                       | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3181401.84   | 0.54%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2478293 | PA      | $2428090.29   | 0.41%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEA                                                | Wanda Properties Overseas Ltd                                                       | CUSIP: 000000000<br>LEI: 549300BJ7FGBP0KHXY31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $157000.00    | 0.03%             | 2023-07-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    393000 | PA      | $316376.79    | 0.05%             | 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        |    489192 | PA      | $469623.99    | 0.08%             | 2027-10-07      | Floating      | 7.17%                 | 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        |     63000 | PA      | $43611.12     | 0.01%             | 2029-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                            | Calpine Corp                                                                        | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    539000 | PA      | $462929.05    | 0.08%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                                     | Eaton Vance Clo 2015-1 Ltd                                                          | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $962412.20    | 0.16%             | 2030-01-20      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                                                    | GrafTech Finance Inc                                                                | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |     91000 | PA      | $68022.50     | 0.01%             | 2028-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759611 | PA      | $720465.00    | 0.12%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     66000 | PA      | $54613.02     | 0.01%             | 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        |     88000 | PA      | $74360.00     | 0.01%             | 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        |    213000 | PA      | $200752.50    | 0.03%             | 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        |   1575000 | PA      | $1374187.50   | 0.23%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                                                    | BWAY Holding Company 2017 Term Loan B                                               | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    205216 | PA      | $190723.91    | 0.03%             | 2024-04-03      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                         | Fannie Mae Interest Strip                                                           | CUSIP: 31364HUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29 | PA      | $28.56        | 0.00%             | 2023-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    245000 | PA      | $226401.66    | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                      | Raytheon Technologies Corp                                                          | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1616305.62   | 0.28%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                | Electricite de France SA                                                            | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2422209.58   | 0.41%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                             | Twitter Inc                                                                         | CUSIP: 90184LAG7<br>LEI: 549300I8RX485XMK6836 | Long             | DBT              | CORP              | US        |    206000 | PA      | $193171.40    | 0.03%             | 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    | 0.02%             | 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     | 0.01%             | 2024-04-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   2500000 | OU      | $-486016.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     96000 | PA      | $77022.66     | 0.01%             | 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        |     42000 | PA      | $30679.71     | 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        |    165000 | PA      | $141570.00    | 0.02%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1867500 | PA      | $-1867500.00  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                  | Canyon Capital CLO 2016-1 Ltd                                                       | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230712.85    | 0.04%             | 2031-07-15      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31359QFX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $1.19         | 0.00%             | 2023-04-25      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                      | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    251000 | PA      | $193327.73    | 0.03%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     71000 | PA      | $67592.00     | 0.01%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                    | BCP V Modular Services Finance II PLC                                               | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78404.01     | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    256000 | PA      | $211719.68    | 0.04%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                             | Sprint Corp                                                                         | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    234000 | PA      | $242033.66    | 0.04%             | 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     | 0.01%             | 2025-11-01      | Fixed         | 7.75%                 | 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        |     65752 | PA      | $62642.95     | 0.01%             | 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        |     34000 | PA      | $29725.01     | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                     | Meritage Homes Corp                                                                 | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31017.98     | 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        |         0 | PA      | $0.22         | 0.00%             | 2026-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                                                       | Chrome Bidco SASU                                                                   | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $77546.66     | 0.01%             | 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        |    743000 | PA      | $860951.25    | 0.15%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QGSN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2213306 | PA      | $2029328.22   | 0.35%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT Midstream Inc                                                                    | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $219700.00    | 0.04%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LITIGATION FEE RESIDUAL                                                 | LITIGATION FEE RESIDUAL                                                             | CUSIP: 53689HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1033870 | PA      | $984761.13    | 0.17%             | 2027-10-30      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP ELECTRICITE                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2646000 | PA      | $-2646000.00  | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                        | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    156000 | PA      | $118675.44    | 0.02%             | 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        |     63000 | PA      | $49768.11     | 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        |   1175000 | PA      | $981066.02    | 0.17%             | 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    | 0.11%             | 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        |    327000 | PA      | $299205.00    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -11787750 | PA      | $-11787750.00 | -2.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                    | Taylor Morrison Communities Inc                                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    119000 | PA      | $110818.75    | 0.02%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                          | Microsoft Corp                                                                      | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3273929.24   | 0.56%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP CHARLES SCH                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3696412 | PA      | $-3696412.50  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                | Sabine Pass Liquefaction LLC                                                        | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1751359.02   | 0.30%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273RBD0<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479452.57    | 0.08%             | 2025-03-15      | Fixed         | 4.05%                 | 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        |    559000 | PA      | $540184.06    | 0.09%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                                | Accor SA                                                                            | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $85187.91     | 0.01%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280966.50    | 0.05%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP AVIS BUDGET                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |    -18882 | PA      | $-18882.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                        | Gruenenthal GmbH                                                                    | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $81163.83     | 0.01%             | 2028-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP ALLIED UNIV                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -602134 | PA      | $-602133.75   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Spirit Aerosystems, Inc.                                                | Spirit Aerosystems, Inc. 2021 Term Loan B                                           | CUSIP: 84857HAX8<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |    135684 | PA      | $134030.45    | 0.02%             | 2025-01-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                | Burlington Northern Santa Fe LLC                                                    | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1912925.40   | 0.33%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                    | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    350000 | PA      | $227237.23    | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | 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        |    828000 | PA      | $762074.64    | 0.13%             | 2029-01-31      | Fixed         | 6.63%                 | 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        |    152000 | PA      | $135280.00    | 0.02%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                     | Sherwin-Williams Co/The                                                             | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283722.62    | 0.05%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP COMCAST CAB                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2564250 | PA      | $-2564250.00  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    718000 | PA      | $542621.32    | 0.09%             | 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        |    230000 | PA      | $190900.00    | 0.03%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                                                 | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    312000 | PA      | $306236.46    | 0.05%             | 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        |     65677 | PA      | $62787.29     | 0.01%             | 2028-02-16      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                             | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    187000 | PA      | $152765.81    | 0.03%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    606000 | PA      | $586305.00    | 0.10%             | 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        |    322000 | PA      | $258144.18    | 0.04%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                                    | Wabash National Corp                                                                | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    149000 | PA      | $115505.55    | 0.02%             | 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        |    136000 | PA      | $99620.00     | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2272033 | PA      | $-2272032.82  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25800000 | PA      | $17080406.25  | 2.92%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31410KXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298693 | PA      | $308541.27    | 0.05%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                   | CDI Escrow Issuer Inc                                                               | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672000 | PA      | $586867.68    | 0.10%             | 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        |     99000 | PA      | $90623.12     | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | ModivCare Inc                                                                       | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37839.47     | 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    | 0.03%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | Broadcom Inc                                                                        | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    735000 | PA      | $682915.61    | 0.12%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     81000 | PA      | $66646.56     | 0.01%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                   | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008685.35   | 0.17%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    216000 | PA      | $141819.12    | 0.02%             | 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        |     57000 | PA      | $53863.32     | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | 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      | $8684.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1176586.83   | 0.20%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALLIED WORLD ASSURANCE                                                  | Allied World Assurance Co Holdings Ltd                                              | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |   1495000 | PA      | $1420045.92   | 0.24%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    212000 | PA      | $177528.80    | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    235000 | PA      | $164124.00    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                   | Nabors Industries Ltd                                                               | CUSIP: 629571AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    140000 | PA      | $121816.67    | 0.02%             | 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        |   1541230 | PA      | $1615717.39   | 0.28%             | 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    | 0.04%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                 | United Rentals North America Inc                                                    | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36201.20     | 0.01%             | 2030-01-15      | Fixed         | 5.25%                 | 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        |    180000 | PA      | $129825.00    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                          | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23275.00     | 0.00%             | 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        |    235000 | PA      | $219725.00    | 0.04%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -3067500 | PA      | $-3067500.00  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -6214320 | PA      | $-6214319.64  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                     | Avantor Funding Inc                                                                 | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    179000 | PA      | $145383.80    | 0.02%             | 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        |    500000 | PA      | $447653.25    | 0.08%             | 2033-04-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                     | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $612962.69    | 0.10%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 63938CAB4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36955.00     | 0.01%             | 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        |    443000 | PA      | $314868.90    | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                  | India Cleantech Energy                                                              | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    236750 | PA      | $179930.00    | 0.03%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165878.00    | 0.03%             | 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        |    200000 | PA      | $187132.00    | 0.03%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                | iHeartCommunications Inc                                                            | CUSIP: 45174HBE6<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     66000 | PA      | $56380.43     | 0.01%             | 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        |    109592 | PA      | $94797.05     | 0.02%             | 2027-02-12      | Floating      | 6.62%                 | No            |                  3 | On Loan: No      |
| TICP CLO Ltd                                                            | TICP CLO XV Ltd                                                                     | CUSIP: 87250RAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $228705.80    | 0.04%             | 2033-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    909000 | PA      | $767866.08    | 0.13%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA Inc                                                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    266000 | PA      | $248045.00    | 0.04%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                  | PURCHASED USD / SOLD EUR                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $65220.66     | 0.01%             |  |  |  | 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        |     62000 | PA      | $60264.00     | 0.01%             | 2028-07-31      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                            | Arconic Corp                                                                        | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    269000 | PA      | $237615.77    | 0.04%             | 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        |    473000 | PA      | $390225.00    | 0.07%             | 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     | 0.01%             | 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        |    193500 | PA      | $156976.88    | 0.03%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |   -924565 | PA      | $-924565.32   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                         | Fair Isaac Corp                                                                     | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204499.20    | 0.03%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP COMSTOCK RE                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -336890 | PA      | $-336890.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -145 | NC      | $1015024.03   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwell Healthcare Inc                                                | Northwell Healthcare Inc                                                            | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    725000 | PA      | $580284.00    | 0.10%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                       | Iron Mountain Inc                                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    236000 | PA      | $188800.00    | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                | CSX Corp                                                                            | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309236.27    | 0.05%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                                                   | Condor Merger Sub Inc                                                               | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |    605000 | PA      | $494626.83    | 0.08%             | 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        |    122000 | PA      | $85888.00     | 0.01%             | 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        |    433000 | PA      | $330847.74    | 0.06%             | 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        |    282000 | PA      | $186120.00    | 0.03%             | 2025-03-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10770.62     | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1556000 | PA      | $1579358.07   | 0.27%             | 2037-09-01      | Fixed         | 5.00%                 | 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        |    223000 | PA      | $132127.50    | 0.02%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2005-64CB                                                    | CUSIP: 12668AA21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    448746 | PA      | $394193.71    | 0.07%             | 2035-12-25      | Fixed         | 5.50%                 | 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        |     94008 | PA      | $88955.26     | 0.02%             | 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        |    535000 | PA      | $391480.90    | 0.07%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                        | ITT Holdings LLC                                                                    | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    232000 | PA      | $179978.59    | 0.03%             | 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        |        34 | PA      | $31.84        | 0.00%             | 2026-07-31      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romanian Government International Bond                                              | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    212000 | PA      | $158723.77    | 0.03%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXCQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969741 | PA      | $910433.14    | 0.16%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66880.00     | 0.01%             | 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        |     80371 | PA      | $75800.71     | 0.01%             | 2028-03-11      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                       | CDP Financial Inc                                                                   | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | CORP              | CA        |   5890000 | PA      | $6329872.56   | 1.08%             | 2039-11-25      | Fixed         | 5.60%                 | 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        |    625000 | PA      | $762377.40    | 0.13%             | 2027-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    538000 | PA      | $434026.12    | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                           | Aroundtown SA                                                                       | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $63703.26     | 0.01%             | 2024-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -3245000 | PA      | $-3245000.00  | -0.55%            |  |  |  | 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        |     29000 | PA      | $26546.79     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $782128.04    | 0.13%             | 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        |    299000 | PA      | $257770.89    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                            | Vallourec SA                                                                        | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     17000 | PA      | $15533.91     | 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        |    136000 | PA      | $139235.44    | 0.02%             | 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        |    291000 | PA      | $258538.95    | 0.04%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                                                | Arabian Centres Sukuk II Ltd                                                        | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $178350.00    | 0.03%             | 2026-10-07      | Fixed         | 5.63%                 | 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%             | 2027-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                       | EOG Resources Inc                                                                   | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183718.66    | 0.03%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306659.10    | 0.05%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -611987 | PA      | $-611986.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                | Corp Financiera de Desarrollo SA                                                    | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $192412.50    | 0.03%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XXVII CLO Ltd                                                                | CUSIP: 36320UAC4<br>LEI: 549300GJYHKO4BDEN716 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1947296.00   | 0.33%             | 2031-05-16      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                  | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $48402.72     | 0.01%             | 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        |     23000 | PA      | $23000.00     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                             | Bell Telephone Co of Canada or Bell Canada/The                                      | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $236053.64    | 0.04%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                         | ZF Finance GmbH                                                                     | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $76223.98     | 0.01%             | 2028-09-21      | Fixed         | 3.75%                 | 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      | $80105.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                    | Lockheed Martin Corp                                                                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1171273.45   | 0.20%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     61000 | PA      | $46665.00     | 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        |     55000 | PA      | $48068.16     | 0.01%             | 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        |     27000 | PA      | $26181.63     | 0.00%             | 2026-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP FHLMC 4398                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -9580301 | PA      | $-9580300.55  | -1.64%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    186000 | PA      | $183276.03    | 0.03%             | 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        |    531000 | PA      | $446371.88    | 0.08%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                             | Avient Corp                                                                         | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    116000 | PA      | $107059.88    | 0.02%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    258000 | PA      | $252840.00    | 0.04%             | 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        |    590000 | PA      | $506149.20    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                          | Mariner Finance Issuance Trust 2021-A                                               | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $154565.04    | 0.03%             | 2036-03-20      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                                               | Avaya Inc                                                                           | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |    398000 | PA      | $198005.00    | 0.03%             | 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        |    114000 | PA      | $99217.34     | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                                            | New Gold Inc                                                                        | CUSIP: 644535AH9<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    470000 | PA      | $371300.00    | 0.06%             | 2027-07-15      | Fixed         | 7.50%                 | 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   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE                                                | Endeavor Energy Resources LP / EER Finance Inc                                      | CUSIP: 29260FAE0<br>LEI: 549300WY5QI80P9WHD46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $227317.68    | 0.04%             | 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        |    476438 | PA      | $433301.30    | 0.07%             | 2029-03-01      | Floating      | 6.36%                 | 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        |    386603 | PA      | $321896.95    | 0.05%             | 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        |    303000 | PA      | $316435.02    | 0.05%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                | New Enterprise Stone & Lime Co Inc                                                  | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21931.38     | 0.00%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -250014 | PA      | $-250014.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                  | MGM China Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $365625.00    | 0.06%             | 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        |    109000 | PA      | $88982.15     | 0.02%             | 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        |    401000 | PA      | $358004.78    | 0.06%             | 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        |    242000 | PA      | $151426.66    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding X CLO Ltd                                                             | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    930000 | PA      | $871214.14    | 0.15%             | 2032-10-20      | Floating      | 4.31%                 | 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        |   1581600 | PA      | $1752493.24   | 0.30%             | 2024-03-28      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                              | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71015.20     | 0.01%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PRIME CAPITAL                                                    | Global Prime Capital Pte Ltd                                                        | CUSIP: 000000000<br>LEI: 254900BOZNNFPDZAEZ24 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $186037.50    | 0.03%             | 2025-01-23      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TMBTHANACHART BANK PCL                                                  | TMBThanachart Bank PCL                                                              | CUSIP: 000000000<br>LEI: 549300WKGLXEV3DB7I54 | Long             | DBT              | CORP              | TH        |    250000 | PA      | $223093.75    | 0.04%             | 2024-12-02      | Fixed         | 4.90%                 | 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        |    314000 | PA      | $286328.75    | 0.05%             | 2026-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1045512.42   | 0.18%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                | Graphic Packaging International LLC                                                 | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     53000 | PA      | $48523.47     | 0.01%             | 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        |    117000 | PA      | $88202.79     | 0.02%             | 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        |    331672 | PA      | $315336.74    | 0.05%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -18407000 | PA      | $-18407000.00 | -3.14%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                        | Peruvian Government International Bond                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    126000 | PA      | $99760.50     | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -731323 | PA      | $-731322.81   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $226332.40    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                 | Duke Energy Florida LLC                                                             | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    770000 | PA      | $825265.61    | 0.14%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                  | Group 1 Automotive Inc                                                              | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24156.30     | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO VC Ltd                                                                   | CUSIP: 14687MAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $226023.45    | 0.04%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                            | CUSIP: 595017AD6<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $142070.19    | 0.02%             | 2025-02-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    131000 | PA      | $101843.33    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                          | CarVal CLO II Ltd                                                                   | CUSIP: 14686AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $443060.55    | 0.08%             | 2032-04-20      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                     | LBM Acquisition LLC                                                                 | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     82000 | PA      | $55555.00     | 0.01%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                           | Coherent Corp                                                                       | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    574000 | PA      | $474812.80    | 0.08%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2nd Lien Term Loan                                                  | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     20000 | PA      | $18100.00     | 0.00%             | 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        |     77000 | PA      | $82967.50     | 0.01%             | 2025-12-01      | Fixed         | 11.00%                | 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     | 0.01%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                     | Churchill Downs Inc                                                                 | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    202000 | PA      | $174745.49    | 0.03%             | 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        |    432000 | PA      | $105381.00    | 0.02%             | 2024-03-14      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2422818 | PA      | $-2422817.50  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| WEATHERFORD INTL LTD                                                    | Weatherford International Ltd                                                       | CUSIP: 947075AP2<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $12210.00     | 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        |    307000 | PA      | $248286.25    | 0.04%             | 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        |    629912 | PA      | $609439.49    | 0.10%             | 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        |    670000 | PA      | $665943.15    | 0.11%             | 2025-03-01      | Fixed         | 5.75%                 | 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   | 0.40%             | 2067-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.862000 12-OCT-2041                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14800000 | OU      | $2020139.57   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                       | Great Canadian Gaming Corporation 2021 Term Loan                                    | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     38000 | PA      | $36195.00     | 0.01%             | 2026-11-01      | Floating      | 7.60%                 | 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        |    203000 | PA      | $187748.00    | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL/GATES CORP                                                 | Gates Global LLC / Gates Corp                                                       | CUSIP: 36740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    406000 | PA      | $373520.00    | 0.06%             | 2026-01-15      | Fixed         | 6.25%                 | 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      |
| GMAC Mortgage Corporation Loan Trust                                    | GMACM Mortgage Loan Trust 2005-AR3                                                  | CUSIP: 36185N7L8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109454 | PA      | $99731.15     | 0.02%             | 2035-06-19      | Variable      | 3.18%                 | 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     | 0.01%             | 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        |    165000 | PA      | $143731.50    | 0.02%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $613483.67    | 0.10%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                     | Shift4 Payments Inc                                                                 | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $98840.00     | 0.02%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                     | Resolution Funding Corp Principal Strip                                             | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6055000 | PA      | $4380600.74   | 0.75%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                                 | Iron Mountain Information Management Services Inc                                   | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    156000 | PA      | $120758.49    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP FNMA                                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2020000 | PA      | $-2020000.00  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139283.00    | 0.02%             | 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        |    206000 | PA      | $165741.42    | 0.03%             | 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        |    446000 | PA      | $446285.44    | 0.08%             | 2030-05-15      | Fixed         | 8.75%                 | 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      | $27595.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc                                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3065200.00   | 0.52%             | 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        |    120000 | PA      | $98391.54     | 0.02%             | 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        |     57000 | PA      | $46331.88     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | 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        |    145000 | PA      | $139925.00    | 0.02%             | 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        |    119744 | PA      | $110231.42    | 0.02%             | 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        |    125000 | PA      | $124483.13    | 0.02%             | 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        |    302000 | PA      | $247640.00    | 0.04%             | 2026-10-15      | Fixed         | 2.88%                 | 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    | 0.07%             | 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        |     98000 | PA      | $92120.00     | 0.02%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                          | Transocean Inc                                                                      | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     81000 | PA      | $74920.14     | 0.01%             | 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        |    300000 | PA      | $222885.00    | 0.04%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                           | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     88000 | PA      | $81583.04     | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                | Rockies Express Pipeline LLC                                                        | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30880.62     | 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        |    399000 | PA      | $313203.83    | 0.05%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2007-OA10                                                    | CUSIP: 02149QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4223035 | PA      | $3365758.62   | 0.57%             | 2047-09-25      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                 | PORT AUTH OF NEW YORK & NEW JERSEY NY                                               | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    780000 | PA      | $819748.02    | 0.14%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                 | Starwood Property Trust Inc                                                         | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     52000 | PA      | $44329.22     | 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        |    122000 | PA      | $106882.83    | 0.02%             | 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    | 0.03%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                | Rogers Communications Inc                                                           | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2559634.21   | 0.44%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                   | Norfolk Southern Corp                                                               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $255669.74    | 0.04%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -3152160 | PA      | $-3152160.50  | -0.54%            |  |  |  | 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        |    262000 | PA      | $212547.50    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    144283 | PA      | $137249.46    | 0.02%             | 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        |     79000 | PA      | $63028.57     | 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        |    256000 | PA      | $179840.00    | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EP Purchaser, LLC                                                       | EP Purchaser, LLC 2021 Term Loan B                                                  | CUSIP: 26881KAC8<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    101610 | PA      | $98866.86     | 0.02%             | 2028-11-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                         | Ocado Group PLC                                                                     | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $81442.96     | 0.01%             | 2026-10-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP CARVANA CO                                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -88879 | PA      | $-88878.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                        | Sensata Technologies Inc                                                            | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    479000 | PA      | $400209.29    | 0.07%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                               | Crocs Inc                                                                           | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11925.00     | 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        |    977000 | PA      | $1003867.50   | 0.17%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                                               | Intrum AB                                                                           | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $72523.71     | 0.01%             | 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        |    103000 | PA      | $99384.70     | 0.02%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                 | Marathon Petroleum Corp                                                             | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1138782.27   | 0.19%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1062842.50   | 0.18%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                            | US Foods Inc                                                                        | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    290000 | PA      | $248240.00    | 0.04%             | 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      |
| RCI BANQUE SA                                                           | RCI Banque SA                                                                       | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $83046.51     | 0.01%             | 2030-02-18      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                 | ATI Inc                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56458.47     | 0.01%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | 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        |   4700000 | PA      | $4583247.58   | 0.78%             | 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        |    245000 | PA      | $207178.13    | 0.04%             | 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        |    400000 | PA      | $367575.00    | 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        |   1055000 | PA      | $922652.56    | 0.16%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $938164.06    | 0.16%             | 2028-08-15      | Fixed         | 2.88%                 | 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        |     22836 | PA      | $21427.70     | 0.00%             | 2025-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| AGL CLO 3 Ltd.                                                          | AGL CLO 3 LTD                                                                       | CUSIP: 00119MAJ8<br>LEI: 549300LS0REDUXQSHW18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $227060.83    | 0.04%             | 2033-01-15      | Floating      | 5.81%                 | 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        |    211402 | PA      | $197397.08    | 0.03%             | 2028-09-22      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                                | NCR Corp                                                                            | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49077.90     | 0.01%             | 2029-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                | iHeartCommunications Inc                                                            | CUSIP: 45174HBC0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     91367 | PA      | $84764.82     | 0.01%             | 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        |    575287 | PA      | $513921.36    | 0.09%             | 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        |   2000000 | PA      | $1589182.92   | 0.27%             | 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        |    938000 | PA      | $889613.27    | 0.15%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                     | NEW JERSEY ST                                                                       | CUSIP: 646039YP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $253622.75    | 0.04%             | 2030-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | Vodafone Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $94084.81     | 0.02%             | 2079-01-03      | Fixed         | 3.10%                 | 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    | 0.04%             | 2029-10-15      | Floating      | 8.51%                 | 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    | 0.08%             | 2033-07-15      | Floating      | 4.11%                 | 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        |    387000 | PA      | $317014.92    | 0.05%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     33000 | PA      | $23128.53     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14800000 | PA      | $14191234.41  | 2.42%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | Societe Generale SA                                                                 | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $958750.00    | 0.16%             | 2023-12-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                          | Constellium SE                                                                      | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1091000 | PA      | $796518.37    | 0.14%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    474000 | PA      | $310470.00    | 0.05%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                              | Airbnb Inc                                                                          | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    199000 | PA      | $164772.00    | 0.03%             | 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        |    258000 | PA      | $215430.00    | 0.04%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1669456.82   | 0.29%             | 2045-08-15      | Fixed         | 4.60%                 | 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        |    470000 | PA      | $408900.00    | 0.07%             | 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        |   1419000 | PA      | $1222878.62   | 0.21%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |   4600000 | PA      | $3997768.00   | 0.68%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                      | Crown Americas LLC                                                                  | CUSIP: 228180AA3<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     91000 | PA      | $81900.00     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     99000 | PA      | $81752.22     | 0.01%             | 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        |    209000 | PA      | $181873.89    | 0.03%             | 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        |    200000 | PA      | $176475.00    | 0.03%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                | Wyndham Hotels & Resorts Inc                                                        | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    104000 | PA      | $91418.60     | 0.02%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                              | Apidos CLO XXII                                                                     | CUSIP: 03765XAN6<br>LEI: 5493003SQW0Q40KVFQ19 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224399.43    | 0.04%             | 2031-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                       | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    666000 | PA      | $501165.00    | 0.09%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-LC19 Mortgage Trust                                                       | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3249125.60   | 0.55%             | 2048-02-10      | Variable      | 4.36%                 | 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        |    393000 | PA      | $317622.60    | 0.05%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                                       | Generate CLO 3 Ltd                                                                  | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1583239.00   | 0.27%             | 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    | 0.03%             | 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        |    103000 | PA      | $104802.50    | 0.02%             | 2023-06-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                  | Standard Chartered PLC                                                              | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $437846.43    | 0.07%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                                                        | Colgate Energy Partners III LLC                                                     | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |    421000 | PA      | $375797.23    | 0.06%             | 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        |     96000 | PA      | $89348.16     | 0.02%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -14855500 | PA      | $-14855500.00 | -2.54%            |  |  |  | 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      |
| CREDIT SUISSE INTERNATIONAL                                             | CDS: (CMBX.NA.9.BBB-)                                                               | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | US        |   5000000 | OU      | $-972033.32   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                                 | Dornoch Debt Merger Sub Inc                                                         | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $54078.98     | 0.01%             | 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        |    930000 | PA      | $711654.60    | 0.12%             | 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        |    263000 | PA      | $16437.50     | 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        |    145000 | PA      | $110853.42    | 0.02%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP XFN2225KL                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        | -13757919 | PA      | $-13757918.86 | -2.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -627412 | PA      | $-627412.50   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    570000 | PA      | $429593.79    | 0.07%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $46412.50     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2282442 | PA      | $2148421.78   | 0.37%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $46931250.24  | 8.01%             | 2024-07-31      | Fixed         | 3.00%                 | 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        |     85304 | PA      | $79865.86     | 0.01%             | 2029-07-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP ORGANON + C                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -247196 | PA      | $-247196.25   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                        | FirstEnergy Corp                                                                    | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    101000 | PA      | $81557.50     | 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        |     85000 | PA      | $69050.72     | 0.01%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                   | Nabors Industries Ltd                                                               | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    170000 | PA      | $138771.10    | 0.02%             | 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        |    110000 | PA      | $91490.30     | 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        |     80000 | PA      | $69262.99     | 0.01%             | 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        |    103000 | PA      | $103000.00    | 0.02%             | 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        |    110068 | PA      | $106243.27    | 0.02%             | 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        |      -895 | NC      | $3991777.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PipeCo LLC                                                         | NGPL PipeCo LLC                                                                     | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139474.52    | 0.02%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                     | SoftBank Group Corp                                                                 | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $77178.95     | 0.01%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                  | FMG Resources August 2006 Pty Ltd                                                   | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    276000 | PA      | $237153.00    | 0.04%             | 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        |    580000 | PA      | $553416.47    | 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        |     74000 | PA      | $64166.33     | 0.01%             | 2027-05-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                | Cheniere Energy Partners LP                                                         | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    461000 | PA      | $353981.16    | 0.06%             | 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        |   3151000 | PA      | $2938035.25   | 0.50%             | 2024-06-26      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                          | ANGI Group LLC                                                                      | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $122725.26    | 0.02%             | 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        |    153467 | PA      | $69827.49     | 0.01%             | 2023-11-01      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                                   | Cablevision Lightpath LLC                                                           | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184024.89    | 0.03%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2020-3 Mortgage Loan Trust                                                     | CUSIP: 12597QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3820000 | PA      | $3409503.56   | 0.58%             | 2065-04-27      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO                                                   | Scotts Miracle-Gro Co/The                                                           | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12801.60     | 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        |     38000 | PA      | $33193.57     | 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        |   2026339 | PA      | $1914108.35   | 0.33%             | 2049-10-01      | Fixed         | 4.00%                 | 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        |    514000 | PA      | $406281.76    | 0.07%             | 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        |     21000 | PA      | $20314.35     | 0.00%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                           | Carnival Corp                                                                       | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    640000 | PA      | $448352.00    | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $31711.76     | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    343000 | PA      | $263105.01    | 0.04%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAK0<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7320.00      | 0.00%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                                | Advanced Drainage Systems Inc                                                       | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    202000 | PA      | $185767.28    | 0.03%             | 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        |    146000 | PA      | $121689.54    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $990600.00    | 0.17%             | 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        |    606000 | PA      | $501428.64    | 0.09%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                 | Raymond James Financial Inc                                                         | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352470.82    | 0.06%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176700.00    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXII Ltd                                    | Octagon Investment Partners XXII Ltd                                                | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $436937.40    | 0.07%             | 2030-01-22      | Floating      | 5.51%                 | 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    | 0.03%             | 2025-06-09      | Fixed         | 4.69%                 | 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      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2013-2 Ltd                                                        | CUSIP: 69688AAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235727.88    | 0.04%             | 2031-10-17      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                            | SM Energy Co                                                                        | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62721.37     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                | Kaisa Group Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    259000 | PA      | $25252.50     | 0.00%             | 2023-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                  | Goodyear Tire & Rubber Co/The                                                       | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     81000 | PA      | $64901.25     | 0.01%             | 2033-04-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    266000 | PA      | $219233.25    | 0.04%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd                                                  | Whetstone Park CLO Ltd                                                              | CUSIP: 96329YAC1<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $681105.38    | 0.12%             | 2035-01-20      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140FXCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3187887 | PA      | $3126979.38   | 0.53%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      8828 | OU      | $-299.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      5076 | OU      | $-999.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Commercial Asset Trust                                          | Bayview Commercial Asset Trust 2007-2                                               | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737368 | PA      | $645638.13    | 0.11%             | 2037-07-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                                                | Brown Group Holding, LLC 2022 Incremental Term Loan B2                              | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    175000 | PA      | $169239.00    | 0.03%             | 2029-07-02      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FNMA 15 47C                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1504246 | PA      | $-1504246.23  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| HILONG HOLDING LTD                                                      | Hilong Holding Ltd                                                                  | CUSIP: 000000000<br>LEI: 5493007WSRWZ0UF15X65 | Long             | DBT              | CORP              | KY        |    207000 | PA      | $86940.00     | 0.01%             | 2024-11-18      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                | Pioneer Natural Resources Co                                                        | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    117000 | PA      | $253422.00    | 0.04%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                       | General Motors Co                                                                   | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2176784.15   | 0.37%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $136226.96    | 0.02%             | 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        |    119000 | PA      | $107672.39    | 0.02%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SRM ESCROW ISSUER LLC                                                   | SRM Escrow Issuer LLC                                                               | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    509000 | PA      | $413684.66    | 0.07%             | 2028-11-01      | Fixed         | 6.00%                 | 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    | 0.08%             | 2034-10-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                              | Eaton Corp                                                                          | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410929.69    | 0.07%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                                    | Winnebago Industries Inc                                                            | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47175.00     | 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        |    442225 | PA      | $432840.99    | 0.07%             | 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        |     99000 | PA      | $94783.59     | 0.02%             | 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        |    527000 | PA      | $520618.03    | 0.09%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding XXIII Ltd                                                      | CUSIP: 55820TAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $561267.06    | 0.10%             | 2031-07-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2014-II-R Ltd                                                          | CUSIP: 12548RAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $686576.40    | 0.12%             | 2030-04-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                    | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    570000 | PA      | $428172.60    | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| York CLO Ltd                                                            | York CLO 1 Ltd                                                                      | CUSIP: 986255AY3<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238118.90    | 0.04%             | 2029-10-22      | Floating      | 4.86%                 | 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        |     76230 | PA      | $69464.59     | 0.01%             | 2028-04-06      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                                      | Elmwood CLO IV Ltd                                                                  | CUSIP: 29002GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $238370.33    | 0.04%             | 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    | 0.03%             | 2024-04-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                 | MUNI ELEC AUTH OF GEORGIA                                                           | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1929000 | PA      | $1914235.43   | 0.33%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                       | CUSIP: 947075AT4<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    117000 | PA      | $105300.00    | 0.02%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                | Electricite de France SA                                                            | CUSIP: 268317AF1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4200000 | PA      | $3891720.00   | 0.66%             | 2023-01-29      | Fixed         | 5.25%                 | 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        |    233000 | PA      | $186525.82    | 0.03%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                 | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $427678.52    | 0.07%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                                  | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    473000 | PA      | $412032.17    | 0.07%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                               | Apple Inc                                                                           | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2244268.51   | 0.38%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800000 | PA      | $3619796.89   | 0.62%             | 2052-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                   | Encompass Health Corp                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    141000 | PA      | $111426.35    | 0.02%             | 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        |    222000 | PA      | $170017.59    | 0.03%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                                                   | CNX Midstream Partners LP                                                           | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $51804.06     | 0.01%             | 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        |    176000 | PA      | $172788.00    | 0.03%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                                  | Southwestern Energy Co                                                              | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    109000 | PA      | $91352.90     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | 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%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                         | Madison IAQ LLC                                                                     | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    197000 | PA      | $137222.32    | 0.02%             | 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        |     10000 | PA      | $8564.92      | 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        |   3390000 | PA      | $3084257.60   | 0.53%             | 2024-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |     10000 | OU      | $-1968.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -14180000 | PA      | $-14180000.00 | -2.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Lehman Brothers Small Balance Commercial                                | Lehman Brothers Small Balance Commercial Mortgage Trust 2006-1                      | CUSIP: 86359DZP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1323291 | PA      | $1301898.59   | 0.22%             | 2031-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                       | American Builders & Contractors Supply Co Inc                                       | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |     63000 | PA      | $55111.14     | 0.01%             | 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        |     96000 | PA      | $81655.68     | 0.01%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                         | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169003.80    | 0.03%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                       | ILLINOIS ST                                                                         | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1901160.00   | 0.32%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $15384804.64  | 2.63%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                  | Option Care Health Inc                                                              | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    166000 | PA      | $140270.00    | 0.02%             | 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        |    500000 | PA      | $436724.76    | 0.07%             | 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        |     39913 | PA      | $38217.01     | 0.01%             | 2027-03-31      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                          | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1919774.40   | 0.33%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                 | American Airlines, Inc. 2021 Term Loan                                              | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    432780 | PA      | $418498.26    | 0.07%             | 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        |      6000 | PA      | $5463.21      | 0.00%             | 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        |    328000 | PA      | $258044.16    | 0.04%             | 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        |    119000 | PA      | $93563.75     | 0.02%             | 2031-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                 | Goldentree Loan Management US Clo 3 Ltd                                             | CUSIP: 38138BAG5<br>LEI: 549300TB55YBQBSW5Z77 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $239645.53    | 0.04%             | 2030-04-20      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                     | Silgan Holdings Inc                                                                 | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22175.00     | 0.00%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                           | CommScope Inc                                                                       | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     44000 | PA      | $36355.00     | 0.01%             | 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        |     70000 | PA      | $52062.50     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae I Pool                                                                   | CUSIP: 36202VEV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26163 | PA      | $26426.99     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCP APPLIED TECHNOLOGIES                                                | GCP Applied Technologies Inc                                                        | CUSIP: 36164YAB7<br>LEI: 5493007G654QKQVEKV09 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102388.75    | 0.02%             | 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     | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                 | Simon Property Group LP                                                             | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1406662.94   | 0.24%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    228000 | PA      | $211441.50    | 0.04%             | 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      |
| RYAN SPECIALTY GROUP                                                    | Ryan Specialty Group LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     92000 | PA      | $78028.65     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                      | Ellington Financial Mortgage Trust 2020-1                                           | CUSIP: 31574PAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1455232.80   | 0.25%             | 2065-05-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FGOLD 15YR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1774894 | PA      | $-1774893.92  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                                             | Ivory Coast Government International Bond                                           | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $354700.00    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                   | CUSIP: 36267EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1126253 | PA      | $894359.73    | 0.15%             | 2052-06-25      | Variable      | 2.50%                 | 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        |     28000 | PA      | $24199.00     | 0.00%             | 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        |    104257 | PA      | $98175.76     | 0.02%             | 2027-04-09      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                                     | Elmwood CLO VI Ltd                                                                  | CUSIP: 29001VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240814.75    | 0.04%             | 2034-10-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                                                    | Whitebox CLO III Ltd                                                                | CUSIP: 96467JAA0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220738.80    | 0.04%             | 2034-10-15      | Floating      | 9.36%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -306790 | PA      | $-306790.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                                                    | Covanta Holding Corp                                                                | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     68000 | PA      | $54961.68     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -326 | NC      | $693934.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                   | Caesars Entertainment Inc                                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    840000 | PA      | $809550.00    | 0.14%             | 2025-07-01      | Fixed         | 6.25%                 | 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        |    211000 | PA      | $185684.47    | 0.03%             | 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    | 0.03%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49550.40     | 0.01%             | 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    | 0.03%             | 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        |    347000 | PA      | $293565.47    | 0.05%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |  -2996875 | PA      | $-2996875.00  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                     | Clydesdale Acquisition Holdings Inc Term Loan B                                     | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    112000 | PA      | $105482.72    | 0.02%             | 2029-04-13      | Floating      | 7.31%                 | 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      |
| CHINA SCE GRP HLDGS LTD                                                 | China SCE Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 549300Q8UEI2ERAP6P49 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $45725.00     | 0.01%             | 2024-04-09      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                             | Corning Inc                                                                         | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1484417.52   | 0.25%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                               | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230799.25    | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                                           | CoreLogic Inc                                                                       | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    350000 | PA      | $238000.00    | 0.04%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    468000 | PA      | $390653.64    | 0.07%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                | Cheplapharm Arzneimittel GmbH                                                       | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $80021.68     | 0.01%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                                    | Times China Holdings Ltd                                                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    311000 | PA      | $37320.00     | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP JPMORGAN CH                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3259455 | PA      | $-3259455.00  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                                             | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |     25000 | OU      | $-4922.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                  | Liberty Broadband Corp                                                              | CUSIP: 530307AC1<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    279000 | PA      | $263655.00    | 0.05%             | 2050-09-30      | Fixed         | 1.25%                 | 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        |    185217 | PA      | $146243.77    | 0.02%             | 2025-09-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                                                 | Sasol Financing USA LLC                                                             | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176975.00    | 0.03%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                                        | Carlyle Global Market Strategies CLO 2013-1 Ltd                                     | CUSIP: 14310BAS0<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $891213.20    | 0.15%             | 2030-08-14      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                | Hilton Domestic Operating Co Inc                                                    | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     77000 | PA      | $58974.20     | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                         | Sealed Air Corp                                                                     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42402.15     | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | 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        |    259000 | PA      | $235385.68    | 0.04%             | 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        |   2233732 | PA      | $2043121.84   | 0.35%             | 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    | 0.03%             | 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        |    400000 | PA      | $298880.00    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-D                                    | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $645989.58    | 0.11%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                       | Cedar Funding IX CLO Ltd                                                            | CUSIP: 15033EAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222098.53    | 0.04%             | 2031-04-20      | Floating      | 5.31%                 | 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        |    114132 | PA      | $103084.75    | 0.02%             | 2027-12-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                     | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1603686.18   | 0.27%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |     19000 | PA      | $13395.00     | 0.00%             | 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        |     75000 | PA      | $65250.00     | 0.01%             | 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        |     13000 | PA      | $9643.14      | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                 | Surgery Center Holdings Inc                                                         | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    435000 | PA      | $423033.15    | 0.07%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP VOYA FINANC                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -4128750 | PA      | $-4128750.00  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                           | DISH DBS Corp                                                                       | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $561184.10    | 0.10%             | 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        |    228000 | PA      | $176985.00    | 0.03%             | 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        |    543000 | PA      | $433053.36    | 0.07%             | 2029-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWAP CCPC BNP PARIBAS COC                                               | SWAP CCPC BNP PARIBAS COC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     98000 | NS      | $98000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Octagon Investment Partners XVII LTD                                    | Octagon Investment Partners XVII Ltd                                                | CUSIP: 67590GBL2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471308.25    | 0.08%             | 2031-01-25      | Floating      | 4.18%                 | 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        |     39000 | PA      | $35490.00     | 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        |     38708 | PA      | $35722.38     | 0.01%             | 2026-09-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                  | Williams Cos Inc/The                                                                | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1112941.65   | 0.19%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                                 | CUSIP: 84762LAV7<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42160.95     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc                                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29287.64     | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust 2006-S3                                                    | CUSIP: 46629AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42230 | PA      | $18094.84     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP Paribas SA                                                                      | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1280390.20   | 0.22%             | 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        |    146000 | PA      | $120333.47    | 0.02%             | 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    | 0.03%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2850585.93   | 0.49%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3584620.84   | 0.61%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP ABBVIE INC                                                                      | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2990000 | PA      | $-2990000.00  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                | Lloyds Banking Group PLC                                                            | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $533854.05    | 0.09%             | 2026-06-27      | Fixed         | 6.75%                 | 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   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                                      | Howard Hughes Corp/The                                                              | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57464.40     | 0.01%             | 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        |    708000 | PA      | $563766.24    | 0.10%             | 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        |    160000 | PA      | $137030.00    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        | -36298650 | PA      | $-36298650.00 | -6.20%            |  |  |  | No            |                  2 | On Loan: No      |
| thyssenkrupp AG                                                         | thyssenkrupp AG                                                                     | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |     51000 | PA      | $46883.64     | 0.01%             | 2024-02-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                             | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    702000 | PA      | $635120.46    | 0.11%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                            | CUSIP: 38377VHH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5813142 | PA      | $427821.67    | 0.07%             | 2041-04-16      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1545166 | PA      | $-1545166.35  | -0.26%            |  |  |  | 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     | 0.01%             | 2028-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                | Beacon Roofing Supply Inc                                                           | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55073.88     | 0.01%             | 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        |    913382 | PA      | $816563.66    | 0.14%             | 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        |    262000 | PA      | $247511.40    | 0.04%             | 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        |     81000 | PA      | $69457.10     | 0.01%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238515 | PA      | $250699.76    | 0.04%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                         | Lamb Weston Holdings Inc                                                            | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    113000 | PA      | $102505.69    | 0.02%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                                           | Staples, Inc. 7 Year Term Loan                                                      | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |     48859 | PA      | $42730.80     | 0.01%             | 2026-04-16      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAJ3<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     98000 | PA      | $91906.35     | 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        |    199000 | PA      | $154903.59    | 0.03%             | 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        |     17000 | PA      | $16393.42     | 0.00%             | 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        |    210000 | PA      | $199120.28    | 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        |     49000 | PA      | $40551.42     | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                    | SRS Distribution Inc                                                                | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    362000 | PA      | $310954.38    | 0.05%             | 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        |    159000 | PA      | $130578.75    | 0.02%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                                                          | PPM CLO 2 Ltd                                                                       | CUSIP: 69377PAQ7<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218845.30    | 0.04%             | 2032-04-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                  | Millicom International Cellular SA                                                  | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $143500.00    | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | 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        |     98000 | PA      | $70182.70     | 0.01%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QC2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    647543 | PA      | $613052.37    | 0.10%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                      | Panama Government International Bond                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    453000 | PA      | $367722.75    | 0.06%             | 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        |   2845000 | PA      | $2197762.50   | 0.38%             | 2026-12-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                             | Extended Stay America Trust 2021-ESH                                                | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824923 | PA      | $789782.93    | 0.13%             | 2038-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                     | Gilead Sciences Inc                                                                 | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869557.70    | 0.15%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                                                 | Mong Duong Finance Holdings BV                                                      | CUSIP: 000000000<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    576000 | PA      | $447120.00    | 0.08%             | 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        |     45000 | PA      | $41529.65     | 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        |     10000 | PA      | $8177.88      | 0.00%             | 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        |    140000 | PA      | $123606.00    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                      | Braskem Idesa SAPI                                                                  | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $132500.00    | 0.02%             | 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        |      7000 | PA      | $6423.83      | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                 | Gulfport Energy Corp                                                                | CUSIP: 402635AR7<br>LEI: 254900DJRGZBUZ3F5038 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24875.00     | 0.00%             | 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        |     85000 | PA      | $81812.50     | 0.01%             | 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        |    496000 | PA      | $445616.32    | 0.08%             | 2026-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                                         | Regatta XI Funding Ltd                                                              | CUSIP: 75887XAJ6<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    370000 | PA      | $330112.74    | 0.06%             | 2031-07-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                  | Mueller Water Products Inc                                                          | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     94000 | PA      | $79994.94     | 0.01%             | 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        |    178000 | PA      | $172971.50    | 0.03%             | 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        |    222000 | PA      | $155332.19    | 0.03%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                   | Civitas Resources Inc                                                               | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54508.80     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                       | Owens & Minor Inc                                                                   | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5280.00      | 0.00%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP PRUDENTIAL                                                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1763125 | PA      | $-1763125.00  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370CZ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    216000 | PA      | $197532.00    | 0.03%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                    | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1668289.25   | 0.28%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                               | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25500000 | PA      | $23660214.78  | 4.04%             | 2052-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                     | SVB Financial Group                                                                 | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $938556.10    | 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        |    176000 | PA      | $139040.00    | 0.02%             | 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        |    164000 | PA      | $151722.96    | 0.03%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                    | Deephaven Residential Mortgage Trust 2022-2                                         | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306949 | PA      | $291304.68    | 0.05%             | 2067-03-25      | Variable      | 4.30%                 | 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        |     91000 | PA      | $61797.19     | 0.01%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                 | Standard Industries Inc/NJ                                                          | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52382.56     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    132000 | PA      | $111870.00    | 0.02%             | 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        |    300000 | PA      | $258123.00    | 0.04%             | 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        |    110000 | PA      | $110537.75    | 0.02%             | 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        |    452000 | PA      | $348716.21    | 0.06%             | 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        |    200000 | PA      | $31000.00     | 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        |    789000 | PA      | $728957.10    | 0.12%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                     | 522 Funding CLO 2019-4 Ltd                                                          | CUSIP: 33834WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $470787.60    | 0.08%             | 2030-04-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co LLC                                                      | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $986252.85    | 0.17%             | 2030-05-15      | Fixed         | 2.75%                 | 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    | 0.02%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                            | VOYA CLO 2017-2                                                                     | CUSIP: 92915UAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $240000.00    | 0.04%             | 2030-06-07      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2316281.26   | 0.40%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                                          | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |    225916 | PA      | $211514.15    | 0.04%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                               | Hess Corp                                                                           | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1034795.01   | 0.18%             | 2027-04-01      | Fixed         | 4.30%                 | 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        |   5000000 | OU      | $196024.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |      4021 | OU      | $-1132.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                 | PURCHASED USD / SOLD CAD                                                            | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $5381.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                                                     | GTCR AP Finance Inc                                                                 | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $148111.06    | 0.03%             | 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        |    294944 | PA      | $277247.36    | 0.05%             | 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        |    412000 | PA      | $306183.44    | 0.05%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                     | General Electric Co                                                                 | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2126745.97   | 0.36%             | 2037-08-07      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                | Lindblad Expeditions LLC                                                            | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    208000 | PA      | $183040.00    | 0.03%             | 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        |    151000 | PA      | $118991.64    | 0.02%             | 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        |    432000 | PA      | $415553.76    | 0.07%             | 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        |    367000 | PA      | $325495.97    | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                | EQT Corp                                                                            | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     75000 | PA      | $206678.37    | 0.04%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                                                | Constellation Automotive Financing PLC                                              | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75646.26     | 0.01%             | 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        |     69000 | PA      | $56757.33     | 0.01%             | 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        |    187000 | PA      | $183274.03    | 0.03%             | 2025-10-02      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                    | Republic of Italy Government International Bond                                     | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2925000 | PA      | $2737027.36   | 0.47%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                   | Foundation Building Materials Inc                                                   | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45978.80     | 0.01%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                       | Herc Holdings Inc                                                                   | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    164000 | PA      | $147600.00    | 0.03%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                               | CUSIP: 31335B6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    638012 | PA      | $625906.71    | 0.11%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.930800 22-OCT-2051                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   3550000 | OU      | $-937132.05   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2013-I Ltd                                                             | CUSIP: 12549AAS9<br>LEI: 549300PC4RPZFE70AI24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452373.10    | 0.08%             | 2030-07-16      | Floating      | 6.29%                 | 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    | 0.08%             | 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        |    456000 | PA      | $361950.00    | 0.06%             | 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        |     35000 | PA      | $33805.31     | 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        |    645319 | PA      | $599584.86    | 0.10%             | 2027-08-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QDJ8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    204162 | PA      | $173147.75    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                | Vertiv Group Corp                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    412000 | PA      | $331660.00    | 0.06%             | 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        |    563000 | PA      | $430112.30    | 0.07%             | 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      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3155000 | PA      | $3223084.33   | 0.55%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                                 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    700000 | PA      | $568445.34    | 0.10%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                    | Sonic Automotive Inc                                                                | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31400.00     | 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        |    400000 | PA      | $34000.00     | 0.01%             | 2023-06-01      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                        | Greenko Dutch BV                                                                    | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    191000 | PA      | $152800.00    | 0.03%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                | OZLM XXI Ltd                                                                        | CUSIP: 67112AAG6<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902554.00    | 0.15%             | 2031-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       483 | NC      | $-3770825.91  | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                                                           | Synaptics Inc                                                                       | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    151000 | PA      | $121563.25    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO Ltd                                                                 | CUSIP: 09075JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955764.80    | 0.16%             | 2031-06-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| HPCL-MITTAL ENERGY LTD                                                  | HPCL-Mittal Energy Ltd                                                              | CUSIP: 000000000<br>LEI: 3358008CSQJBZUGQXP26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $182500.00    | 0.03%             | 2026-10-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                                          | Qatar Government International Bond                                                 | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    240000 | PA      | $230100.00    | 0.04%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                    | BWX Technologies Inc                                                                | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20760.72     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                                          | Stericycle Inc                                                                      | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |     92000 | PA      | $76187.50     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                    | LifePoint Health Inc                                                                | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    243000 | PA      | $169421.22    | 0.03%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                               | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     10000 | NS      | $36800.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDEN SPINCO CORP                                                      | Garden Spinco Corp                                                                  | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $140505.68    | 0.02%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                     | Banc of America Funding 2007-2 Trust                                                | CUSIP: 05951GAQ5<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |    234259 | PA      | $190186.18    | 0.03%             | 2037-03-25      | Fixed         | 6.00%                 | 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        |    227000 | PA      | $203296.70    | 0.03%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138XFK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874868 | PA      | $830793.30    | 0.14%             | 2043-12-01      | Fixed         | 4.00%                 | 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        |     14000 | PA      | $13438.32     | 0.00%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                        | Altria Group Inc                                                                    | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1619134.00   | 0.28%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40932.24     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                                        | AHP Health Partners Inc                                                             | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    219000 | PA      | $169725.00    | 0.03%             | 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        |     87000 | PA      | $75255.00     | 0.01%             | 2028-03-01      | Fixed         | 4.88%                 | 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%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -3353376 | PA      | $-3353375.51  | -0.57%            |  |  |  | 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      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      8872 | OU      | $-301.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                  | Comstock Resources Inc                                                              | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    537000 | PA      | $467702.84    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                | Celanese US Holdings LLC                                                            | CUSIP: 15089QAM6<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179816.92    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60100.99     | 0.01%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New York City Industrial Development Agency                             | NEW YORK CITY NY INDL DEV AGY REVENUE                                               | CUSIP: 64971PKR5<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    165000 | PA      | $120176.27    | 0.02%             | 2040-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities X, Limited                                | Goldentree Loan Opportunities X Ltd                                                 | CUSIP: 38137PAY6<br>LEI: 549300IGEA8MXF2YEF61 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224603.45    | 0.04%             | 2031-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       283 | NC      | $-3163219.69  | -0.54%            |  |  |  | No            |                  1 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                 | Mello Mortgage Capital Acceptance 2022-INV2                                         | CUSIP: 58549JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830707 | PA      | $685300.56    | 0.12%             | 2052-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                                    | Entegris Escrow Corp                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $909891.80    | 0.16%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                              | FedEx Corp                                                                          | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1007200.30   | 0.17%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                | Venture Global Calcasieu Pass LLC                                                   | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    549000 | PA      | $455379.03    | 0.08%             | 2031-08-15      | Fixed         | 4.13%                 | 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        |    464000 | PA      | $407853.68    | 0.07%             | 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        |    433512 | PA      | $412981.35    | 0.07%             | 2028-04-21      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1970467.20   | 0.34%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $47020.80     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                        | Altria Group Inc                                                                    | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $790361.33    | 0.13%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                | Compass Group Diversified Holdings LLC                                              | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    129000 | PA      | $101230.17    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                | Acadia Healthcare Co Inc                                                            | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33763.80     | 0.01%             | 2028-07-01      | Fixed         | 5.50%                 | 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      |
| PetSmart, Inc.                                                          | PetSmart, Inc. 2021 Term Loan B                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26500 | PA      | $25020.44     | 0.00%             | 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        |    206000 | PA      | $179220.00    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | CALIFORNIA ST                                                                       | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    280000 | PA      | $344443.40    | 0.06%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -4618884 | PA      | $-4618884.14  | -0.79%            |  |  |  | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                                 | Aeropuertos Dominicanos Siglo XXI SA                                                | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    200000 | PA      | $184600.00    | 0.03%             | 2029-03-30      | Fixed         | 6.75%                 | 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    | 0.02%             | 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        |    559000 | PA      | $511384.38    | 0.09%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      2359 | OU      | $-80.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                     | Suzano Austria GmbH                                                                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     80000 | PA      | $62400.00     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    126000 | PA      | $111081.60    | 0.02%             | 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        |    144000 | PA      | $137418.48    | 0.02%             | 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        |    253077 | PA      | $215325.33    | 0.04%             | 2028-12-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                      | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | XX        |      5404 | OU      | $-1522.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY BO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -59251000 | PA      | $-59251000.00 | -10.12%           |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $398204.80    | 0.07%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLATIN 1426 GMBH                                                        | Schenck Process Holding GmbH/Darmstadt                                              | CUSIP: 000000000<br>LEI: 213800NMYXIGFN77O655 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95432.38     | 0.02%             | 2023-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $360397.50    | 0.06%             | 2027-05-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    704000 | PA      | $530662.27    | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BL5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    124000 | PA      | $112842.48    | 0.02%             | 2027-08-15      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| International Paper Co                                                  | International Paper Co                                                              | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    870000 | PA      | $829785.40    | 0.14%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                           | SCC Power PLC                                                                       | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    131209 | PA      | $9586.53      | 0.00%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP CALLON PETR                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -347476 | PA      | $-347476.25   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     82000 | PA      | $87125.00     | 0.01%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                 | Walt Disney Co/The                                                                  | CUSIP: 254687DT0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    385000 | PA      | $427907.58    | 0.07%             | 2028-11-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT                                                 | United Airlines 2013-1 Class A Pass Through Trust                                   | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2412430 | PA      | $2259171.96   | 0.39%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                        | Crown Castle Inc                                                                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1000000 | PA      | $840396.02    | 0.14%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                 | HCA Inc                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $920826.41    | 0.16%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $69327.00     | 0.01%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK NEGARA INDONESIA                                                   | Bank Negara Indonesia Persero Tbk PT                                                | CUSIP: 000000000<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    252000 | PA      | $222417.72    | 0.04%             | 2026-03-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                | Science Applications International Corp                                             | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     73000 | PA      | $64944.81     | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                                 | Buttermilk Park CLO Ltd                                                             | CUSIP: 124166AL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $214374.78    | 0.04%             | 2031-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173540.00    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                            | Arconic Corp                                                                        | CUSIP: 03966VAB3<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |     87000 | PA      | $83743.21     | 0.01%             | 2025-05-15      | Fixed         | 6.00%                 | 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        |    200000 | PA      | $155042.00    | 0.03%             | 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        |    756330 | PA      | $659897.93    | 0.11%             | 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        |    300000 | PA      | $265087.50    | 0.05%             | 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        |    155000 | PA      | $117908.03    | 0.02%             | 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        |   2400308 | PA      | $2268291.14   | 0.39%             | 2034-07-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    252000 | PA      | $210112.56    | 0.04%             | 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        |    200000 | PA      | $117287.50    | 0.02%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                                                    | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -168175 | PA      | $-168175.00   | -0.03%            |  |  |  | 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        |    670000 | PA      | $505850.00    | 0.09%             | 2028-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                      | Bahrain Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $159000.00    | 0.03%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                          | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    349000 | PA      | $290577.40    | 0.05%             | 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        |    116000 | PA      | $72645.00     | 0.01%             | 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        |     98000 | PA      | $94848.32     | 0.02%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354000 | PA      | $1378673.08   | 0.24%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP CVS HEALTH                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1648005 | PA      | $-1648005.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                    | Paraguay Government International Bond                                              | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $146912.50    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                          | Mariner Finance Issuance Trust 2021-A                                               | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $148552.52    | 0.03%             | 2036-03-20      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                              | Air Canada 2021 Term Loan B                                                         | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |    236408 | PA      | $224376.72    | 0.04%             | 2028-08-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                                    | Carpenter Technology Corp                                                           | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    154000 | PA      | $142819.60    | 0.02%             | 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        |     75000 | PA      | $61687.50     | 0.01%             | 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        |    125000 | PA      | $110025.00    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                     | Clarivate Science Holdings Corp                                                     | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $232551.00    | 0.04%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                                                    | Marble Point CLO XVII Ltd                                                           | CUSIP: 56606CAG8<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223212.63    | 0.04%             | 2033-04-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                  | Energizer Holdings Inc                                                              | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     31000 | PA      | $24560.99     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chobani, LLC                                                            | Chobani, LLC 2020 Term Loan B                                                       | CUSIP: 17026YAH2<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |     33006 | PA      | $29973.84     | 0.01%             | 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        |     42000 | PA      | $33851.16     | 0.01%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      3249 | OU      | $-915.45      | -0.00%            |  |  |  | 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        |     43000 | PA      | $44182.50     | 0.01%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                         | Nordea Bank Abp                                                                     | CUSIP: 65557CAN3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2960000 | PA      | $2763090.44   | 0.47%             | 2024-09-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Inc                                                       | Grab Holdings Inc Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |     79035 | PA      | $73848.54     | 0.01%             | 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        |    331000 | PA      | $290692.48    | 0.05%             | 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        |     48000 | PA      | $42297.36     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31358UB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        95 | PA      | $94.38        | 0.00%             | 2023-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                     | NEW JERSEY ST                                                                       | CUSIP: 646039YQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $192280.19    | 0.03%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                    | Matador Resources Co                                                                | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398408.71    | 0.07%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | Enbridge Inc                                                                        | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $835762.50    | 0.14%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP PRUDENTIAL                                                                      | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |   -535625 | PA      | $-535625.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                            | Barclays PLC                                                                        | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4320000 | PA      | $4084923.53   | 0.70%             | 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        |    255000 | PA      | $217387.50    | 0.04%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                               | Block Inc                                                                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $988526.63    | 0.17%             | 2031-06-01      | Fixed         | 3.50%                 | 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        |     69000 | PA      | $57250.76     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                                            | Teleflex Inc                                                                        | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12612.81     | 0.00%             | 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        |     83000 | PA      | $61366.92     | 0.01%             | 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        |    420000 | PA      | $302538.60    | 0.05%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                                                    | SRS Distribution Inc                                                                | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |    336000 | PA      | $269842.17    | 0.05%             | 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        |     23000 | PA      | $17767.50     | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      9132 | OU      | $-2573.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                        | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    130000 | PA      | $90512.50     | 0.02%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                   | Playtika Holding Corp                                                               | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    354000 | PA      | $283107.96    | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                     | Buckeye Partners LP                                                                 | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     59000 | PA      | $41417.18     | 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        |    123000 | PA      | $111007.50    | 0.02%             | 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        |    179000 | PA      | $163829.75    | 0.03%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                 | GSR Mortgage Loan Trust 2007-4F                                                     | CUSIP: 362669AK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83537 | PA      | $58959.22     | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    124000 | PA      | $110409.69    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                               | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1891920 | PA      | $1765191.82   | 0.30%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3160763 | PA      | $-3160762.80  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    363000 | PA      | $325715.36    | 0.06%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust 2020-3                                          | CUSIP: 85573MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1894780.00   | 0.32%             | 2065-04-25      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1434215.00   | 0.24%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                               | Sotheby's                                                                           | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |    665000 | PA      | $610795.85    | 0.10%             | 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        |      4000 | PA      | $3629.77      | 0.00%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2022-NQM5 Trust                                                                | CUSIP: 12663DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2972313 | PA      | $2881037.02   | 0.49%             | 2067-05-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                                                    | Dewolf Park CLO Ltd                                                                 | CUSIP: 25211AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $255669.90    | 0.04%             | 2030-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                          | Aon Global Ltd                                                                      | CUSIP: 00185AAK0<br>LEI: 635400FALWQYX5E6QC64 | Long             | DBT              | CORP              | GB        |   1445000 | PA      | $1388383.77   | 0.24%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                              | Arcosa Inc                                                                          | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    238000 | PA      | $202300.00    | 0.03%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 78 CLO Ltd                                                                   | CUSIP: 26253LAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218829.48    | 0.04%             | 2033-04-17      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                                 | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $826854.91    | 0.14%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                                                     | Grinding Media Inc. 2021 Term Loan B                                                | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |     63514 | PA      | $56527.56     | 0.01%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  3 | On Loan: No      |
| Voya CLO Ltd                                                            | Voya CLO 2018-2 Ltd                                                                 | CUSIP: 92917JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $957376.50    | 0.16%             | 2031-07-15      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                     | Station Casinos LLC                                                                 | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    155000 | PA      | $117069.19    | 0.02%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                           | TransDigm Inc                                                                       | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131847.30    | 0.02%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                          | Aon Global Ltd                                                                      | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $418940.32    | 0.07%             | 2044-06-14      | Fixed         | 4.60%                 | 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        |      9399 | PA      | $8916.93      | 0.00%             | 2025-05-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP MICROSOFT C                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -3570000 | PA      | $-3570000.00  | -0.61%            |  |  |  | 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%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                           | CUSIP: 401494AS8<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $174412.50    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |    188000 | PA      | $157021.36    | 0.03%             | 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        |    269000 | PA      | $212735.96    | 0.04%             | 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        |     67000 | PA      | $53380.87     | 0.01%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                 | Duke Energy Florida LLC                                                             | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2874613.70   | 0.49%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                                        | APi Group DE Inc                                                                    | CUSIP: 001877AA7<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |     89000 | PA      | $70532.50     | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49661.25     | 0.01%             | 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        |    172000 | PA      | $166777.66    | 0.03%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                              | Verus Securitization Trust 2022-3                                                   | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915757 | PA      | $839286.22    | 0.14%             | 2067-02-25      | Variable      | 4.13%                 | 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        |    177000 | PA      | $144697.50    | 0.02%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                | Western Midstream Operating LP                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    229000 | PA      | $187858.34    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZHENRO PROPERTIES GROUP                                                 | Zhenro Properties Group Ltd                                                         | CUSIP: 000000000<br>LEI: 549300I66TVJEL841P38 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $8000.00      | 0.00%             | 2024-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                | AT&T Inc                                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    350000 | PA      | $236444.81    | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                                                | Ken Garff Automotive LLC                                                            | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $67017.54     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                                                | EnLink Midstream Partners LP                                                        | CUSIP: 29336UAF4<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $61531.77     | 0.01%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                | Prudential Financial Inc                                                            | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1605755.97   | 0.27%             | 2036-12-14      | Fixed         | 5.70%                 | 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    | 0.03%             | 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        |     26000 | PA      | $23052.60     | 0.00%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                | Radiate Holdco LLC / Radiate Finance Inc                                            | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    930000 | PA      | $648675.00    | 0.11%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP ORACLE CORP                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2469156 | PA      | $-2469156.25  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                | CTR Partnership LP / CareTrust Capital Corp                                         | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |     32000 | PA      | $26320.00     | 0.00%             | 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        |   1355000 | PA      | $1307575.00   | 0.22%             | 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        |    431000 | PA      | $409450.00    | 0.07%             | 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        |    402000 | PA      | $344401.44    | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                | Enterprise Products Operating LLC                                                   | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1368253.53   | 0.23%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden XXVIII Senior Loan Fund                                                      | CUSIP: 26251BAS5<br>LEI: 549300K4FV16ICO2FF98 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915269.20    | 0.16%             | 2030-08-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                              | Viasat Inc                                                                          | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    169000 | PA      | $131196.39    | 0.02%             | 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        |    294000 | PA      | $245043.12    | 0.04%             | 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        |    201000 | PA      | $143966.25    | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | 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        |    588871 | PA      | $524278.10    | 0.09%             | 2026-08-21      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    456000 | PA      | $446880.00    | 0.08%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                          | Morgan Stanley                                                                      | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    905000 | PA      | $875945.23    | 0.15%             | 2025-07-23      | Fixed         | 4.00%                 | 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        |     51360 | PA      | $49402.16     | 0.01%             | 2026-09-03      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                            | Navient Corp                                                                        | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27891.39     | 0.00%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                              | Elastic NV                                                                          | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    254000 | PA      | $200619.36    | 0.03%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BBHG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   1899250 | PA      | $1807041.45   | 0.31%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP BARCLAYS PL                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -4066200 | PA      | $-4066200.00  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                        | Paramount Global                                                                    | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    645000 | PA      | $514200.23    | 0.09%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |  -2814000 | PA      | $-2814000.00  | -0.48%            |  |  |  | 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        |    178000 | PA      | $131767.17    | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | 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        |     18000 | PA      | $14316.84     | 0.00%             | 2042-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                | Saudi Government International Bond                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    222000 | PA      | $174270.00    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                | Burlington Resources LLC                                                            | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685261.37    | 0.12%             | 2036-10-15      | Fixed         | 5.95%                 | 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        |    280000 | PA      | $256432.40    | 0.04%             | 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        |     12000 | PA      | $10839.00     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268019.79    | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                   | Mineral Resources Ltd                                                               | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     88000 | PA      | $85043.20     | 0.01%             | 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        |   2000000 | PA      | $1509700.00   | 0.26%             | 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        |    392934 | PA      | $378997.10    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                     | COMM 2015-CCRE22 Mortgage Trust                                                     | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4609817.50   | 0.79%             | 2048-03-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                | Clear Channel Outdoor Holdings Inc                                                  | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    566000 | PA      | $410350.00    | 0.07%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | FSWP: USD 1.610000 28-MAR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26000000 | OU      | $2320423.66   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA Health Sciences Inc                                                 | PRA Health Sciences Inc                                                             | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351938.81    | 0.06%             | 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        |     49000 | PA      | $43889.32     | 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        |    116000 | PA      | $92333.10     | 0.02%             | 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    | 0.04%             | 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        |    743000 | PA      | $709565.00    | 0.12%             | 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        |    232000 | PA      | $210377.60    | 0.04%             | 2029-02-01      | Fixed         | 5.38%                 | 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        |    200000 | PA      | $164396.16    | 0.03%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                          | Wynn Macau Ltd                                                                      | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $138000.00    | 0.02%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                                       | Service Corp International/US                                                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    394000 | PA      | $316850.86    | 0.05%             | 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        |    104000 | PA      | $81320.95     | 0.01%             | 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        |     12000 | PA      | $10831.13     | 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        |     76000 | PA      | $57000.00     | 0.01%             | 2029-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL INTL BV                                                   | Clear Channel International BV                                                      | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    256000 | PA      | $237877.43    | 0.04%             | 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        |    979000 | PA      | $739145.00    | 0.13%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                             | FSWP: USD 1.657000 25-APR-2032                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25400000 | OU      | $2269369.84   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1349498 | PA      | $-1349497.95  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                 | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $123007.95    | 0.02%             | 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        |    374259 | PA      | $332780.07    | 0.06%             | 2024-05-28      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2017-4, Ltd.                                                   | Voya Clo 2017-4 Ltd                                                                 | CUSIP: 92916QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $245781.78    | 0.04%             | 2030-10-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                              | AbbVie Inc                                                                          | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467387.70    | 0.08%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP FIVE CORNER                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1975688 | PA      | $-1975687.50  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    243000 | PA      | $177997.50    | 0.03%             | 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        |     78000 | PA      | $52845.00     | 0.01%             | 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        |     84000 | PA      | $67739.58     | 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        |     89811 | PA      | $83945.81     | 0.01%             | 2027-07-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                | MPH Acquisition Holdings LLC                                                        | CUSIP: 553283AD4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    139000 | PA      | $114735.47    | 0.02%             | 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        |    753826 | PA      | $7538.26      | 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        |    210000 | PA      | $208687.50    | 0.04%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                   | Ahead DB Holdings LLC                                                               | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84385.95     | 0.01%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KBR INC                                                                 | KBR Inc                                                                             | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |    134000 | PA      | $115116.17    | 0.02%             | 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        |    138000 | PA      | $101504.52    | 0.02%             | 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        |    171685 | PA      | $158563.21    | 0.03%             | 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        |    123000 | PA      | $114777.45    | 0.02%             | 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        |     76000 | PA      | $64908.56     | 0.01%             | 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        |    257000 | PA      | $225023.06    | 0.04%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2850000 | PA      | $2621655.44   | 0.45%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA Inc                                                                           | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266800.10    | 0.05%             | 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        |    241000 | PA      | $225937.50    | 0.04%             | 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        |    210000 | PA      | $161637.00    | 0.03%             | 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        |    200000 | PA      | $190975.00    | 0.03%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                                | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1138525.30   | 0.19%             | 2039-03-15      | Fixed         | 5.63%                 | 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        |    200000 | PA      | $154500.00    | 0.03%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                          | Lowe's Cos Inc                                                                      | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $792907.26    | 0.14%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                 | SBA Communications Corp                                                             | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    321000 | PA      | $258170.67    | 0.04%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                         | Sabre GLBL Inc. 2021 Term Loan B2                                                   | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    107368 | PA      | $95870.95     | 0.02%             | 2027-12-17      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                               | Nelnet Student Loan Trust 2021-A                                                    | CUSIP: 64035DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $382518.98    | 0.07%             | 2062-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                     | CDW LLC / CDW Finance Corp                                                          | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40604.30     | 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        |     64000 | PA      | $45011.20     | 0.01%             | 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        |     28000 | PA      | $25966.17     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                     | Klabin Austria GmbH                                                                 | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $145500.00    | 0.02%             | 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        |    142000 | PA      | $120302.54    | 0.02%             | 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        |     34000 | PA      | $28522.76     | 0.00%             | 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        |     28000 | PA      | $24211.60     | 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        |     32000 | PA      | $30561.79     | 0.01%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                           | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    640000 | PA      | $632060.25    | 0.11%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $56943.29     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2017-14 Ltd                                                                 | CUSIP: 67097QAE5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1262282.21   | 0.22%             | 2030-11-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                | Virginia Electric and Power Co                                                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3953559.39   | 0.68%             | 2037-05-15      | Fixed         | 6.00%                 | 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    | 0.03%             | 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        |    186804 | PA      | $177308.56    | 0.03%             | 2026-05-04      | Floating      | 5.54%                 | 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        |     16201 | PA      | $14911.59     | 0.00%             | 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        |    252000 | PA      | $202860.00    | 0.03%             | 2026-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34938.76     | 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        |     48000 | PA      | $39408.77     | 0.01%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP FLORIDA POW                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -3180844 | PA      | $-3180843.75  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                     | NOVA Chemicals Corp                                                                 | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $38524.42     | 0.01%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                     | CALIFORNIA ST                                                                       | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $2117051.68   | 0.36%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                   | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                            | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1295000 | PA      | $1561498.05   | 0.27%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                               | CUSIP: 451102BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $104782.72    | 0.02%             | 2024-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                    | Aramark Services Inc                                                                | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13720.00     | 0.00%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     67000 | PA      | $74591.10     | 0.01%             | 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        |    419000 | PA      | $291548.58    | 0.05%             | 2029-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP CDP FINANCI                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -6663062 | PA      | $-6663062.50  | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                      | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    612000 | PA      | $561308.04    | 0.10%             | 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      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 9128284X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11700000 | PA      | $11544152.37  | 1.97%             | 2023-08-31      | Fixed         | 2.75%                 | 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        |    163000 | PA      | $159220.40    | 0.03%             | 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        |     74000 | PA      | $75446.02     | 0.01%             | 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        |     56479 | PA      | $56337.75     | 0.01%             | 2023-11-28      | Floating      | 9.76%                 | 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      |
| Elevation CLO Ltd                                                       | Elevation CLO 2021-12 Ltd                                                           | CUSIP: 28623NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $420854.35    | 0.07%             | 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        |    208000 | PA      | $165360.00    | 0.03%             | 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        |    117000 | PA      | $117064.35    | 0.02%             | 2025-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                         | Thor Industries Inc                                                                 | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     73000 | PA      | $54863.15     | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GROUP                                                     | CIFI Holdings Group Co Ltd                                                          | CUSIP: 000000000<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $43250.00     | 0.01%             | 2024-11-07      | Fixed         | 6.45%                 | 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        |    117000 | PA      | $102960.00    | 0.02%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                                            | Seaspan Corp                                                                        | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |    205000 | PA      | $161950.00    | 0.03%             | 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        |    683000 | PA      | $563338.40    | 0.10%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                                                  | H&E Equipment Services Inc                                                          | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29045.00     | 0.00%             | 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        |     67000 | PA      | $58348.29     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                          | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    173000 | PA      | $94285.00     | 0.02%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                          | JPN 10Y BOND(OSE) DEC22                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -12 | NC      | $21598.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                | Lloyds Banking Group PLC                                                            | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1596875.00   | 0.27%             | 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     | 0.01%             | 2026-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    621000 | PA      | $491794.74    | 0.08%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                                | Fortress Transportation and Infrastructure Investors LLC                            | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    194000 | PA      | $155172.84    | 0.03%             | 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        |    404434 | PA      | $381433.51    | 0.07%             | 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        |    618000 | PA      | $594670.50    | 0.10%             | 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        |     92000 | NS      | $2275160.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -2636250 | PA      | $-2636250.00  | -0.45%            |  |  |  | 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        |    758971 | PA      | $749633.50    | 0.13%             | 2023-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                                         | Republic Finance Issuance Trust 2020-A                                              | CUSIP: 76042EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $217632.72    | 0.04%             | 2030-11-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAM2<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99225.00     | 0.02%             | 2025-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                  | Spirit AeroSystems Inc                                                              | CUSIP: 85205TAL4<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20729.06     | 0.00%             | 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        |    250000 | PA      | $228750.00    | 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        |     50000 | PA      | $41675.00     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | 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        |     26000 | PA      | $21349.77     | 0.00%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | CDS: (CMBX.NA.8.BBB-)                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   5550000 | OU      | $-956229.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Aetna Inc                                                               | Aetna Inc                                                                           | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    575000 | PA      | $473276.89    | 0.08%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | AbbVie Inc                                                                          | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3147638.49   | 0.54%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                  | TCI Communications Inc                                                              | CUSIP: 872287AF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    610000 | PA      | $658581.72    | 0.11%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (LADLN)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     30000 | OU      | $-5310.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                  | Match Group Holdings II LLC                                                         | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16425.00     | 0.00%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                                | OWL Rock Core Income Corp                                                           | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    142000 | PA      | $139843.65    | 0.02%             | 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        |     25000 | PA      | $161617.50    | 0.03%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHRIRAM TRANSPORT FIN                                                   | Shriram Transport Finance Co Ltd                                                    | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $193500.00    | 0.03%             | 2023-07-16      | Fixed         | 5.10%                 | 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   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $164909.50    | 0.03%             | 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        |    118580 | PA      | $111267.17    | 0.02%             | 2027-01-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                 | OQ SAOC                                                                             | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $178850.00    | 0.03%             | 2028-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 50 Senior Loan Fund                                                          | CUSIP: 262431AD1<br>LEI: 5493008NBEE3C4AF3K95 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237218.70    | 0.04%             | 2030-07-15      | Floating      | 4.16%                 | 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     | 0.01%             | 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     | 0.00%             | 2027-07-11      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                    | Edison International                                                                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90850.00     | 0.02%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                            | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $132918.71    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2444599 | PA      | $-2444598.80  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                           | Life Time Inc                                                                       | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    146000 | PA      | $124830.00    | 0.02%             | 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        |      6000 | PA      | $5479.35      | 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        |    148000 | PA      | $42457.50     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $241797.50    | 0.04%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                      | Morocco Government International Bond                                               | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    221000 | PA      | $154050.81    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -841497 | PA      | $-841497.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA                        | RRP BANK OF AME                                                                     | CUSIP: 000000000<br>LEI: 1VUV7VQFKUOQSJ21A208 | Short            | RA               | CORP              | US        |  -3710000 | PA      | $-3710000.00  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                            | Ecopetrol SA                                                                        | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    188000 | PA      | $171232.75    | 0.03%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                    | RLJ Lodging Trust LP                                                                | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     66000 | PA      | $51702.49     | 0.01%             | 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        |   1337000 | PA      | $938008.36    | 0.16%             | 2028-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                   | Healthpeak Properties Inc                                                           | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1931253.18   | 0.33%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                      | Credit Agricole SA                                                                  | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $958750.00    | 0.16%             | 2024-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                              | Mattel Inc                                                                          | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     49000 | PA      | $41198.96     | 0.01%             | 2029-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                           | Ballyrock CLO 2016-1 Ltd                                                            | CUSIP: 05875FBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241449.55    | 0.04%             | 2028-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                | Consensus Cloud Solutions Inc                                                       | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38199.23     | 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        |     37000 | PA      | $29866.59     | 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        |    212000 | PA      | $195570.00    | 0.03%             | 2029-04-05      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP ANHEUSER BU                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -3691500 | PA      | $-3691500.00  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                        | CSC Holdings LLC                                                                    | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    247000 | PA      | $228475.00    | 0.04%             | 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        |     52000 | PA      | $49660.00     | 0.01%             | 2029-08-03      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | Ford Motor Co                                                                       | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1325180.00   | 0.23%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                                                 | Lions Gate Capital Holdings LLC                                                     | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    510000 | PA      | $379950.00    | 0.06%             | 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        |     61000 | PA      | $51087.50     | 0.01%             | 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        |     22000 | PA      | $19019.05     | 0.00%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                                                   | Grupo Bimbo SAB de CV                                                               | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196225.00    | 0.03%             | 2023-04-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                           | Allstate Corp/The                                                                   | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1841036.48   | 0.31%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                            | Entegris Inc                                                                        | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142433.76    | 0.02%             | 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        |    177000 | PA      | $130533.09    | 0.02%             | 2028-03-15      | Fixed         | 6.13%                 | 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        |    249981 | PA      | $244293.48    | 0.04%             | 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      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400277.04    | 0.07%             | 2050-04-15      | Fixed         | 4.50%                 | 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        |    743910 | PA      | $698657.95    | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 595 EXPRESS LLC 12/31/2031                                              | 595 EXPRESS LLC 12/31/2031                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720464 | PA      | $659871.95    | 0.11%             | 2031-12-31      | Fixed         | 3.31%                 | No            |                  3 | On Loan: No      |
| Grippen Park CLO LTD                                                    | Grippen Park CLO Ltd                                                                | CUSIP: 39862EAD6<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231713.53    | 0.04%             | 2030-01-20      | Floating      | 6.01%                 | 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     | 0.01%             | 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        |    203000 | PA      | $171260.95    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                             | Marble Point CLO XXIII Ltd                                                          | CUSIP: 56607TAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225915.58    | 0.04%             | 2035-01-22      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                               | BlackRock Liquidity Funds: T-Fund, Institutional Shares                             | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   6766589 | NS      | $6766588.82   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                            | UBS Group AG                                                                        | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $131400.00    | 0.02%             | 2031-02-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                | Banco Bilbao Vizcaya Argentaria SA                                                  | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1494500.00   | 0.26%             | 2027-11-16      | Fixed         | 6.13%                 | 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        |    189000 | PA      | $188232.66    | 0.03%             | 2028-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                         | Yum! Brands Inc                                                                     | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1747.82      | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT Midstream Inc                                                                    | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $337310.48    | 0.06%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                | Allison Transmission Inc                                                            | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85070.00     | 0.01%             | 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        |     79000 | PA      | $53325.00     | 0.01%             | 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        |    162000 | PA      | $130815.00    | 0.02%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                               | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    243000 | PA      | $222588.00    | 0.04%             | 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        |     73000 | PA      | $56940.00     | 0.01%             | 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        |    467000 | PA      | $448787.00    | 0.08%             | 2026-03-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ITR Concession Co LLC                                                   | ITR Concession Co LLC                                                               | CUSIP: 450636AA3<br>LEI: 5493007GBY3OBTILCX44 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3832430.92   | 0.65%             | 2025-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                             | Vistra Operations Co LLC                                                            | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11130.00     | 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        |    104000 | PA      | $92957.43     | 0.02%             | 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        |    431000 | PA      | $330594.20    | 0.06%             | 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        |    134000 | PA      | $129015.20    | 0.02%             | 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        |    310000 | PA      | $288909.41    | 0.05%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                                                  | Medco Oak Tree Pte Ltd                                                              | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    288000 | PA      | $246600.00    | 0.04%             | 2026-05-14      | Fixed         | 7.38%                 | 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        |    382000 | PA      | $363165.49    | 0.06%             | 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        |     13000 | PA      | $10240.17     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                                 | Goldentree Loan Management US Clo 4 Ltd                                             | CUSIP: 38137YAS0<br>LEI: 549300H67V5FL4RU1Z53 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $473652.50    | 0.08%             | 2031-04-24      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                | AT&T Inc                                                                            | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527166.28    | 0.09%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                | KLA Corp                                                                            | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351206.30    | 0.06%             | 2050-03-01      | Fixed         | 3.30%                 | 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        |   1466000 | PA      | $1073629.50   | 0.18%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                        | AmWINS Group Inc                                                                    | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    189000 | PA      | $156881.81    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | RRP FHLMC 4350A                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -1807326 | PA      | $-1807326.47  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                      | Dominican Republic International Bond                                               | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    226000 | PA      | $177240.50    | 0.03%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                 | Fidelity National Information Services Inc                                          | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794775.49    | 0.14%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FHLMC 30YR                                                                      | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2080622 | PA      | $-2080621.62  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                    | Aramark Services Inc                                                                | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    557000 | PA      | $496125.47    | 0.08%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP RAYTHEON TE                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1682500 | PA      | $-1682500.00  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                   | Level 3 Financing Inc                                                               | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    108000 | PA      | $79962.12     | 0.01%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Indianapolis Local Public Improvement Bond Bank                         | INDIANAPOLIS IN LOCAL PUBLIC IMPT BOND BANK                                         | CUSIP: 45528S5S1<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   2535000 | PA      | $2652918.06   | 0.45%             | 2040-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd                                    | GoldenTree Loan Opportunities IX Ltd                                                | CUSIP: 38123HAS3<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1455242.40   | 0.25%             | 2029-10-29      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                         | Cano Health LLC                                                                     | CUSIP: 13782CAA8<br>LEI: 254900OGI2T8V1NXN639 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80291.85     | 0.01%             | 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        |    391000 | PA      | $353601.32    | 0.06%             | 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        |    233136 | PA      | $221395.26    | 0.04%             | 2027-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                            | Navient Corp                                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     42000 | PA      | $31926.20     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                         | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                            | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1390000 | PA      | $1478191.33   | 0.25%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63875.00     | 0.01%             | 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        |    610308 | PA      | $677311.19    | 0.12%             | 2027-06-30      | Fixed         | 5.66%                 | 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        |    220000 | PA      | $162250.00    | 0.03%             | 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        |    278000 | PA      | $270702.50    | 0.05%             | 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        |     62000 | PA      | $50889.60     | 0.01%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66500000 | PA      | $50490644.37  | 8.62%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP UNITED STAT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |    -48748 | PA      | $-48747.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                                        | Vail Resorts Inc                                                                    | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103574.10    | 0.02%             | 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        |    233000 | PA      | $195192.11    | 0.03%             | 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        |    378000 | PA      | $349328.70    | 0.06%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                    | Booking Holdings Inc                                                                | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    148000 | PA      | $177792.40    | 0.03%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | Credit Agricole SA                                                                  | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $137812.00    | 0.02%             | 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        |    464000 | PA      | $380586.72    | 0.06%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                                | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $205425.00    | 0.04%             | 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        |    204000 | PA      | $184620.00    | 0.03%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                                              | Genneia SA                                                                          | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |     92099 | PA      | $85381.53     | 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        |    169000 | PA      | $153595.65    | 0.03%             | 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        |     89000 | PA      | $71422.50     | 0.01%             | 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        |   1007000 | PA      | $856161.47    | 0.15%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                                           | MAF Sukuk Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182037.50    | 0.03%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                     | Buckeye Partners LP                                                                 | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     94000 | PA      | $69630.41     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | 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    | 0.06%             | 2028-07-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                | TerraForm Power Operating LLC                                                       | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    121000 | PA      | $102702.38    | 0.02%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP GNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |    -26308 | PA      | $-26307.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                  | WESCO Distribution Inc                                                              | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    590000 | PA      | $577876.31    | 0.10%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    335000 | PA      | $266325.00    | 0.05%             | 2026-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                            | TruGreen Limited Partnership 2020 2nd Lien Term Loan                                | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    106000 | PA      | $93280.00     | 0.02%             | 2028-11-02      | Floating      | 11.62%                | No            |                  3 | On Loan: No      |
| ORGANON & CO/ORG                                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $205200.00    | 0.04%             | 2028-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                                                 | Legacy LifePoint Health LLC                                                         | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $53711.56     | 0.01%             | 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    | 0.04%             | 2034-07-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                  | Merrill Lynch Mortgage Investors Trust Series 2006-A3                               | CUSIP: 59023CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160936 | PA      | $123309.12    | 0.02%             | 2036-05-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                          | ConocoPhillips                                                                      | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    600000 | PA      | $650173.19    | 0.11%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | Devon Energy Corp                                                                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244296.79    | 0.04%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-5 Ltd                                                  | CUSIP: 05682EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468464.90    | 0.08%             | 2034-10-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1599843.76   | 0.27%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Ltd                                                        | Inkia Energy Ltd                                                                    | CUSIP: 45721RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    200000 | PA      | $184000.00    | 0.03%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                                                      | NortonLifeLock Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    164000 | PA      | $158622.44    | 0.03%             | 2030-09-30      | Fixed         | 7.13%                 | 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        |    139320 | PA      | $132817.94    | 0.02%             | 2026-09-03      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                            | Comcast Corp                                                                        | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    790000 | PA      | $837727.37    | 0.14%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASHLAND LLC                                                             | Ashland LLC                                                                         | CUSIP: 04433LAA0<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $143762.19    | 0.02%             | 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        |   1117000 | PA      | $837750.00    | 0.14%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2020 Term Loan B8                                                       | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |         0 | PA      | $0.17         | 0.00%             | 2026-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                          | Highbridge Loan Management 3-2014                                                   | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $901577.90    | 0.15%             | 2029-07-18      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                             | Staples Inc                                                                         | CUSIP: 855030AN2<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    157000 | PA      | $131818.77    | 0.02%             | 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    | 0.03%             | 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        |    517000 | PA      | $474657.70    | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | 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        |     68962 | PA      | $65083.34     | 0.01%             | 2026-04-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                         | ICE: (CDX.NA.IG.39.V1)                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  26510000 | OU      | $81369.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                             | Oracle Corp                                                                         | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2520981.64   | 0.43%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                | Prime Healthcare Services Inc                                                       | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $160659.00    | 0.03%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR                                                                       | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -772708 | PA      | $-772707.97   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM                                                        | Callon Petroleum Co                                                                 | CUSIP: 13123XBD3<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    407000 | PA      | $375457.50    | 0.06%             | 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        |    122000 | PA      | $121583.98    | 0.02%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                                                | Banca Monte dei Paschi di Siena SpA                                                 | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $83760.18     | 0.01%             | 2025-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                                                   | Sotheby's/Bidfair Holdings Inc                                                      | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $330448.00    | 0.06%             | 2029-06-01      | Fixed         | 5.88%                 | 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        |     35000 | PA      | $32695.95     | 0.01%             | 2029-02-23      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                              | Carvana Co                                                                          | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    151000 | PA      | $73612.50     | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP GENERAL MOT                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2427688 | PA      | $-2427687.50  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | United States Treasury Note/Bond                                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61400000 | PA      | $51288187.50  | 8.76%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                            | ADT Security Corp/The                                                               | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15770.00     | 0.00%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                    | Range Resources Corp                                                                | CUSIP: 75281AAS8<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9425.80      | 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        |    321000 | PA      | $241515.23    | 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        |    611000 | PA      | $578739.20    | 0.10%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) DEC22                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -29 | NC      | $38543.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                   | Element Solutions Inc                                                               | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $961408.80    | 0.16%             | 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        |     46000 | PA      | $36032.48     | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                               | Anchorage Capital CLO 2013-1 Ltd                                                    | CUSIP: 033292AW3<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $663721.42    | 0.11%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                                 | Sensata Technologies BV                                                             | CUSIP: 81725WAJ2<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $66784.89     | 0.01%             | 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      |
| SENSATA TECHNOLOGIES BV                                                 | Sensata Technologies BV                                                             | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    159000 | PA      | $131570.85    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 31358U6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $44.79        | 0.00%             | 2023-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STERLING COOFS TR                                                       | STERLING COOFS TR                                                                   | CUSIP: 859245AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829617 | PA      | $8296.17      | 0.00%             | 2029-04-15      | Variable      | 2.36%                 | No            |                  3 | On Loan: No      |
| TD SECURITIES USA LLC                                                   | RRP INTERNATION                                                                     | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | Short            | RA               | CORP              | US        |  -1640000 | PA      | $-1640000.00  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                        | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    695000 | PA      | $565882.90    | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                    | Kraft Heinz Foods Co                                                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    565000 | PA      | $508262.10    | 0.09%             | 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        |         1 | PA      | $0.56         | 0.00%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                  | General Motors Financial Co Inc                                                     | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    807000 | PA      | $803788.14    | 0.14%             | 2023-05-15      | Fixed         | 4.25%                 | 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        |     16000 | PA      | $13864.00     | 0.00%             | 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        |     70000 | PA      | $66059.88     | 0.01%             | 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        |     47000 | PA      | $42492.64     | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                         | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $8584166.71   | 1.47%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                                  | CUSIP: 3137BERC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10563032 | PA      | $9693144.36   | 1.66%             | 2054-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                   | CUSIP: 70018FAE9<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1085805.63   | 0.19%             | 2034-02-14      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management LLC                                                 | CBAM 2017-1 Ltd                                                                     | CUSIP: 12480VAJ4<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $327295.57    | 0.06%             | 2030-07-20      | Floating      | 5.11%                 | 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        |    156000 | PA      | $129090.00    | 0.02%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                | Perusahaan Penerbit SBSN Indonesia III                                              | CUSIP: 71567PAU4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $192000.00    | 0.03%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                            | CUSIP: 38376PA59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693726 | PA      | $52781.86     | 0.01%             | 2039-12-16      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                             | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $987815.95    | 0.17%             | 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        |    266914 | PA      | $116107.71    | 0.02%             | 2027-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3001250.00   | 0.51%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                   | Mexico Government International Bond                                                | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $367400.00    | 0.06%             | 2028-01-11      | Fixed         | 3.75%                 | 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        |    571000 | PA      | $439852.72    | 0.08%             | 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        |      5661 | PA      | $5272.40      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                | Univision Communications Inc                                                        | CUSIP: 914906AS1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49367.24     | 0.01%             | 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        |    154000 | PA      | $120120.00    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No. 1, LLC                       | EDvestinU Private Education Loan Issue No 3 LLC                                     | CUSIP: 28166LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $87246.90     | 0.01%             | 2050-11-25      | Fixed         | 3.50%                 | 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        |    188000 | PA      | $172960.00    | 0.03%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP FNMA 40YR R                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2181520 | PA      | $-2181519.51  | -0.37%            |  |  |  | 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    | 0.07%             | 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        |     74000 | PA      | $57165.00     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 64 CLO Ltd                                                                   | CUSIP: 26251LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1103196.63   | 0.19%             | 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        |    492000 | PA      | $354240.00    | 0.06%             | 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        |     55000 | PA      | $45458.88     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | 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        |     89490 | PA      | $85113.41     | 0.01%             | 2024-09-13      | Floating      | 6.62%                 | 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        |   1153000 | OU      | $-224150.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                               | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $20422.50     | 0.00%             | 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        |     46000 | PA      | $36560.96     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | Vodafone Group PLC                                                                  | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $500886.19    | 0.09%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cloudera, Inc.                                                          | Cloudera, Inc. 2021 Second Lien Term Loan                                           | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    233641 | PA      | $196258.44    | 0.03%             | 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        |     27000 | PA      | $24867.56     | 0.00%             | 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        |    205957 | PA      | $195762.18    | 0.03%             | 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        |     69000 | PA      | $55803.75     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | 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      | $48537.50     | 0.01%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                    | CUSIP: 3132DVKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3597549 | PA      | $3297867.16   | 0.56%             | 2049-07-01      | Fixed         | 3.50%                 | 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     | 0.00%             | 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        |    239000 | PA      | $188231.62    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | 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        |     34000 | PA      | $30770.00     | 0.01%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                                           | SCC Power PLC                                                                       | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    242232 | PA      | $90134.14     | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                      | Murphy Oil USA Inc                                                                  | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84075.00     | 0.01%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     67000 | PA      | $37185.00     | 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    | 0.05%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                             | OCP CLO 2015-9 Ltd                                                                  | CUSIP: 67091YAY0<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237163.18    | 0.04%             | 2033-01-15      | Floating      | 2.60%                 | 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        |    144000 | PA      | $118623.60    | 0.02%             | 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        |      6000 | PA      | $5296.74      | 0.00%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                                 | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3027000 | PA      | $2729597.25   | 0.47%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                     | SVB Financial Group                                                                 | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1518431.48   | 0.26%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bond                                                           | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $179600.00    | 0.03%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                             | RCKT Mortgage Trust 2022-2                                                          | CUSIP: 74938WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100881 | PA      | $908183.60    | 0.16%             | 2052-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                                               | Nokia Oyj                                                                           | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     31000 | PA      | $27938.75     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MHI Holdings,LLC                                                        | MHI Holdings,LLC Term Loan B                                                        | CUSIP: 55303YAC7<br>LEI: 549300XOWJ3ALVFU4F13 | Long             | LON              | CORP              | US        |    227443 | PA      | $223178.50    | 0.04%             | 2026-09-21      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                       | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88462.50     | 0.02%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                                   | CUSIP: 3136A6FA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    964149 | PA      | $204038.71    | 0.03%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bond                                                | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    269000 | PA      | $206323.00    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                                      | ABJA Investment Co Pte Ltd                                                          | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $183500.00    | 0.03%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                | Permian Resources Operating LLC                                                     | CUSIP: 15136AAA0<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    322000 | PA      | $428904.00    | 0.07%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                                                | NFP Corp                                                                            | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70218.80     | 0.01%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                                  | Prodigy Finance CM2021-1 DAC                                                        | CUSIP: 742855AC3<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    250000 | PA      | $246701.25    | 0.04%             | 2051-07-25      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP GOLDMAN SAC                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -8527956 | PA      | $-8527956.25  | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATION TOOLING SYSTE                                                | ATS Automation Tooling Systems Inc                                                  | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |     71000 | PA      | $58870.01     | 0.01%             | 2028-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2006-OA21                                                    | CUSIP: 23245QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402015 | PA      | $318808.05    | 0.05%             | 2047-03-20      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1938202 | PA      | $-1938202.24  | -0.33%            |  |  |  | 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      |
| ANTERO RESOURCES CORP                                                   | Antero Resources Corp                                                               | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82846.45     | 0.01%             | 2029-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                | Discovery Communications LLC                                                        | CUSIP: 25470DAH2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1833559.94   | 0.31%             | 2023-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                             | Baxalta Inc                                                                         | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459449.57    | 0.08%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                                                    | WMG Acquisition Corp                                                                | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     37000 | PA      | $30312.87     | 0.01%             | 2030-07-15      | Fixed         | 3.88%                 | 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    | 0.03%             | 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        |    100000 | PA      | $94285.00     | 0.02%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                         | Rolls-Royce PLC                                                                     | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $868750.00    | 0.15%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMM & FIN                                                 | Midcontinent Communications / Midcontinent Finance Corp                             | CUSIP: 59565XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $96223.20     | 0.02%             | 2027-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CABLE COMMUNICAT                                                | Comcast Cable Communications Holdings Inc                                           | CUSIP: 00209TAB1<br>LEI: 549300T2R1ZBGV1UVE31 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2615860.00   | 0.45%             | 2022-11-15      | Fixed         | 9.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140Q7X51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7468944 | PA      | $7063202.19   | 1.21%             | 2047-11-01      | Fixed         | 4.00%                 | 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      |
| MFRA Trust                                                              | MFA 2021-NQM1 Trust                                                                 | CUSIP: 55283FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2483635.00   | 0.42%             | 2065-04-25      | Variable      | 2.31%                 | 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        |    133496 | PA      | $133805.61    | 0.02%             | 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        |    358000 | PA      | $250667.13    | 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        |     72000 | PA      | $56430.00     | 0.01%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | J.P. Morgan Mortgage Trust 2022-INV3                                                | CUSIP: 46593FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801543 | PA      | $656674.23    | 0.11%             | 2052-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                       | Suncor Energy Inc                                                                   | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $985889.65    | 0.17%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                 | Darling Ingredients Inc                                                             | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    297000 | PA      | $282651.93    | 0.05%             | 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        |    172000 | PA      | $146779.89    | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                                     | 522 Funding CLO 2019-4 Ltd                                                          | CUSIP: 33834WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $547191.30    | 0.09%             | 2030-04-20      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                | FirstEnergy Transmission LLC                                                        | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    109000 | PA      | $85137.97     | 0.01%             | 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        |   1815000 | PA      | $1732399.35   | 0.30%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                   | HUB International Ltd                                                               | CUSIP: 44332PAG6<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29225.00     | 0.00%             | 2029-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                | Ford Motor Credit Co LLC                                                            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157194.09    | 0.03%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -1013750 | PA      | $-1013750.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                        | OneMain Financial Issuance Trust 2020-A                                             | CUSIP: 68269LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287252 | PA      | $1279317.01   | 0.22%             | 2032-05-14      | Fixed         | 3.84%                 | 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        |     18000 | PA      | $17159.94     | 0.00%             | 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        |     84000 | PA      | $65602.51     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv Inc                                                                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387796.62    | 0.07%             | 2049-07-01      | Fixed         | 4.40%                 | 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    | 0.03%             | 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        |     38000 | PA      | $35697.68     | 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        |    213000 | PA      | $167338.13    | 0.03%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                   | Indonesia Government International Bond                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $467437.50    | 0.08%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAB6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     68000 | PA      | $57607.56     | 0.01%             | 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        |     90000 | PA      | $87957.00     | 0.02%             | 2026-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| State of New Jersey                                                     | NEW JERSEY ST                                                                       | CUSIP: 646039YS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $180435.78    | 0.03%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |   -614646 | PA      | $-614645.73   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                                    | Kaiser Aluminum Corp                                                                | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $97094.35     | 0.02%             | 2028-03-01      | 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        |    307000 | PA      | $26095.00     | 0.00%             | 2023-01-09      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    528000 | PA      | $393845.76    | 0.07%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                               | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131791.44    | 0.02%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (COFP)                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-1831.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DY8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26500.00     | 0.00%             | 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        |    144000 | PA      | $132120.00    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                              | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $700189.23    | 0.12%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                                                | EQM Midstream Partners LP                                                           | CUSIP: 26885BAK6<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10473.81     | 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        |      8354 | PA      | $5012.53      | 0.00%             | 2024-06-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                                       | MicroStrategy Inc                                                                   | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |    305000 | PA      | $251304.74    | 0.04%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140X4XF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2247818 | PA      | $2126883.78   | 0.36%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | Kinder Morgan Inc                                                                   | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1143554.89   | 0.20%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRS                                                | Five Corners Funding Trust                                                          | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2030785.99   | 0.35%             | 2023-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc                                                                      | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     64000 | PA      | $57320.37     | 0.01%             | 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        |    239000 | PA      | $206779.81    | 0.04%             | 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        |    173000 | PA      | $156810.71    | 0.03%             | 2025-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                                      | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $363400.00    | 0.06%             | 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        |     40000 | PA      | $37389.60     | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                       | HSBC Holdings PLC                                                                   | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1090000 | PA      | $912239.04    | 0.16%             | 2028-03-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                      | Mattamy Group Corp                                                                  | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $103098.83    | 0.02%             | 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        |    988000 | PA      | $687895.00    | 0.12%             | 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        |    219000 | PA      | $177324.30    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                | Performance Food Group Inc                                                          | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25447.24     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eG Global Finance PLC                                                   | eG Global Finance PLC                                                               | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    241000 | PA      | $217386.82    | 0.04%             | 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        |    870000 | PA      | $765939.30    | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5545 | OU      | $-1562.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Apache Corp                                                             | Apache Corp                                                                         | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    202000 | PA      | $163067.53    | 0.03%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive, Inc                                                | Peloton Interactive, Inc Term Loan                                                  | CUSIP: 70614EAD2<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     70822 | PA      | $68963.41     | 0.01%             | 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        |    147000 | PA      | $120319.50    | 0.02%             | 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        |     78000 | PA      | $71813.04     | 0.01%             | 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        |    472000 | PA      | $435329.21    | 0.07%             | 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        |     29000 | PA      | $23387.41     | 0.00%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                  | Acrisure LLC / Acrisure Finance Inc                                                 | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $107800.00    | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP AT+T INC                                                                        | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -2523688 | PA      | $-2523687.50  | -0.43%            |  |  |  | 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    | 0.06%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP BANK OF NEW                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -2364906 | PA      | $-2364906.25  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                                              | BCPE Empire Holdings, Inc. 2022 Incremental Term Loan                               | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     26865 | PA      | $25588.91     | 0.00%             | 2026-06-11      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                      | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                | CUSIP: 12668FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1232072 | PA      | $1124849.93   | 0.19%             | 2037-01-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                           | APX Group Inc                                                                       | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    181000 | PA      | $143094.08    | 0.02%             | 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        |     74000 | PA      | $62263.60     | 0.01%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES USA, INC.                                               | RRP ONCOR ELECT                                                                     | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Short            | RA               | CORP              | US        |  -1023500 | PA      | $-1023500.00  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                | Madison Park Funding LXII Ltd                                                       | CUSIP: 55817HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $744054.21    | 0.13%             | 2033-07-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-8                                               | CUSIP: 54251UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6234309 | PA      | $1918569.23   | 0.33%             | 2036-09-25      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                | CHS/Community Health Systems Inc                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     57000 | PA      | $39686.25     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                          | Bombardier Inc                                                                      | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $347219.84    | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                | Charles River Laboratories International Inc                                        | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19131.63     | 0.00%             | 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        |    250000 | PA      | $175000.00    | 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        |    206000 | PA      | $160468.34    | 0.03%             | 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        |    214000 | PA      | $193734.54    | 0.03%             | 2025-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                  | Lumen Technologies Inc                                                              | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    557000 | PA      | $467756.88    | 0.08%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                  | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                  | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $34935.39     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | 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    | 0.04%             | 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        |    403000 | PA      | $314344.03    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                     | Citigroup Commercial Mortgage Trust 2020-420K                                       | CUSIP: 17328QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $198362.84    | 0.03%             | 2042-11-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785334 | PA      | $767369.47    | 0.13%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                    | BWX Technologies Inc                                                                | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    181000 | PA      | $158081.78    | 0.03%             | 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        |    110144 | PA      | $101378.28    | 0.02%             | 2028-09-30      | Floating      | 6.87%                 | 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      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44048.70     | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                | Republic of South Africa Government International Bond                              | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $165000.00    | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                | MSCI Inc                                                                            | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11787.50     | 0.00%             | 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        |    300000 | PA      | $274650.00    | 0.05%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -3167711 | PA      | $-3167711.31  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                       | Waste Pro USA Inc                                                                   | CUSIP: 94107JAA1<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    509000 | PA      | $447171.77    | 0.08%             | 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        |    362000 | PA      | $330325.00    | 0.06%             | 2029-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 LTD                                                     | Avianca Midco 2 Ltd                                                                 | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    150376 | PA      | $113815.84    | 0.02%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                                             | TCW CLO 2020-1 Ltd                                                                  | CUSIP: 87190CBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $213718.30    | 0.04%             | 2034-04-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                             | Gartner Inc                                                                         | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    122000 | PA      | $101565.00    | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC                                     | RRP TREASURY NO                                                                     | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |  -2424000 | PA      | $-2424000.00  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                                                           | Videotron Ltd                                                                       | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    178000 | PA      | $144178.22    | 0.02%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                          | Galaxy XX CLO Ltd                                                                   | CUSIP: 36320MAQ1<br>LEI: 549300S1CAKZT00VQL17 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230952.35    | 0.04%             | 2031-04-20      | Floating      | 4.46%                 | 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        |    492000 | PA      | $383159.76    | 0.07%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                   | GFL Environmental Inc                                                               | CUSIP: 36168QAF1<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $129443.06    | 0.02%             | 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        |     30000 | PA      | $23250.00     | 0.00%             | 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        |    150000 | PA      | $135210.28    | 0.02%             | 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        |    200000 | PA      | $174750.00    | 0.03%             | 2027-09-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Planview Parent, Inc.                                                   | Planview Parent, Inc. 2nd Lien Term Loan                                            | CUSIP: 000000000<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |    103000 | PA      | $97850.00     | 0.02%             | 2028-12-18      | Floating      | 10.92%                | No            |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                                             | SWP: USD 1.593500 12-OCT-2031                                                       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  26700000 | OU      | $-4572801.48  | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                                  | TK Elevator Midco GmbH                                                              | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $164158.39    | 0.03%             | 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        |   1035000 | PA      | $884074.01    | 0.15%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL                                      | SWAP/CDSWAP/SCDS: (TTMTIN)                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | XX        |     25000 | OU      | $-4922.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mattel Inc                                                              | Mattel Inc                                                                          | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    149000 | PA      | $124830.26    | 0.02%             | 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        |    182000 | PA      | $140934.64    | 0.02%             | 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        |    390000 | PA      | $294450.00    | 0.05%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                               | Ball Corp                                                                           | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19186.13     | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67525.00     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                      | Union Pacific Corp                                                                  | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $594035.17    | 0.10%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP                                                  | Liberty Broadband Corp                                                              | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |    379000 | PA      | $363356.41    | 0.06%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                                        | HealthEquity Inc                                                                    | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    431000 | PA      | $364082.94    | 0.06%             | 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        |    137000 | PA      | $117856.05    | 0.02%             | 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        |     68171 | PA      | $61252.02     | 0.01%             | 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        |    814000 | PA      | $643523.98    | 0.11%             | 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        |     42000 | PA      | $33818.73     | 0.01%             | 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        |     17000 | PA      | $14546.32     | 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        |    213902 | PA      | $193487.73    | 0.03%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERARC ESCROW SARL                                                     | EverArc Escrow Sarl                                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    372000 | PA      | $300295.14    | 0.05%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | SWAP/CDSWAP/SCDS: (ADLERR)                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | XX        |      2649 | OU      | $-746.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA/France                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    544000 | PA      | $406427.84    | 0.07%             | 2029-07-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust 2021-D                                    | CUSIP: 63942CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $371619.51    | 0.06%             | 2060-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                          | NRG Energy Inc                                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $167700.00    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                 | Hungary Government International Bond                                               | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $180350.00    | 0.03%             | 2029-06-16      | Fixed         | 5.25%                 | 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    | 0.03%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                               | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     33000 | PA      | $31053.92     | 0.01%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -1553240 | PA      | $-1553239.78  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                | Occidental Petroleum Corp                                                           | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45320.00     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.                           | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                      | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     76474 | PA      | $70943.27     | 0.01%             | 2025-11-16      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                | Live Nation Entertainment Inc                                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    309000 | PA      | $268269.17    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |    328000 | PA      | $285360.00    | 0.05%             | 2027-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                 | FMR LLC                                                                             | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2147200.49   | 0.37%             | 2033-02-01      | Fixed         | 4.95%                 | 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        |    121000 | PA      | $104063.07    | 0.02%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                   | Rio Tinto Finance USA PLC                                                           | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $363358.56    | 0.06%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2281000 | PA      | $2322279.60   | 0.40%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                | Weatherford International Ltd                                                       | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    140000 | PA      | $121918.13    | 0.02%             | 2030-04-30      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                 | K Hovnanian Enterprises Inc                                                         | CUSIP: 48251UAF5<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    147000 | PA      | $141120.00    | 0.02%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                                     | Air Liquide Finance SA                                                              | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $273677.97    | 0.05%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                   | Palmer Square CLO 2015-2 Ltd                                                        | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $224575.15    | 0.04%             | 2030-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2015-I Ltd                                                             | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981264.00    | 0.17%             | 2031-01-22      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | Barclays PLC                                                                        | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $191053.00    | 0.03%             | 2028-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                       | Credit Acceptance Auto Loan Trust 2020-1                                            | CUSIP: 22534GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322126 | PA      | $321713.02    | 0.05%             | 2029-02-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                                                    | Banff Merger Sub Inc 2021 USD 2nd Lien Term Loan                                    | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    279000 | PA      | $258075.00    | 0.04%             | 2026-02-27      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Yanlord Land HK Co Ltd                                                  | Yanlord Land HK Co Ltd                                                              | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $231250.00    | 0.04%             | 2023-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                      | Ukraine Government International Bond                                               | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    385000 | PA      | $77000.00     | 0.01%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                           | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1725977.07   | 0.29%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                           | CommScope Inc                                                                       | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    171000 | PA      | $131996.65    | 0.02%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital     | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721389.72    | 0.12%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                | Altice France Holding SA                                                            | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1088000 | PA      | $852181.97    | 0.15%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                        | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979643.35    | 0.17%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                      | CNX Resources Corp                                                                  | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    149000 | PA      | $145733.18    | 0.02%             | 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        |    491000 | PA      | $405688.75    | 0.07%             | 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        |         1 | PA      | $0.97         | 0.00%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman CLO XXII Ltd                                                       | CUSIP: 64131BAH6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237118.25    | 0.04%             | 2030-10-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                  | Nationstar Mortgage Holdings Inc                                                    | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $50038.80     | 0.01%             | 2030-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                                        | TRESTLES CLO 2017-1 Ltd                                                             | CUSIP: 89531FAU1<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218574.15    | 0.04%             | 2032-04-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                          | Palmer Square Loan Funding 2020-1 Ltd                                               | CUSIP: 69701EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.04%             | 2028-02-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                                                      | NBK Tier 1 Ltd                                                                      | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    209000 | PA      | $177950.44    | 0.03%             | 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        |    673000 | PA      | $506814.04    | 0.09%             | 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        |    565822 | PA      | $531165.87    | 0.09%             | 2029-02-20      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                   | Norfolk Southern Corp                                                               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1039746.28   | 0.18%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                            | TICP CLO IX Ltd                                                                     | CUSIP: 87249AAG0<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $455205.40    | 0.08%             | 2031-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                                                   | SRS Distribution Inc. 2022 Incremental Term Loan                                    | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    176127 | PA      | $161508.40    | 0.03%             | 2028-06-02      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                                   | GYP Holdings III Corp                                                               | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |    159000 | PA      | $120943.12    | 0.02%             | 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        |    146000 | PA      | $127741.97    | 0.02%             | 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        |    224771 | PA      | $169140.18    | 0.03%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                            | Novelis Corp                                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    534000 | PA      | $437880.00    | 0.07%             | 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        |    678000 | PA      | $547485.00    | 0.09%             | 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        |    147000 | PA      | $113948.20    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                   | TransCanada PipeLines Ltd                                                           | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $438060.30    | 0.07%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                            | SM Energy Co                                                                        | CUSIP: 78454LAL4<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36480.00     | 0.01%             | 2025-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                     | NCL Corp Ltd                                                                        | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     74000 | PA      | $55847.80     | 0.01%             | 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        |    423000 | PA      | $345151.08    | 0.06%             | 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        |     34000 | PA      | $28160.50     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Home Lending Mortgage Trust 2019-ATR1                                         | CUSIP: 16158RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588511 | PA      | $566759.82    | 0.10%             | 2049-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                                              | Woori Bank                                                                          | CUSIP: 000000000<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    250000 | PA      | $233562.50    | 0.04%             | 2024-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                 | Structured Asset Securities Corp Pass-Through Certificates Series 2002-AL1          | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84710 | PA      | $74634.14     | 0.01%             | 2032-02-25      | Fixed         | 3.45%                 | 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    | 0.04%             | 2024-09-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 15YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2132001 | PA      | $-2132000.81  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                 | Royal Caribbean Cruises Ltd                                                         | CUSIP: 780153BS0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    136000 | PA      | $132377.64    | 0.02%             | 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        |    775000 | PA      | $585125.00    | 0.10%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                   | Reynolds American Inc                                                               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933025.84    | 0.16%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                | Neuberger Berman Loan Advisers CLO 37 Ltd                                           | CUSIP: 64133GAV2<br>LEI: 5493006JG853WBZS5J73 | Long             | ABS-CBDO         | CORP              | KY        |   1162500 | PA      | $1072129.69   | 0.18%             | 2031-07-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                       | SCDS: (CMACG)                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | XX        |      1601 | OU      | $-54.37       | -0.00%            |  |  |  | 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        |    119000 | PA      | $114416.12    | 0.02%             | 2029-07-06      | Floating      | 6.61%                 | 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        |    567267 | PA      | $510540.52    | 0.09%             | 2028-07-27      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SWAP/CDSWAP/SCDS: (CMACG)                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      8340 | OU      | $-283.19      | -0.00%            |  |  |  | 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        |    356000 | PA      | $311681.56    | 0.05%             | 2027-05-15      | Fixed         | 5.25%                 | 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        |     12000 | PA      | $10458.20     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                     | RRP FNMA 30YR U                                                                     | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Short            | RA               | CORP              | US        |  -2055765 | PA      | $-2055764.84  | -0.35%            |  |  |  | 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        |     49000 | PA      | $42890.68     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                                                      | Whitebox Clo I Ltd                                                                  | CUSIP: 96467FAQ3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453450.55    | 0.08%             | 2032-07-24      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                                  | Clearway Energy Operating LLC                                                       | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    203000 | PA      | $157371.69    | 0.03%             | 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        |    229000 | PA      | $171177.50    | 0.03%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                                    | Birch Grove CLO 3 Ltd                                                               | CUSIP: 09076VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $220514.80    | 0.04%             | 2035-01-19      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PICARD MIDCO INC                                                        | Picard Midco Inc                                                                    | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1199474.00   | 0.20%             | 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        |    298000 | PA      | $295693.48    | 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        |    118000 | PA      | $111030.92    | 0.02%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                    | SCDS: (CMACG)                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |     10000 | OU      | $-190.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding 2014-III Ltd                                                           | CUSIP: 12549QBE4<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $236336.53    | 0.04%             | 2031-10-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| APX GROUP INC                                                           | APX Group Inc                                                                       | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |    123000 | PA      | $114902.76    | 0.02%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                                 | Pakistan Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $76022.00     | 0.01%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INGEVITY CORP                                                           | Ingevity Corp                                                                       | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     57000 | PA      | $47126.75     | 0.01%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                 | RRP COLUMBUS SO                                                                     | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | Short            | RA               | CORP              | US        |  -3423750 | PA      | $-3423750.00  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc.                               | Sedgwick Claims Management Services, Inc. 2018 Term Loan B                          | CUSIP: 81527CAL1<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     91765 | PA      | $86717.68     | 0.01%             | 2025-12-31      | Floating      | 6.37%                 | 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        |     83000 | PA      | $71847.29     | 0.01%             | 2029-12-10      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                                 | PTC Inc                                                                             | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30610.48     | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP                                                                             | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232742.64    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                  | Open Text Holdings Inc                                                              | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $83055.44     | 0.01%             | 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        |     60000 | PA      | $51379.80     | 0.01%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                                           | RealPage, Inc 1st Lien Term Loan                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    218350 | PA      | $204218.39    | 0.03%             | 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        |   1100000 | PA      | $850884.78    | 0.15%             | 2047-05-01      | Fixed         | 5.38%                 | 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   | 0.31%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                      | RRP MICROSTRATE                                                                     | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Short            | RA               | CORP              | US        |    -55220 | PA      | $-55220.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                         | McDonald's Corp                                                                     | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1327236.65   | 0.23%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                  | Clydesdale Acquisition Holdings Inc                                                 | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    508000 | PA      | $462249.52    | 0.08%             | 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        |     74000 | PA      | $51926.54     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                    | Utah Acquisition Sub Inc                                                            | CUSIP: 62854AAN4<br>LEI: 549300A0CD4KNFGIIS89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $683762.03    | 0.12%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                | RRP FHLMC 4549F                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Short            | RA               | CORP              | US        |  -2985462 | PA      | $-2985462.04  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140QQJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567000 | PA      | $1588105.22   | 0.27%             | 2037-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                | Microchip Technology Inc                                                            | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222761.20    | 0.04%             | 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        |   2000000 | PA      | $1299700.00   | 0.22%             | 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        |    101000 | PA      | $94388.54     | 0.02%             | 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        |    174000 | PA      | $158340.00    | 0.03%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                            | QUALCOMM Inc                                                                        | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234555.98    | 0.04%             | 2035-05-20      | Fixed         | 4.65%                 | 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        |     68000 | PA      | $60846.40     | 0.01%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                               | Crocs Inc                                                                           | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     99000 | PA      | $75356.82     | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                     | Southern California Edison Co                                                       | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1203504.91   | 0.21%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                                        | Proofpoint, Inc. 1st Lien Term Loan                                                 | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     19212 | PA      | $18002.93     | 0.00%             | 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        |     30000 | PA      | $27600.00     | 0.00%             | 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        |     68000 | PA      | $60328.77     | 0.01%             | 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        |    100000 | PA      | $125473.99    | 0.02%             | 2032-03-30      | Fixed         | 6.46%                 | 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    | 0.02%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                     | CUSIP: 3140HAK74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3419759 | PA      | $3111364.17   | 0.53%             | 2049-08-01      | Fixed         | 3.50%                 | 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    | 0.03%             | 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        |    115000 | PA      | $102305.15    | 0.02%             | 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        |    400000 | PA      | $362450.00    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                   | Encompass Health Corp                                                               | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    361000 | PA      | $296985.96    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                  | Telecom Italia Capital SA                                                           | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    337000 | PA      | $251139.14    | 0.04%             | 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        |    541000 | PA      | $460142.14    | 0.08%             | 2028-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                                               | Quorum Health Corporation 2020 Term Loan                                            | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |    115585 | PA      | $77442.11     | 0.01%             | 2025-04-29      | Floating      | 10.60%                | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                  | Sunoco LP / Sunoco Finance Corp                                                     | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $36234.90     | 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        |     69000 | PA      | $59819.55     | 0.01%             | 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        |    138000 | PA      | $112867.44    | 0.02%             | 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        |   4500000 | PA      | $4365000.00   | 0.75%             | 2053-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                        | AMC Networks Inc                                                                    | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120626.79    | 0.02%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                          | Bombardier Inc                                                                      | CUSIP: 097751BM2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34033.65     | 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        |    465000 | PA      | $420825.00    | 0.07%             | 2025-02-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                                                | MajorDrive Holdings IV LLC                                                          | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $82734.01     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                                 | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    183000 | PA      | $100741.50    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                  | UPC Broadband Finco BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    303000 | PA      | $235137.09    | 0.04%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                               | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $90261.15     | 0.02%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                              | Terex Corp                                                                          | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    205000 | PA      | $175938.38    | 0.03%             | 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        |     39000 | PA      | $38116.74     | 0.01%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Core Bond Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer